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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

FMZ forum

This trading essay argues that traders should respond to observed price changes and predefined system signals instead of becoming attached to a directional forecast. It highlights how an open position can bias judgment toward evidence that supports the…

FuturesTrend followingRisk managementExecution
MQL5 code base

This indicator changes its zigzag leg when price moves by a specified percentage from an extremum. Because the reversal rule depends on price rather than elapsed time or chart timeframe, it can present swings consistently across securities without tying them…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator adapts a Donchian channel by placing its upper and lower levels beyond recent highs and lows using a multiple of average true range. The code uses a lookback period and offset to calculate the channel reference points, then tracks a…

Technical indicatorsTrend followingBreakoutVolatility
ProRealCode

The Stiffness indicator estimates trend persistence by measuring how often closing prices remain beyond a moving average during a lookback window. It produces separate percentages for upward and downward conditions. A volatility buffer excludes small…

Technical indicatorsTrend followingStatistics
SuperMind

This stock-selection approach screens for shares with daily amplitude above 1%, RSI below 65, and a rising trend as represented by a shorter moving average above a longer one. The range condition seeks active price movement, while the RSI filter avoids…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This document describes a foreign exchange expert advisor built around breakout stop orders and hedging losing positions in an effort to close trades with an overall positive result. The version discussed adds volatility-spike entries, trend checks, hourly…

ForexBreakoutTrend followingRisk management
MQL5 code base

The document describes a MetaTrader 5 technique for changing the chart objects drawn by an indicator when its source code is unavailable and it does not expose indicator buffers. The method first logs chart object names to identify a naming prefix associated…

Technical indicatorsTrend followingExecution
ProRealCode

The Volatility Quality indicator uses weighted moving averages of recent open, high, low, and close prices to combine price direction with range-based volatility. Its plotted value is positive in bullish conditions and negative in bearish conditions, with…

Technical indicatorsVolatilityTrend following
SuperMind

This proposed stock screen combines three conditions: the weekly price crosses above its 30-week moving average, the stock’s gain at 9:25 is below 6%, and its daily position-building ratio exceeds 5%. The article interprets the moving-average crossover as a…

EquitiesChina marketsTrend followingTechnical indicators
ProRealCode

This document presents an intraday long-only system for the DAX40 CFD using hourly bars. It requires the close to exceed both a 185-period moving average, used as a broad trend filter, and a 16-period moving average, used to confirm nearer-term direction. It…

FuturesTrend followingTechnical indicatorsRisk management
SuperMind

This Chinese stock screening example combines three conditions: the 20-day moving average must exceed the 120-day average, the previous session must not have closed at the daily price limit, and candidates are ranked by volume ratio. The document interprets…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese A-share stock screen combines trading activity, a price and order-flow condition, and a moving-average trend filter. It selects stocks with turnover between 3% and 12%, a positive product of the day’s percentage change and net large-order…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This document describes an hourly MACD histogram setup intended to identify trend continuation. The rules use threshold levels and the sequence of histogram highs, lows, and reversals to define potential long and short signals. For a long setup, a histogram…

Technical indicatorsTrend followingBacktesting
MQL5 code base

SniperJaw is described as an automated, one-trade-at-a-time strategy that follows trends using the Alligator indicator’s Jaw, Teeth, and Lips lines. Traders can adjust the periods and shifts used for those lines, set position size, and enable or disable…

ForexTrend followingTechnical indicatorsPosition sizing
SuperMind

This document describes a Chinese stock-selection screen combining at least five overlapping moving averages with market capitalization and company profitability filters. It also presents additional proposed conditions: a price-to-earnings ratio below 30, a…

EquitiesTechnical indicatorsChina marketsTrend following
MQL5 code base

This indicator displays the direction or a signal from a Chandelier Stops calculation on a selected timeframe. It uses a lookback length, an ATR period, and a multiplier to define the underlying stop indicator. A continuing trend is marked with a horizontal…

Technical indicatorsTrend followingVolatility
SuperMind

This post describes an equity screen using an RSI below a stated threshold, the product of percentage price change and very-large-order net flow, and a rising 30-day moving average. The intended combination blends a momentum-related price trend with a…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This indicator keeps a moving average tied to a selected timeframe while the chart is viewed at other intervals. The example anchors an eight-period moving average to the hourly chart, then shows equivalent period settings on 15-minute, 30-minute,…

Technical indicatorsTrend following
SuperMind

This stock screen targets companies in the metaverse industry when the KDJ indicator has just crossed upward and the five-week moving average has crossed above the ten-week average. It describes selecting candidates before 10 a.m. on each trading day for…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

MultiWPRTrend_x10 displays Williams Percent Range oscillator readings across ten timeframes. Each line represents the oscillator for one timeframe, giving a compact view of how readings compare across multiple horizons. The indicator colors a line orange…

Technical indicatorsTrend followingForex
ProRealCode

The indicator estimates trend sentiment by subtracting the latest period's price change from the change over a longer lookback. Its example compares a 12-month change with a one-month change: a positive difference is treated as bullish and a negative one as…

Technical indicatorsTrend followingMomentum
MQL5 code base

The indicator uses five symmetrical Keltner channels with different deviation thresholds to color candles according to trend direction and breakout strength. When price breaks a higher-deviation channel, the candle receives a brighter shade. Upward moves use…

Technical indicatorsBreakoutTrend following
MQL5 code base

This indicator builds a ZigZag-style line from turning points in a simple moving average (SMA). At SMA maximum points, it connects the corresponding high prices; at minimum points, it connects the corresponding low prices. The displayed line color…

Technical indicatorsTrend following
SuperMind

This stock selection rule combines a positive MACD reading, a positive trailing P/E ratio, and a hierarchy of rising short-, medium-, and longer-term moving averages. The intended screen runs before each trading session opens. Its supplied indicator…

EquitiesTechnical indicatorsMomentumTrend following