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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 research tool estimates the bid and ask as separate time series, fitting local quadratic curves to each side of the quote. It reports position, velocity, acceleration, standard errors, z-scores, and an estimated turning time across three event-count…

Market microstructureStatisticsExecutionBacktesting
MQL5 code base

This short indicator note describes a CronexCCI variant with a timeframe input, allowing the user to select the chart period used for the indicator independently through its settings. The example default is a four-hour period. This makes the indicator a…

Technical indicatorsTrend following
MQL5 code base

This brief note extends a moving average bands indicator by describing one possible way to interpret its plotted values. It suggests watching for changes in band color as potential cues for entering, re-entering, or exiting a trade. The note does not define…

Technical indicatorsTrend following
MQL5 code base

This MT5 trade-copying program uses a master account to supply trades and one or more slave accounts to receive them. The stated features include copying from multiple providers to one slave, independently enabling stop-loss, take-profit, and pending-order…

ExecutionPosition sizingRisk managementMarket microstructure
MQL5 code base

This Expert Advisor is described as targeting large, rapid market moves. It identifies a possible breakout using built-in calculations for volatility, trend formation, and entry timing. When a position becomes profitable, the system adds to it and…

BreakoutTrend followingVolatilityPosition sizing
MQL5 code base

TSICloud is described as a cloud-style oscillator built from the correlation of two smoothed momentum measures calculated over different timeframes. Its presentation gives a high-level account of the indicator’s construction and identifies it as an MQL5…

Technical indicatorsMomentumStatistics
MQL5 code base

This brief description outlines an Expert Advisor built around two simple moving averages: a faster average and a slower average, with the fast period shorter than the slow period. It also specifies four price levels offset from a reference Y value: two…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader indicator is intended to help time the placement of pending orders using the ColorMETRO_Stochastic oscillator. Two channel boundary lines frame the oscillator; a fast line that moves outside the channel and then returns inside is described as…

Technical indicatorsExecutionForex
MQL5 code base

This document outlines an Expert Advisor that opens trades when the Delta_RSI indicator histogram changes color at a bar close. The signal colors are described as light green or pink, indicating the EA’s trend-based entry trigger. Running the advisor…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This product description outlines an automated strategy that identifies bullish and bearish three-bar fair value gaps and enters when price retraces into an unfilled zone. It tracks each gap separately so a traded setup is not reused. To filter signals, it…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The Cincin EA is described as an automated MetaTrader 5 system that chooses buy or sell trades randomly for a selected symbol. Its design wraps those random entries in user-configured controls: stop-loss and take-profit levels can use ATR or fixed pip…

ForexRisk managementPosition sizingExecution
MQL5 code base

This brief description explains a chart indicator that uses the Commodity Channel Index (CCI) and Average True Range (ATR) to classify market direction. It draws a colored line representing one of three states: an uptrend, a downtrend, or a flat market. The…

Technical indicatorsTrend followingVolatility
MQL5 code base

SmPriceBend-T01 is described as an indicator of the first derivative of price: the direction and speed of price change. It uses four color states to distinguish long-side from short-side indications and stronger from weaker trends or flat conditions. The…

Technical indicatorsTrend followingMomentumRisk management
MQL5 code base

This brief description introduces a trading system that uses the Average Directional Movement Index (ADX) indicator to inform decisions about opening and closing positions. It credits the trading idea to Collector and the MQL5 implementation to Vladimir…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a version of the Blau Ergodic MDI indicator that allows users to select the timeframe used for its calculations through an input setting. The example setting selects a four-hour chart period, illustrating that the indicator can be…

Technical indicators
MQL5 code base

This document describes a MetaTrader 5 chart indicator that adds a clickable target to a crosshair tool. It displays a trend line between the target and crosshair positions, the number of bars between them, and the price difference in pips. A later update…

Technical indicators
MQL5 code base

The document explains Williams’ Variable Accumulation Distribution (WVAD), an indicator that combines a bar’s price movement with its volume. It describes the close-to-open change as a directional signal and scales that change by the high-to-low range, then…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This Expert Advisor trades reversals in the direction of the iAnchMom indicator histogram. It generates a signal when a completed bar shows a change in the histogram's direction, making the bar close the stated decision point. The document describes the…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

This indicator adds a three-level trend-strength display to a Kalman-filter moving average. It calculates the filter’s standard deviation and compares it with two adjustable thresholds. When the value falls between the thresholds, a small dot appears in the…

Technical indicatorsStatisticsTrend following
MQL5 code base

This brief description outlines a support and resistance indicator built from rolling minimum and maximum prices over a chosen number of bars. It uses those extrema to form average levels, then combines multiple levels to suggest the prevailing trend and…

Technical indicatorsStatistics
MQL5 code base

This document explains a basic trailing stop for a buy position using two settings: the stop’s distance from the current price and a step threshold that limits how often the stop is changed. At first, the stop is unset. When the bid price rises enough that…

Risk managementExecution
MQL5 code base

This indicator plots lines at the highest highs and lowest lows within a chosen period. In addition to bar OHLC values, it considers bid and ask prices observed during each bar, with a lookback setting limiting how many bars it processes. An optional…

Technical indicatorsMarket microstructure
MQL5 code base

This indicator description explains how to recolor price candles according to the Relative Strength Index. It offers comparison modes based on whether RSI is above or below 50, whether it crosses overbought or oversold thresholds, or whether the current RSI…

Technical indicatorsMomentum
MQL5 code base

This Expert Advisor generates a signal when a bar closes and the direction of the i-AMMA moving average changes. The stated strategy is therefore a reversal in the indicator’s direction, with trades driven by the change detected at bar close. The description…

ForexTechnical indicatorsTrend followingBacktesting