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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

The Freedom of Movement oscillator is presented as a way to measure price movement while removing the trend component. It standardizes a volume-to-movement measure against its own moving average and standard deviation over a configurable period. Its inputs…

Technical indicatorsStatisticsEquities
MQL5 code base

This document describes an indicator that averages the outputs of 18 moving-average methods into one value. It uses two inputs: the calculation period shared by the averages and the price series applied to them. The listed methods include simple,…

Technical indicatorsStatistics
MQL5 code base

The document describes using an alert indicator to receive mobile notifications when the Ichimoku Tenkan-sen crosses the Kijun-sen. It presents the crossover as a possible prompt for considering market entry or exit, and gives setup steps for MetaTrader 5…

Technical indicatorsExecution
MQL5 code base

The document introduces an indicator concept that treats price movement as speed: distance covered per unit of time. It then proposes averaging a set of speed observations with the arithmetic mean, calculated by summing the observations and dividing by their…

Technical indicatorsStatistics
MQL5 code base

The note describes a double-smoothed version of an RSI-adaptive exponential moving average. Its motivation is that the responsive original can produce too many slope changes, which may translate into frequent signals. The proposed variant applies double…

Technical indicatorsMean reversionMomentum
MQL5 code base

This Expert Advisor uses a volume-weighted moving average indicator to generate trade signals. It checks for a change in the indicator line’s color when a bar closes, treating that change as a shift in direction. The description presents this as the rule…

ForexTechnical indicatorsBacktesting
MQL5 code base

The post describes a China A-share stock screen for metaverse-related companies listed on the Shenzhen main board. Its stated filters combine a minimum circulating market capitalization with positive price-to-earnings and price-to-book ratios capped at…

EquitiesFactor investingChina marketsPortfolio construction
MQL5 code base

The document describes an Expert Advisor that opens positions from XOSignal indicator arrows confirmed at bar close. It then adds to a position when the most recent deal has gained more than a configurable point threshold. The number of additions and the…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

This expert advisor combines two independent trading systems, one using BrainTrend2 and the other AbsolutelyNoLagLWMA. Each system generates a trade signal when a bar closes and its indicator shows a trend-color change. Position size is adjusted separately…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes a breakout system that looks for a narrow-range candle within a configurable recent window. When a new candle appears, the system compares the high-to-low ranges of the window’s bars. If the newest bar is the smallest, it places…

BreakoutVolatilityExecution
MQL5 code base

This document explains a price action setup associated with Smart Money Concepts: price briefly moves beyond a prior structural high or low, then fails to hold the breakout and closes back within the earlier range. The move beyond the level is interpreted as…

Technical indicatorsMarket microstructureBacktesting
MQL5 code base

The Statistical Zigzag indicator identifies swing extremes using a threshold tied to local volatility instead of searching for highs and lows over a fixed depth. As standard deviation changes from bar to bar, the threshold adjusts with market conditions. The…

Technical indicatorsVolatilityBreakoutTrend following
MQL5 code base

The document describes the Perceptron Oscillator as an oscillator built with a simplified perceptron algorithm. It characterizes the result as a Momentum indicator that uses an unusual averaging method, so its main lesson is how the indicator relates to a…

MomentumTechnical indicators
MQL5 code base

This product description explains an MT4 expert advisor for managing manually opened forex trades on the current currency pair. After an initial order is placed, the advisor can add positions when price moves a configured distance, up to a chosen maximum.…

ForexGrid tradingRisk managementExecution
MQL5 code base

The document explains an automated approach to trading around scheduled economic news. At the opening of a candle, the expert advisor places both a buy stop and a sell stop at a configurable distance from the current opening price. When one order triggers,…

ForexEvent-drivenBreakoutExecution
MQL5 code base

This document describes an Expert Advisor driven by changes in the direction of a Color Zero-Lag RSI oscillator histogram. It forms a signal when a bar closes and the oscillator turns, making the entry logic dependent on completed-bar direction changes. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a modified Bollinger Bands indicator that combines a moving-average-based price channel with adjustments tied to average true range. The central channel represents Bollinger Bands, while additional upper and lower boundaries show…

Technical indicatorsVolatility
MQL5 code base

This short indicator description proposes a trend-following trading rule based on two plotted lines. It says to open a trade when the lime line is above the green line and to exit when the lime line falls below the green line. It also suggests consulting an…

Technical indicatorsTrend following
MQL5 code base

The document describes an indicator intended to flag possible entry points from candlestick formations, with the goal of reducing the attention required during fast, volatile scalping. The user selects either a bullish or bearish trend mode, and the…

Technical indicatorsMomentumVolatility
MQL5 code base

The document describes a momentum ratio oscillator that compares a current value with a previous value and smooths the resulting series through multiple exponential moving average calculations. It says the repeated smoothing creates a step-like response when…

Technical indicatorsMomentumStatistics
MQL5 code base

JMACandle_Chl is a chart indicator that displays two colored channels around indicator candles. The channel boundaries are based on standard deviations calculated from the candles’ high and low values. Its configurable inputs include a smoothing method and…

Technical indicatorsVolatilityStatisticsBacktesting
MQL5 code base

The document describes an indicator that overlays candles from a larger timeframe as filled rectangles on a chart. The rectangles follow the colors assigned by the FiboCandles indicator: candle bodies distinguish rising and falling direction, while shadows…

Technical indicators
MQL5 code base

This short description concerns a MetaTrader Expert Advisor used with Renko charts. It says an older version was converted to the code format used after MetaTrader build 600 and that reported errors and warnings were cleared. It also notes changes to the…

Technical indicatorsForex