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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

Cryptohopper blog

This guide presents a bullish crypto swing setup using the Relative Strength Index. The sequence begins when RSI falls below 30, then crosses back above that level. The trader waits for a pullback that holds above 30 and enters when RSI breaks above its…

CryptoMomentumTechnical indicatorsTrend following
SuperMind

This post proposes a Chinese stock screen that combines amplitude above a stated threshold, a rounded price pattern, and weekly MACD above its zero line. It presents the rounded pattern as a way to favor more gradual price movement and treats the weekly MACD…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This MetaTrader indicator plots a price channel and Fibonacci levels using recent peaks identified by an NRTR ZigZag indicator. Its inputs let users select the calculation timeframe and ZigZag period, and control whether Fibonacci levels, Fibonacci fans, and…

Technical indicatorsTrend followingBreakout
MQL5 code base

This document describes a trading-signal module for the MQL5 Wizard that is based on a lightweight Ozymandias indicator. It presents the module as a way to add indicator signals to an Expert Advisor and specifically suggests using it as a trend filter. The…

Technical indicatorsTrend followingExecution
SuperMind

The document describes a Chinese A-share screening rule combining three moving-average conditions: at least five averages converge, the 20-day average is above the 120-day average, and the 30-day average is rising. It interprets convergence as agreement…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This Chinese-language post describes a stock screen combining three conditions: RSI(6) below 65, closing price below 12 yuan, and a 30-day moving average that rose from the previous session. It gives the corresponding indicator definitions and suggests…

EquitiesTechnical indicatorsChina marketsTrend following
ProRealCode

This strategy adapts a three-day high-low pattern to one-minute bars on the DAX 40. It enters long when the latest close is above a 200-bar moving average but below a 5-bar average, and when highs and lows have declined across a sequence of recent bars. The…

FuturesTrend followingTechnical indicatorsRisk management
SuperMind

This stock-selection example screens Chinese A shares for turnover between 3% and 12%, excludes Beijing-listed stocks, and looks for an upward trend. Its code represents that trend with a descending stack of five-, ten-, twenty-, and thirty-day moving…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

The document describes a modified Accumulative Swing Index intended to make the indicator easier to interpret. Instead of relying on its levels, which the source says are not readily usable, the smoothed version focuses on the indicator’s slope as a way to…

Technical indicatorsTrend following
MQL5 code base

Moving Average Bands are described as a trend-following indicator that shows how a shorter-term moving average moves in relation to a longer-term moving average. The document refers to a two-part article series that covers the bands and their width, and says…

Technical indicatorsTrend following
MQL5 code base

The indicator first uses the BSI value to assess trend conditions, then draws a regression-based trend line or tango-line channels according to those conditions. Its chart marks distinguish upper and lower lines and reversal bars. The tango line is presented…

Technical indicatorsTrend following
TqSdk

This trading script implements a daily Keltner Channel strategy for a CFFEX index futures contract. It calculates an 8-period exponential moving average as the channel center and uses a 7-period average true range with a 1.5 multiplier to set the bands. A…

FuturesTrend followingBreakoutTechnical indicators
ProRealCode

MSL Trend Follow combines confirmed swing-point breaks with an ATR-based trailing stop to identify and track directional trends. A close above the latest confirmed swing high signals an uptrend; a close below the latest confirmed swing low signals a…

Trend followingTechnical indicatorsVolatilityRisk management
ProRealCode

This ProRealTime v11 indicator plots a family of moving averages over a chosen close-price series. The user sets the fastest period, the number of additional averages, the moving-average type, and either a constant period increment or a multiplicative…

Technical indicatorsTrend followingEquities
ProRealCode

The document explains the Fractal Adaptive Moving Average (FRAMA), attributed to John Ehlers. FRAMA applies an exponential moving average with a smoothing factor that changes according to an estimate of price fractal dimension. The accompanying ProRealTime…

Technical indicatorsTrend followingBreakout
ProRealCode

The document describes a rules-based strategy for the DAX GER30 on an hourly chart. It uses the prior period’s highest high and lowest low over a lookback window as breakout thresholds: a long entry follows an upward crossing of the high, while a short entry…

FuturesBreakoutTrend followingTechnical indicators
ProRealCode

This indicator records a breakout structure when price exceeds its running high after at least a chosen number of bars below that high. For each structure it tracks the prior high, the intervening pullback low, the reclaim bar, and the subsequent high. It…

Technical indicatorsBreakoutTrend followingStatistics
SuperMind

This Chinese-language post describes a stock screen that filters for shares whose codes begin with 60, have turnover between 3% and 12%, and whose weekly closing price crosses above its 30-week moving average. The author presents the cross as a possible…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

NEMA is presented as a configurable family of exponential moving averages. Its depth setting selects the number of EMA iterations: depth one corresponds to EMA, depth two to DEMA, depth three to TEMA, with further depths extending the same pattern. The…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor uses two moving averages to identify directional trades. It opens a long position when the exponential moving average is above the linear weighted moving average and both are rising; it opens a short position when the reverse relationship…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The Random Walk Index (RWI) is presented as a way to judge whether price movement reflects a statistically meaningful trend or may be consistent with random variation. It has separate high and low lines for upward and downward strength. Comparing the lines…

Technical indicatorsStatisticsTrend following
ProRealCode

This document presents John Ehlers’s Directional Movement with Hann windowing indicator, a smoothed variant of directional movement. It compares the latest high and low changes, assigns the larger positive move to upward or downward directional movement, and…

Technical indicatorsTrend followingStatistics
ProRealCode

This document describes a market direction indicator that combines six technical inputs: RSI, CCI, directional movement, Aroon, moving averages, and Supertrend. Each input is converted to a bullish or bearish state, then weighted and passed through a…

Machine learningTechnical indicatorsStatisticsTrend following
FMZ forum

This tutorial shows how to add a MACD signal to an existing automated trading framework. It calculates DIF and DEA series, displays them with the price chart, and compares values on adjacent bars to detect crossovers. A bullish crossover sets an entry…

Technical indicatorsTrend followingExecutionBacktesting