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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

BrakeParb is described as a simple trend indicator displayed in the form of NRTR, with use compared to Parabolic SAR. The document identifies the indicator's author and notes that an earlier MQL4 implementation was published in 2012. This provides a basic…

Trend followingTechnical indicators
MQL5 code base

TANGO is described as an arrow indicator that uses divergence and convergence in the Relative Strength Index, with RSI calculated from closing prices. The note identifies the indicator’s author and says an initial MQL4 implementation was published in 2009.…

Technical indicatorsEquitiesMomentum
MQL5 code base

The document describes an Expert Advisor that trades signals from a BullsBears semaphore trend indicator. It opens a trade when a bar closes and the indicator reverses, marked by a color change. The indicator’s compiled file must be available in the…

CommoditiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This MQL5 charting example shows how to place several currency-pair subcharts inside one chart window to monitor price movements and possible relationships between pairs. It uses a subchart graphical-object class and describes adjusting display settings such…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

This indicator colors candlesticks according to the direction of the 2pbIdealXOSMA histogram. Bars associated with a rising histogram receive lighter colors, while bars associated with a falling histogram receive darker colors. It is a visual aid for reading…

Technical indicatorsFutures
MQL5 code base

This foreign-exchange Expert Advisor is described as using an EMA_RSI_VA indicator. It opens a buy signal when the fast line crosses upward and a sell signal when that line crosses downward. An optional position-size scaling feature increases lot size…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

Weather Vane is described as an indicator that calculates a symbol’s average price and uses it to determine trend direction. The resulting direction can serve as a signal for taking a trade. The document recommends applying the indicator on a one-minute…

Technical indicatorsTrend followingHigh-frequency trading
MQL5 code base

This Chinese stock screening example selects shares with MACD above zero and a ratio of external to internal trading volume greater than 1.3, with the universe restricted to 2021. Qualifying stocks are ordered by their individual price gains, highest first.…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The Session Reality Auditor compares a broker’s declared quote and trade sessions with observed one-minute bars over a configurable history window. For each weekday and minute, it measures how often bars appear, then reports effective sessions, declared…

Market microstructureExecutionBacktestingRisk management
MQL5 code base

The document explains a MetaTrader function that identifies historical price peaks and troughs using a minimum price-change threshold. It describes the method as similar to the FastZZ indicator: the user supplies quote history and a required move size, and…

Technical indicatorsStatistics
MQL5 code base

This document describes an Expert Advisor that trades breakouts of a channel formed by two TMA moving averages. The upper and lower trigger levels are offsets from a TMA average, set by user inputs; a trade signal occurs when a bar closes beyond the relevant…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This document describes an adaptive exponentially smoothed moving average that uses a standard deviation indicator to adjust its behavior. It presents the indicator as similar to an ATR-based adaptive EMA, with standard deviation substituted for average true…

Technical indicatorsVolatility
MQL5 code base

This script is designed to reverse an existing position in a currency pair. It opens a position in the opposite direction, places a stop loss and take profit at fixed distances from the current price, and sets the new volume in relation to the position being…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This trading system uses a smoothed parabolic indicator whose input series is derived from X2MA moving-average values. It generates a trade signal when a large colored point appears at a bar’s close. The description indicates that an Expert Advisor…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor combines several moving averages across three timeframes with AC indicator readings across two timeframes. It assigns signal strength from the indicators’ states and can be configured to act on all generated signals or only on stronger…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This brief description outlines an automated trading system that uses three instances of the Parabolic SAR indicator. A trade signal is generated when the third indicator's bar closes, provided that the direction is confirmed by the trend signals from the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an Expert Advisor that trades changes in direction identified by the VininI_Trend indicator. It offers two signal modes: entering when the indicator crosses its upper or lower levels, or entering when the indicator changes direction.…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

MultiMACDSignal displays trend information using six MACD indicators calculated on different time frames. Each indicator appears as a separate line, with color indicating the relationship between the MACD histogram and its signal line: green when the…

Technical indicatorsMomentumMulti-asset
MQL5 code base

This MQL5 programming reference describes a class that calculates On-Balance Volume (OBV) in a ring buffer. The initialization method accepts an optional period, buffer size, and indexing mode. With the default period, OBV accumulates across the chart’s…

Technical indicatorsMarket microstructure
MQL5 code base

This MQL5 reference explains a class for calculating the Stochastic Oscillator with a ring buffer. It exposes configurable %K, %D, and slowing periods, a smoothing method, buffer capacity, and an indexing option for time-series data. The class can process…

Technical indicatorsExecution
MQL5 code base

AC_Signal is a semaphore-style indicator built around the Accelerator Oscillator associated with Bill Williams. It produces a signal when the oscillator changes direction, and can send alerts, push notifications, or email messages when that signal appears.…

Technical indicatorsMomentum
MQL5 code base

SF-6 is described as a trend indicator that distinguishes stronger trend bars from weaker bars. The color of the thick bars indicates trend direction, while thin bars mark a possible pullback against that direction. This gives traders a visual way to follow…

Technical indicatorsTrend following
MQL5 code base

The WideRangePredictor indicator tracks each candlestick’s full high-to-low range and real-body size, plotting both alongside their averages. It looks for several consecutive bars whose ranges and bodies are below their respective averages. The proposed…

Technical indicatorsBreakoutVolatilityExecution
MQL5 code base

This note describes i-BandsPrice, a trend indicator based on the Bollinger Bands method. Its histogram represents price position relative to the bands: values beyond the stated thresholds of -25 and +25 indicate that price has moved beyond the lower or upper…

Technical indicatorsVolatility