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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
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

This note explains the idea behind John Ehlers’ Instantaneous Trend Line. It argues that a simple moving average spanning the dominant cycle can cancel much of that cycle: samples above and below the midpoint balance across a full cycle. In frequency terms,…

Technical indicatorsStatisticsTrend following
MQL5 code base

This brief reference describes a tick-based stochastic indicator as a modified form of the bar-based stochastic. Its adjustable settings include the K and D periods, smoothing, calculation methods for both lines, applied price, and overbought and oversold…

Technical indicatorsStatistics
MQL5 code base

The document describes a trading utility for updating stop-loss and take-profit levels on existing positions. One version adjusts orders for the current symbol using distances expressed in pips, while another accepts price levels directly. A further version…

Risk managementExecutionPosition sizingForex
MQL5 code base

This document describes a TRIX indicator presented as a color-coded histogram. Its main feature is the ability to choose the averaging algorithm used in the indicator’s calculations, allowing users to alter how price data is smoothed before the TRIX output…

Technical indicators
MQL5 code base

This indicator description presents a modified version of BB stops, replacing the simple moving average associated with the original approach with a Hull moving average. The Hull average has a speed setting that can alter how quickly the indicator responds,…

Technical indicatorsRisk management
MQL5 code base

The document describes a chart indicator that displays the ratio between a selected instrument and a benchmark instrument in a separate window. Its inputs let the user choose a calculation period, calculation method, applied price, and comparison instrument.…

ForexTechnical indicatorsStatistics
MQL5 code base

This brief description presents a variant of QQE, or Quantitative Qualitative Estimation, that uses Velocity as its momentum input instead of the more typical Relative Strength Index. The author characterizes Velocity as smoother momentum and says the…

Technical indicatorsMomentumTrend following
MQL5 code base

TrendCollector is described as a forex expert advisor that combines price action, Stochastic crossings, and moving-average conditions. Its logic considers the speed of a fast EMA, the behavior and distance of a slow EMA, and price position relative to that…

ForexTrend followingTechnical indicatorsVolatility
MQL5 code base

This indicator variant applies smoothing to price before calculating the stochastic oscillator. The standard oscillator compares current price with its recent price range, providing a momentum measure whose responsiveness can also be moderated by changing…

Technical indicatorsMomentumTrend following
MQL5 code base

ASCTrend is described as a method for identifying market direction from current conditions and setting stops for trades. Its stated aim is to make trend assessment objective by reacting to observed market facts rather than forecasts about what the market…

Trend followingTechnical indicatorsRisk management
MQL5 code base

This script counts consecutive runs of bullish and bearish bars over a user-selected window and plots the distribution. Each run is represented by a signed value: positive for bullish sequences and negative for bearish ones, with the magnitude equal to the…

StatisticsTechnical indicatorsForexFutures
MQL5 code base

This document describes an Expert Advisor that trades signals from the XRSI_Histogram_Vol indicator. It enters when a completed bar breaks an overbought or oversold threshold. The two thresholds are treated as separate signal strengths, each with its own…

ForexTechnical indicatorsBreakoutPosition sizing
MQL5 code base

The document describes a MetaTrader utility that periodically writes a CSV record containing date, time, balance, equity, and margin. It is attached to a chart and stores the file in the platform’s files directory, with a note that Windows may place it under…

Risk managementPosition sizingExecution
MQL5 code base

The document explains an indicator that displays smoothed moving average (SMMA) levels from several timeframes together. Comparing price with lower- and higher-timeframe averages can help traders judge whether market direction is aligned, whether a move may…

Technical indicatorsTrend followingMean reversionRisk management
MQL5 code base

This document outlines an Expert Advisor that uses the LeManTrend oscillator. It generates a signal when a bar closes with a crossover between the oscillator’s main and signal lines. The description specifies the signal condition but does not explain how the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an indicator that presents trend information from the BlauErgodic indicator on a fixed timeframe. Users can choose whether signals come from the original indicator’s histogram or from a colored cloud, so the signal display depends on…

Technical indicatorsTrend following
MQL5 code base

This document describes a MetaTrader indicator that builds Market Profiles from price action to show price density across a trading session. The profile highlights the Point of Control and Value Area, and can be applied to daily, weekly, monthly, intraday,…

Technical indicatorsMarket microstructure
MQL5 code base

This script description explains how to place a buy limit order at a trigger level set a fixed distance from the current price. It also specifies stop-loss and take-profit distances from the trigger, an optional expiration period, and repeat attempts with a…

ExecutionPosition sizingRisk management
MQL5 code base

This description outlines an automated trading system said to use the Heikin Ashi indicator, with moving-average and stochastic inputs, and to trade using the current candle’s open price. It describes use on daily charts for major forex pairs and Nasdaq…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

MaDev is an indicator concept for locating the greatest deviation between price and a moving average. It divides observations into frames and searches within each frame for the maximum deviation, marking that point with a signal pointer. The description…

Technical indicatorsStatisticsMean reversion
MQL5 code base

This document describes an Expert Advisor that trades signals from the ColorZerolagStochs oscillator. A signal is generated at bar close when the indicator's cloud changes color. The EA requires the compiled indicator to be installed in the platform's…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document describes a tick-chart display tool that can show tick data for price, spread, or volume. It also states that tick data can be saved to a file and later opened in a spreadsheet or another compatible program. This makes the tool relevant for…

Market microstructureExecutionStatistics
MQL5 code base

The McGinley Dynamic is presented as a moving-average alternative designed to adjust its speed as market prices change. Unlike a conventional moving average with a fixed period, it aims to stay closer to price during rapid moves and reduce lag-related…

Technical indicatorsTrend following
MQL5 code base

This short MetaTrader programming note shows how an expert advisor can detect the arrival of a new chart bar by comparing the current bar count with the count saved during initialization. It stores the baseline in an integer, refreshes a second count on each…

ExecutionStatistics