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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 Expert Advisor trades on every tick within the current bar and allows only one open position at a time, making it suitable for either hedging or netting account modes. A sell signal occurs when the main Stochastic line on the current bar is below its…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

Henderson filters are centered moving-average smoothers designed to preserve local cubic trends while reducing short-term irregular variation. Their weights are derived by minimizing the sum of squared third differences in the smoothed series. As a result,…

StatisticsTechnical indicatorsEquities
MQL5 code base

The document describes a MetaTrader 5 expert-advisor utility for retrieving an active trade by its position in the recency order. It defines active trades as market orders and excludes pending orders. An index of zero selects the latest active trade;…

ExecutionForex
MQL5 code base

This document describes a simple trading program that acts on the Three Inside candlestick pattern. The bullish setup begins with a long bearish candle, followed by a smaller bullish candle contained within the first candle’s range; the third candle is…

Technical indicatorsBreakoutRisk management
MQL5 code base

This document describes an indicator that marks the direction of movement in histogram bars with colored icons. It identifies the tool’s basic purpose, but does not explain the underlying calculation, signal rules, or how the histogram is constructed. It…

Technical indicators
MQL5 code base

This indicator separates traded volume into positive and negative histogram bars according to the direction of each candlestick. A bullish candle contributes a positive bar, while a bearish candle contributes a negative bar. The display offers two ways to…

Technical indicatorsStatistics
MQL5 code base

This document explains a MetaTrader 5 indicator for displaying ICT-style intraday killzones and prior-period price levels. The sessions include the Asian range, London open, and New York morning and afternoon, with their times specified in New York time. The…

Technical indicatorsForexFuturesUS markets
MQL5 code base

This document describes a beginner-oriented Expert Advisor that combines a Simple Moving Average with the Relative Strength Index to generate trades, including for gold. It identifies risk-based position sizing, RSI overbought and oversold thresholds, a…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

The Trend Equilibrium indicator is presented as a momentum and volatility measure with adjustable lookback periods and a scaling factor. The document recommends a momentum period of 14 candles and notes that increasing this period smooths the curve while…

Technical indicatorsMomentumVolatilityMean reversion
MQL5 code base

This document describes an MT5 indicator based on Bill Williams’ Awesome Oscillator. It adds configurable settings and a signal line displayed as a colored cloud, offering a visual variation on the oscillator for chart analysis. The indicator was originally…

Technical indicators
MQL5 code base

This description outlines a long-side breakout setup that combines moving average alignment with price and candle conditions. The trend filter requires the 20-period EMA to exceed the 30-period EMA, and the 30-period EMA to exceed the 50-period EMA. The…

BreakoutTrend followingTechnical indicatorsRisk management
MQL5 code base

This indicator displays Elder’s Safe Zone levels from as many as three selected timeframes. Its inputs let the user set the Safe Zone calculation period and stop factor, and choose an EMA period to define price direction. The displayed lines can use either…

Technical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that trades when a histogram indicator changes direction at a bar close. The direction change is represented visually by a change in the color of star markers. The strategy therefore uses a closed-bar indicator event…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a trading tool that opens a buy position using a specified cash amount rather than a user-entered lot quantity. The tool calculates the corresponding lot size and submits the trade. Its fixed deal amount setting controls the intended…

Position sizingRisk managementExecution
MQL5 code base

The iStochKomposter higher-timeframe signal indicator displays the direction or signal generated by a stochastic-based indicator for a selected bar. It uses configurable stochastic periods, smoothing, price field, and overbought and oversold levels, with a…

Technical indicatorsForexMomentumExecution
MQL5 code base

This indicator presents processed price time series as candlesticks associated with an RSI and volume-based calculation. It uses one upper and one lower threshold, with a colored band between them. Candles that close within the band use conventional green or…

Technical indicatorsStatistics
MQL5 code base

This short note describes a higher-timeframe option for the ADXCloud indicator. The user selects the indicator chart period through an input setting, with a four-hour period shown as the default example. This allows the indicator to be applied using data…

Technical indicatorsTrend following
MQL5 code base

The indicator plots price channels using the prior day's close as a base and offsets derived from the prior day's high-low range, scaled by a coefficient. On Mondays it can also plot levels based on the Monday open, allowing the user to choose whether the…

Technical indicatorsFuturesForex
MQL5 code base

The document compares three implementation approaches for obtaining the current Aroon Up and Aroon Down values. One method retrieves recent highs and lows with price-copying functions; another locates their indices with highest-high and lowest-low functions;…

Technical indicators
MQL5 code base

This document describes a trading system that makes decisions when the lines of a Leading indicator cross. It identifies the crossover as the system’s entry signal, but does not explain the indicator’s calculation, specify how the two crossover directions…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief strategy description uses two price-derived exponential moving averages and RSI thresholds to generate directional entries. A buy signal occurs when the close rises above an EMA calculated from highs while RSI is above 55. A sell signal occurs…

Technical indicatorsBreakoutRisk management
MQL5 code base

This note describes an RSI variant calculated from a moving average rather than raw prices, displayed directly over the price chart. A highest-high/lowest-low channel provides the plotting method, placing the oscillator in the price window instead of a…

Technical indicators
MQL5 code base

This document describes a universal moving-average indicator that colors the chart background around a channel and displays the latest value as a price label. It also provides an input that controls how many digits are used when rounding the channel levels.…

Technical indicators
MQL5 code base

This document describes an MQL5 example for adding two user-specified levels to a moving average indicator. The example creates the custom indicator through the platform’s custom-indicator interface, passes the moving-average settings and two level values,…

Technical indicators