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

The analyzer evaluates closed-trade results from a CSV containing a date and profit for each trade. It reports how much gross profit came from the largest winners at several cutoffs, and calculates the share of net profit attributable to the top N trades. A…

StatisticsRisk managementBacktestingPosition sizing
MQL5 code base

The strategy looks for unusually large candle movements and places stop orders to enter in the direction of a rapid price move. Its trigger is a configurable volatility or price-change threshold, with the article suggesting that a move of more than 200…

ForexBreakoutVolatilityExecution
MQL5 code base

The indicator described as the Ultimate Moving Average combines three moving averages into one weighted value. Users can choose among simple, exponential, smoothed, and linear weighted averages, then adjust the periods and the weight assigned to each. Its…

Technical indicatorsTrend following
MQL5 code base

The Adaptive Price Zone is a price channel built from two moving-average calculations. One moving average is applied to a configurable price series, and a second is applied to the bar range, defined as the high minus the low. A width setting scales the range…

Technical indicatorsVolatilityStatistics
MQL5 code base

This indicator combines Bollinger Bands, a Keltner Channel, and a momentum histogram to describe volatility conditions and trend direction. When the Bollinger Bands sit inside the Keltner Channel, the indicator marks a compressed, potentially sideways…

Technical indicatorsVolatilityBreakoutMomentum
MQL5 code base

This document describes an on-chart risk monitor for funded trading accounts. It reports the day’s realized and floating result, starting balance, equity, the share of the daily loss allowance consumed, and remaining room under daily and maximum loss limits.…

Risk managementPosition sizingExecution
MQL5 code base

The article describes an indicator that measures weekend gaps using chart prices at the CME Friday close and Sunday reopen. It tracks unfilled gaps until price revisits the Friday close, reports fill timing and adverse movement, and tests a fade trade…

FuturesCryptoMean reversionBacktesting
MQL5 code base

This document explains how to add notifications to an indicator that marks signals when the classic Stochastic oscillator exits overbought or oversold territory. It describes configurable inputs for the bar used to read a signal, sound alerts, the alert…

Technical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor that uses signals from the Trigger Line indicator. A signal is formed at bar close when the indicator’s main and signal lines cross and the indicator cloud changes color. The EA depends on a separately compiled…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes a MetaTrader Expert Advisor that uses Bollinger Bands signals and trades on new bars. A buy signal closes open sell positions, while a sell signal closes open buy positions. Version 2 adds configurable stop loss, take profit, trailing…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes a configurable momentum indicator with inputs for the calculation period, whether to smooth the reading, the smoothing period and method, and the applied price. Its stated raw calculation compares a one-period simple moving average of…

Technical indicatorsMomentum
MQL5 code base

The document describes an automated strategy that trades pullbacks relative to a trend indicated by fast and slow moving averages. It lists configurable entry triggers, stop loss and take profit settings, trailing stops, break-even behavior, trade limits,…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

XRSI_Histogram_Vol_Direct is described as an indicator that marks the direction of movement in histogram bars with colored icons. Its stated purpose is to make changes in the bars’ direction easier to see while reviewing a chart. The document refers to a…

Technical indicatorsEquities
MQL5 code base

The document introduces the Stochastic MACD, an indicator that combines the stochastic oscillator with MACD. It describes the result as a momentum oscillator that applies the stochastic concept of identifying overbought and oversold conditions to MACD values…

Technical indicatorsMomentum
MQL5 code base

This brief indicator description explains a channel built around an average as its central line, with upper and lower bands calculated from Parkinson historical volatility rather than a conventional historical volatility measure. The method therefore uses a…

VolatilityTechnical indicatorsStatistics
MQL5 code base

The document describes an automated scalping system called Angry Bird. It is said to react sensitively to price movement and includes controls such as an equity stop, equity risk management, a trailing stop, a timeout, and a maximum duration for open trades.…

ForexRisk management
MQL5 code base

RSI Rendiment is an oscillator that blends the standard Relative Strength Index with a logarithmic measure of price change over a selected lookback range. The document defines the combined value as the average of RSI and a scaled natural logarithm of the…

Technical indicatorsMomentumStatistics
MQL5 code base

This Expert Advisor is described as a moving-average breakout system that looks for fast price deviations from a significant moving average. Its listed indicators are two moving averages, RSI, and two Envelopes, and it is intended for hourly charts. The…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This indicator uses crosses between two adaptive exponential moving averages based on Cuttlers RSI to generate trading signals. The document suggests reading a change in the plotted color as the signal, since the color reflects a cross between the averages.…

Technical indicatorsMomentumTrend following
MQL5 code base

The Power of XXX indicator is described as a relative-strength measure for a currency, calculated from closing prices of seven pairs that contain that currency. The proposed use is a mean-reversion approach comparing the strength curves of the base and quote…

ForexMean reversionTechnical indicators
MQL5 code base

2XMA is described as a way to draw the MACD histogram on an asset’s price chart using two signal lines. The description identifies the indicator’s author and states when it was first published in an MQL4 code library. The document is brief and focuses on…

Technical indicatorsMomentum
MQL5 code base

The document introduces an indicator named Engulfing Pattern Plus One. It defines the setup as a current bar whose high and low fully encompass the ranges of the preceding two bars. The description therefore uses the full intrabar range rather than comparing…

Technical indicatorsEquities
MQL5 code base

This document explains how a multicurrency Expert Advisor can detect when a new bar begins on instruments other than the chart symbol. Because OnTick is driven by ticks on the chart instrument, the EA needs to track bar start times for each symbol and…

ExecutionForex
MQL5 code base

This indicator description presents a VIDYA-based price zone calculated from high, low, and median prices. It says that applying regular VIDYA separately to those price series can produce inconsistent zone behavior because their momentum differs at the same…

Technical indicatorsBreakout