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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 introduces a custom chart indicator that displays a three-dimensional MAC3D ribbon. It describes possible entry and exit cues when price moves above or below user-defined levels, and it adds context by showing whether price is above or below a…

Technical indicatorsMomentumTrend following
SuperMind

This stock selection method combines a daily price amplitude threshold and a measure of changes in controlling shareholders with trend filters. The initial screen asks for amplitude above 1, a control measure above 21, and the previous close above its…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This screen combines three conditions: at least five moving averages overlapping, no limit-up session on the prior day, and the 20-day average above the 120-day average. The document interprets moving-average overlap as agreement among shorter and…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This technical screen selects stocks whose 30-day moving average is rising, whose daily amplitude exceeds a stated threshold, and which did not hit the price limit the previous day. The moving average is intended to capture an upward intermediate trend,…

EquitiesChina marketsTrend followingTechnical indicators
ProRealCode

The Dynamic Indicator compares estimated price volatility with directional movement amplitude to classify market phases. It constructs fast and slower range estimates, combines them into a trend reference and upper and lower ranges, then measures how far…

Technical indicatorsVolatilityTrend following
ProRealCode

The B-indicator estimates trend strength by comparing the absolute smoothed trend with a noise estimate and scaling the ratio to a 0–100 oscillator. It is designed to show whether price movement is more trend-like or noise-dominated, without indicating…

Technical indicatorsTrend followingStatistics
MQL5 code base

RSIOMA_V2 is an oscillator-based trend indicator displayed as a colored cloud, a histogram, and dots. The histogram marks trend conditions when the cloud crosses designated boundaries: 60 for the main long threshold and 40 for the main short threshold.…

Technical indicatorsTrend followingMomentum
SuperMind

This stock selection idea combines three filters: at least five overlapping moving averages, a nonempty outstanding convertible bond name, and a shrinking MACD histogram on a 15-minute chart. The author interprets the moving average condition as an upward…

EquitiesTechnical indicatorsTrend followingMomentum
MQL5 code base

ImpulseOsMA combines the MACD oscillator histogram with the direction of a moving average of price to color bars according to whether momentum and the average agree. Bars are green when both are rising, pink when both are falling, and blue when they move in…

Technical indicatorsMomentumTrend following
ProRealCode

This indicator combines a price action channel built from exponential averages of highs, lows, and closes with a faster EMA ribbon and longer-period averages. It also marks local peaks and troughs as higher highs, lower highs, higher lows, or lower lows,…

Technical indicatorsTrend followingMomentumBreakout
MQL5 code base

This document describes a trading signal module for the Delta ZigZag indicator in the MQL5 Wizard. It treats an upward break through the indicator’s horizontal level as a possible shift from a descending trend to an ascending one, and a downward break as a…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document describes a chart indicator that combines the Fast Adaptive Trend Line digital filter with the adaptive JMA averaging method. It fills chart space with a colored background, and the moving average acts as the boundary separating color regions,…

Technical indicatorsTrend following
MQL5 code base

This indicator description presents a breakout method built around a channel derived from high and low price series processed by the JSatl_Digit algorithm. A move beyond the gray channel changes the bar color to indicate the trend direction, while labels…

BreakoutTechnical indicatorsTrend following
MQL5 code base

This note introduces an older modified version of a High/Low indicator inspired by the Gann High Low Activator. A change in indicator color is treated as a potential buy or sell signal. In that signaling approach, the note recommends closing an opposing open…

Technical indicatorsTrend followingMomentumExecution
SuperMind

The document outlines a Chinese stock selection screen requiring a metaverse concept classification, a rising 30-day moving average, and a KDJ K value below 20. It presents equivalent indicator conditions and a Python example that filters rows by concept,…

China marketsEquitiesTechnical indicatorsTrend following
ProRealCode

This document describes an indicator that overlays Heikin-Ashi style candles on range bars. It calculates a synthetic close from the bar's total price and a synthetic open from the current bar's open and close initially, then from the prior synthetic open…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The document describes an indicator that represents the current trend through candle colors. It identifies an author and shows the indicator alongside a related signal indicator, suggesting that its main purpose is visual trend display rather than a fully…

Technical indicatorsTrend following
FMZ forum

Across a series of personal essays, the author argues that futures traders should prioritize survival over rapid gains. The main practices are keeping positions small, capping losses with predefined stops, following the prevailing trend, simplifying analysis…

FuturesTrend followingRisk managementPosition sizing
MQL5 code base

The document briefly describes a cloud indicator displayed inside a channel formed from exponential moving averages (EMAs) and linearly weighted moving averages (LWMAs). Users can configure two periods for each moving-average type and select the price input…

Technical indicatorsTrend following
MQL5 code base

CoensioTrader1 is a multi-currency automated trading system that identifies direction with a daily double exponential moving average (DEMA). It treats three consecutive daily DEMA readings pointing the same way as a trend, then seeks entries in that…

ForexTrend followingTechnical indicatorsPosition sizing
SuperMind

This stock screen combines membership in the metaverse theme with two technical conditions: the prior day’s share price must be above its 250-day moving average, and weekly MACD must be above zero. The article presents the long moving average as a way to…

EquitiesTechnical indicatorsTrend followingMomentum
MQL5 code base

STOCH in MA is an indicator that applies stochastic calculations to a moving average, with the stated purpose of helping identify a currency pair’s trend. Its configurable inputs include the moving average period and method, stochastic K and D periods, a…

ForexTechnical indicatorsTrend following
MQL5 code base

This document describes an MT5 indicator that combines two configurable moving averages with Bollinger Bands. It marks a potential buy when the faster average crosses above the slower one and a potential sell when it crosses below. The averages can use…

Technical indicatorsTrend followingVolatility
BigQuant

This strategy description applies a simple price rule to one Chinese stock. It defines a reference high as the highest closing price over the past 20 days and a reference low as the lowest closing price over the past 10 days. The stated entry condition is…

EquitiesChina marketsTrend followingTechnical indicators