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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 articles

The article proposes measuring whether candles opening at the same time of day repeatedly move in the same direction, and whether changes in that pattern coincide with shifts in trend. Its MQL4 script groups candles by opening hour and minute over a selected…

ForexStatisticsTechnical indicatorsTrend following
MQL5 articles

This article introduces Bill Williams' Accelerator Oscillator (AC), a momentum measure calculated as the Awesome Oscillator minus its short moving average. It explains the indicator's zero line as a directional reference and gives simple rule sets: readings…

Technical indicatorsMomentumTrend followingBacktesting
MQL5 articles

The document explains cluster indicators as a way to estimate the relative movement of several currencies from a network of currency-pair quotes. Pair changes are apportioned between the currencies involved, producing relative currency lines whose sum is…

ForexTechnical indicatorsTrend followingMomentum
MQL5 articles

The article describes an automated short-term trading approach built around Parabolic SAR and a 60-period Simple Moving Average. SAR dots above or below price are used to indicate bearish or bullish conditions, while the SMA slope acts as a broader trend…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 articles

The article proposes an advanced ZigZag indicator that estimates both the evolving current turning point and the level of the next one. It builds separate pools of moving average envelopes for peaks and troughs, using different averaging periods and high or…

Technical indicatorsStatisticsTrend following
MQL5 articles

TrendLoom is a chart panel that combines simple moving average readings across three timeframes to provide a BUY, SELL, or NEUTRAL signal. The tool offers seven timeframe combinations intended for different trading horizons, from short-term analysis to…

Technical indicatorsTrend followingMomentum
MQL5 articles

This article examines moving-average slope as a measure of trend direction and strength, then questions the usual conversion of slope to an angle with an inverse tangent. Because price and time use different scales, the conventional angle changes…

Trend followingTechnical indicatorsBacktesting
MQL5 articles

This article describes a customizable MQL5 signal class that combines the Stochastic Oscillator with the Fractal Adaptive Moving Average (FrAMA). FrAMA supplies a trend and market-structure context through its adaptive slope, while Stochastic readings help…

Technical indicatorsTrend followingMomentumBacktesting
MQL5 articles

The article explains Supertrend as a volatility-based trend indicator that combines Average True Range with a price midpoint and a trailing band. The band sits below price in a bullish state and above price in a bearish state; a close through it changes the…

Technical indicatorsTrend followingVolatilityCrypto
MQL5 articles

The article presents a discretionary trend-following framework and an MQL5 Expert Advisor intended to keep trades aligned with the prevailing trend. Its analysis starts on monthly charts, marks reaction levels around prior highs and lows, then checks weekly…

Trend followingTechnical indicatorsRisk managementPosition sizing
MQL5 articles

This interview profiles Ilnur Khasanov’s Automated Trading Championship 2011 Expert Advisor and his early experience with automated Forex trading. He describes a simple trend-following system on a five-minute chart: a moving average forms the core signal,…

ForexTrend followingTechnical indicatorsRisk management
MQL5 articles

The article describes an Expert Advisor that uses Heikin-Ashi candles to smooth price data and identify a prevailing trend before looking for a possible reversal. It calculates averaged candle values, checks for consecutive movement in the trend direction,…

ForexTechnical indicatorsTrend followingMean reversion
MQL5 articles

The article explains a position management design for adding to winning trades while controlling combined downside. It identifies two common risks: keeping add-on sizes uniform, which can multiply exposure, and managing each position with a separate stop,…

Risk managementPosition sizingTrend followingForex
MQL5 articles

This article seeks a reproducible way to distinguish trend-like behavior from flat or random movement. It first defines trading success through positive expected payoff, which depends on win probability and the sizes of average gains and losses. It cautions…

StatisticsTrend followingMean reversion
MQL5 articles

The article explains Ichimoku Kinko Hyo’s five components and their standard calculations: the Tenkan-sen and Kijun-sen use midpoints of period highs and lows, the two Senkou spans form the cloud, and the Chikou span plots the close backward. It then turns…

Technical indicatorsTrend followingMomentumBacktesting
MQL5 articles

The article explains how the Average Directional Index is built from positive and negative directional movement, true range, directional indicators, and DX. It describes smoothing the directional movement and true range over 14 periods, then averaging DX to…

Technical indicatorsTrend followingForex
MQL5 articles

This article compares forecasting price direction with predicting whether a future close will exceed the current high, fall below the current low, or remain between those levels. The latter target formalizes a classic price action idea: traders look for…

ForexMachine learningStatisticsTrend following
MQL5 articles

The article presents an Expert Advisor that detects potential bearish and bullish market-structure flips using swing highs and lows filtered by Average True Range (ATR). It converts ATR into a variable pivot depth, then checks whether a candidate high or low…

Technical indicatorsVolatilityTrend followingForex
MQL5 articles

The article proposes representing price structure as a graph in which confirmed swing highs and lows are nodes and transitions between them form edges. A depth-first search follows one directional branch as far as structural conditions allow, such as a…

Technical indicatorsTrend followingRisk managementBacktesting
MQL5 articles

This article describes an MQL5 expert advisor built around the Nick Rypock Trailing Reverse channel. The channel uses an Average True Range calculation and a configurable multiplier to define volatility-adaptive support levels. A transition to rising support…

ForexTrend followingVolatilityRisk management
MQL5 articles

This article tests a set of stochastic oscillator strategies that reinterpret extreme readings as trend signals. The baseline follows the conventional approach of buying below the oversold threshold and selling above the overbought threshold. The revised…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 articles

The document describes an MQL5 module and Expert Advisor for identifying and trading patterns from Bill Williams’ system. The Alligator’s moving-average arrangement acts as a trend filter; valid five-bar fractals and patterns from the Awesome Oscillator and…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 articles

The Timeframe Visual Analyzer overlays candles from two selectable higher timeframes on the active chart, with timestamp alignment, separate bullish and bearish styling, and adjustable transparency. This lets traders compare current price action with broader…

Technical indicatorsMomentumTrend following
MQL5 articles

The article explains the Alligator indicator as three shifted smoothed moving averages calculated from median price: the Jaw, Teeth, and Lips. It presents the indicator as a way to distinguish trending from sideways conditions and explains reading bullish or…

Technical indicatorsTrend following