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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

The Average Range indicator sets reference levels around the opening price of a selected period. It describes four bands: two at half the average range above and below the period open, and two at the full average range above and below it. The period can be…

Technical indicatorsStatistics
MQL5 code base

This MetaTrader expert advisor trades from the LeManTrendHist indicator. A signal is generated when a bar closes and the indicator histogram changes direction, so decisions are tied to completed bars rather than intrabar moves. The advisor requires the…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This brief reference describes a higher-timeframe version of the AML standard deviation indicator. A timeframe input lets the user choose the chart period from which the indicator should draw its data; the example default is a four-hour period. This can be…

Technical indicatorsVolatility
MQL5 code base

This document describes an Expert Advisor that trades signals from the CronexMFI oscillator. It generates a signal when a bar closes and the indicator cloud changes color, so decisions are tied to completed bars rather than intrabar color changes. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

iSpread is a chart indicator that displays the spread for each bar as a histogram, marks the minimum spread over a chosen period with a horizontal line, and shows the current spread in the indicator window. These elements provide a visual summary of spread…

Market microstructureExecutionTechnical indicators
MQL5 code base

The document describes configurable lot-size multipliers for a trading function. Its inputs offer three modes: disable the multiplier, use a Fibonacci-style sequence, or determine the next lot from the last closed lot by either multiplying it or adding a…

Position sizingRisk management
MQL5 code base

The document describes an indicator that plots two ColorX2MA lines calculated on separate, selectable timeframes and fills the space between them with a cloud. The cloud color is intended to represent the prevailing trend direction. Its inputs allow users to…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The document describes a TRIX indicator display that adds a signal line and marks their intersections with directional arrows. It defines an upward signal when the signal line moves from below the main TRIX line on the prior bar to above it on the current…

Technical indicatorsMomentum
MQL5 code base

The strategy uses the iBands indicator to define an upper and lower price channel. It takes a contrarian position when price crosses beyond a channel boundary: a break above the upper band triggers a sell, while a break below the lower band triggers a buy.…

Technical indicatorsMean reversionBacktesting
MQL5 code base

The document explains how to set stop-loss (SL) and take-profit (TP) levels for open orders. Traders can specify each level as a distance in pips from the current price or as a particular price. When both formats are provided for the same level, the pip…

ExecutionRisk management
MQL5 code base

This forex indicator combines two moving averages with Bollinger Bands and presents its output as a colored histogram. It is intended to show whether a currency pair has a trend and how strong that trend appears. Blue denotes bullish conditions, red bearish…

ForexTechnical indicatorsTrend followingVolatility
MQL5 code base

This indicator calculates Parabolic SAR using a timeframe selected by the user, allowing its signals to be viewed on a chart running at another timeframe. When a new bar forms on the calculation timeframe, the indicator draws prominent colored dots; a line…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that monitors an account for trades and trade modifications, including actions made manually or by other EAs. When it detects a change, it can send the trade information over the web to a server or web application…

ExecutionMarket microstructure
MQL5 code base

This document describes transforming the X2MA moving average into an oscillator by normalizing its values to a scale from zero to one hundred. It then shifts the resulting indicator downward by fifty units for visual presentation. The text names both the…

Technical indicatorsStatistics
MQL5 code base

This document describes a chart indicator that draws pivot levels calculated with Floor, Fibonacci, Camarilla, or Woodie formulas. It supports multiple time frames and lets users display long or short lines, optional floor midpoints, and price labels.…

Technical indicators
MQL5 code base

This MetaTrader 5 indicator displays metrics for the candle under the chart crosshair. Its information bar can show the bar index, distance from the cursor to the close, OHLC prices, total range, body size as a share of range, upper and lower wick shares,…

Technical indicatorsMarket microstructureForexCrypto
MQL5 code base

The document briefly describes a grid trading bot and says its stop loss is set at ten times the take profit. It mentions that the strategy uses four inputs, but does not identify them or explain the entry criteria, grid spacing, position sizing, or exit…

Grid tradingRisk managementBacktesting
MQL5 code base

XMA_TrendSignal classifies market movement into flat, moderate-trend, and strong-trend states, with separate positive and negative readings to represent direction. Its bars use colors to show both direction and strength. Trend force is measured by the rate…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator description adapts Bollinger-based stops to show three stop lines at once. The line with the greatest risk is presented as the ultimate stop, while the other two can serve as tighter stops or as earlier warnings of a possible market change. A…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

The document describes a trading panel that applies across symbols and magic numbers. It provides three position-management actions: close every position, close only losing positions whose loss exceeds a chosen threshold, or close only profitable positions…

Risk managementExecution
MQL5 code base

This document describes a pivot indicator that can calculate levels from a selected time frame, provided that time frame is higher than the chart’s. It offers an original calculation attributed to Austin Passamonte and an alternate mode that is more oriented…

Technical indicatorsFuturesForex
MQL5 code base

This short indicator description presents corrected velocity as a filtered alternative to momentum and ordinary velocity. It characterizes velocity as smoother than momentum and says the correction aims to filter additional false signals. A correction period…

Technical indicatorsMomentumTrend following
MQL5 code base

SolarWinds is described as a smooth oscillator that supports standard oscillator analysis, with its main use being to identify trend direction. Positive readings colored green indicate an uptrend, while negative readings colored red indicate a downtrend.…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader indicator estimates the slope of a linear regression over a rolling window of bars and displays the slope in a separate chart window. The slope coefficient represents the direction and steepness of the fitted line. The indicator colors a…

ForexTrend followingTechnical indicatorsBreakout