Skip to content

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

Delta_MFI is a trend-analysis indicator built from the difference between fast and slow Money Flow Index readings. It combines their relative positions with the slow MFI’s location against a configurable threshold. When the slow reading is above the…

Technical indicatorsMomentumVolatility
MQL5 code base

This indicator description modifies the standard Moving Average Convergence Divergence (MACD) calculation by replacing its regular exponential moving averages with RSI-adaptive EMAs. Because the averages adapt, the resulting MACD is intended to respond more…

Technical indicatorsMomentumTrend following
MQL5 code base

This document describes an Expert Advisor that combines a moving average (MA), the Commodity Channel Index (CCI), and stochastic oscillator readings to generate buy and sell signals. A buy is triggered when CCI and stochastic are below their respective…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

Plan X opens a position when the close of bar 1 differs from the close of a reference bar by more than a configured channel height. A move above the reference close triggers a buy by default, while a move below it triggers a sell. An optional reverse setting…

ForexBreakoutExecutionRisk management
MQL5 code base

The Ehlers Relative Vigor Index (ERVI) is a price oscillator based on the relationship between candle bodies and trading ranges. Its calculation first forms weighted averages over four bars: candle body changes contribute to the numerator, while high-to-low…

Technical indicatorsStatistics
MQL5 code base

This indicator variant applies a stripped Laguerre filter to a double-smoothed stochastic oscillator. Rather than relying on fixed threshold values, it exposes intermediate Laguerre calculations as levels that can be interpreted relative to the oscillator.…

Technical indicatorsMean reversion
MQL5 code base

The document explains a manual trading panel for opening and closing positions across several instruments. Users select symbols, volumes, and trade directions in separate fields; unselected symbol boxes are ignored. When a symbol changes, the panel updates…

ExecutionPosition sizing
MQL5 code base

The document describes an indicator that presents the Color Schaff Trend Cycle calculation as a sequence of candles. It applies the algorithm to price time series and renders the processed values in candle form, which the source suggests can make analysis…

Technical indicators
MQL5 code base

The document describes a higher-timeframe version of the LaguerreFilter indicator. Its distinguishing feature is a user-selectable chart period, with the supplied input example defaulting to a four-hour timeframe. This lets the indicator use a chosen period…

Technical indicatorsMulti-asset
MQL5 code base

Polychromatic Momentum combines momentum measurements from multiple lookback periods using a weighted average. The motivation is that a single momentum lookback may stop being suitable as market conditions change, so aggregating periods can reduce dependence…

MomentumTechnical indicatorsStatistics
MQL5 code base

The Expert Advisor described uses a stochastic-style indicator, StepSto_v1, to generate trades at bar close. A deal signal occurs when the purple signal line crosses the orange indicator line in the relevant direction. The purple line’s position relative to…

Technical indicatorsMomentumCommoditiesBacktesting
MQL5 code base

The document describes a simple trading indicator for changing the stop-loss price across all positions associated with the currently selected symbol. The user sets a target stop price, and the script applies that price to the positions as a group. This is a…

Risk managementPosition sizingExecution
MQL5 code base

This tutorial explains how an Expert Advisor can detect the start of a new candle in MetaTrader, where tick events are available but there is no separate default event for a new bar. Its method stores the opening time of the current bar and compares it with…

ExecutionTechnical indicators
MQL5 code base

This document describes an indicator that counts consecutive runs of bullish and bearish bars over a user-selected window. It presents the results as a chart, with two vertical-axis choices: the number of runs or the percentage of runs. A smoothed chart is…

StatisticsTechnical indicators
MQL5 code base

The document briefly describes a grid trading robot that places pending orders at equal price intervals. When the market moves against an opened lot, it places an order in the opposite direction with a larger lot size. The robot begins with a minimum lot…

Grid tradingPosition sizingRisk managementExecution
MQL5 code base

This expert advisor trades when the DigitalF-T01 indicator cloud changes color. The entry signal is evaluated at bar close and depends on the oscillator crossing its signal line. The document describes the trigger and notes that the strategy requires a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that trades based on arrows from the WPRSIsignal indicator. It generates a signal when a colored arrow is present at the close of a bar. The EA depends on a separately compiled indicator file, and the accompanying…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document outlines BBMA, a trading approach combining Bollinger Bands and moving averages, and names several signal groups: candlestick direction patterns, extreme conditions and low-volume observations, momentum and re-entry, and a zero-loss zone. Its…

Technical indicatorsMomentumMachine learningExecution
MQL5 code base

This document describes a lightweight MT5 tool for placing and managing manual scalping trades from the keyboard. The listed shortcuts map keys to buy, sell, close, and break-even actions, allowing a trader to issue common commands without navigating trading…

FuturesExecutionRisk management
MQL5 code base

The document introduces the Stochastic MACD oscillator, described in an article by Vitali Apirine in a 2019 issue of Technical Analysis of Stocks & Commodities. The indicator combines the stochastic oscillator with MACD and is presented as a momentum…

Technical indicatorsMomentumEquities
MQL5 code base

The document describes an Expert Advisor that places a pending buy-limit or sell-limit order at the value of a moving average, identified as MA(590-M1). As the moving average changes, the pending order is amended to follow it. Once filled, the order is left…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

The document briefly describes the Predictive Moving Average, attributing it to John Ehlers’s book Rocket Science for Traders. Its trading rule is based on the indicator’s color: buy while the line is green and sell while it is red. This is presented as one…

Technical indicatorsTrend followingBacktesting
MQL5 code base

Trend Arrows plots a moving support or resistance level as dots on a price chart. It uses an average price over a selected amount of data to calculate its values. During a downward trend it displays resistance dots; during an upward trend it displays support…

Technical indicatorsTrend followingRisk management