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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

Trendilo turns changes in a selected price series into a smoothed trend signal. It computes percentage change over a configurable interval, applies an Arnaud Legoux moving average (ALMA), and compares that value with positive and negative root mean square…

Technical indicatorsTrend followingEquities
MQL5 code base

This document describes a MACD crossover trading system on GBP/USD four-hour bars. With MACD settings of 12/26/9, it opens buys when MACD moves above its signal line and sells when it moves below, reversing or closing positions according to the crossover.…

ForexTechnical indicatorsTrend followingBacktesting
ProRealCode

This indicator rebuilds a volume profile around a fitted linear or quadratic regression curve rather than fixed horizontal price levels. It assigns each bar's volume to a bin based on its distance from the curve, producing a profile of trading activity…

Technical indicatorsStatisticsMarket microstructureVolatility
SuperMind

This Chinese stock-screening note combines high daily price range, a three-session limit-up run as of the previous day, and a 20-day moving average above the 120-day average. The conditions are intended to find active stocks attracting strong buying interest…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This indicator classifies volatility as compression, normal, or expansion by ranking the current Average True Range (ATR) against its values over a rolling lookback window. Unlike a fixed ATR cutoff, the percentile rank adapts to the instrument and…

VolatilityTechnical indicatorsBreakoutTrend following
SuperMind

This Chinese stock-screening note describes a strategy for selecting companies in the metaverse sector that had a limit-up day within the previous 25 days and whose price pattern around the most recent limit-up is judged to be rounded or arc-shaped. It…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

The document introduces the DiNapoli Stochastic, a smoothed version of the traditional Lane stochastic oscillator available in MetaTrader 5. It attributes the indicator to a description in Joe DiNapoli’s book on trading with DiNapoli Levels. The stated…

Technical indicatorsTrend followingStatistics
ProRealCode

This document presents an Ichimoku-based way to screen for bullish and bearish trends and display them on a chart or histogram. The bullish screen requires price to be above both cloud spans, above the prior period's high, and above lagged cloud, Tenkan, and…

Technical indicatorsTrend following
Technical Analysis

This document is a Python implementation reference for a broad set of price-based trend indicators. The visible classes include Aroon, which measures how recently rolling highs and lows occurred; MACD, which compares fast and slow exponential moving averages…

Technical indicatorsTrend followingMomentumVolatility
MQL5 code base

This Expert Advisor combines ADX_Cross_Hull_Style color changes with an UltraXMA trend filter. It opens a trade when a new indicator color point appears at bar close, provided the filter supports the direction. It closes positions on an opposing entry signal…

Technical indicatorsTrend followingBacktestingCommodities
MQL5 code base

The Trend Trigger Factor (TTF) is presented as an oscillator for identifying trends and possible reversals. The document attributes the method to M. H. Pee and a 2004 article in a technical analysis magazine. It identifies three configurable inputs: the…

Technical indicatorsTrend followingStatistics
ProRealCode

The indicator scores price against a range of moving averages and tracks whether those averages are rising or falling. It combines these counts into a value on a zero-to-100 scale, then smooths the result with another moving average. The document describes…

Technical indicatorsTrend following
MQL5 code base

The Gann High-Low Activator is described as a simple moving average of prior-period highs or lows. This note presents a deliberately uncomplicated version intended to make indicator testing straightforward. Its line changes color according to the indicator’s…

Technical indicatorsTrend followingBacktesting
MQL5 code base

Rainbow WMA is described as a generalized form of Mel Widner’s Rainbow Average, with a connection to the Guppy Multiple Moving Average. It produces a single average value and allows the user to adjust the recursive calculation depth. The source contrasts…

Technical indicatorsTrend following
FMZ forum

The document explains Kaufman’s adaptive moving average (AMA) as an adjustment to conventional moving averages, whose fixed speeds can lag sharp trends or turn repeatedly in noisy markets. It introduces an efficiency ratio that compares net price change with…

Technical indicatorsTrend followingStatisticsBacktesting
MQL5 code base

Asymmetric Trend Pressure is a technical indicator for displaying trend direction and strength, with optional separate lines for bullish and bearish components. Its direction calculation uses open and close prices over a chosen period. The indicator also…

Technical indicatorsTrend following
SuperMind

This Chinese equity screen looks for stocks with price amplitude above 1, prior-day actual turnover between 3% and 28%, and a bullish weekly chart pattern. The article’s example defines the weekly condition with rising moving-average alignment, price above…

EquitiesTechnical indicatorsVolatilityTrend following
FMZ forum

This Chinese-language reference catalogs TA-Lib indicators and gives brief descriptions, function signatures, output shapes, and usage examples. Its visible sections cover trend measures such as moving averages, Bollinger Bands, and Parabolic SAR, followed…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator combines the Commodity Channel Index with a price overlay and a separate oscillator panel. A CCI move above an upper threshold sets a bullish state, while a move below a lower threshold sets a bearish state. In the bullish state, the overlay…

CommoditiesTrend followingMomentumTechnical indicators
MQL5 code base

The document describes an automated EUR/USD strategy that uses a moving-average crossing on a 15-minute chart to enter trades. A 50-pip noise filter is intended to avoid reacting to small price moves. The stated setup uses a 350-pip take-profit and a 20-pip…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This note outlines a combined moving-average indicator whose settings vary by chart timeframe. It recommends a slower setting for higher timeframes and a faster setting for shorter ones, with arrows marking signals. The displayed calculation aggregates…

Technical indicatorsTrend followingMulti-asset
SuperMind

The document proposes screening for stocks in the metaverse theme whose prior-day price is above the 250-day moving average, while excluding Beijing A-shares. It presents the long-term average condition as a trend filter and the theme membership as a way to…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This proposed A-share screen selects beverage and alcohol related stocks with turnover between 3% and 12% and a rising 30-day moving average. The discussion frames the sector filter as an industry exposure, turnover as a trading activity constraint, and the…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This document describes an experimental variation on the Schaff Trend Cycle indicator. The conventional indicator applies a stochastic calculation to the MACD line to create a cyclical oscillator intended to smooth short-term fluctuations while responding to…

Technical indicatorsMomentumTrend followingBacktesting