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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 description explains an expert advisor that maintains configurable grids of pending orders above and below the current market price. Traders choose the number of orders per side, spacing, lot size, slippage limit, and the order types used on each side.…

ForexGrid tradingExecutionRisk management
MQL5 code base

The document describes a simple expert advisor that trades when the Relative Strength Index crosses configured thresholds. It opens a buy when RSI crosses the lower level upward and a sell when RSI crosses the upper level downward. To reduce signals caused…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

The document introduces Kase DevStops as a stop-setting approach that considers properties of price range beyond a simple fixed threshold. It highlights variation in range, described through variance or standard deviation, and skew, described as the extent…

Risk managementVolatilityTrend following
MQL5 code base

This indicator plots the high and low reached during a configurable period of the day, then displays those levels through a following area that begins when the period ends. While price is in the period zone, the high and low values are recalculated. The…

BreakoutTechnical indicators
MQL5 code base

This indicator combines a Double Weighted Moving Average with a Jurik Moving Average and expresses their relationship as an oscillator. The stated motivation is to combine two relatively smooth averages into a system that produces a manageable number of…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document describes a small cross-platform library for comparing floating-point values used in trading code. Its comparison helper applies a chosen precision so that prices or quantities can be checked against thresholds without repeatedly calling a…

ExecutionStatistics
MQL5 code base

The document describes a Fisher Transform oscillator applied to normalized prices. It explains that the transformed series is intended to make price oscillations more distinct, so peaks and troughs in the indicator may help identify possible trend reversal…

Technical indicatorsStatistics
MQL5 code base

This MetaTrader Expert Advisor identifies trend direction using three moving averages, with example periods of 200, 50, and 25, and enters trades from Parabolic SAR signals. It can close positions on an opposite signal and includes options for choosing…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This brief description presents a ZigZag-based indicator system with signal and alert features. It says the tool builds on a standard ZigZag indicator and can display trader information, send alerts by email, and issue push notifications. An update also…

Technical indicatorsForex
MQL5 code base

DUCT is described as an indicator that plots a channel using fractals. Its settings determine the timeframe used to locate fractals and channel control points, the amount of historical data to calculate, and the range of bars searched for fractals. A…

Technical indicatorsBreakoutStatistics
MQL5 code base

This expert advisor trades when two lines of a custom moving-average-on-momentum indicator cross. It filters entries by the indicator’s 100 level: buy signals qualify below it, while sell signals qualify above it. Positions can exit at a point-based…

MomentumTechnical indicatorsPosition sizingRisk management
MQL5 code base

The Band Moving Average indicator plots a standard moving average as its center line and adds upper and lower bands at a fixed percentage offset. The default offset is 2%, and the center average can use simple, exponential, or weighted calculation. The…

Technical indicators
MQL5 code base

This document describes a volume-weighted moving average indicator with a selectable calculation timeframe. The user can choose a chart period through an input parameter; the example default is a four-hour timeframe. This allows the indicator to display a…

Technical indicatorsTrend followingEquities
MQL5 code base

This indicator description explains a chart overlay that classifies the current trend into six states: strongly up, up, uncertainly up, strongly down, down, and uncertainly down. The two uncertain states are described as pullbacks or consolidation associated…

Technical indicatorsTrend following
MQL5 code base

OsHMA is described as an oscillator formed from the difference between two Hull Moving Averages. This construction turns the relative separation of two smoothed price averages into an indicator series that can be viewed as an oscillator. The document notes…

Technical indicators
MQL5 code base

This brief indicator note describes a PEMA chart indicator with a selectable calculation timeframe. Its example sets the indicator timeframe to four hours, allowing the chosen higher-timeframe setting to differ from the chart’s timeframe. This can be useful…

Technical indicators
MQL5 code base

The document describes an Expert Advisor that trades signals from the BSI indicator. A signal is generated when a bar closes and the indicator histogram changes color. The system requires a compiled BSI indicator file, and it notes that a supporting trade…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This technical indicator displays how many bars have elapsed since the most recent upper and lower fractal formations. It uses two separate lines in a chart window, with one tracking the upper fractal and the other tracking the lower fractal. The description…

Technical indicatorsStatistics
MQL5 code base

The document outlines an Expert Advisor built around the intersection of two moving averages. It states that take-profit and stop-loss levels are virtual, and that the moving-average parameters are hard coded rather than adjustable. Thus, the described…

Technical indicatorsTrend followingBacktestingRisk management
MQL5 code base

The document describes net volume as an indicator intended to represent the balance of buying and selling pressure over a period. A positive reading is presented as indicating that buying pressure exceeds selling pressure, while a negative reading suggests…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This pattern indicator combines a smoothed Commodity Channel Index with Bollinger Bands. Its central signal occurs when price crosses an upper or lower Bollinger Band boundary while the CCI crosses its signal line. The default timeframe is five minutes. The…

Technical indicatorsMomentumVolatility
MQL5 code base

This MetaTrader 4 expert advisor is designed as a chart-side control panel for manually managed trading. It displays the symbol, timeframe, account leverage, current spread, selected lot size, estimated tick value, required margin, and the profit or loss and…

ExecutionPosition sizingRisk managementForex
MQL5 code base

This indicator modifies an adaptive Laguerre filter by applying smoothing within the filter’s calculation rather than adding a separate moving average. The stated aim is to keep lag low while allowing the smoothing strength to be adjusted independently. Its…

Technical indicators
MQL5 code base

The Breakout Strength Meter is described as an MT4/MT5 tool for comparing currency strength and weakness when looking for breakout candidates. Its intended use is to help traders judge which currencies may be positioned for a breakout and to use the meter…

ForexBreakoutTechnical indicators