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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
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

Swing Shift is an oscillator that tracks moving-average slope relative to a configurable threshold. It calculates a normalized difference between the current moving average and an anchor value. When the slope crosses the positive threshold while the prior…

Technical indicatorsTrend followingStatistics
MQL5 code base

This utility transfers trades from a MetaTrader 4 strategy tester report onto a price chart, making the behavior of a third-party trading system easier to inspect. It marks long and short entries with configurable symbols and connects entry and exit points…

BacktestingTechnical indicators
MQL5 code base

This brief note describes an extended version of the Rex indicator that adds Donchian channels. It presents the channels as a way to flag possible overbought and oversold areas, as well as periods of ranging price action. The Rex component is intended to be…

Technical indicatorsMean reversion
MQL5 code base

This indicator displays details associated with an open trading order, including its order type, lot size, profit status, profit-to-loss ratio, and magic number. It also reports take-profit and stop-loss levels in points, the corresponding profit or loss…

ExecutionRisk managementPosition sizing
MQL5 code base

This expert advisor generates a trading signal when price crosses a moving average, then waits for a configurable number of minutes after the current bar opens before acting. Before opening a position in one direction, it closes positions in the opposite…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes an indicator that marks detected bullish and bearish pin bars on a price chart. Its detection logic is based on price levels rather than on other technical indicators, and users can adjust the parameters that define what qualifies as…

Technical indicators
MQL5 code base

This document describes an automated EURUSD strategy that opens buys when the MACD signal line crosses above a zero level and sells when it crosses below. It also mentions money management through a risk-to-reward setting and gives a sample test…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes a MetaTrader 5 revision of an ATR-adaptive Laguerre RSI indicator. Its main implementation change is to calculate ATR internally rather than rely on built-in platform functions, which the author says can improve execution speed in…

Technical indicatorsExecution
MQL5 code base

This short note presents an adaptive version of the exponential moving average that uses Jurik Volty to adjust the EMA. It argues that moving averages are suitable candidates for adaptation and illustrates a comparison between a conventional EMA and the…

Technical indicatorsVolatility
MQL5 code base

This document describes an MT4 trading strategy using the standard Ichimoku Kinko Hyo settings. It enters long when the Chikou Span crosses price upward and both price and Chikou are above the Kumo; it enters short on the reverse cross when both are below…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

The document introduces the True Strength Index (TSI) as a momentum-based indicator intended to show trend direction and overbought or oversold conditions. It describes smoothing price momentum with exponential moving averages, combining momentum’s…

Technical indicatorsMomentum
MQL5 code base

This brief indicator note describes a higher-timeframe version of the Aroon Oscillator. Its distinguishing feature is a user-selectable chart period, with four-hour data shown as the default example. The indicator can therefore be viewed on a timeframe…

Technical indicators
MQL5 code base

This document defines Trend Score as a cumulative count of directional price changes. With a fixed period, each bar contributes positive one when price rises, negative one when it falls, and zero when unchanged; summing these values gives a bounded measure…

Technical indicatorsTrend followingBreakoutStatistics
MQL5 code base

This MetaTrader 5 Expert Advisor bases its signal on a change in the cloud color of the CHOWithFlat indicator. A signal is formed when a bar closes and the indicator’s cloud changes color. The document identifies the required compiled indicator files and…

Technical indicatorsForexBacktesting
MQL5 code base

This automated strategy places buy stop and sell stop orders around the high and low of the previous five-minute candle, with an adjustable offset. It can place additional pending orders relative to open positions. The cycle closes all positions when…

FuturesBreakoutPosition sizingBacktesting
MQL5 code base

The document describes a technical indicator that fits a polynomial regression curve to prices over a selected span and presents the result as a histogram. Its adjustable inputs are the calculation period, the polynomial power, and the price series used in…

Technical indicatorsStatistics
MQL5 code base

Rocket RSI is presented as a variation on the classic relative strength index. It builds an RSI-like measure from accumulated up and down closes rather than averaged gains and losses, smooths momentum with a two-pole super smoother, and can apply a Fisher…

Technical indicatorsMomentumMean reversionStatistics
MQL5 code base

XEnvelopes2 is a chart indicator that displays two Envelopes channels around a moving average, using different deviation values. The channels form a shaded cloud: the inner channel is gray, while the outer channel’s upper and lower extensions use green and…

Technical indicatorsVolatility
MQL5 code base

This MT5 monitoring indicator summarizes account-level risk without placing or managing trades. It compares balance with equity to display current drawdown as both a percentage and a currency amount, and tracks peak equity to measure equity drawdown over…

Risk managementPosition sizingFutures
MQL5 code base

This indicator identifies candidate support and resistance from rolling highs and lows. It looks for a price extreme that qualifies as the highest or lowest across both a base lookback period and a longer window that adds an overlook interval. When both a…

Technical indicators
MQL5 code base

The document describes TRIX, a momentum oscillator based on the percentage rate of change of a triple-smoothed moving average. Repeated smoothing is intended to filter out smaller price fluctuations. It attributes the indicator’s development to Jack Hutson…

Technical indicatorsMomentumEquities
MQL5 code base

The document describes a MetaTrader indicator that presents account condition and risk measures in one dashboard. It displays balance, equity, margin, drawdown, floating profit or loss, open-position count, total lot exposure, and spread. The stated purpose…

Risk managementPosition sizingExecution
MQL5 code base

The document explains how a MetaTrader library can collect price history for several currency symbols and provide rates or closing prices by symbol and bar position. A user creates a symbol collection, adds the markets to analyze, and updates it before…

ForexMomentumTechnical indicators
MQL5 code base

This document describes a trading system that uses the SuperTrend indicator to generate signals. A trade signal forms when a new colored point appears, and the system acts at the close of that bar. The expert advisor depends on a compiled SuperTrend…

ForexTechnical indicatorsBacktesting