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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
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 note describes an indicator named MA Rounding Candle with a selectable chart timeframe, set through an input parameter. It is offered in two display variants: one for a separate indicator window and another for the main price chart. The higher-timeframe…

Technical indicators
MQL5 code base

AMACD is described as a MACD calculation based on adaptive moving averages (AMA). It uses a fast AMA and a slow AMA, each configured with its own period and fast and slow EMA settings. A further setting controls the signal line, and the user selects the…

Technical indicators
MQL5 code base

The document describes a ribbon built from an EMA variation indicator. It uses the indicator’s speed setting to form a pair of signals that can cross, while keeping the calculation period unchanged. The suggested use is to read those crossings as a trading…

Technical indicators
MQL5 code base

This brief indicator description covers alerts for bullish and bearish engulfing candlestick patterns. It is designed to identify the patterns across chart timeframes and notify the trader when one appears. The document also notes that the implementation is…

Technical indicatorsEquitiesForex
MQL5 code base

The document discusses ways to turn MACD readings into a trading filter. It distinguishes corrected values from filtered values and cautions that the two should not be combined as though they were equivalent, because their values differ. It outlines three…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes an expert advisor designed to monitor a trading account against daily loss limits. It uses a two-stage response: at a warning threshold, it partially closes the worst-performing open position to reduce exposure; at the hard daily…

Risk managementPosition sizingExecution
MQL5 code base

This expert advisor description specifies four simple moving averages: periods 1 and 8 on both H1 and H4 timeframes. It does not explain how the readings generate entry or exit signals, so the strategy rules cannot be reconstructed from the description…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This document introduces the Fractal Adaptive Moving Average, attributed to John Ehlers, and describes a basic way to apply the indicator: watch for crossings between its main line and a signal line. It identifies the plotted lines by color in the source…

Technical indicatorsTrend following
MQL5 code base

The document describes a MetaTrader 5 monitoring indicator that continuously displays the current spread and tracks minimum, maximum, and average spread values. A history graph can help users spot sudden increases and periods of unstable trading costs.…

ExecutionMarket microstructureRisk management
MQL5 code base

The document defines a DMA indicator using an applied price and a period measured in days. It gives a default chart timeframe of M15 and a default period of 17. Its recurrence updates the current value as a weighted blend of the applied price and the…

Technical indicatorsStatistics
MQL5 code base

This indicator combines the Relative Strength Index and DeMarker into an averaged histogram intended to show changes in asset direction. Its stated interpretation is that a rising indicator with green bars accompanies growth, while a falling indicator with…

Technical indicatorsMomentum
MQL5 code base

The document describes an indicator based on the Balance of Market Power concept. Its version smooths values with a Jurik filter rather than a simple moving average and constructs bands using a Jurik-based deviation measure instead of standard deviation. The…

Technical indicatorsStatistics
MQL5 code base

This indicator framework treats a market flat as a time structure rather than applying trend labels. A trader draws lines between fractal points, matching upper points with later upper fractals and lower points with later lower fractals. The projected…

ForexTechnical indicatorsEvent-drivenRisk management
MQL5 code base

This document describes an indicator that presents Bollinger Bands in a separate chart window as an oscillator. It identifies three configurable inputs: the lookback period, band deviation, and the price series used in the calculation. The description…

Technical indicatorsVolatility
MQL5 code base

This document describes two MetaTrader 4 indicators that summarize open trades in a secondary chart window. They show profit or loss, position size and symbol, with the price movement expressed as either pips or points. The indicators are simplified…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

This document explains how to run a ZigZag extrema calculation on a source buffer, illustrated with an RSI buffer in an indicator. The function writes detected turning points to an output buffer and accepts a search mode for highs, lows, or both. It can also…

Technical indicatorsBacktesting
MQL5 code base

This indicator marks a chosen weekday and hour with an arrow based on a comparison between candle prices. For the selected candle, it compares the preceding candle’s close with the open of the selected weekday’s candle: a lower preceding close produces an up…

Technical indicatorsForexMomentum
MQL5 code base

This document describes NavelEMA as a classic exponential moving average indicator, calculated using a linear combination of a price time series. It identifies the indicator’s original MQL4 implementation and publication date, and notes that its MQL5 version…

Technical indicatorsEquities
MQL5 code base

This brief description introduces a semaphore-style trading indicator whose algorithm examines the four most recent bars. It identifies the tool as an indicator originally implemented in MQL4 and published in 2007. The document offers no formula, signal…

Technical indicators
MQL5 code base

The document describes a higher-timeframe version of an Average of ATR indicator. A timeframe can be selected through an input parameter, with a four-hour period shown as the example setting. The intended use is to make the ATR-derived indicator available…

Technical indicatorsVolatility
MQL5 code base

SilverTrend_CrazyChart is described as a signal system similar to ASCTrend, with its output displayed as a colored cloud on a chart. The document also notes that the underlying DS_Stochastic indicator was originally developed in MQL4 and published in 2006,…

Technical indicators
MQL5 code base

This brief note describes a higher-timeframe option for the NRMA indicator in MetaTrader 5. A user can select the indicator's chart period through an input parameter, with a four-hour period shown as the default. The indicator is intended to operate using…

Technical indicators
MQL5 code base

Waddah Attar Trend Candles is a candlestick chart indicator built from Waddah Attar Trend histogram values. It calculates those values from the chart’s open, high, low, and close price series, then presents them as candles. The description also notes that…

Technical indicatorsTrend following
MQL5 code base

OsMACD is described as an indicator that combines the colored Moving Average of Oscillator (OsMA) with Moving Average Convergence/Divergence (MACD). The document identifies two versions, named OsMACD and OsMACD_M, but does not explain how their calculations…

Technical indicatorsMomentum