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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

This document describes an RSI candle-volume indicator that smooths both its calculated candle values and its changing overbought and oversold levels. It lists configurable inputs for the RSI period, volume type, threshold levels, gap, smoothing method,…

Technical indicatorsVolatility
MQL5 code base

This indicator estimates how a symbol’s intraday range varies by hour and displays the results beside price with shaded Asian, London, and New York session windows. It groups historical bar ranges by the hour each bar closes, averages them across the…

VolatilityTechnical indicatorsStatistics
MQL5 code base

The article describes a framework for identifying crowded trading and distinguishing a bubble’s buildup from its unwinding. It estimates asset clustering from covariance and principal components, using the concentration of sector returns in important…

EquitiesFactor investingPortfolio constructionStatistics
MQL5 code base

The document describes a trading-platform button that closes all open positions across instruments in one action. It focuses on the control logic used when an order cannot be closed: the revised approach checks the platform’s last error and stops processing…

ExecutionRisk management
MQL5 code base

This note describes a variation on the Keltner channel that replaces the conventional average true range input with an adaptive ATR. It retains the classic channel’s simple moving average as its middle line, so the adaptation affects the channel width rather…

Technical indicatorsVolatility
MQL5 code base

ColorRSI_X20 is an RSI indicator presentation feature that colors its lines according to their position relative to overbought and oversold areas. The description says users can adjust the style and color of the first indicator line when starting the…

Technical indicatorsEquities
MQL5 code base

The document describes a modified exponential moving average intended to change how quickly the average responds while adding implicit smoothing. EMA is presented as a first-order filter whose weights decline exponentially with age, and whose recursive…

Technical indicatorsStatistics
MQL5 code base

This document describes a multiple-timeframe moving average indicator that reads values from the H4 and H1 timeframes, allowing a trader to view those readings while using a different chart timeframe. Its stated purpose is to retrieve an indicator value from…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This brief indicator description presents Kalman-filter velocity as a smoothed measure of price momentum. Its multi-timeframe version adds three higher-timeframe views beyond the standard chart intervals available in MetaTrader 5: the first, second, and…

Technical indicatorsMomentumStatisticsBacktesting
MQL5 code base

This indicator uses Slow Stochastic values calculated on a selected symbol and timeframe to display a colored direction signal on a chart. It can also produce alerts, audio notifications, and mobile push messages. Users can configure the stochastic periods,…

Technical indicatorsTrend followingExecution
MQL5 code base

This document describes an MT4 indicator intended to help traders think about positions and risk in percentage terms instead of monetary amounts. Its rationale is behavioral: traders with the same plan and market information may act differently because…

Risk managementPosition sizing
MQL5 code base

The document introduces the Laguerre Filter as a smoothing indicator based on Laguerre polynomials. It says the indicator is intended to show both short-term and long-term trend direction, and gives a simple signal rule: consider buying when the line is…

Technical indicatorsTrend following
MQL5 code base

This document describes an MQL4 Expert Advisor structure for running multiple trading strategies independently or together. Each strategy is treated as a separate instance of a shared EA class and can have its own identifier, trading schedule, risk controls,…

Technical indicatorsBreakoutRisk management
MQL5 code base

This brief description introduces a higher-timeframe variant of a MaxminChannelWithSlope indicator. It says the chart period can be selected through an input parameter, with a four-hour period shown as the default, so the indicator can use data from a…

Technical indicators
MQL5 code base

The document describes a script for placing a pending sell stop order at a trigger level below the current price. It sets stop-loss and take-profit distances in points from the trigger and allows the trader to set order volume through a money-management…

Position sizingExecutionRisk managementBreakout
MQL5 code base

The document explains a MetaTrader trade function that sizes positions from a risk budget and sets stop distance using the asset’s average true range. It calculates the allowed risk as a percentage of free margin, converts an ATR multiple into stop-loss…

Risk managementPosition sizingVolatilityTechnical indicators
MQL5 code base

The MultiRVITrend_x10 indicator displays the Relative Vigor Index (RVI) state across ten timeframes. Each line represents one timeframe, with pink indicating an oscillator reading below its oversold threshold, blue indicating a reading above its overbought…

Technical indicatorsMulti-asset
MQL5 code base

This document explains a notification utility for trading software. It describes four message controls: showing an alert in a separate window, sending a push message to configured mobile terminals, writing a message to the log, and providing the message…

Execution
MQL5 code base

This brief programming note addresses a common Expert Advisor problem: identifying whether the system itself has open orders when the platform’s total-order count also includes orders placed manually. It introduces a boolean function called Check_Open_Orders…

ExecutionMarket microstructure
MQL5 code base

This indicator example smooths the OsMA time series by filtering higher-order harmonics in its spectrum. The description presents the approach as a way to smooth indicator values while introducing very little delay, and says that the same method can be…

Technical indicatorsStatistics
MQL5 code base

This Expert Advisor trades breaks of the upper or lower boundary of the MA_Rounding_Channel indicator. A signal is evaluated when a bar closes, so the described trigger is a confirmed close beyond a channel edge rather than an intrabar touch. The text…

BreakoutTechnical indicatorsForexBacktesting
MQL5 code base

This indicator pairs the Commodity Channel Index with a moving average calculated from the CCI values. The CCI uses a configurable lookback period and applied price; its resulting series is then smoothed using a separately configurable moving-average period…

Technical indicatorsMean reversion
MQL5 code base

This document describes a version of the EMAPredictive3 indicator that lets a user select the chart timeframe through an input parameter. It identifies H4 as the default timeframe and notes that the indicator depends on the separate EMAPredictive3 file being…

Technical indicators
MQL5 code base

This document explains a linear regression line fitted to closing prices over a sequence of time periods. The line has an intercept and a slope: the intercept represents the fitted starting level, while the slope describes how the fitted value changes as the…

StatisticsTechnical indicators