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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

8,851 documents

MQL5 code base

This document describes a chart indicator built around a smoothed fast trend line called JFatl. The line acts as the boundary between colored regions, while the surrounding chart background shows the corresponding trend state. It is a visual aid for…

Technical indicatorsTrend following
MQL5 code base

This indicator description explains a trading-zone method that combines smoothed Heiken Ashi direction with the Accelerator Oscillator (AC) and Awesome Oscillator (AO). In the underlying zone concept, agreement between AC and AO direction marks an upward or…

Technical indicatorsTrend followingMomentum
SuperMind

This post proposes a technical screen for Chinese stocks using three conditions: the 20-day moving average must be above the 120-day moving average, weekly MACD must be above the zero line, and RSI must be below 65. The moving-average relationship is…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This Expert Advisor uses the relationship between moving averages calculated on two timeframes. When the current timeframe’s average crosses the higher-timeframe average upward, it signals a long entry; a downward cross signals a short entry. A new signal…

Technical indicatorsTrend followingBacktestingPosition sizing
MQL5 code base

This Expert Advisor combines two smoothed XPeriodCandle indicators across different timeframes. A slower indicator sets the prevailing trend from the color of its most recently closed candle, while a faster indicator provides entries when its candle color…

Trend followingTechnical indicatorsPosition sizingBacktesting
MQL5 code base

IdeaTrend is a trend indicator based on moving averages of high, close, and low prices over a chosen period. The user selects the moving average calculation method and a threshold that separates its upward and downward readings. The indicator displays its…

Technical indicatorsTrend following
MQL5 code base

FILTER_ADX_AM is a simple trend indicator built from a smoothed Average Directional Movement Index. It signals direction by comparing the positive and negative directional lines: the display marks one direction with a lime bar and the opposite with a red…

Technical indicatorsTrend following
MQL5 code base

This document describes a higher-timeframe variant of the M2_MA indicator for MetaTrader 5. Its input setting lets the user select the timeframe whose indicator values should be displayed, with a four-hour period shown as the default example. This can let a…

Technical indicatorsTrend following
SuperMind

This stock-selection method ranks shares by volume ratio and keeps the top 100, then filters for a weekly MACD above zero and a rising 30-day moving average. The article interprets these conditions as signs of stronger trading activity and positive medium-…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a Chinese equity selection rule combining a 3%–12% turnover range, a reversal-style condition, and a 20-day moving average above the 120-day average. Its stated rationale is to favor stocks with adequate liquidity and an upward trend,…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This indicator generalizes the conventional fractal by letting users choose how many bars must appear on each side of a price extreme. The left and right counts can differ, so an asymmetric configuration can require more historical confirmation on one side…

Technical indicatorsStatisticsTrend following
SuperMind

This Chinese equity screen focuses on stocks classified in the metaverse sector. It requires actual turnover from two days earlier to fall between 3% and 28%, and the prior day's closing price to exceed its 250-day moving average. The document interprets the…

EquitiesTrend followingTechnical indicatorsChina markets
MQL5 code base

The document explains the directional components of Wilder’s Directional Movement Index: +DI and -DI. Each measures movement extending beyond the previous bar’s range, with the positive or negative portion normalized by true range and smoothed over time. The…

Technical indicatorsTrend followingMomentum
Hummingbot docs

This guide describes Grid Strike, a Hummingbot controller that builds a long or short order grid across a chosen price range. Unlike a conventional grid designed to trade back and forth in a range, it can add long exposure as prices rise or short exposure as…

Grid tradingTrend followingMomentumRisk management
MQL5 code base

The document describes a display feature for the PriceChannel_Stop indicator. It presents the latest indicator value as a price label and allows channel levels to be rounded to a user-selected number of decimal digits. The digit setting is an input…

Technical indicatorsTrend following
MQL5 code base

The Schaff Trend Cycle combines stochastic calculations with MACD to identify currency trends. The document explains that the usual MACD signal line can respond slowly, while the STC is intended to provide earlier notice of potential trend changes. This…

ForexTechnical indicatorsTrend following
MQL5 code base

The document describes NxDRangeSwitch, an NRTR moving-average indicator displayed above or below the price chart. In a downtrend, it appears above price in red; in an uptrend, it sits below price in green. A colored square marks a change in trend direction.…

Technical indicatorsTrend followingRisk management
MQL5 code base

DynamicRS_C_Signal is an indicator that presents trend information derived from the DynamicRS_C indicator on a fixed timeframe. Its signal is based on changes in the colors of the original indicator’s histogram bars: a colored symbol appears on the…

Technical indicatorsTrend following
SuperMind

This stock selection rule combines three signals: RSI below 65, the product of price change and net volume from very large orders being positive, and a rising alignment of the 5-, 10-, 20-, and 60-day moving averages. The provided Python example also…

EquitiesTechnical indicatorsTrend followingRisk management
MQL5 code base

The described expert advisor combines two signal types: fast and slow moving average crosses for trend direction, and price deviations from a slower average measured with ATR-based bands for mean reversion. The stated rules generate buy signals on an upward…

Mean reversionTrend followingVolatilityRisk management
ProRealCode

This swing method uses Parabolic SAR to identify the prevailing direction and manage exits. A candle closing above SAR is treated as long-side and colored blue, while a candle below SAR is treated as short-side and colored red. The accompanying description…

Technical indicatorsTrend followingRisk management
ProRealCode

This indicator aims to mark possible transitions into and out of range-bound conditions using the directional indicators DI+ and DI− alongside Parabolic SAR. It compares the SAR position with the close and checks which directional indicator is greater,…

Technical indicatorsTrend followingMean reversionStatistics
Cryptohopper blog

This article presents a basic framework for evaluating candlestick patterns in the context of the prevailing trend. It recommends using tools such as moving averages to identify trend direction, then judging whether a pattern forms in a suitable location and…

Technical indicatorsTrend followingRisk management
BigQuant

The article explains idiosyncratic volatility for individual stocks and extends the idea to residual volatility for indices and commodity futures. It argues that elevated volatility is more useful for anticipating the size of future moves or divergence from…

VolatilityStatisticsTechnical indicatorsTrend following