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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

7,090 documents

MQL5 code base

This indicator description explains settings for changing the geometry of Fibonacci levels displayed by a candle-based automatic Fibonacci tool. A width multiplier scales the distance of the levels from the zero level, while leaving that zero level in place.…

Technical indicatorsFutures
MQL5 code base

VR Breakdown Level is a breakout strategy that records the high and low of a prior period, with the period length chosen in the trading robot’s settings. At the beginning of each new period, it saves those levels. If price crosses the prior high, it opens a…

BreakoutExecutionPosition sizingRisk management
MQL5 code base

DayMomentum is a momentum indicator whose calculation period adjusts automatically according to the number of bars in the current day. It is described as suitable for chart intervals ranging from one minute to one day, with the intended use being intraday…

MomentumTechnical indicators
MQL5 code base

This brief entry identifies an indicator that applies Joe DiNapoli’s approach to the ZigZag, a charting tool used to mark significant price swings while filtering smaller movements. It attributes the implementation to an author named CrazyChart and notes…

Technical indicators
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
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
MQL5 code base

This document describes an account dashboard for tracking five common proprietary trading challenge constraints: daily loss, maximum loss, profit target, minimum trading days, and the best-day consistency rule. It explains that loss limits can be configured…

Risk managementPosition sizingForex
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 document describes a MetaTrader 5 version of the Elliott Wave Oscillator that lets the user choose the indicator’s calculation timeframe through an input parameter. The example default is a four-hour period, allowing the indicator to be configured…

Technical indicatorsMulti-asset
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
MQL5 code base

This Expert Advisor opens trades when a colored Sidus indicator arrow appears at a bar’s close. Its entry logic is therefore driven by the indicator’s directional signals, with the signal confirmed only after the bar completes. The document describes the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The indicator estimates the relative strength of a selected currency from the closing prices of seven currency pairs that contain it. A zero reference line represents the average over a configurable period, and a colored histogram is intended to make the…

ForexTechnical indicatorsMomentum
MQL5 code base

The document describes a small expert advisor that manages an already open position using a trailing stop distance supplied by the trader. If that requested distance is smaller than the platform’s allowed minimum stop distance, the advisor adjusts it to the…

ExecutionRisk management
MQL5 code base

This document describes a MetaTrader 5 class for rebuilding closed trades from their opening and closing deals in account history. The history is selected over a time range and organized by close time; callers can then enumerate reconstructed trades or…

BacktestingStatisticsRisk managementExecution
MQL5 code base

This short reference describes a higher-timeframe variant of the LeManChanel indicator for MetaTrader 5. The indicator exposes a timeframe input, with a four-hour period shown as the default, so users can select the chart period from which the indicator…

Technical indicators
MQL5 code base

The document describes a chart indicator that automatically positions two standard deviation channels. It offers a visual channel-based view of price behavior, but does not explain the calculation method, how the channels are anchored, or how a trader might…

Technical indicatorsVolatility
MQL5 code base

The document outlines a function for opening a trade in an MQL5 environment. It describes deriving an opening price and take-profit and stop-loss levels from symbol data and user parameters, then preparing a trade request with details such as instrument,…

ExecutionRisk management
MQL5 code base

CronexCCI adapts the MACD concept by applying it to a time series of Commodity Channel Index (CCI) values instead of prices. It displays the resulting indicator as a colored cloud, offering a visual way to examine changes and relationships in the transformed…

Technical indicators
MQL5 code base

This short indicator description introduces round price levels as possible support or resistance. It gives EUR/USD examples at prices ending in two zeroes after the decimal point and describes an indicator that displays the two nearest such levels above the…

ForexTechnical indicators
MQL5 code base

This expert adviser places a Buy Stop above the high of bar one and a Sell Stop below its low, with a configurable offset. The setup seeks to enter when price moves beyond that bar’s range. Its parameters include stop loss, take profit, trailing stop…

ForexBreakoutExecutionRisk management
MQL5 code base

This indicator builds price and volume distributions from lower-timeframe candle data, then displays Value Area High, Point of Control, and Value Area Low. It distinguishes developing levels for the active profile from completed levels for the prior profile,…

Technical indicatorsMarket microstructureBreakout
MQL5 code base

This note describes an intraday extension of the Keltner channel. The channel combines a simple moving average with average true range multiplied by a user-selected factor; this variant uses intraday ATR. It further modifies the basic intraday version by…

Technical indicatorsVolatility
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