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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 is described as a separate-window pulse display that marks bullish or bearish market states. It takes a calculation period and an applied price as inputs. The calculation compares the bar high and low with an exponential moving average of the…

Technical indicatorsTrend following
MQL5 code base

The document introduces a software class for managing built-in trading indicators. It says the class wraps eleven indicators and handles their initialization, updates, and data access, aiming to reduce repetitive setup work. The usage example configures…

Technical indicatorsExecution
MQL5 code base

The document describes an expert-advisor concept that uses the Foster–Stewart criterion to identify trend direction and strength, then opens long or short positions when a threshold is reached. It uses separate parameters for buys and sells to reflect…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes an on-screen account risk monitor for traders operating under a prop firm’s daily loss limit. It says the tool tracks account equity in real time and displays the remaining room before the account reaches that limit, allowing a trader…

Risk management
MQL5 code base

The document explains a Turtle-style trend-following indicator built around breakouts of historical highs and lows. Its general rule enters on an N-day breakout and exits when price breaches an M-day extreme, with N longer than M. Examples pair a ten-day…

Trend followingBreakoutTechnical indicatorsForex
MQL5 code base

The document describes an MT5 scalping expert advisor that combines six entry filters: dual moving-average trend direction, ATR-based trend strength, price location relative to the averages, a volatility-buffered N-bar breakout, an RSI range check, and…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

The document describes an indicator that applies MACD-style calculations to a smoothed RSI oscillator. Its plotted components include a histogram, a signal line for that histogram, and an RSI oscillator based on moving-average values. This combines an…

Technical indicatorsMomentum
MQL5 code base

The document describes a higher-timeframe NRTR signal indicator that marks trend continuation and changes in direction on a chart. A continuation signal uses a right-pointing arrow colored for the trend; a direction change uses a diagonal arrow whose…

Technical indicatorsTrend following
MQL5 code base

The document outlines a trend indicator based on Sylvain Vervoort’s crossover approach. It compares triple exponential moving averages applied to typical price and Heikin-Ashi price data. This version presents the result in a separate indicator window, where…

Technical indicatorsTrend following
MQL5 code base

This brief note introduces a simple order-management class for trading systems. Its listed operations cover closing all open orders, closing only buy or sell positions, deleting pending orders, and counting total or side-specific open orders. The example…

ExecutionRisk management
MQL5 code base

This indicator presents trend information from the JMACandleTrend indicator across ten timeframes. Each line represents one timeframe-specific indicator, with line and dot colors following the colors used for its source candlesticks. A star appears on a line…

Technical indicators
MQL5 code base

The MultiMaRsiSignal indicator summarizes active trend direction using five MaRsi-Trigger indicators calculated on different timeframes. It presents their states as colored lines: rising readings are green, falling readings are pink, and flat readings are…

Technical indicatorsTrend following
MQL5 code base

This entry describes a trend indicator whose values are derived from signals produced by a group of moving averages. The averaging periods change according to an arithmetic progression, giving the indicator a structured set of lookback lengths for assessing…

Technical indicatorsTrend following
MQL5 code base

The document outlines a simple trading rule based on an indicator’s color and its position relative to a fixed threshold. A green reading signals a buy, while a red reading signals a sell. The threshold separates conditions classified as directional from…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that trades signals from the BnB trend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The EA is presented as a way to automate entries based on that indicator event; the…

CommoditiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This description explains a trading-platform utility for reviewing open BUY and SELL positions and applying take-profit changes to selected trades. The panel orders positions by price, displays up to five on each side, and lets the user select positions with…

ExecutionRisk managementPosition sizing
MQL5 code base

This indicator uses three ADX periods, set by default to 10, 14, and 20, to display trend regions on the main price chart. It marks where a trend appears to begin and end and where the market lacks a clear trend. An optional alert can signal when a…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document describes a script that exports values from built-in MQL5 indicators to a CSV dataset for analysis. It identifies several indicator buffers, including the center and outer Bollinger Bands, ADX lines, MACD and signal lines, RVI, Stochastic, tick…

Technical indicatorsMachine learningBacktestingStatistics
MQL5 code base

The Expert Advisor identifies price consolidation levels and draws them as horizontal lines that form a channel. It uses the upper pair of lines as a corridor for buy positions and the lower pair for sells. The rules limit the number of positions of each…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document describes an indicator that calculates fourteen kinds of moving averages from closing prices. The listed methods include simple, exponential, weighted, volume-weighted, Wilder-style, double and triple exponential, zero-lag, hull, Arnaud Legoux,…

Technical indicators
MQL5 code base

RSI_BARS is a chart indicator that colors each candlestick according to a trend signal derived from the relative strength index (RSI). It compares the RSI-based trend direction with the candle’s own direction: matching directions receive a lighter shade,…

Technical indicatorsMomentumEquities
MQL5 code base

ForexLineSign is described as a semaphore-style indicator that issues signals when the estimated trend direction changes. It determines direction from the relative positions of a fast and a slow smoothed moving average, using their crossings or ordering to…

ForexTrend followingTechnical indicators
MQL5 code base

This diagnostic note explains how a trading platform’s server clock, TimeCurrent(), can behave differently from the computer’s local clock, TimeLocal(). The server time may stop advancing when no market tick arrives, or move backward after events such as…

ExecutionMarket microstructure
MQL5 code base

This indicator description presents a modified Dynamic Momentum Index (DMI), an oscillator intended to identify overbought or oversold conditions. The conventional DMI varies its lookback period with volatility, unlike the RSI's usual fixed lookback. In this…

Technical indicatorsVolatilityMomentum