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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 expert advisor describes a Martingale-style sequence: after a position is closed by its stop loss, it opens a position in the opposite direction and increases the lot size by a configured factor. Inputs include a starting lot, multiplier, cap on the…

ForexPosition sizingRisk management
MQL5 code base

This document describes an Expert Advisor template that checks economic news from two calendar sources and pauses a user’s trading function around scheduled releases. It can distinguish weak, medium, and strong events, with a separate setting for Non-Farm…

ForexEvent-drivenExecutionRisk management
MQL5 code base

This brief description introduces an XRSI DeMarker Histogram indicator whose timeframe can be selected through an input parameter. The example sets the indicator period to a higher timeframe, allowing it to be configured for a chart period different from the…

Technical indicatorsMulti-asset
MQL5 code base

This system uses price-channel boundaries to generate trades. After price moves beyond a channel boundary, an entry signal is formed on the second bar. The described approach also calls for trading ahead of a rollback: touching the upper boundary prompts a…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

This note describes a version of the Volatility Quality indicator attributed to Thomas Stridsman. Instead of estimating trend with two moving averages, it uses the indicator’s slope and presents color changes as potential signals. The indicator is designed…

Technical indicatorsVolatilityTrend following
MQL5 code base

This brief note introduces LinearMomentum, a variant of the standard momentum indicator that incorporates volume and time into its calculations. It identifies the indicator’s author and points to a supporting library used by its implementation, but does not…

MomentumTechnical indicators
MQL5 code base

This document describes an MQL4 Expert Advisor that combines four signals from six indicators: volume, Parabolic SAR, Stochastic, Bulls and Bears Power, ATR, and Money Flow Index. It can trade stocks, forex, indices, or metals when supplied with suitable…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

This document describes a modified Phase Change Index (PCI) that adds Jurik Moving Average smoothing. It presents three configurations: smooth the price data before calculating PCI, smooth the calculated PCI, or apply smoothing at both stages. The change is…

Technical indicatorsStatisticsBacktesting
MQL5 code base

The document outlines a classic radial basis function neural network with a hidden layer of radially symmetric neurons and a linear or sigmoid-style output layer. It describes choosing the output activation from the training target range: hyperbolic tangent…

Machine learningStatistics
MQL5 code base

This document describes a chart indicator that draws evenly spaced horizontal levels and adapts their count when the chart’s vertical scale changes. It distinguishes levels aligned with round-number prices from secondary lines placed between them, using…

Technical indicators
MQL5 code base

The document outlines the Instantaneous Trendline indicator attributed to J. Ehlers. It gives separate calculation cases for early and later observations, though the equations themselves are missing from the text. It lists coefficient definitions based on…

Technical indicators
MQL5 code base

This note describes an indicator that marks the midpoint of either a full candle or its body. For the full candle, it averages the high and low; for the body, it averages the open and close. A setting selects which midpoint to display, and another selects…

Technical indicators
MQL5 code base

ColorJCCX is described as a smoothed Commodity Channel Index variant that uses alternative averaging methods, including JMA and an ultralinear method, to make the indicator less erratic. The histogram color represents the interpreted trend direction: blue or…

Technical indicatorsCommoditiesTrend following
MQL5 code base

The Hans indicator draws time-based price corridors with a filled background and a center line. The description says the initial corridor spans four hours and its expansion spans sixteen hours. The listed inputs allow the user to set the original…

Technical indicatorsVolatilityForex
MQL5 code base

This checklist identifies conditions to inspect when an MQL4 Expert Advisor is not ready to trade or needs a basic operational review. It covers whether a symbol is available in Market Watch, whether trading is permitted for the program and terminal, and…

ExecutionRisk management
MQL5 code base

This indicator description explains a tool that plots Repulse values in a separate pane, compares the oscillator with price, and marks divergences. Users can choose whether divergence detection follows the main Repulse oscillator line or its signal line. The…

Technical indicatorsMomentumStatistics
MQL5 code base

The document describes a trading-platform panel that estimates the largest lot size an account can place using its available margin. It is intended to handle market and pending orders on both sides of the market, including buy, sell, pending buy, and pending…

Position sizingRisk management
MQL5 code base

Sadukey is described as a chart indicator that combines two digital filters to estimate the current trend. Its intended use is to help trend traders judge market direction from the plotted output. The document does not identify the filters, explain their…

Technical indicatorsTrend following
MQL5 code base

This guide advocates planning trade risk and profit targets as percentages of account equity rather than as fixed cash amounts or pip distances. Its example compares the same 10% risk allocation on accounts of different sizes to illustrate how the dollar…

Risk managementPosition sizingForexExecution
MQL5 code base

This MetaTrader 5 expert advisor combines Renko Line Break trend direction with RSI pullbacks. In an uptrend, an RSI move into oversold territory prompts a buy stop above the bar high. The stop loss is placed below recent bar lows, while the take-profit…

ForexTrend followingTechnical indicatorsBreakout
MQL5 code base

The Expert Advisor described opens two opposing positions when a new bar forms. Its intended outcome is for one position to close at a stop loss while the other can remain profitable through a trailing stop. The example is framed around EUR/USD on a…

ForexExecutionBacktestingRisk management
MQL5 code base

This indicator displays candles from a larger timeframe as filled rectangles on a chart. It colors candle bodies blue or red and their shadows light blue or pink according to changes in the direction of the Blau Stochastic histogram. The document describes a…

Technical indicatorsTrend following
MQL5 code base

The document introduces a Nadaraya–Watson kernel regression indicator that applies Gaussian weighting to historical prices. It describes how the method gives more influence to nearby price observations and uses the resulting smoothed estimate to form a…

Mean reversionTechnical indicatorsMachine learningStatistics
MQL5 code base

The document describes two controls for limiting when an Expert Advisor or script may trade. A time check compares the current time with configured start and end hours and minutes, while a weekday check uses settings to allow or block trading on each weekday…

ExecutionRisk management