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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This example introduces support vector machines through a hypothetical animal-classification task. It defines seven numeric features and labels an observation positive when every feature falls within a specified range. Randomly generated observations and…

Machine learningStatisticsBacktesting
MQL5 code base

Chaikin Money Flow (CMF) summarizes buying and selling pressure over a chosen lookback period. Its calculation weights volume according to where the close falls within each bar’s high-low range, then divides the period’s summed money-flow volume by summed…

Technical indicatorsEquitiesMomentumStatistics
MQL5 code base

CandleTrend is a visual indicator that summarizes price direction across six horizons: four intraday or multi-hour intervals, plus daily, weekly, and monthly views. It marks rising direction in green and falling direction in red, with a neutral color…

Technical indicatorsTrend following
MQL5 code base

The document explains QQE, an oscillator built from smoothed RSI calculations and displayed as fast and slow lines. It describes two signal types: a crossover between the lines and a cross of the RSI line through a reference level. Crosses from below are…

Technical indicatorsMomentumForex
MQL5 code base

The document introduces an indicator that displays “squatter” fractals with regard to trading volume. It offers only this brief description, so the core concept is that volume is considered when marking fractal points or price swings. It does not explain how…

Technical indicatorsMarket microstructure
MQL5 code base

The document describes an adaptive version of the Commodity Channel Index that replaces fixed overbought and oversold levels with limits adjusted from observed CCI peaks and troughs. It says an exponential moving average smooths those limits and an ATR-based…

Technical indicatorsVolatilityMean reversion
MQL5 code base

This brief indicator description identifies an Ergodic tick-volume tool built around multiple exponential moving averages and attributed to William Blau. It concerns tick volume, a measure of price updates that can serve as a proxy for trading activity,…

Technical indicatorsMarket microstructureExecution
MQL5 code base

This document defines a bull and bear power oscillator using binary signals derived from each bar’s high and low relative to an exponential moving average of closing prices. A bull signal is set when the high exceeds the EMA, while a bear signal is set when…

Technical indicatorsStatistics
MQL5 code base

This document describes a ZigZag indicator whose direction changes after price moves by a configurable number of points. It can also draw horizontal levels at the latest high and low extremes, and display the point distance between successive extremes as a…

Technical indicatorsBreakout
MQL5 code base

This document describes a MetaTrader 4 toolkit that combines chart information, support and resistance drawing, order planning, and chart controls. Its money-management panel lets a trader position entry, stop-loss, and take-profit lines, inspect the…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This indicator identifies the highest high and lowest low over a selected period, then draws Fibonacci zones within those bounds. It also marks the current trend in the extreme points with color, allowing a chart reader to see when the recent range’s high or…

Technical indicatorsTrend followingBreakout
MQL5 code base

This short description introduces DotsCandle, an indicator that displays the output of a Dots algorithm as a sequence of candlesticks. The candle sequence is derived by processing a relevant price time series through that algorithm. The stated rationale is…

Technical indicatorsEquities
MQL5 code base

This description outlines an automated trading system that combines RSI, moving averages, and stochastic indicators. It says the EA operates using the price of the currently open candle and can be applied across timeframes to major forex pairs and NASDAQ…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

The BlauSMStochastic_Signal indicator presents trend information derived from a Blau stochastic indicator on a fixed timeframe. It can generate its signal from either the underlying indicator’s histogram or a colored cloud, selected through an input setting.…

Technical indicatorsTrend followingEquities
MQL5 code base

The document introduces the Laguerre RSI, an indicator developed by John Ehlers and described as a faster, less noisy alternative to conventional RSI. It uses a four-bar construction, while its responsiveness is controlled by a gamma parameter: lower values…

Technical indicatorsMean reversion
MQL5 code base

This document explains an indicator that automatically draws support lines from price lows and resistance lines from highs. It ignores the current bar when identifying points and updates the plotted lines when new bars arrive or the selected coordinates…

Technical indicatorsTrend following
MQL5 code base

The document introduces M2_MA, a technical indicator described as a smoothed, non-trivial linear combination of exponential and linearly weighted moving averages. It identifies the indicator’s author and notes that its implementation relies on reusable…

Technical indicatorsStatistics
MQL5 code base

The document explains the directional components of Wilder’s Directional Movement Index: the positive indicator (+DI) and negative indicator (-DI). It distinguishes these from the Average Directional Index, which describes the strength of movement without…

Technical indicatorsTrend followingMomentum
MQL5 code base

This trading system enters when fast and slow moving averages cross while the Commodity Channel Index crosses its zero line in the same direction. It exits when the moving averages cross back. A stop loss is set using the Average True Range from the most…

Technical indicatorsTrend followingRisk managementPosition sizing
MQL5 code base

This document presents a bounce-strength indicator for assessing buying or selling pressure while price trades inside a range. The proposed measure relates the close’s position within the bar’s high-low spread to its distance from the range boundary: upward…

Technical indicatorsBreakoutMomentumStatistics
MQL5 code base

This document describes a trading robot for major forex pairs and Nasdaq stocks, intended to operate on a daily chart. It says the EA uses the current candle’s opening price and offers fast and slow moving-average settings, stop loss and take profit…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

The document outlines a trade-opening function for a trading platform. It says the function derives an opening price, take-profit levels, and a stop-loss from user parameters and symbol information, then assembles a trade request containing details such as…

ExecutionRisk management
MQL5 code base

OrderNotify is an expert advisor watcher that emails information whenever a trade is opened or closed. The message is intended to include details about the affected trade, allowing a user to receive notifications from an expert advisor’s activity. To use it,…

ExecutionHigh-frequency trading
MQL5 code base

The Trend Intensity Index (TII), attributed in the document to M. H. Pee, estimates the balance of recent closing prices above and below a longer moving average. For the described 30-day version, calculate a 60-day simple moving average, then compare each of…

Technical indicatorsTrend followingStatistics