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
Quantopian lectures
45 documents
Binance API docs
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 outlines an Expert Advisor that trades from a single indicator called Beginner. A deal signal is generated at the close of a bar when a colored point appears. The EA can add the indicator to the active chart itself, provided the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This description explains a EUR/USD expert advisor that compares opening prices from two bars at configurable shifts. When the difference exceeds a direction-specific threshold, it opens a long or short position. It includes configurable take-profit and…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The i-AnyRange indicator measures the high and low reached between two user-selected times during a trading day, then plots those values as horizontal levels. Its configurable inputs include the start and end times, how many days of ranges to calculate, and…

Technical indicatorsBreakoutBacktesting
MQL5 code base

This short note describes a basic trading signal module for MetaTrader's Expert Advisor Wizard. It uses a fast moving average and a slow moving average: their crossover determines the signal direction, with the module's direction function returning a…

Technical indicatorsTrend followingExecution
MQL5 code base

The document describes an Expert Advisor built around a quantity called GO. It combines moving-average values calculated from close, open, high, and low prices with the signal bar’s volume. A positive GO reading triggers a buy, while a negative reading…

Technical indicatorsFuturesRisk management
MQL5 code base

This indicator combines the MACD histogram with bar colors based on the Elder Impulse System. It presents a way to display momentum information alongside a trend-oriented visual signal, helping readers interpret histogram behavior in the context of the…

Technical indicatorsMomentum
MQL5 code base

The Aggressiveness indicator measures an instrument’s average movement in points per candlestick over a configurable number of recent periods. It counts movement regardless of direction, so it describes typical candle movement rather than whether price is…

Technical indicatorsVolatilityStatistics
MQL5 code base

The document describes a simple trend indicator that can be customized for multiple currency pairs and timeframes. Its example configuration uses five timeframes, measured in minutes, and eight currency pairs. Traders can adapt those lists and the timeframe…

ForexTrend followingTechnical indicators
MQL5 code base

This indicator looks for a flat price channel over a chosen period. It checks whether the highest and lowest closing prices remain within a specified range. When the condition is met, it uses the period’s high and low prices, adjusted by padding, to draw…

BreakoutTechnical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor that trades from the StepMA_NRTR indicator. A signal is generated at a bar’s close when the indicator displays a color point. The system depends on a compiled indicator file and mentions a supporting trade library…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The Money-Meter indicator translates price movement into estimated account-currency gains and losses for a chosen virtual position size. Starting from the current price or a user-entered zero price, it draws levels at set monetary intervals above and below…

Risk managementPosition sizingTechnical indicators
MQL5 code base

The Chartmill Value Indicator (CVI) measures how far a price series has moved from a moving average, scaling that distance by average true range. The document explains the intuition: during a trend, price can pull away from its average; when price…

Technical indicatorsVolatilityTrend following
MQL5 code base

The document describes an expanded version of the Awesome Oscillator, a momentum indicator available in MetaTrader 5. It retains the simple moving average as the default calculation while allowing exponential, smoothed, or linear weighted averages. Users can…

Technical indicatorsMomentumStatistics
MQL5 code base

The Choppy Market Index (CMI) is presented as a 0–100 indicator for assessing whether price action is more consistent with a trend or an unstable, choppy market. The article describes using a moving average of CMI together with the indicator histogram: lower…

Technical indicatorsTrend followingMean reversionBacktesting
MQL5 code base

The document explains quicksort, a recursive method for sorting an array by selecting a pivot and partitioning values around it. It outlines a partition process using left and right pointers, swapping out-of-order values until the pointers meet, then…

StatisticsExecution
MQL5 code base

This indicator presents the direction of ColorZerolagJCCX across ten separate timeframes. It encodes oscillator movement visually: rising movement is light blue, falling movement is pink, and other conditions are gray. Dots mark changes in the bar for each…

Technical indicatorsMulti-asset
MQL5 code base

Nevalyashka is a simple directional trading approach that opens each new position opposite to the previous one. The brief description identifies only three configurable inputs: stop loss, take profit, and minimum trade size. It says the stop-loss and…

ForexMean reversionPosition sizingBacktesting
MQL5 code base

The document describes an expert advisor that uses three moving averages with ascending periods of 5, 25, and 125. It checks that the periods remain in ascending order and looks for the averages to align from highest to lowest, or lowest to highest. A signal…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The Coppock indicator combines two rates of change, typically measured over 14 and 11 months, then smooths their sum with an exponential moving average, commonly over 10 months. The document traces its origin to E. Coppock in the 1960s and describes its…

Technical indicatorsMomentumTrend followingStatistics
MQL5 code base

This brief note introduces a histogram presentation of the classical DeMarker technical indicator. It adds color cues when the indicator enters overbought or oversold areas, making those threshold zones easier to distinguish visually on a chart. The document…

Technical indicatorsMean reversion
MQL5 code base

This Expert Advisor description presents a trend-following system that uses two WAMI indicators on separate timeframes. The slower indicator defines trend direction from the relationship between its main and signal lines; the faster one supplies entry timing…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This brief description introduces a trading indicator based on the generalized autoregressive conditional heteroskedasticity (GARCH) model. It presents the indicator as a way to track changing volatility: readings rise when volatility is high, and changes in…

VolatilityTechnical indicatorsStatistics
MQL5 code base

This report examines the predictive accuracy of a structured multi-factor risk model for China A-share portfolios, building on earlier work on style-neutral portfolio optimization. It reports that a bias test found statistically significant evidence related…

China marketsEquitiesFactor investingPortfolio construction
MQL5 code base

The indicator summarizes candle direction across ten timeframes. Each line represents one timeframe: it turns light green while that timeframe’s candle is rising and red while it is falling. Colored dots mark when a bar changes on the corresponding…

Technical indicatorsTrend following