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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

This brief description presents a variation on the Parabolic SAR indicator. Instead of using market high and low prices in the SAR calculation, it substitutes values from a moving average. Under this construction, the indicator’s direction changes when its…

Technical indicatorsTrend following
MQL5 code base

The document explains a utility for recording an Expert Advisor’s backtest equity data in a history file, then viewing that data as an offline chart. The workflow creates an instance of the class, updates it on each tick, saves the data when the test ends,…

BacktestingRisk management
MQL5 code base

The document describes a currency-strength indicator that compares a currency’s relative strength using closing prices from seven pairs containing that currency. For a pair with XXX as the base currency and YYY as the quote currency, it recommends placing…

ForexMean reversionTechnical indicators
MQL5 code base

This indicator builds bands around volume-weighted average price (VWAP), using VWAP as the center in place of the simple moving average used by Bollinger Bands. It provides a way to view price relative to a volume-weighted reference and its surrounding…

Technical indicatorsStatisticsExecution
MQL5 code base

The document describes a currency trend indicator attributed to Doug Schaff. It says the calculation uses a version of Schaff Trend Cycle built from the MACD signal line, then applies RSI as a final calculation. The resulting oscillator is expressed on a…

ForexTechnical indicatorsMomentum
MQL5 code base

This document describes a modified chart indicator that isolates the Asian trading session and draws boxes to mark that period. Users can adjust the session time to their local time, choose box colors, and decide whether the boxes are filled. The…

Technical indicatorsForexMarket microstructure
MQL5 code base

The ATR_MA_Oscillator is described as an oscillator modeled on OsMA, but applied to the Average True Range. Its proposed role is as an additional exit signal: a crossing of the zero line can help close a position while seeking to retain more of its gains.…

Technical indicatorsVolatilityExecutionRisk management
MQL5 code base

This document describes a chart-based trading script that opens a sell position from a chosen cash amount rather than a manually specified lot size. The script calculates the corresponding lot quantity and then submits the trade, making the requested…

Position sizingExecutionRisk managementForex
MQL5 code base

TuyulGAP is described as a MetaTrader 5 expert advisor for trading potential price gaps at the start of a new week. Before the Friday market close, it places opposing buy-stop and sell-stop orders around a range defined by the highest high and lowest low…

ForexBreakoutExecutionRisk management
MQL5 code base

This indicator study compares three exit rules applied to the same Turtle-style Donchian breakout entries: an ATR trailing stop, a shorter exit channel, and a fixed profit target. Entries occur when a closed bar first crosses beyond the previous channel;…

CommoditiesForexBreakoutTrend following
MQL5 code base

This brief description introduces an Expert Advisor based on the TrendEnvelopes semaphore indicator. It generates a trade signal when a colored point appears at the close of a bar, with the point’s color indicating the trade direction. The document also…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator derives a source signal for each bar by dividing the close-minus-open difference by the high-minus-low range. Its green oscillator aggregates those signed values over a period and divides their sum by the sum of their absolute values, then…

Technical indicatorsStatisticsTrend following
MQL5 code base

This short indicator note explains how a chart-window version of MACD represents three familiar crossover events directly on the price chart. A red indicator line crossing a price bar corresponds to the MACD line crossing its signal line. A silver line…

Technical indicatorsEquities
MQL5 code base

This indicator plots the price difference between two chosen trading symbols, with AUDUSD and NZDUSD given as defaults. Each symbol has a weight parameter, allowing the displayed spread to reflect a weighted difference rather than only an unadjusted…

ForexPairs tradingMarket microstructureTechnical indicators
MQL5 code base

This brief description explains a spread monitoring indicator that plots minimum, average, and maximum spread values as a histogram across chart bars. The three series use separate colors, making it possible to compare how spread conditions vary over time.…

Market microstructureExecutionStatistics
MQL5 code base

The described expert advisor looks for a bar whose range is slightly smaller than the minimum bar range observed over a configurable lookback period. When this condition occurs, it places pending stop orders around the previous bar's high and low, offset by…

ForexBreakoutVolatilityExecution
MQL5 code base

ColorStochastic presents a standard stochastic indicator as a histogram, using the midpoint level of 50 to distinguish upper and lower regions. Bar colors encode whether the histogram is rising or falling: rising bars above 50 are green, falling bars above…

Technical indicatorsMomentum
MQL5 code base

SuperSR6 is an indicator that draws possible support and resistance lines based on classical fractals. The document identifies the tool as an MQL4 implementation and notes that it was published in the MQL4 Code Base in 2007. It provides no explanation of how…

Technical indicators
MQL5 code base

The document describes an expert advisor that opens trades after identifying candlestick patterns associated with bullish reversals. It reports that the system was tested on daily charts, but gives no details about the patterns, entry or exit rules, test…

Technical indicatorsBacktestingRisk management
MQL5 code base

DecEMA is described as a moving average formed as a linear combination of exponential moving average smoothing series. The document identifies the indicator’s author and notes that its initial implementation appeared in MQL4 before later publication in a…

Technical indicatorsStatistics
MQL5 code base

This Expert Advisor uses one of two CCIT3 indicator variants to generate directional trades. It opens a buy after the indicator crosses above zero and a sell after it crosses below zero, using the previous bar’s value for the signal. The indicator…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This brief description introduces an indicator that classifies market conditions as trending or flat. Its display uses pink bars for trends, gray bars for flat conditions, and violet bars to mark a transition between the two states. The document gives no…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This Expert Advisor builds several price patterns at different historical depths from tick movements. It encodes each pattern as a binary sequence according to whether each sampled price rose or fell, then tracks virtual trades for pattern configurations and…

ForexMachine learningStatisticsBacktesting
MQL5 code base

ADX Cross Hull Style is presented as a trend indicator that displays ADX signals as chart arrows. The note recommends using it alongside other tools: Bollinger Bands to help confirm a correction, and moving-average or momentum-style indicators to assess…

ForexTechnical indicatorsTrend following