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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

MQL5 code base

The document describes NonLagMA_v5, a moving-average indicator intended to reduce the delay associated with conventional averaging. It says the calculation uses damped-cosine coefficients in a linearly weighted average, while an optional static point filter…

Technical indicatorsTrend following
MQL5 code base

ColorXdinMA_StDev is a moving-average indicator that adds colored dots to communicate trend direction and relative trend strength. It measures the standard deviation of the ColorXdinMA indicator and compares that value with two configurable thresholds. When…

Technical indicatorsTrend followingStatistics
ProRealCode

This indicator estimates whether recent market regimes favor an uptrend or downtrend and tracks the calibration of its own probability forecasts. It classifies each bar using price change over a lookback window scaled by ATR. Changes beyond a positive or…

Technical indicatorsStatisticsTrend followingMean reversion
MQL5 code base

This document describes a chart indicator that displays Gann HiLo Activator readings from three selected timeframes on a single chart. The intent is to let a trader compare the indicator’s state across faster and slower chart periods without switching…

Technical indicatorsTrend following
FMZ forum

This note presents an equity selection rule that combines daily amplitude above 1, a MACD condition above zero, and a five-period moving average crossing above a ten-period moving average on weekly data. It frames amplitude as a way to focus on stocks with…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

MaByMa is described as a colored cloud built by applying one moving average to another average of the price series. The document presents it as an alternative signal for simple trend systems that normally use crossings between two moving averages. It says…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document explains how to reproduce TradingView’s SuperTrend indicator in MQL5 and verify that the port matches bar by bar. It highlights three sources of divergence: using EMA smoothing instead of Wilder’s RMA for ATR, adopting a different true-range…

Technical indicatorsTrend followingStatisticsBacktesting
MQL5 code base

This brief description presents a histogram version of a known precision trend indicator. Its bars are colored to show the indicator's current trend state, making direction easier to inspect visually. The author says the variant differs from an existing…

Technical indicatorsTrend following
ProRealCode

The Trend Speed Analyzer combines an adaptive exponential average on the price chart with a separate histogram intended to show the direction and intensity of trend momentum. Its average changes responsiveness using normalized price changes and an…

Technical indicatorsMomentumTrend followingBreakout
SuperMind

The document describes a technical stock screen based on three conditions: daily range greater than one percent of the previous close, weekly MACD above zero, and a rising DEA signal line. It frames the range condition as a way to select volatile stocks and…

EquitiesTechnical indicatorsMomentumTrend following
BigQuant

This note reconstructs a Chinese ETF rotation strategy that selects a small pool of relatively uncorrelated assets, including equity index ETFs and gold. Every five trading days, it compares each fund’s 20-day return, holds the strongest when that return is…

China marketsMulti-assetTrend followingMomentum
SuperMind

This code implements a SuperTrend-style signal on 15-minute Bitcoin futures data. It calculates true range from each bar’s high, low, and previous close, smooths the result into an ATR, and places candidate bands around the high-low midpoint using a…

CryptoFuturesTrend followingTechnical indicators
MQL5 code base

The document explains a MetaTrader class for calculating and accessing MACD values through a ring buffer. Initialization options cover fast, slow, and signal periods; their moving-average methods; buffer capacity; and array indexing orientation. The class…

Technical indicatorsTrend followingEquities
MQL5 code base

The document describes a configurable Triple Exponential Moving Average indicator intended as a lower-lag alternative to conventional moving averages. It explains that the indicator combines single, double, and triple smoothing stages, and exposes separate…

Technical indicatorsEquitiesTrend following
FMZ forum

The document explains triple tops as potential bearish reversals after three peaks near the same price area, and triple bottoms as potential bullish reversals after three tests of support. A pattern is considered complete when price breaks beyond the latest…

Technical indicatorsBreakoutRisk managementTrend following
MQL5 code base

This indicator displays the trend state or trade direction generated by a companion ForexProfitBoost signal indicator. It represents continuation with a horizontal arrow and a changed trend with a diagonal arrow; color and direction convey the bias. The…

ForexTechnical indicatorsTrend following
MQL5 code base

This Expert Advisor is a configurable framework for studying trade management around a moving-average bias. It can switch between long and short positions, restrict trading to one direction, or add positions as price moves either with or against the existing…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

The document describes ADXm as a variation on the Average Directional Index intended to communicate market direction as well as trend strength. It distinguishes this from standard ADX, whose value indicates trend conditions but does not itself show whether…

Technical indicatorsTrend following
MQL5 code base

The document introduces an indicator built from a deviation-scaled moving average, described as an extension of the exponential moving average. It adds self-adjusting levels that can either be recalculated or inherit previously computed values, creating…

Technical indicatorsTrend followingStatistics
Freqtrade

This Freqtrade example shows how to combine a traded pair’s short-term trend with a higher-timeframe Bitcoin reference. It requests BTC/USDT candles at 15-minute intervals, calculates a 20-period simple moving average on that data, and merges the informative…

CryptoTrend followingTechnical indicatorsRisk management
BigQuant

This document explains how time-series momentum (TSMOM) and moving-average crossover (MACROSS) strategies can represent closely related ways to measure price trends. It describes expressing trend signals through past prices or returns, and using “signature”…

Trend followingMomentumTechnical indicatorsStatistics
SuperMind

This document presents a technical screen for stocks whose MACD is above zero, whose short moving averages are rising or diverging upward, and whose lows are moving higher. It explains these conditions as signs of positive trend and strengthening price…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This indicator description explains how a moving average can display trend direction and relative strength through colored dots. It calculates the standard deviation of the ColorXPWMA_Digit indicator and compares that value with two configurable thresholds.…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document explains the T3 moving average, attributed to Tim Tillson, as a smoother intended to reduce lag while filtering price noise. Its calculation cascades six exponential moving averages, then combines the final stages using coefficients derived from…

Technical indicatorsTrend following