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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 an indicator built from three successive moving-average calculations. The first line applies a selected moving-average period and method to a chosen price input. The second line smooths the first moving-average series using another…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor uses signals from an OsHMA histogram to generate trades at bar close. Depending on a selected mode, a signal occurs when the histogram crosses its zero level or changes direction. The method therefore turns changes in a momentum-style…

ForexMomentumTechnical indicatorsBacktesting
MQL5 code base

This technical note describes an MQL5 class for calculating moving averages with a ring buffer. It supports common smoothing methods and lets an indicator process either a full input array or individual values, while tracking how much data has already been…

Technical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor that generates trades from the ColorNonLagDotMACD histogram. It forms a signal at bar close when the RMACD histogram crosses zero, its direction or signal line changes, and the histogram crosses its signal line.…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

Linear Sinus FT is described as a currency-quote indicator that approximates sinusoidal waves and visualizes a Fourier series. The document provides only this high-level description; it does not explain the calculation, parameter choices, signal…

ForexTechnical indicatorsStatistics
MQL5 code base

This A-share screening strategy looks for stocks with an amplitude above 1, at least one limit-up day in the prior month, and a gain below 6% at 9:25. Its expanded version also selects the top 50 by circulating market-cap rank and requires a dynamic…

China marketsEquitiesMomentumVolatility
MQL5 code base

The document describes an MQL5 class for calculating the Relative Strength Index (RSI) with a ring buffer. The class can process a full input array or individual values, and its initialization accepts an RSI period, smoothing method, buffer capacity, and an…

Technical indicatorsEquitiesFutures
MQL5 code base

This brief note explains a trend indicator attributed to Yuriy Tokman. It describes brightly colored bars as marking periods of maximum trend strength and warns that a pullback is then considered likely. The idea is therefore to read the strongest visual…

Technical indicatorsTrend followingRisk management
MQL5 code base

The VininI_Trend_LRMA is a trend indicator built from signals generated by an LRMA moving average and a group of related signal lines. Their periods increase in an arithmetic progression, so the indicator combines information across a set of progressively…

Technical indicatorsTrend following
MQL5 code base

This document describes a MetaTrader indicator that displays the current spread and the broker’s stop level. The stop level is the minimum permitted distance, in points, for placing stop-loss and take-profit orders. Together, these readings help traders…

ForexExecutionMarket microstructure
MQL5 code base

This indicator modification keeps the standard Money Flow Index calculation but lets users choose which price series supplies its input. Available choices include close, open, high, low, median, typical, and weighted close prices. The document explains how…

Technical indicatorsEquities
MQL5 code base

This brief note describes GMMA Long Gistogram, a histogram presentation of the GMMA Long indicator. Its stated purpose is to make the underlying indicator easier to interpret visually, and it classifies the tool as trend-following. The original idea is…

Technical indicatorsTrend following
MQL5 code base

JK Synchro is an expert advisor that compares opening and closing prices across a configurable range of candles to decide when to open positions. The entry process is gated by three controls: the existing position count must remain below a candle-analysis…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

The document outlines a basic Expert Advisor using a Fractal MFI oscillator. It sells when the oscillator crosses downward through an overbought threshold and buys when it crosses upward through an oversold threshold. Signals are evaluated at bar close, so…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document presents a MetaTrader-style test report for an unnamed strategy on EUR/USD using daily bars. It describes the system only as an optimization of existing code for positional traders; entry and exit rules are not explained. The report includes a…

ForexBacktesting
MQL5 code base

This document describes an Expert Advisor that trades from the ColorRMACD histogram. Depending on its selected mode, it can act when the histogram crosses zero, when the histogram or signal line changes direction, or when the histogram crosses the signal…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document introduces a trend-strength indicator that estimates trend conditions using one of four types of moving averages and plots the result directly on the main price chart. It contrasts this presentation with trend-strength tools that commonly rely…

Technical indicatorsTrend following
MQL5 code base

The indicator plots the previous trading day’s price channel on a chart after the current trading day has closed. Users can set the trading day’s start and end hours, and the indicator colors the channel according to whether its range is larger or smaller…

Technical indicatorsBreakoutMean reversion
MQL5 code base

The document explains merge sort, a comparison-based sorting method that repeatedly combines smaller sorted groups into larger ones. It describes the algorithm as stable, meaning equal items retain their relative order, and gives best, average, and worst…

Statistics
MQL5 code base

The Guppy Multiple Moving Average (GMMA) uses two groups of moving averages to interpret the behavior of short-term traders and longer-term investors. The spacing within each group is used to assess trading activity and trend strength; the spacing between…

Technical indicatorsTrend followingBreakout
MQL5 code base

This indicator plots possible support and resistance levels using the maximum and minimum prices over a chosen lookback period. It derives support by reflecting the period minimum around the maximum, and resistance by reflecting the maximum around the…

Technical indicators
MQL5 code base

This short reference describes a colored Zigzag indicator that allows the user to select its chart timeframe through an input parameter. The example default is a four-hour period, while the indicator can be configured for another supported timeframe. This…

Technical indicatorsTrend following
MQL5 code base

This technical reference describes a reusable MQL5 class for calculating and accessing the Money Flow Index (MFI) through a ring buffer. Initialization lets users set the indicator period, smoothing method, applied price and volume types, buffer capacity,…

Technical indicatorsMarket microstructure
MQL5 code base

This demo strategy builds two classic Renko streams from bid ticks. A slower stream sets directional bias, while a faster stream triggers entries; trades are permitted only when both streams point the same way and the fast stream meets the entry-run…

CommoditiesTrend followingBreakoutBacktesting