Skip to content

Knowledge library

Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.

Quant Q&A
20,364 documents
SuperMind
12,226 documents
OKX Learn
8,431 documents
Strategy library
7,910 documents
MQL5 code base
7,090 documents
BigQuant
3,481 documents
Bitget Academy
3,298 documents
MQL5 articles
3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
FMZ forum
682 documents
FMZ digest
662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
246 documents
Stratmill research code
219 documents
Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
Kraken Learn
163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
Systematic trading blog (Rob Carver)
132 documents
Qlib
116 documents
TqSdk
86 documents
Quantpedia
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
vn.py
50 documents
Binance API docs
45 documents
Quantopian lectures
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
Freqtrade docs
32 documents
quant-trading
31 documents
FinRL
28 documents
Zipline
22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
Alphalens
14 documents
WonderTrader
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

ProRealCode

This document presents a price-smoothing indicator based on a Laguerre filter attributed to John Ehlers. It first averages the open, high, low, and close, then measures the absolute difference between that price and the prior filtered value. The difference…

Technical indicatorsTrend followingStatistics
MQL5 code base

This Expert Advisor implements a Bill Williams style trend entry by placing pending orders around fractal breakouts. It places a stop at the Alligator Lips level and sets profit targets at Fibonacci extensions. The first order is described as twice the size…

ForexBreakoutTrend followingTechnical indicators
MQL5 code base

Cronex Taichi is an indicator designed to make Ichimoku readings easier to interpret and to distinguish potential flat markets from trends. It defines Taichi as a weighted average of Tenkan, Kijun, and both Senkou spans. TaichiFor uses the two Senkou spans…

Technical indicatorsTrend followingStatistics
MQL5 code base

FollowLine is a chart indicator intended to identify market trends using Bollinger Bands. Its settings let a user choose how many bars to display and set the band period and deviation, which control the indicator’s lookback and band width. The indicator can…

Technical indicatorsTrend followingVolatility
ProRealCode

The Optimized Trend Tracker (OTT) is presented as a trend-following indicator that compares price with a trailing threshold derived from a moving average. Price above OTT is treated as an uptrend condition, while price below it indicates a downtrend. The…

Trend followingTechnical indicatorsEquities
MQL5 code base

This Expert Advisor trades when the XAng_Zad_C indicator cloud changes color. It can restrict entries to a configured daily time window and close open positions at the selected end time. If the start time falls later than the end time, closure is scheduled…

ForexTrend followingTechnical indicatorsPosition sizing
SuperMind

This strategy uses the range-based RSRS indicator to time exposure and rotate between large-cap and small-cap Chinese equity ETFs. It fits a rolling ordinary least squares regression of daily highs on lows, standardizes the recent regression slope, and…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The document describes a chart indicator that plots six customizable exponential moving averages to help traders visually assess price behavior across time periods. Periods, line styles, and colors can be set manually. Its suggested presets target short…

Technical indicatorsTrend followingForex
MQL5 code base

This trading system uses changes in the VininI_Trend_LRMA indicator to generate signals when a bar closes. Traders can choose between entering when the indicator crosses its upper or lower levels, or entering when its direction changes. A ChangeOfVolatility…

ForexTrend followingVolatilityTechnical indicators
BigQuant

This research summary reviews trend-following indicators and how to build strategies for broad asset allocation and industry allocation. It groups 41 indicators by their input data, filtering, moving-average construction, and signal generation, arguing that…

Multi-assetTrend followingMomentumStatistics
MQL5 code base

WATR_HTF_Signal displays the direction of a WATR indicator calculated on a chosen higher timeframe. A right-pointing arrow marks continuation of the existing trend at the selected bar; a diagonal arrow marks a change and indicates the direction of the trade…

Technical indicatorsTrend followingRisk management
ProRealCode

This indicator presents trend information through three histogram series: price relative to a longer exponential average, a shorter average relative to the same baseline, and a reference average. Their colors distinguish broad and current bullish or bearish…

Technical indicatorsTrend followingMomentumEquities
ProRealCode

The Neural Weight Oscillator combines normalized trend, mean-reversion, and momentum readings into a bounded 0–100 indicator. It uses the Best-Worst Method to turn pairwise importance judgments into component weights, then optionally adjusts those weights…

Technical indicatorsMachine learningMomentumMean reversion
BigQuant

The document explains MACD as the difference between a faster and a slower exponential moving average, with a signal line formed as an EMA of MACD. It describes the histogram as the difference between those two lines and gives the common 12, 26, and 9 period…

Technical indicatorsMomentumTrend following
MQL5 code base

This document describes an XXRSX indicator augmented with a trend-strength display. It calculates the standard deviation of the indicator and compares that value with a configurable threshold. When the deviation exceeds the threshold, the chart places a…

Technical indicatorsStatisticsTrend following
SuperMind

This stock-selection screen combines a metaverse industry or concept filter with a rising 30-day moving average and a condition that the current day's low is below the previous day's low. The moving-average test is intended to identify an upward trend, while…

EquitiesTechnical indicatorsTrend following
MQL5 code base

The modified Advance–Decline Line (MADL) is presented as a trend-strength indicator that uses price movement within each bar and tick volume, adjusted by a moving average of volume over a configurable period. Its value accumulates from the previous reading,…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document outlines an Expert Advisor that trades signals from two moving-average lines of the FractalAMA_MBK indicator. A signal is generated at bar close when the indicator’s main line crosses its signal line. Running the advisor requires a separately…

Technical indicatorsTrend followingBacktestingForex
MQL5 code base

The document describes a synthetic RSI-style indicator that substitutes RSX for RSI. It says the RSX calculation produces a smoother signal, avoids adding lag, and removes some false signals compared with the RSI version. The suggested use is to treat a…

Technical indicatorsTrend following
MQL5 code base

The document describes an MQL5 indicator variant that lets the user choose the timeframe from an input parameter. The illustrated default is a four-hour chart period. The central idea is to make the SSL_NRTR indicator available for a timeframe selected…

Technical indicatorsTrend following
SuperMind

This stock screen combines membership in the metaverse concept group with an upward-sloping 30-day moving average and a requirement that at least five moving averages overlap. It is presented as a trend-following filter intended to find stocks with aligned…

EquitiesTrend followingTechnical indicators
FMZ forum

This article groups recurring trading losses into three market conditions: trading against a strong trend, repeatedly chasing moves in a broad range, and trading through choppy swings. It recommends first identifying the prevailing structure across larger…

Trend followingMean reversionRisk managementPosition sizing
MQL5 code base

This indicator uses an RSI-adaptive exponential moving average ribbon to help assess market conditions. Its author says the underlying adaptive EMA can also be translated into a MACD calculation, while displaying the ribbon components directly may make…

Technical indicatorsTrend followingEquities
ProRealCode

This intraday strategy for the DAX uses three consecutive candles of the same color as its directional condition. On the one-hour chart, it allows a long entry at noon when the current and prior two candles have all closed above their opens. It allows a…

FuturesMomentumTrend followingRisk management