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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

7,090 documents

MQL5 code base

This indicator presents the Commodity Channel Index as candles. It calculates separate CCI values from smoothed high, low, open, and close prices, then combines those four values into a candle-style display. The resulting view can be read against selected…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document outlines a charting tool for Volume Spread Analysis (VSA). It describes coloring price bars by interpreted volume context: green for signs of strength, red for signs of weakness, blue for equilibrium bars, and yellow for price patterns without…

Technical indicatorsMarket microstructure
MQL5 code base

This indicator description explains a trend-envelope approach that uses price movement to decide whether a trend has changed or remains in place. In the described variant, Average True Range (ATR) replaces a fixed percentage change as the basis for measuring…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document describes the Choppiness Index as a way to characterize how price moves between directional trends and irregular, range-bound behavior. Its conceptual basis is fractal geometry: a comparatively straight, trending price path is associated with a…

Technical indicatorsStatistics
MQL5 code base

The document describes a third-generation moving average indicator and compares it with a conventional exponential moving average. It says the third-generation version responds to price changes somewhat faster and has slightly less lag, while still remaining…

Technical indicatorsTrend following
MQL5 code base

This MQL5 example demonstrates reading a text file from the terminal’s local files area and printing its contents one string at a time. It opens a named file in a specified subdirectory, using a selectable text encoding, then repeatedly calls the…

Execution
MQL5 code base

The document describes the Ahrens Moving Average, an indicator attributed to Richard D. Ahrens and introduced in a technical analysis article. It identifies one configurable input, the calculation period, and gives a recursive calculation. The update adjusts…

Technical indicatorsEquities
MQL5 code base

The document describes a simple MetaTrader trading rule that compares closing prices across bars. On each bar, it opens a sell position when the first bar’s close exceeds the third bar’s close, and opens a buy position when the third bar’s close exceeds the…

Technical indicatorsMomentumExecution
MQL5 code base

This short description presents a KNJ ZigZag indicator that displays values at swing highs and lows. Users can configure depth, deviation, and backstep parameters, choose pivot colors, and independently show or hide the ZigZag line, pivot values, and swing…

Technical indicatorsEquities
MQL5 code base

This Expert Advisor is described as a reversal strategy based on changes in the direction of an Ergodic Ticks Volume OSMA histogram. It generates a signal when a bar closes and the histogram switches direction. The document identifies USDJPY on an eight-hour…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This brief description presents a stochastic oscillator calculated from moving averages rather than directly from price. The change is offered as a way to filter some of the noise that can occur when the oscillator is applied to raw prices. It lists simple,…

Technical indicatorsStatistics
MQL5 code base

This document introduces ATRSmoothed, an Average True Range indicator that applies an additional averaging method to the resulting ATR curve. The added smoothing is intended to make the volatility series less jagged while retaining its basis in true range, a…

Technical indicatorsVolatility
MQL5 code base

This indicator adds a three-level trend-strength display to the FineTuningMA moving average. It uses standard deviation and two configurable thresholds: when the measure falls between the thresholds, a small dot appears in the color of the current trend;…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document describes a chart indicator that draws expanding price ranges as filled channels, with a centerline and multiple upper and lower levels. It can issue alerts and send messages when price breaks through the expanding range. A configurable offset…

Technical indicatorsBreakoutExecution
MQL5 code base

This indicator description proposes replacing fixed Aroon oscillator thresholds with levels derived from quantile bands. The stated aim is to make trend and potential overbought or oversold signals adapt to the oscillator’s observed distribution, rather than…

Technical indicatorsStatisticsTrend following
MQL5 code base

This note introduces MyRsi with Noise Elimination Technology, an RSI-style indicator attributed to John Ehlers and described as appearing in a December 2020 issue of TASC. Its noise-reduction approach uses a form of Kendall autocorrelation to filter signals.…

Technical indicatorsStatisticsMomentum
MQL5 code base

This document describes a trading rule that smooths Commodity Channel Index (CCI) values with an exponential moving average (EMA), then uses crossovers between the two series to open and close positions. A downward cross of the EMA through CCI opens a long…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a standalone trading panel for setting take profit and stop loss levels on an open position. A trader enters a position with a mouse click, sets the target and stop prices, and enables the expert advisor to monitor the market. When the…

ExecutionRisk management
MQL5 code base

The document describes a trend indicator called SlopeDirectionLine and lists its configurable inputs. Users can select two smoothing methods and adjust their lengths or phase parameters, choose the applied price, and shift the indicator horizontally or…

Technical indicatorsTrend following
MQL5 code base

This brief page describes a version of a polynomial regression indicator that allows the user to select its calculation timeframe through an input parameter. The example default is a four-hour period, indicating that the indicator can be configured to use a…

Technical indicatorsStatistics
MQL5 code base

This indicator modifies an ADX-style trend-strength display by using the Vertical Horizontal Filter to adapt its response. The description says the adaptive version reacts more quickly to market changes than the regular version, with signals tending to…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes a chart-display indicator that renders candlesticks from a higher timeframe using the MA Rounding Candle indicator. It draws the candle bodies and shadows as filled rectangles, allowing higher-timeframe candle structure to appear on a…

Technical indicators
MQL5 code base

The document describes a MetaTrader 5 indicator based on a form of Jurik-style smoothing and proposes it for assessing trends. It characterizes the smoothing as both responsive to price changes and smooth, qualities that may help reduce noisy fluctuations…

Technical indicatorsTrend following
MQL5 code base

This note describes an Expert Advisor designed to test random market entries rather than implement a researched trading signal. It opens positions according to a random number generator, with stop loss and take profit configured to similar settings through a…

BacktestingExecutionRisk managementPosition sizing