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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

TASSKlT is identified as a simple trend-visualization indicator. The document credits KurlFX as the author and notes that the original version was developed in MQL4 and published in 2009. No details are provided about the indicator’s calculation, signals,…

Technical indicatorsTrend following
SuperMind

The strategy screens main-board Chinese stocks for turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a prior close above the 250-day moving average. The article presents this as a trend filter combined with…

EquitiesTrend followingTechnical indicatorsChina markets
ProRealCode

This indicator transforms RSI thresholds into a price-overlay line intended to move around the market price like a supertrend. It uses a 14-period RSI basis and upper and lower limits of 90 and 10, respectively. The described use is to generate entry signals…

Technical indicatorsTrend followingRisk management
SuperMind

This document presents a technical screen for stocks in the metaverse industry. It seeks prices near the 10-day moving average and a sequence of rising recent lows, interpreting those conditions as a possible sign of support and an improving short-term…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

The document presents BlackFlags FTS as a chart indicator for distinguishing directional phases from consolidations. Its narrative describes colored bullish and bearish zones, range boundaries, and potential breakouts from those boundaries. It also discusses…

Technical indicatorsTrend followingBreakoutVolatility
MQL5 code base

This description presents an iTrend indicator for MetaTrader 5 with multi-timeframe support, four selectable average types, and 22 price inputs. It also lists alert options for current or closed bars, including messages, sounds, email, and push…

Technical indicatorsTrend followingRisk management
ProRealCode

MegaFX Profit is a smoothed oscillator that measures the median price's position within the recent highest-high and lowest-low range. It transforms that normalized position and applies smoothing, which the description says makes signals clearer but delayed.…

Technical indicatorsTrend followingBreakoutStatistics
SuperMind

This note outlines an A-share screening idea that combines a metaverse industry classification with a rounded price pattern and rising lows. It presents the rising-base condition using successive comparisons of rolling 20-day lows, while the rounded pattern…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

Delta ZigZag is a trend-reversal indicator that confirms a change in direction when price breaks through selected prior local highs or lows. Its number-of-levels setting controls how many extrema are considered; the description illustrates that an uptrend…

Technical indicatorsTrend followingBreakoutRisk management
SuperMind

This note presents a Chinese stock screen based on three conditions: a daily high-low range threshold, prior-day trading activity above a stated amount, and a rising arrangement of moving averages. The technical rule orders averages from the shortest through…

EquitiesTechnical indicatorsTrend followingVolatility
SuperMind

This note describes a Chinese stock screen combining a turnover range, a cap on circulating shares or market value, and a moving average trend filter. Its stated logic selects stocks with turnover between 3% and 12%, circulating size at or below 5.5 billion…

EquitiesTechnical indicatorsTrend followingRisk management
MQL5 code base

The post describes a rule for identifying potential peaks and troughs by comparing a candle's low and high with the Alligator indicator's Lips, Jaws, and Teeth lines. A candle whose low is above all three lines is treated as a peak; one whose high is below…

Technical indicatorsTrend followingBreakout
SuperMind

This stock screen combines three conditions: price amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and the previous day's close above its 250-day moving average. The document presents the combination as a way to find…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This document describes an example MetaTrader 5 Expert Advisor that automates a manual trading system using the AscTrend, NRTR Color Line, and TrendStrengthv2 indicators. It is restricted to the current symbol and chart timeframe. Its stop loss is based on…

Technical indicatorsTrend followingRisk management
MQL5 code base

XXMA is described as an adaptive moving-average indicator with a filter intended to distinguish directional price movement from sideways conditions. In a trend, its line is said to remain consistently above or below price and slope with the move; in a flat…

Technical indicatorsTrend followingExecution
ProRealCode

The Sentiment Zone Oscillator (SZO), attributed to Walid Khalil, aims to represent market sentiment using a smoothed directional input. It assigns a positive or negative value according to whether a filtered closing price rose or fell, then applies a triple…

Technical indicatorsSentimentTrend following
MQL5 code base

This expert-advisor description presents a moving-average crossover system: it opens trades when a fast average crosses a slow average and closes them when the signal reverses. Its distinctive setting changes how losing positions are handled. When loss…

Trend followingTechnical indicatorsRisk managementPosition sizing
SuperMind

This brief strategy proposal starts with the constituents of the CSI 300 and looks for stocks whose latest price remains within an 8% pullback from the highest price of the past 30 days. It also compares average trading volume over the latest seven sessions…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

AltrTrend Signal is described as a semaphore-style indicator that marks when a trend changes, using the ADX indicator as its basis. The document identifies OlegVS and GOODMAN as the authors and says the indicator was originally written in MQL4, with an…

Technical indicatorsTrend following
ProRealCode

The document describes a quadruple moving average built by repeatedly applying the same moving-average calculation to its prior output. It combines the first five stages using weights of 5, −10, 10, −5, and 1. The calculation period is adjustable, and the…

Technical indicatorsTrend following
MQL5 code base

The double stochastic applies a stochastic calculation to the output of another stochastic. This additional smoothing is presented as a way to filter some false signals compared with a single stochastic, making the indicator more trend oriented. The document…

Technical indicatorsTrend following
SuperMind

This stock-selection rule targets main-board shares with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a 30-day moving average that is rising. It combines a liquidity or trading-activity range and a size…

EquitiesChina marketsTrend followingTechnical indicators
FMZ forum

Algorithmic trading turns explicit rules based on variables such as price, timing, quantity, or mathematical models into instructions that monitor markets and place orders. The document illustrates a moving-average crossover and surveys strategy families…

EquitiesTrend followingArbitrageMean reversion
MQL5 code base

This indicator description combines ATR-smoothed Heiken Ashi candles with fast and slow exponential moving averages to show directional bias and flag potential early entries. A signal appears when a smoothed candle changes direction in agreement with the EMA…

Technical indicatorsVolatilityTrend following