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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 describes an implementation of William Blau’s Ergodic MDI Oscillator, an indicator associated with momentum, direction, and divergence analysis. Its output is presented as a colored histogram, with the signal line represented by a colored cloud.…

Technical indicatorsMomentum
MQL5 code base

This indicator combines the Relative Strength Index with STARC-style channels. A moving average smooths the RSI to form the center line, while upper and lower bands are offset by multiples of an average true range. The band multipliers can differ above and…

Technical indicatorsVolatility
MQL5 code base

This automated strategy places three buy stops and three sell stops when the current close is inside the Bollinger Bands and there are no pending orders. The orders are arranged in steps, with separate take-profit settings for each buy and sell pair. A stop…

ForexVolatilityBreakoutExecution
MQL5 code base

This document describes an indicator that combines XPeriodCandle with Bollinger Bands. It highlights candles in a bright color when they move beyond the bands, making those excursions easier to spot on a chart. The stated concept is visual: candle color…

Technical indicatorsVolatility
MQL5 code base

The document describes a double weighted moving average as an indicator that applies the calculation loop for a linear weighted moving average twice. It says this produces smoother values than a standard linear weighted moving average, though it does not…

Technical indicatorsTrend following
MQL5 code base

MACD-2 presents the MACD indicator with two visual elements: a colored cloud and a histogram showing the difference between the MACD line and its signal line. This describes a display format for viewing MACD relationships; it does not specify trading rules…

Technical indicators
MQL5 code base

This document explains an implementation approach for a ZigZag indicator that identifies swing peaks using a channel. The channel width can be set in points or as a percentage. For peak lookup, it replaces repeated bar searches with a binary search over…

Technical indicatorsExecutionMarket microstructure
MQL5 code base

This indicator modifies the stochastic oscillator by displaying the difference between its smoothed %K and %D lines as a histogram. The calculation first derives fast %K from the applied price's position within the recent high–low range, then applies a…

Technical indicatorsMomentum
MQL5 code base

The document introduces the Trend Continuation Factor (TCF), an indicator based on an article by M. H. Pee. Its stated purpose is to identify whether a trend is present and determine its direction, helping traders avoid holding positions against the…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document explains a MetaTrader 5 function for retrieving the highest price recorded for a symbol during a chosen daily time interval. The function accepts start and end hours and minutes, uses the current date to construct the interval’s timestamps,…

ExecutionTechnical indicators
MQL5 code base

This trading system enters when a bar closes after a channel breakout, using signals from an external indicator. It can also close an open position after a preset holding period, with time-based exits enabled by default and the holding limit specified in…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader 5 expert advisor that monitors the combined profit or loss of open positions and closes them when user-set thresholds are reached. Traders can enable profit-triggered closing, loss-triggered closing, or both, and choose…

Risk managementPosition sizingExecutionFutures
MQL5 code base

WPRslow is described as a semaphore-style signal indicator built from Williams’ Percent Range oscillator. Its stated purpose is to identify slower-moving trends, distinguishing it from an approach aimed only at short-term price fluctuations. The document…

Technical indicatorsTrend following
MQL5 code base

This document describes a smoothed Simple Trend Detector displayed as a histogram. It outlines two coloring modes: one marks breaks beyond overbought or oversold levels, while the other marks changes in the indicator’s direction. The display is centered…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document describes a utility for saving the historical OHLCV data available on a MetaTrader 5 chart to a CSV file in the platform’s common data directory. It is presented as an alternative when the standard Symbols request tool fails to return all…

ExecutionBacktestingStatistics
MQL5 code base

This indicator description outlines an enhanced Heikin Ashi tool for chart analysis. It offers five configurable smoothing approaches: simple, exponential, double-smoothed exponential, smoothed, and weighted moving averages. A multi-timeframe option maps…

Technical indicatorsTrend followingForex
MQL5 code base

The document describes a short-term news trading setup for a four-digit forex broker. Before a high-impact release, such as a central bank decision or employment report, the script places both a buy-stop and a sell-stop order. The proposed logic aims to…

ForexEvent-drivenExecutionRisk management
MQL5 code base

The described Expert Advisor applies Bill Williams-style indicators in three stages. It first seeks bullish or bearish divergence as a possible trend reversal signal. It may add to a winning position when the Awesome Oscillator prints a specified sequence of…

Trend followingTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document describes a charting tool that constructs Renko charts using a custom symbol created automatically by an expert advisor. The chart is built from tick history and can include tick volume and real volume when those data are available. Users can…

Technical indicatorsBacktestingMarket microstructure
MQL5 code base

This note outlines a nonlinear Kalman-style filtering method attributed to John Ehlers. It first smooths price with an exponential moving average or a three-pole filter, calculates the difference between price and that smoothed baseline, and smooths the…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes a moving-average indicator that applies five rounds of exponential moving-average smoothing. It displays the latest indicator value as a price label and lets the user round indicator levels to a chosen number of digits. The digit…

Technical indicators
MQL5 code base

This Expert Advisor generates signals from the Derivative indicator crossing its zero level. It evaluates the signal when a bar closes, triggering on a move through zero in either direction. The description also notes that the advisor depends on a compiled…

Technical indicatorsBreakoutBacktesting
MQL5 code base

This document outlines a simple entry logic combining two moving averages with a recent price range break. A buy signal requires the first moving average to be above the second on the prior bar while the current bid reaches or falls below the lowest low…

Technical indicatorsBreakout
MQL5 code base

The ZigZag Moving Average (ZMA) uses ZigZag reference points to define where its averaging window begins. From a reference point, it calculates the mean of closing prices from that point through the current bar, so the averaging window expands as bars…

Technical indicators