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

This indicator description explains a way to display trend strength on a DecEMA moving average using standard deviation. Two input thresholds divide the reading into strength levels: when the standard deviation falls between the lower and upper thresholds, a…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document describes two scripts for changing the vertical scale across all open charts. One switches every chart to automatic scaling; the other applies fixed scaling. For fixed scaling, the user specifies a percentage of the current price, and the chart…

ExecutionTechnical indicatorsMulti-asset
MQL5 code base

This Expert Advisor uses a color transition in the ColorXCCXCandle indicator to generate a signal when a bar closes. The document describes the trigger but does not explain how candle colors are calculated, whether a color change prompts a buy or sell, or…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document describes an Expert Advisor that watches a chart for horizontal and trend lines in a selected monitoring color. When price crosses a watched line, the tool can issue a platform alert, a mobile notification, or an email, provided the…

Technical indicatorsExecution
MQL5 code base

This indicator description explains a Fractal ZigZag port that uses ZigZag logic to identify swing highs and lows, then plots or estimates a version intended to avoid redrawing. It says that values are backdrawn by two bars from the current bar, a detail…

Technical indicatorsStatisticsBacktesting
MQL5 code base

The scanner describes a two-scale harmonic-pattern search: it looks for larger wave structures first, then checks smaller ones when broader price action is noisy. Rather than waiting for a candle pivot to be confirmed, it tracks the developing wick at point…

Technical indicatorsVolatilityRisk management
MQL5 code base

The document describes a trading-system risk analytics tool that processes closed-trade history and reports risk and performance measures. Its stated functions include Monte Carlo simulation, Value at Risk, Kelly Criterion position sizing, and more than a…

Risk managementPosition sizingStatisticsBacktesting
MQL5 code base

This expert advisor trades from the Omni_Trend indicator. It creates a signal when a large colored dot appears and acts on that signal after the bar closes. The document describes the signal rule but does not explain how the indicator calculates its dots or…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document outlines a zone recovery method that responds to an adverse price move by opening an opposite trade with a somewhat larger lot size. If price continues in that direction, the combined position may reach a profit level at which both trades can be…

ForexRisk managementPosition sizingExecution
MQL5 code base

This indicator guide explains how logarithmic transformations can express price behavior in relative rather than absolute terms. It distinguishes a log price, calculated as the natural logarithm of the close, from log returns, calculated as the difference…

Technical indicatorsStatisticsVolatilityMomentum
MQL5 code base

This Expert Advisor combines entry signals from the DeMarker oscillator with a position-sizing rule that increases the lot after a losing trade. It exposes the oscillator period, take-profit distance, stop-loss distance, initial lot size, a trade identifier,…

Technical indicatorsPosition sizingRisk managementBacktesting
MQL5 code base

This brief page describes an MQL5 indicator for Chaikin smoothed volatility that allows the user to select the chart timeframe through an input parameter. The default shown is a four-hour period. The page is primarily an indicator listing and setup note: it…

VolatilityTechnical indicators
MQL5 code base

This document describes a simple martingale trading program intended as a template. Users are told to replace its entry analysis with their own scalping strategy, adapt the money management, and optimize the system. It frames the approach as suitable only…

Position sizingRisk managementBacktesting
MQL5 code base

This document describes a higher-timeframe version of the JBrainTrend1 indicator for MetaTrader 5. Its timeframe is selected through an input parameter, with the supplied default set to four hours. This lets the indicator use a chart period chosen in its…

Technical indicatorsForex
MQL5 code base

This document describes an Expert Advisor that chooses currency pairs, trade direction or order type, and lot size randomly. It presents the EA as a simplified version of an earlier randomness-based system and says it does not use indicators, price patterns,…

ForexRisk managementPosition sizingExecution
MQL5 code base

The author describes a manual-trading aid intended to reduce repeated order-entry steps. For pending trades, the script is said to place limit or stop orders at an appropriate setting. For immediate trades, the user enters a stop-loss value without…

ExecutionPosition sizingRisk management
MQL5 code base

The document describes an indicator that plots upper and lower channel boundaries from the highest and lowest candlestick wick values over a user-selected lookback. It also allows the plotted levels to be offset by a specified number of points and shifted…

Technical indicators
MQL5 code base

Variable Index Dynamic Average (VIDYA) is presented as an exponential moving average whose effective smoothing changes with market volatility. The indicator uses the Chande Momentum Oscillator (CMO) as its volatility measure, so its response can vary with…

Technical indicatorsVolatility
MQL5 code base

This document describes an Expert Advisor that trades from the Loco indicator. It checks for a change in the indicator’s icon color when a bar closes and uses that change to form a signal. The text does not explain how the indicator calculates its color, how…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This indicator overlays two colored channels derived from standard deviations of the High and Low values of smoothed indicator candles. Its parameters control the JMA smoothing depth and phase, a point gap to ignore, and the Bollinger-style calculation…

Technical indicatorsVolatility
MQL5 code base

This indicator defines a breakout system using a channel built from High and Low price series processed with the JFatl_Digit algorithm. When price moves outside the gray channel, bars change color to show the trend direction: blue for rising prices and red…

Technical indicatorsBreakout
MQL5 code base

This indicator combines a Laguerre RSI with a Laguerre filter signal line, keeping the calculation within a single indicator family. It can also display a no-trade zone intended to flag ranging markets where trading may be better avoided. A configurable…

Technical indicatorsMean reversionTrend following
MQL5 code base

This document describes a visual indicator that summarizes the direction of a ColorStepXCCX oscillator across ten timeframes. It colors each timeframe square green when the oscillator is rising, pink when it is falling, and gray when neither direction…

Technical indicatorsTrend following
MQL5 code base

The document describes a chart indicator that identifies candles matching user-defined conditions and marks buy or sell signals. Its filters include candle direction, minimum high-to-low range, minimum body-to-range ratio, and separate upper- and lower-wick…

Technical indicators