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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This short description introduces a variation of the Deviation Stops indicator and suggests using its plotted values as support or resistance levels. It distinguishes this version from the Kase DevStops indicator, noting that the two are calculated…

Technical indicatorsTrend followingRisk management
MQL5 code base

This document describes an indicator that varies channel width with the average size of candlesticks, addressing the limitations of channels with fixed widths when market volatility changes. It characterizes the indicator as a Keltner-style channel and…

Technical indicatorsVolatility
MQL5 code base

The document describes a TSI-MACD indicator that lets the user select the chart period through an input parameter, with a four-hour period shown as the default. The core concept is to apply the indicator using a timeframe that can differ from the chart’s…

Technical indicatorsForex
MQL5 code base

The document introduces file handling in MQL as a way to write price values to local storage. It identifies a file-based trade copier as one possible application, where a program can save information for another process to access. It also describes using…

ExecutionStatistics
MQL5 code base

The document lists configurable parameters for a trading Expert Advisor, including lot size, stop loss, take profit, fast and slow moving averages, trade limits, and equity risk controls. It describes options for running the EA as either a single-trade…

ForexTechnical indicatorsGrid tradingPosition sizing
MQL5 code base

The document reports a historical test of a long-only EURCHF strategy on 15-minute bars, covering a short period in early 2014. Its listed settings include one-lot trades, a stop loss, a take profit, and a trailing stop. The report shows 67 completed trades,…

ForexBacktestingRisk managementExecution
MQL5 code base

The Market Direction Indicator is presented as a tool for anticipating moving-average crossovers. Its inputs include fast and slow moving-average periods, a price series, and a cutoff measured in points. The cutoff defines a neutral zone intended to filter…

Technical indicatorsTrend following
MQL5 code base

This indicator places a Keltner Channel around the average value of the XCCX oscillator and presents the result as a candlestick sequence. It combines an oscillator with channel-style bands, offering a way to view changes in the oscillator relative to its…

Technical indicatorsVolatility
MQL5 code base

This document describes an Expert Advisor that combines two independent trading systems, one based on BykovTrend_V2 and the other on ColorX2MA. Each system can generate an entry when a bar closes and either indicator changes color to signal a trend change.…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes a version of the Accumulative Swing Index Smoothed that adds floating levels for trend assessment. Instead of comparing the indicator against fixed thresholds, the levels move so the indicator can adapt to changing conditions. The…

Technical indicatorsTrend following
MQL5 code base

The document describes a colored Schaff Trend Cycle indicator calculated from the difference between two JJRSX oscillators with different lookback periods. It presents the indicator as a trend-cycle tool, but provides no explanation of the calculation steps,…

Technical indicatorsTrend following
MQL5 code base

This indicator description presents TRiX, a momentum measure based on the percentage change in a triple exponentially smoothed moving average. Because the indicator responds quickly to price changes, the author argues that conventional divergence analysis…

Technical indicatorsMomentum
MQL5 code base

The document introduces Perry Kaufman’s Adaptive Moving Average (AMA), a moving average designed to reduce sensitivity to price noise while limiting lag in detecting trends. It describes AMA as an alternative to conventional moving averages, highlighting its…

Technical indicatorsTrend following
MQL5 code base

This reference explains a 24-hour analog clock that displays Greenwich Mean Time alongside the scheduled open and close status of major exchanges across Asia-Pacific, the Middle East, Europe, and North America. It lists session hours in GMT and distinguishes…

Multi-assetEquitiesForex
MQL5 code base

The Oscillator Phase Change Index (PCI) is presented as an indicator for identifying the current market phase. Its configurable inputs are the lookback period, applied price, and overbought and oversold levels. The stated index scales the ratio of upward…

Technical indicatorsStatisticsVolatility
MQL5 code base

The New Martin expert advisor begins by opening opposite buy and sell positions in an account configured for hedging. When a position closes at take profit, the system opens a replacement position in the same direction. This can leave a losing position…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This brief entry introduces EMAAngle as a trend indicator constructed from a simple moving average. It identifies the indicator’s original authors and says it was first implemented in MQL4 and published in 2007. The entry points to an illustration, but the…

Technical indicatorsTrend following
MQL5 code base

HLBands is a chart indicator for displaying price levels from a selected timeframe, including on a chart with a shorter timeframe. It can show the period's open together with either its high and low or its open and close. A period setting controls which…

Technical indicatorsMulti-asset
MQL5 code base

The document describes an indicator that draws Renko bars on a MetaTrader 5 chart. For the current price, it calculates three nearby levels: a ceiling, a rounded level, and a floor. The gaps between adjacent levels equal the configured brick size, so the…

Technical indicatorsEquities
MQL5 code base

This document describes an Expert Advisor that trades changes in direction identified by a three-state MaRsi-Trigger indicator. It generates a signal when a bar closes and the indicator registers a trend reversal. To reduce processing work, the Expert…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document introduces a candle-style display of John Ehlers’ Center of Gravity indicator. It identifies two rendering variants: one that colors candles and one that draws standard candles. It also notes that the implementation uses a moving-average class…

Technical indicatorsEquities
MQL5 code base

This MT5 tool helps traders review planned or open exposure across several instruments as a portfolio. Given comma-separated symbols and lot sizes, it calculates a Pearson correlation matrix from historical bar-to-bar returns over a configurable timeframe…

Risk managementPortfolio constructionStatistics
MQL5 code base

This indicator displays Bollinger Bands calculated on a higher timeframe over a lower-timeframe chart. Its settings cover the band period, deviation, applied price, source timeframe, drawing style, middle-line visibility, and optional alerts or…

Technical indicatorsVolatilityBreakout
MQL5 code base

The document gives a brief description of a trend-oriented trading setup built from moving averages and the Accelerator Oscillator. It specifies moving averages across three timeframes, using five averaging periods, and Accelerator Oscillator readings on two…

ForexTrend followingTechnical indicatorsBacktesting