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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

JJN-Nugget is described as an indicator that displays buy or sell signals and an entry level on charts from the five-minute timeframe upward. Its guidance is to wait for the next candle after the signal status changes, since the direction can vary before…

Technical indicatorsTrend following
MQL5 code base

RabbitM2 is a MetaTrader strategy that sets a directional bias from fast and slow moving averages on the current bar. A fast average below the slow average produces a preliminary sell signal, while a fast average above it produces a preliminary buy signal.…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document describes a histogram implementation of the Range Action Verification Index, intended to show both the strength and direction of the current trend. It assigns colors according to four configurable threshold levels, spanning extra-low and low…

Technical indicatorsTrend followingBreakout
SuperMind

This introductory tutorial explains how to build, backtest, and simulate a daily single-stock strategy in the MindGo platform. It outlines a two-part strategy framework: initialize account settings once, then run trading logic on each active trading…

EquitiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator description isolates the trend component of Holt’s double exponential smoothing rather than displaying the smoothed on-chart value used in a typical presentation. It proposes reading that component as an oscillator for trend seeking, with…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator signals when price moves farther than a fixed point threshold from a moving average. Its stated purpose is to mark moments when the trend force, measured by price deviation from the average, exceeds the configured limit. The threshold is set…

Technical indicatorsTrend following
FMZ forum

The article describes a discretionary system-building process and a trend-following approach intended to withstand prolonged sideways markets. Its central method uses a higher timeframe to define direction and manage the trailing stop, while a lower…

Trend followingTechnical indicatorsRisk managementForex
ProRealCode

This indicator combines Zigzag swing points with Fibonacci retracement levels to map possible support and resistance areas. Pivots can be identified either by a percentage move or by period highs and lows. The indicator tracks pivot values and direction,…

Technical indicatorsVolatilityTrend following
MQL5 code base

DivergenceBar is described as an indicator for identifying potential reversal bars using Bill Williams’ Profitunity system. It marks bullish reversal bars in green as buy signals and bearish reversal bars in red as sell signals. The indicator omits the…

Technical indicatorsTrend following
MQL5 code base

This indicator combines a moving average with upper and lower bands set using the Average True Range. The moving average serves as a baseline for judging trend direction, while the bands show price levels adjusted for recent volatility. Users can configure…

Technical indicatorsVolatilityTrend following
MQL5 code base

This document describes a trading assistant that draws an angled trend line on a chart and supports trading on a price break through the line or in the direction of the trend. It also includes manual trade controls, batch closing, and configurable stops and…

Trend followingBreakoutTechnical indicatorsRisk management
MQL5 code base

MACD-v measures the spread between fast and slow exponential moving averages relative to average true range, then scales the result. A smoothed signal line and histogram provide momentum direction and change. The document describes oscillator, histogram, and…

Technical indicatorsMomentumVolatilityTrend following
FMZ forum

This reflective essay argues that futures traders can reduce impulsive decisions by translating market beliefs into explicit rules. The author recounts repeatedly shorting during an apparent rise, then using a moving average as a directional filter: trade…

FuturesTrend followingRisk managementTechnical indicators
ProRealCode

The M-Oscillator is presented as a momentum-oscillator variation built from the direction of price changes over a lookback period, then smoothed into a histogram, oscillator, and signal line. Readings above 10 are described as overbought and those below -10…

Technical indicatorsMomentumMean reversionTrend following
SuperMind

This A-share strategy selects stocks using a bullish arrangement of moving averages, then ranks candidates by their price change relative to the previous month’s close. It uses adjusted prices to reduce distortions from dividends and share adjustments. The…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

The Fisher indicator is described as a histogram for identifying trend direction, strength, and possible changes. It derives its values from the highest and lowest prices over a lookback period, then transforms the current price’s relationship to that range.…

Technical indicatorsTrend following
MQL5 code base

The Range Ratio compares the distance between the highest high and lowest low in a chosen period with the sum of each bar’s high-low range. A strongly directional move should produce a ratio closer to one because the net span approaches the accumulated bar…

Technical indicatorsMomentumTrend following
MQL5 code base

This brief indicator description explains a John Ehlers trendline plotted on a price chart. It defines the instantaneous trendline as a moving average of price adjusted by half of a smoothed slope. The slope is the difference between the current price and…

Technical indicatorsTrend following
BigQuant

This advice article presents five principles for surviving in stock trading: use technical analysis as context, follow established trends, keep short-term trades distinct from long-term investments, assess broad market direction, and protect capital by…

EquitiesTrend followingTechnical indicatorsRisk management
Cryptohopper blog

This Chinese-language research summary examines how to use volatile price and volume factors in industry rotation strategies. It proposes using external market variables to forecast a trend factor’s returns or information coefficient, then timing exposure…

China marketsEquitiesFactor investingTrend following
MQL5 code base

The document describes a four-hour EURUSD crossover system using exponential moving averages with periods 2 and 35. A cross above triggers a buy and closes a sell; a cross below triggers a sell and closes a buy. It also specifies stop-loss, take-profit, and…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that combines Murrey levels with a Stochastic oscillator, candlestick conditions, and Bollinger Bands. Its stated buy setup treats a break of the upper 8/8 level with Stochastic above 70 as an oversold condition,…

Technical indicatorsBreakoutTrend followingRisk management
FMZ forum

The study revisits Bitcoin strategies that buy when price reaches a recent high (MAX) or low (MIN), using daily data from late 2015 through August 2024. It examines lookback windows from 10 to 50 days, compares in-sample results with an out-of-sample period…

CryptoTrend followingMean reversionBacktesting
MQL5 code base

This document describes a customizable version of the standard fractal indicator. A fractal identifies a local high or low whose surrounding candles are less extreme. The custom version exposes controls for how many bars define a fractal, how far its arrow…

Technical indicatorsBreakoutTrend following