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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
WonderTrader
14 documents
Alphalens
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

This description outlines a forex expert advisor built around a single 20-period moving average. It is presented for major currency pairs and multiple chart time frames, and the text says its decisions use the open price of the current candle. The listed…

ForexTechnical indicatorsTrend followingPosition sizing
ProRealCode

This document presents two long-only trading systems built around the idea that price moves may continue when short-term momentum and average range accelerate relative to longer-term measures, while price direction agrees with a rising short moving average.…

ForexMomentumVolatilityTrend following
MQL5 code base

This indicator adapts a single-state Kalman filter using Kaufman’s Efficiency Ratio (ER). Each bar’s ER scales process noise between configured bounds: high efficiency increases the Kalman gain so the estimate follows directional price action more closely,…

ForexTechnical indicatorsTrend followingMean reversion
MQL5 code base

This document presents an adaptation of the Bollinger Bands Stops indicator for MetaTrader 5 that uses the Jurik Moving Average in its calculation. It describes two possible roles: identifying the estimated direction of the market as a trend indicator, or…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

MaChannel is described as a trend indicator built from two moving averages presented in an NRTR-style channel. The averages use price-series highs and lows, so the construction tracks separate smoothed views of the upper and lower price data. The document…

Technical indicatorsTrend following
MQL5 code base

InOutBar marks candles with colored arrows based on whether a selected higher-timeframe candle is higher or lower than the preceding candle. It provides a visual way to view higher-timeframe direction on a chart using the configured timeframe. The key…

Technical indicatorsTrend following
ProRealCode

This EURUSD strategy combines 15-period and 100-period moving averages to identify a directional crossover, then waits for price to move across the shorter average before entering. For a long trade, the fast average crosses above the slow one, price first…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

The document describes a revised Skyscraper indicator, which uses NRTR-style lines to represent trend relative to price. In the original version, volatility for the current bar is calculated using all earlier chart bars. As more bars accumulate, the…

Technical indicatorsVolatilityTrend following
SuperMind

This stock screen selects shares based on the convergence of multiple moving averages, a minimum scale requirement, and an upward trend in the 30-day average. The article's proposed final version tightens the conditions to at least ten converging averages, a…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

The indicator marks potential supply and demand zones after a crossover between fast and slow exponential moving averages. After a bullish crossover, it finds the lowest low in the preceding lookback and uses that bar’s low and candle body to define a demand…

Technical indicatorsTrend followingRisk management
SuperMind

The article presents a Chinese equity screening idea that combines three conditions: MACD above its zero line, a price-change and large-order-flow measure, and the 20-day moving average above the 120-day moving average. It frames the combination as a way to…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This indicator summarizes the direction of three linear regression series, calculated over different lookback periods, as a compact colored ribbon beneath the price chart. For each period, it compares the current regression value with the previous value and…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor uses a Bezier indicator’s color change at bar close to generate trade signals. It follows the indicated trend and increases position volume when open profit, measured in points, passes a threshold set in the EA inputs. A position comment…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

The AFL Winner indicator is described as a tool for identifying possible trend changes around established turnover areas at the negative and positive 50 levels. The document gives this threshold-based description as the indicator’s central trading concept,…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor combines two indicators to identify trend-following entries. ColorX2MA sets the slower trend direction, while ColorJFatl signals a possible entry when the faster trend changes. A trade signal occurs at bar close when the indicator…

Trend followingTechnical indicatorsBacktestingForex
MQL5 code base

This Expert Advisor searches the previous 500 closing bars for price levels where closes cluster, then uses a cross of three moving averages of different lengths as a trend-development signal. After detecting a directional trend, it identifies the nearest…

ForexTechnical indicatorsTrend followingExecution
MQL5 code base

This short specification explains how a Renko chart is constructed and how a Donchian Channel is aligned to its bricks. The horizontal axis tracks the sequence of Renko bricks rather than elapsed time. Bricks are built from incoming bid ticks using the…

Technical indicatorsTrend followingBreakout
SuperMind

This SuperTrend variation adapts its ATR multiplier to the ratio of current ATR to a smoothed ATR average, widening bands in relatively volatile conditions and narrowing them when volatility is subdued. It adds an ATR-based cushion beyond the band before…

Trend followingVolatilityTechnical indicatorsMomentum
MQL5 code base

This document describes an adaptive Laguerre filter based on a method attributed to John Ehlers. It says the implementation supports Laguerre polynomials of different orders, with order four as the default. Adaptation can be controlled through a smoothing…

Technical indicatorsTrend followingStatistics
ProRealCode

The document describes a modified Aroon oscillator intended to react more quickly to trend changes while smoothing noise. It starts from the difference between Aroon Up and Aroon Down, applies an exponential moving average, and tests a range of gain values…

Technical indicatorsTrend followingMean reversionStatistics
MQL5 code base

The document critiques trend lines built from DeMark pivot points or Bill Williams fractals when key points are identified using only a minimum-bar rule. It proposes removing that minimum and defining a point's dimension as the smallest count of bars on…

Technical indicatorsTrend followingFuturesBacktesting
SuperMind

This system combines the direction of an X-day average of closing prices with price comparisons over two lookback intervals. A buy setup requires the average to be higher than it was Y days earlier, while the latest close is below its level Y days earlier…

EquitiesTrend followingMean reversionTechnical indicators
TqSdk

This example implements an intraday breakout strategy around the prior session’s high and low. It opens a long position when the latest price rises above the prior high and a short when it falls below the prior low, targeting a fixed position size in either…

FuturesBreakoutTrend followingRisk management