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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

The document describes two automated scalping variants. One opens random positions across multiple symbols available in Market Watch, subject to a maximum trade count and a maximum spread filter. The other selects one random Market Watch symbol and opens a…

ForexExecutionRisk management
MQL5 code base

This document describes a demonstration trading panel built with the MasterWindows interface library for MQL5. It illustrates how a panel can display a probability-style signal based on applied-price data and submit market orders. Its controls include…

ExecutionPosition sizingRisk managementTechnical indicators
MQL5 code base

The document describes an indicator intended to estimate the relative strength of a selected currency from closing prices across seven currency pairs that contain it. Its zero line represents an average over a configurable period, and a colored histogram is…

ForexTechnical indicatorsMomentum
MQL5 code base

HLCrossSigForMFI is presented as a trend-following indicator intended to identify entries while making trade management more rule-based. It combines a range breakout component with a triple exponential moving average filter and a Money Flow Index filter. Its…

Trend followingTechnical indicatorsRisk managementExecution
MQL5 code base

The document describes an indicator built around RSI divergence candles and suggests using changes in candle color as trading signals. It says the indicator was adapted from an idea shared by another forum user, but provides no explanation of how the…

Technical indicatorsMomentum
MQL5 code base

This document presents a higher-timeframe version of the XMA KLx7 Cloud indicator. It describes an input that allows users to choose the timeframe used by the indicator, with a four-hour period shown as the default. It also notes that the base XMA KLx7 Cloud…

Technical indicators
MQL5 code base

This document describes a higher-timeframe version of the Waddah Attar Trend Candles indicator. It adds an input that lets the user select the chart period from which the indicator draws its information; the provided default is a four-hour timeframe. The…

Technical indicators
MQL5 code base

This brief indicator description presents two ways to express price movement. The first estimates the angle of a trend line against the horizontal, using minute bars along the time axis and price points along the vertical axis. The second reports the average…

Technical indicatorsStatistics
MQL5 code base

This MetaTrader 5 indicator displays a moving average calculated on a selected timeframe, with options for showing its history as a trail and marking its latest value with a horizontal price line. It uses user-selected period, method, and applied price…

Technical indicatorsForex
MQL5 code base

This brief description introduces an indicator that displays a stochastic oscillator directly on the price chart. It also applies a conventional moving average to the chart and uses that average as the basis for calculating the oscillator’s overbought and…

Technical indicatorsEquities
MQL5 code base

The document outlines an Expert Advisor inspired by Waddah Attar. It places Buy Limit and Sell Limit orders, then adds another pending order when market price moves close to an existing one. It notes that the EA uses trade transaction events to retrieve the…

ForexExecutionBacktestingGrid trading
MQL5 code base

The script describes a conditional entry around a support or resistance level. When price reaches a specified limit level, it places a stop order at a separate trigger price; for a buy, the trigger is set several pips above the level. The intended effect is…

ForexBreakoutExecutionMarket microstructure
MQL5 code base

This brief entry identifies XMUV as a moving-average indicator based on DeMark’s Daily Range Projections method. It says the indicator was first implemented in MQL4 and published in 2008, and notes that its implementation uses classes from a smoothing…

Technical indicatorsForex
MQL5 code base

The document describes a Heikin Ashi indicator that can use a configurable period. At period 1, it matches the standard MetaTrader Heikin Ashi indicator. Higher periods smooth out small pullbacks, which may make the displayed trend less reactive, while also…

Technical indicatorsTrend followingRisk management
MQL5 code base

This document describes a software class for calculating the Adaptive Moving Average (AMA) with a ring buffer in MQL5. It outlines initialization settings for the AMA period, fast and slow EMA periods, buffer capacity, and input indexing, then describes…

Technical indicators
MQL5 code base

The document describes an expert advisor that adds take-profit levels, stop-loss levels, or both to trades that do not already have the configured protection. It scans open trades and applies preset stop values, reducing the need to enter those levels…

ExecutionRisk management
MQL5 code base

RPoint is described as a chart indicator that plots an X-point reversal layout using a ZigZag derived from the high and low price series. The note identifies the indicator’s author and says it was first implemented in MQL4 and published in 2007. Its core…

Technical indicators
MQL5 code base

This indicator is presented as an alternative to moving averages for identifying trend direction. It combines a reversal threshold with a breakout condition based on bar extremes: a qualifying bar closes above the prior high or below the prior low. The…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document describes an Expert Advisor that uses the ColorStepXCCX indicator to generate trades when its cloud changes color. The signal is evaluated at bar close, so the described method waits for a completed candle rather than acting on an intrabar…

Technical indicatorsCommoditiesBacktesting
MQL5 code base

MATonySignal is a technical indicator designed to show both trend direction and trend strength using momentum calculated from an averaged price. It colors rising trends blue and falling trends red. Bar brightness distinguishes stronger trends from weaker…

Technical indicatorsMomentumTrend followingStatistics
MQL5 code base

The document explains three-line break, also called linear reversal, charting. The chart consists of vertical boxes whose direction and formation depend on closing-price movement. It ignores both elapsed time and trading volume. Reversal sensitivity is…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document outlines an example trading system that uses two support vector machines, one for buy signals and one for sell signals. It initializes seven technical indicators, passes their handles as model inputs, and derives training inputs and target…

Machine learningTechnical indicatorsRisk management
MQL5 code base

XPercentR-PCR is presented as a simple oscillator displayed as a colored cloud, with cloud color indicating trend direction. Its listed settings include a lookback period, smoothing method and depth, a phase parameter, and upper and lower levels intended to…

Technical indicatorsTrend followingVolatility
MQL5 code base

This short indicator description explains that a moving average can be calculated on a selectable time frame and drawn with a section-based plotting style commonly used to display ZigZag lines. Its main practical point is that the calculation interval is…

Technical indicatorsTrend following