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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 MetaTrader expert advisor opens a position when a BykovTrend indicator arrow appears at a bar close. It then adds volume in the direction of the existing position once the last deal’s profit points pass a user-set threshold. The system stores the scale…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

This Expert Advisor uses the ForexProfitBoost_2nb indicator to generate trades when its trend bars change color between blue and pink. It describes the signal as a directional change and requires the compiled indicator file to be installed in the platform’s…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor concept opens buy and sell positions together, then adds trades at fixed pip intervals when price moves against an initial position. Added position sizes may grow by a configured multiplier, while the system seeks to close trades or the…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

This document describes an indicator that displays recent bid and ask ticks, showing the latest 300 observations. It can also run in a strategy tester, where users can examine how different tick-generation modes produce similar or different tick sequences.…

Market microstructureExecutionBacktesting
MQL5 code base

This document describes an indicator that fits a polynomial regression trend to historical prices and draws a channel around it. The upper and lower lines are parallel to the regression curve, with their distance set by the maximum closing-price deviation…

Technical indicatorsStatisticsTrend followingBacktesting
MQL5 code base

Trend Envelopes use price-change thresholds to decide whether a new trend has begun or the existing trend should continue. This variant bases the price-change calculation on standard deviation, allowing the envelope threshold to adjust to conditions…

Technical indicatorsTrend followingStatistics
MQL5 code base

Extreme TMA Line is a channel indicator used within several related trading strategies. It draws a central line and upper and lower channel boundaries. The center line signals the detected market state by changing to green for bullish conditions, red for…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document defines a histogram oscillator built from two Relative Strength Index series with different lookback periods. It subtracts the slow RSI from the fast RSI, then applies a simple moving average to that difference. The resulting smoothed series is…

Technical indicatorsMomentumStatistics
MQL5 code base

The document describes an indicator for viewing historical tick data, showing both Ask and Bid prices. Comparing the two series lets a trader inspect how the spread changes over time. It uses a date query to retrieve ticks and can display a selected number…

ForexMarket microstructureExecution
MQL5 code base

The document describes an Expert Advisor that trades crossings between the positive and negative directional indicator lines of a Fractal ADX Cloud. A signal is generated when a bar closes with a crossover, making the close the stated confirmation point. It…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This brief indicator note describes a higher-timeframe version of the Trading Channel Index. Its distinguishing feature is an input that lets the user select the timeframe from which the indicator data is drawn; the example setting uses a four-hour period.…

Technical indicators
MQL5 code base

This short description introduces ColorZerolagRSIOSMA, an indicator based on the rate of change of a smoothed Color Zero-Lag RSI. Its output is displayed as a colored histogram intended to help traders identify the current direction of a trend. The…

Technical indicatorsMomentumTrend following
MQL5 code base

BB MACD is presented as a variation of Moving Average Convergence Divergence that adds Bollinger Band-style levels around the MACD reading. The intended use is to help identify possible trend changes and gauge the strength of the current trend. The…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document describes an expert advisor that counts observed spreads in predefined ranges as market ticks arrive. It reports the counts separately for each year and prints the statistics to the trading platform’s journal when it stops, making the output…

StatisticsMarket microstructureExecution
MQL5 code base

The document describes an oscillator ported from AmiBroker Formula Language to MQL4. It presents the indicator as a trend-identification tool, using characteristic turning points within a 0-to-100 range to signal possible changes in direction. For intraday…

Technical indicatorsTrend following
MQL5 code base

The document explains that the U.S. Dollar Index measures the dollar against a basket of six currencies using a weighted geometric mean. The euro has the largest stated weight, followed by the Japanese yen, pound sterling, Canadian dollar, Swedish krona, and…

ForexTechnical indicatorsVolatility
MQL5 code base

This indicator summarizes ColorPEMA_Digit signals across ten configurable timeframes, ranging from hourly to monthly periods in its listed defaults. For the selected signal bar, it marks whether each timeframe indicates continuation or a possible reversal. A…

Technical indicatorsTrend following
MQL5 code base

This indicator displays two colored filled rectangles representing channel levels from the XMA_KLx5_Cloud indicator. The rectangles are drawn between values of two Keltner channels for a selected bar on a chosen timeframe, allowing those levels to be viewed…

Technical indicatorsVolatility
MQL5 code base

This document introduces an exponential moving average whose smoothing factor can vary. It identifies the indicator’s configurable inputs, including minimum and maximum sensitivity, two adjustment factors, the applied price, and horizontal and vertical…

Technical indicators
MQL5 code base

XATR is described as an Average True Range indicator that replaces the usual averaging algorithm and displays its output in points. The page identifies the indicator’s author and notes that an earlier version was implemented in MQL4 before publication in a…

Technical indicatorsVolatility
MQL5 code base

The document describes a dynamic balance point indicator calculated for a selected period and displayed in the context of the current chart timeframe. It claims the calculation avoids the recalculation problems often associated with multi-timeframe…

Technical indicatorsRisk management
MQL5 code base

The document describes an information panel for displaying trading and market measures, including spread, average true range, and swap. Users can adjust the panel’s screen position, choose whether it remains above other chart objects, and hide information…

Technical indicatorsVolatilityMarket microstructure