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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

ProRealCode

The document describes an attempt to compress several Ichimoku comparisons into a separate histogram so that signals can be viewed without adding clutter to the main price chart. Five conditions compare the conversion and base lines, current and lagged…

Technical indicatorsTrend followingEquities
ProRealCode

This indicator constructs Heikin-Ashi values from open, high, low, and close prices, then smooths each component using a configurable average type and period. It draws candles using the smoothed open and close, while the channel boundaries come from the…

Technical indicatorsTrend followingVolatility
MQL5 code base

This document describes an Expert Advisor built around a moving average with a fixed period of 55. Users can adjust its timeframe, horizontal shift, smoothing method, and applied price. The EA checks for signals only when a new bar forms and during a…

Technical indicatorsTrend followingPosition sizingBacktesting
SuperMind

This strategy uses a market regime filter built from momentum across 11 sector and style ETFs. It measures each ETF against a 25-day moving average and treats the broad market as showing momentum when at least six ETFs qualify. The portfolio buys small-cap…

EquitiesChina marketsMomentumTrend following
MQL5 code base

The document briefly describes a Color Schaff DeMarker Trend Cycle indicator. It characterizes the indicator as a Schaff Trend Cycle variant built from the difference between two DeMarker oscillators using different periods. This provides a high-level…

Technical indicatorsTrend followingMomentum
ProRealCode

The Simple Decycler adapts John Ehlers’s high-pass filtering method to identify broad price trends while reducing short-wavelength fluctuations. It calculates a high-pass filter from the price series and subtracts that output from price, leaving a smoothed…

Technical indicatorsTrend followingStatistics
MQL5 code base

This brief description presents a variation on the stochastic indicator. Instead of relying on the usual signal line, it uses normalized zones to help identify the prevailing trend and assess how much strength may remain in a trend change. The document…

Technical indicatorsMomentumTrend following
MQL5 code base

This Expert Advisor uses fast and slow moving averages to determine direction. It opens a buy when the fast average is above the slow average by a configurable minimum distance, and a sell under the opposite condition. The EA can close or retain existing…

ForexTechnical indicatorsTrend followingGrid trading
MQL5 code base

The NRTR indicator tracks price extremes using highs and lows, maintaining a preset distance from the most recently reached extreme. In an uptrend it appears below price, while in a downtrend it appears above price. The offset is intended to ignore modest…

Technical indicatorsTrend followingBreakout
BigQuant

The document introduces a moving-average arrangement scoring model, or MASS, that assesses market direction and trend strength from the relative ordering of multiple moving averages. It aims to combine the smoothness of longer averages with the quicker…

EquitiesTrend followingMomentumTechnical indicators
MQL5 code base

The document introduces a gradient version of a double-smoothed exponential moving average. It distinguishes this indicator from the commonly named double EMA, noting that the calculation differs despite the similar name. The author characterizes it as…

Technical indicatorsTrend following
MQL5 code base

The Laguerre indicator described here plots a weighted trendline in a separate chart window and is presented as a possible aid for simple entry and exit signals. It is custom-built and does not depend on the standard MetaTrader indicators. The page says…

Technical indicatorsTrend followingBacktesting
ProRealCode

This intraday Germany 30 strategy combines the direction of a 20-period moving average with 12-period momentum and a 20-period RSI. It opens long positions when price is above the average, momentum is rising across recent readings, and RSI crosses above 70.…

FuturesTrend followingMomentumTechnical indicators
MQL5 code base

This brief indicator description explains how StepMA_3D_v3 visualizes the relationship between three trend speeds. It colors the area between the medium and slow trends, then changes the fast trend line’s color according to its position. The display is…

Technical indicatorsTrend following
MQL5 code base

This indicator description presents an adaptation of a double-smoothed Wilder exponential moving average. It adds a volatility-ratio mode to adjust the average and a correction method attributed in the source to Alexander Uhl. The suggested use is similar to…

Technical indicatorsVolatilityTrend following
MQL5 code base

The indicator described here combines readings from seven HighsLowsSignal indicators calculated on different timeframes. It displays a separate line for each component, with line color reflecting the direction of that indicator’s most recent signal. The…

Technical indicatorsTrend following
Awesome Systematic Trading

This strategy selects liquid U.S.-listed stocks above a minimum price and enters when a stock’s closing price reaches or exceeds its previous highest close. It holds qualifying positions in an equally weighted portfolio, adjusts allocations daily, and uses a…

EquitiesTrend followingBreakoutTechnical indicators
ProRealCode

The Market Mode indicator adapts John Ehlers’ phase-based approach to classify market conditions. It applies a filter to the midpoint of each bar, smooths the resulting oscillator, and compares it with adaptive upper and lower thresholds. A move above the…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This indicator description defines a moving average built from Heiken Ashi candle values. It exposes two settings: the calculation period and the averaging method. First, it calculates a moving average of the Heiken Ashi close; it then applies the same…

Technical indicatorsTrend followingStatistics
MQL5 code base

The Elliott Wave Oscillator is presented as a tool to help confirm an Elliott wave count made by the trader. It does not identify or count waves automatically. The indicator uses differently colored bars to make possible trend changes easier to notice and…

Technical indicatorsTrend following
SuperMind

This document outlines an A-share screen that combines membership in the metaverse theme, a share price above its 250-day moving average, and a revenue comparison requiring the 2021 figure to exceed the 2018 figure by a stated threshold. The theme identifies…

EquitiesTechnical indicatorsTrend followingChina markets
ProRealCode

The document presents a custom trend indicator that combines STE with a three-bar trailing stop associated with Larry Williams. Its stated aim is to anticipate directional changes and make larger trends easier to follow than with the author's earlier…

Technical indicatorsTrend followingBreakoutRisk management
Freqtrade

This Freqtrade strategy seeks long entries after short-term weakness while using a higher timeframe trend filter. On the five-minute chart, it looks for either a close near a recent low and below the lower Bollinger Band, or a multi-bar decline followed by a…

CryptoMean reversionTrend followingTechnical indicators
MQL5 code base

The HWC indicator is described as a channel around a Holt-Winters moving average. Its upper and lower boundaries are formed by adding and subtracting a scaled estimate of dispersion from the central average. The moving average uses parameters for smoothing…

Technical indicatorsVolatilityTrend following