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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

The document explains a basic MT5 Expert Advisor news filter for XAUUSD. It defines a list of scheduled news timestamps and checks whether the current server time falls within a configurable interval before or after any listed event. While inside that…

ForexCommoditiesEvent-drivenRisk management
MQL5 code base

This document describes an MT5 indicator that measures price change over a user-defined number of seconds and displays the result in points and percentage. It uses tick history, so the described tool is limited to MT5. The displayed value can be based on…

ForexMomentumTechnical indicatorsHigh-frequency trading
MQL5 code base

The document explains a price-difference indicator that approximates a derivative using two observed prices separated by a configurable number of bars. Because a future bar's price is unknown, it instead compares a past bar with the current one. The…

Technical indicatorsMean reversion
MQL5 code base

The document describes an MT5 script intended to identify times of day when an asset has historically moved more. It proposes calculating average movement over a user-selected number of trading days, then reviewing the result in a column chart to help day…

StatisticsBacktestingExecution
MQL5 code base

ColorZeroLagRVI is described as an oscillator built from four Relative Vigor Index indicators. Its adjustable inputs include factor weights, with each factor controlling the contribution of an RVI component to the combined indicator value. The description…

Technical indicatorsStatistics
MQL5 code base

This indicator extends a moving-average candle display by adding colored dots to show the strength and direction of a trend. It measures the standard deviation of the indicator’s centerline and compares it with two configurable thresholds. When the value…

Technical indicatorsStatisticsTrend following
MQL5 code base

This brief note describes a higher-timeframe version of the MaByMa indicator for MetaTrader 5. Its distinguishing feature is a timeframe input, allowing the indicator to use a chart period selected by the user rather than relying only on the currently…

Technical indicatorsFutures
MQL5 code base

The document describes an indicator that combines the Moving Average Convergence Divergence (MACD) with trading volume to help identify divergence or convergence between price behavior and volume. It includes the standard MACD lines and histogram, with an…

Technical indicatorsMomentum
MQL5 code base

GAPO, or the Gopalakrishnan Range Index Oscillator, is presented as a way to quantify how an instrument’s trading range changes over a chosen lookback period. It uses price action alone: find the highest and lowest prices in the period, take the logarithm of…

Technical indicatorsVolatilityStatistics
MQL5 code base

The document describes Sylvain Vervoort’s modified stochastic RSI, introduced in an article on divergence indicators. The standard stochastic RSI applies a stochastic calculation to RSI values rather than directly to price; Vervoort’s version adds further…

Technical indicators
MQL5 code base

The document describes a trading system that acts on signals from an Aroon Oscillator alert indicator. A signal is considered formed when a colored indicator icon appears at a bar’s close, providing the system’s stated timing rule. It references an Expert…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document introduces a double-smoothed exponential moving average as a price filter, linking the idea to Lee Leibfarth’s article on the Adaptive Price Zone. It describes the indicator qualitatively: compared with a regular EMA, it is said to produce a…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that trades from Stochastic indicator signals. Users configure upper and lower signal levels and choose which bar to compare with the current bar. The description does not specify the exact entry rules, so the signal…

Technical indicatorsPosition sizingRisk management
MQL5 code base

The document describes a trend envelope indicator that uses average true range (ATR) to set the price movement threshold for identifying whether a trend has changed. This replaces a fixed percentage change threshold used by a classical version of the…

Technical indicatorsTrend followingVolatility
MQL5 code base

This trading system uses the ColorJVariation oscillator to generate a signal when the indicator changes color at a bar close. The description identifies that color transition as the point for initiating a trade and notes that the compiled indicator must be…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This programming note explains how an MQL5 expert advisor can retrieve recent deal information from account history without looping through every record. It selects history from a chosen start time through the current time, gets the final deal ticket, and…

ExecutionStatistics
MQL5 code base

This expert advisor places Buy Stop and Sell Stop orders at a user-set time of day and removes pending orders at another specified time. If either order triggers, it detects the trade event and cancels the opposite pending order, creating an OCO-style entry…

ForexBreakoutExecutionRisk management
MQL5 code base

This indicator turns pivot points into an oscillator and offers four formulas for calculating the pivot from the prior period’s high, low, close, and, in some variants, open. It also lets users choose between two methods for calculating support and…

Technical indicators
MQL5 code base

This document introduces an indicator that plots two price channels using moving averages of the high and low values in a price series. The resulting bands frame price with separate upper and lower average lines, offering a technical view of its range and…

Technical indicatorsForex
MQL5 code base

This document describes a higher-timeframe variant of the XprofuterDD indicator. It adds a timeframe input so the indicator can use a chart period selected by the user, with four hours shown as the default. The described change concerns timeframe selection;…

Technical indicators
MQL5 code base

The document describes an adapted MetaTrader 4 indicator based on earlier Momentum indicator code. It adds configurable alerts through the terminal, email, and push notifications, with separate controls for each alert channel. It also broadens the indicator…

Technical indicatorsMomentum
MQL5 code base

This brief description presents a standalone trend indicator derived from the ADX trend component used in an ADXVMA calculation. It applies Jurik smoothing to the indicator’s output, with the stated aim of reducing false signals. The described interpretation…

Technical indicatorsTrend following
MQL5 code base

PPO_Sign is described as a semaphore indicator based on the relative, smoothed rate of price change. Its stated purpose is to present price movement as an indicator signal; the document does not explain the signal rules, parameters, or how a trader should…

Technical indicatorsMomentum