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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

The KOT indicator is described as a visual aid for deciding whether to continue holding an open position. For a buy, a line below price indicates that the position can remain open. When that line begins to fade, the trader may tighten protection by moving a…

Technical indicatorsRisk managementTrend following
MQL5 code base

This document describes a simplified ZigZag indicator intended to identify local price highs and lows and connect them into refined upward and downward swings. Such swing points can support chart constructions including trend lines, channels, and Fibonacci…

Technical indicatorsTrend followingBacktestingExecution
MQL5 code base

This indicator description explains a way to draw bullish and bearish trend lines from the nearest price extremum identified by a fractal indicator. When price breaks a fractal, the corresponding line is retained until a new extremum appears. The description…

Technical indicatorsTrend followingBreakout
MQL5 code base

The described Expert Advisor uses the direction of a slow moving average to open positions and a fast moving average to close them. It buys when the slow average rises and exits when the fast average falls; it sells when the slow average falls and exits when…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

XChannel is described as a channel indicator built from two moving averages, one applied to price highs and the other to price lows. The two lines are displayed as a cloud, providing a visual channel around price. The document gives a brief conceptual…

Technical indicatorsTrend following
SuperMind

The RSRS approach models changing support and resistance through the relationship between recent daily highs and lows. Rather than treating support or resistance as fixed price levels, it uses the regression slope to represent their relative strength. The…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an indicator that displays the output of the XKRI algorithm as a sequence of candlesticks. Rather than presenting the processed price time series in another form, the indicator maps it into candle-style bars that may provide a…

Technical indicatorsTrend following
MQL5 code base

This document describes a recursive moving average attributed to Mark Jurik, with two user-adjustable inputs: the calculation period and the applied price. It gives a sequence of equations in which the current smoothed value depends on a prior smoothed value…

Technical indicatorsTrend following
MQL5 code base

The document describes TTM Trend as a visual charting method based on Heikin-Ashi candles. It aims to smooth irregularities in ordinary candlesticks so traders can more easily distinguish trends from consolidations. The explanation focuses on changing bar…

Technical indicatorsTrend following
SuperMind

The screen selects mainland Chinese stocks associated with the metaverse concept, with circulating share capital capped at 5.5 billion shares and the previous close above the 250-day moving average. The document describes these as industry, size, and trend…

EquitiesTrend followingTechnical indicatorsChina markets
ProRealCode

The Relative Volatility Intelligent Index (RVII) compares volatility on rising and falling bars. It assigns each bar’s standard deviation to an upward or downward stream according to the close’s direction, smooths both streams with Wilder averages, and…

Technical indicatorsVolatilityTrend following
MQL5 code base

The Random Walk Index is presented as a technical indicator for judging whether observed price movement is consistent with random variation or more suggestive of a statistically significant trend. The description frames it as a way to distinguish…

Technical indicatorsStatisticsTrend following
MQL5 code base

The ZZ Color Retracement indicator extends a basic ZigZag approach by classifying detected price swings according to their length. It compares the latest ZigZag move with an average of prior moves: sufficiently longer swings are marked as impulses,…

Technical indicatorsTrend followingStatistics
SuperMind

The proposed stock screen combines a daily price-range condition, a large intraday decline, and a weekly close above its 30-week moving average. The intended setup looks for stocks that have fallen sharply while showing a possible longer-term upward trend.…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

Donchian Ultimate is a configurable channel indicator for MetaTrader and cTrader. Its classic form sets the upper and lower bands to the highest high and lowest low over a chosen lookback period. Alternative modes use period highs or lows of opens or closes,…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document describes an Expert Advisor that takes signals from the XHullTrend_Digit indicator. A signal is generated when a bar closes and the indicator cloud changes color. The compiled indicator must be installed in the terminal’s indicator folder for…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader 5 expert advisor uses changes in the CandlesticksBW indicator’s candle color as trend-change signals. It evaluates signals when a bar closes and lets the operator restrict trading to a selected daily time window. The documented defaults allow…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

This indicator defines a central trend reference using a 55-period triangular moving average shifted to use its value from 21 periods earlier. It surrounds that reference with upper and lower bands formed by adding and subtracting a fraction of the 13-period…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document introduces FATL, or Fast Adaptive Trend Line, as a chart indicator calculated with a digital low-pass filter. It identifies the indicator as a fast adaptive line and notes that it is displayed as a cream-colored line on a chart. This provides a…

Technical indicatorsTrend following
MQL5 code base

The Efficiency Ratio, attributed here to Perry Kaufman, compares net price change over a period with the total absolute movement along the way. A larger ratio indicates that price traveled more directly and may be trending; a smaller ratio suggests a less…

Technical indicatorsTrend followingStatistics
MQL5 code base

This note describes an indicator that combines Double Weighted Moving Average (DWMA) and Jurik Moving Average (JMA) crosses into a single signal method. Both averages are described as smooth, and their combination is intended to produce a moderate number of…

Technical indicatorsTrend following
SuperMind

This Chinese stock-selection screen combines membership in the metaverse theme with an upward-moving 30-day average and an opening auction gain below 6%. It aims to find stocks in a favored sector whose recent trend is rising while the early price move…

EquitiesChina marketsTrend followingTechnical indicators
ProRealCode

This indicator builds on the double exponential moving average, which is intended to reduce the lag of a traditional moving average. It applies a correction that compares changes in the DEMA with recent price variability: when the deviation is judged…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator adds a three-level trend-strength cue to BinaryWave. It calculates the standard deviation of the BinaryWave indicator and compares it with two user-set thresholds. When the value falls between the thresholds, a small dot appears on the moving…

Technical indicatorsStatisticsTrend following