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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 research summary explains a dynamic firm model in which companies can expand or shrink their operating scale, but face adjustment costs. Expansion and contraction options alter exposure to productivity shocks: the ability to reduce scale can buffer…

EquitiesFactor investingPortfolio constructionStatistics
MQL5 code base

This indicator description explains a charting method for displaying candles from a larger timeframe as filled rectangles. The rectangles use a fill-drawing buffer, with the BrainTrend1 indicator determining the colors: the candle body uses one color for…

Technical indicatorsFutures
MQL5 code base

The Donchian Channel is presented as a way to track price movement and trend while marking potential support and resistance. For a selected lookback of prior bars, the indicator calculates the highest high, lowest low, and their midpoint. The document gives…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document describes a simple price/volume indicator that divides price by volume and uses a simple moving average as its price input. It offers only a brief description of the calculation and does not specify a formula for the averaging period, signal…

Technical indicatorsStatistics
MQL5 code base

The document describes an adaptive version of the Double Exponential Moving Average (DEMA) that uses Jurik Volty to adjust its behavior. It presents adaptivity as a natural fit for some moving-average indicators and compares the adaptive version with a…

Technical indicatorsVolatilityTrend following
MQL5 code base

This Expert Advisor uses changes in the direction of a weighted oscillator to generate trading signals. It buys when the oscillator turns upward and sells when it turns downward, with each signal evaluated after a bar closes. A higher-timeframe indicator is…

ForexTechnical indicatorsBacktesting
MQL5 code base

UniOscillator is an RSI-based technical indicator that colors overbought and oversold regions. Its settings allow users to choose the calculation period, applied price from a set of supported price types, and upper and lower boundaries. The display color can…

Technical indicatorsForex
MQL5 code base

The document describes a trading-platform script that calculates the largest lot size that can be opened using all free margin currently available in an account. It displays the calculated size in the chart’s upper-right corner for a default period of ten…

Position sizingRisk managementExecution
MQL5 code base

The document outlines an Expert Advisor that uses changes in the color of the Directed Movement indicator’s cloud as its trading signal. A signal is generated when a bar closes and the cloud color has changed, so the method relies on confirmed bar data…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The document describes a Reverse MACD indicator that estimates the price required on the next bar for the MACD line and its signal line to intersect. This projected crossover level may help traders approximate prices for pending orders. The idea reverses the…

Technical indicatorsExecution
MQL5 code base

The indicator described here displays the standard Commodity Channel Index as a histogram after rounding its values to selected increments. Available settings range from no rounding through division by progressively larger values, including a coarse setting…

Technical indicatorsStatistics
MQL5 code base

This indicator description explains a way to plot hourly pivot support and resistance levels. It calculates the first three resistance levels and first three support levels using either a standard pivot-point formula or Fibonacci-based levels, with the user…

Technical indicatorsFutures
MQL5 code base

This note describes a modification to the Stochastic RVI signaling approach attributed to John Ehlers. The original method uses a trigger line that the document characterizes as functioning like an exponential moving average. Although that trigger may be…

Technical indicatorsStatistics
MQL5 code base

This swing trading Expert Advisor uses a Percentage_Crossover_Channel indicator to generate signals in one of two ways. In channel mode, a bar’s low crossing or touching the lower boundary triggers a buy, while its high crossing or touching the upper…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the TSICloud indicator. It opens a trade when a bar closes and the indicator cloud changes color. An input setting can invert the signal direction, allowing the system to trade against the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an automated trailing-stop manager for MetaTrader 4. It monitors open positions and, after a chosen profit condition is reached, moves the stop loss as price advances favorably. Users configure the activation point, the distance…

Risk managementExecutionForex
MQL5 code base

The indicator overlays a selected symbol’s price bars in a separate window beneath the chart where it is launched. The displayed symbol can be chosen through an input parameter, and multiple copies can be configured to examine different instruments within…

ForexPairs tradingMarket microstructure
MQL5 code base

The document outlines a MetaTrader 5 expert-advisor utility for retrieving a closed market trade by its position counting backward from the newest trade. An index of zero refers to the latest qualifying trade, while increasing the index selects progressively…

Execution
MQL5 code base

This Expert Advisor provides a framework for testing whether the previous trading day’s direction predicts continuation or reversal on a selected weekday. Users can choose weekdays and compare entries that follow or oppose the prior day’s move. Positions may…

StatisticsBacktestingTechnical indicatorsPosition sizing
MQL5 code base

The document outlines an automated recovery system that begins with a buy order. If price rises, the order is closed; if price falls by a configured distance, the system opens a sell. If the overall profit target has not been reached and price reverses…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

The tool estimates the risk associated with a proposed position by combining its lot size with a chosen stop-loss level. A user marks a virtual stop on a chart, then receives a percentage risk estimate and a monetary risk figure. The inputs also distinguish…

Risk managementPosition sizingExecution
MQL5 code base

This document describes an ATR-based technical indicator that allows users to choose among multiple smoothing algorithms and shift the plotted values horizontally. In addition to common moving-average methods—simple, exponential, smoothed, and linearly…

Technical indicatorsVolatility
MQL5 code base

This document describes a MACD histogram indicator that displays the difference between the MACD line and its signal line using changing colors. The colors are intended to make crossovers, movement across the zero line, and shifts in trend direction or…

Technical indicatorsMomentumTrend following
MQL5 code base

Aroon Horn is described as a trend-direction indicator built from the Aroon indicator. It aims to filter minor price fluctuations and displays bullish, bearish, and filtered or neutral readings with different colors. The user can adjust the calculation…

Technical indicatorsTrend followingStatistics