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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This brief indicator description introduces the Kolier SuperTrend, attributed to KoliEr Li. It says that a TrendMode input can produce four variants of how the indicator appears on a chart, making the setting the main configurable feature described. The…

Technical indicatorsTrend following
MQL5 code base

The Constant Range Detector is intended for constant-range charts, such as range bars or Renko boxes, where each completed bar has the same high-to-low size. It measures the high-low span of the eighth historical bar relative to the current bar. As new bars…

Technical indicatorsMarket microstructure
MQL5 code base

The document describes a NonLag moving average indicator with two noise filters: a fixed threshold measured in points and a dynamic threshold expressed as a decimal. These filters suppress smaller price movements, making the plotted average appear stepped.…

Technical indicatorsTrend following
MQL5 code base

The High Low Flat Channel indicator identifies a price range in which the period’s high and low fall within specified boundaries. When a qualifying range is found, the indicator expands the high and low by a padding amount and draws channel boundaries. An…

Technical indicatorsBreakoutExecution
MQL5 code base

The document describes a script that applies empirical mode decomposition to price data for the currently selected trading symbol and displays the output in a web browser. It identifies the method by name and refers readers to a separate introductory article…

StatisticsTechnical indicators
MQL5 code base

The document outlines a class for building a generalized regression neural network. Its constructor sets input and output vector sizes, while a learning method accepts training patterns arranged in flat input and output arrays. Training stops when it reaches…

Machine learningStatistics
MQL5 code base

The document describes a class for calculating trading statistics from trade history, including while a strategy is running or outside the strategy tester. It presents this as a way to access statistics without relying on the tester-only statistics function.…

StatisticsBacktestingRisk management
MQL5 code base

This note describes a Price Channel indicator converted for MQL5 and highlights its optional re-entry feature. A circle marks an initial entry signal, with the order intended for the next bar’s open; an arrow marks a signal to add another order on the same…

Technical indicatorsTrend followingExecutionRisk management
MQL5 code base

This document describes an Expert Advisor that combines JBrainTrend1Sig signals with the cloud color from UltraRSI. In its simultaneous-filtering mode, a trade signal can form at bar close when JBrainTrend1Sig produces a signal and UltraRSI’s cloud color…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document explains an MQL5 class for calculating the Double Exponential Moving Average (DEMA) with a ring buffer. It outlines initialization settings such as the smoothing period, moving-average method, buffer size, and series orientation, then describes…

Technical indicatorsExecution
MQL5 code base

TrendPaint colors candles to show both the direction of the market trend and whether the current candle rose or fell. In an increasing market, rising candles are light green and falling candles are green; in a falling market, falling candles are red and…

Technical indicatorsTrend following
MQL5 code base

This document explains a market-regime indicator built on Bag-of-SFA-Symbols (BOSS). It converts normalized price windows into symbolic words using a low-pass Fourier representation and data-learned bins, then compares stretches of market history as…

Machine learningStatisticsTechnical indicatorsBacktesting
MQL5 code base

Gator_HTF is an indicator for MetaTrader 5 that calculates Bill Williams’ Gator Oscillator using higher-timeframe data and displays it on a lower-timeframe chart. The document identifies the source indicator and provides a brief installation instruction for…

Technical indicatorsEquities
MQL5 code base

The trading system uses the XRVI oscillator and its signal line to generate trades. A signal is formed when the two lines cross, with the decision made at bar close. The document identifies a test on XAUUSD using four-hour bars for 2011 and says the…

Technical indicatorsCommoditiesBacktesting
MQL5 code base

This document introduces a Bollinger Bands Width indicator, a measure based on Bollinger Bands, and lists its configurable inputs: the band period, deviation multiplier, applied price, and horizontal shift. The defaults shown are a period of 20, deviation of…

Technical indicatorsVolatility
MQL5 code base

SpudsStochastic combines eight Stochastic oscillators with different %K periods, from 6 to 24, while keeping the smoothing and %D settings at 3. It uses each oscillator’s main line to form a bundle. A trader watches for the lines to converge near the…

Technical indicatorsMean reversion
MQL5 code base

This brief description outlines an Expert Advisor built around a moving-average principle that operates on buy and sell sides at the same time. It calculates volume separately for each direction, apportions the resulting volume according to a specified…

ForexTrend followingPosition sizingExecution
MQL5 code base

This brief indicator description presents StepSto_v1 as a trend-following tool. It suggests using the indicator's level at 50 as a reference for identifying trend direction, and treating crossings of the indicator lines as potential trade signals. The…

Technical indicatorsTrend followingMomentum
MQL5 code base

This expert advisor manages an open position by moving its stop loss along a channel defined by the CandleStop indicator. It recalculates the stop from the latest closed bar and only modifies it when the bar changes, avoiding repeated updates within the same…

Technical indicatorsRisk managementExecution
MQL5 code base

This document describes an Expert Advisor that generates a trade signal when a bar closes and the direction of the third-generation XMA moving average changes. It notes that the corresponding compiled indicator must be available to the trading terminal for…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor checks the direction of the most recent daily bar at a configured time, then opens a position in the opposite direction if no position is already open. The strategy is a simple scheduled contrarian rule: the prior daily move determines…

Mean reversionEquitiesFuturesForex
MQL5 code base

This Expert Advisor uses the RD-TrendTrigger oscillator to enter trades at the close of a bar. Its configurable entry mode can trigger when the oscillator changes direction or when it breaks user-defined upper and lower thresholds. The stated default levels…

CommoditiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

The indicator combines two simple moving averages with two triple exponential moving averages calculated from different price inputs, including open and close. It presents the resulting movement in a separate histogram window, coloring rising and falling…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This expert advisor calculates a central pivot and three support and resistance levels from daily bars, then looks for entries when a closed bar’s price reaches the pivot. It is intended for chart timeframes below the daily interval. Stop loss and take…

ForexTechnical indicatorsRisk managementPosition sizing