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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 indicator description explains an option to calculate Trend Envelopes from smoothed or filtered prices rather than raw prices. The selected filter is a parabolic weighted moving average, presented as a fast method for filtering price data. The stated…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This expert advisor uses the magnitude and direction of price-time correlation to generate trading signals. It offers trend-following and reversal modes, and four ways to calculate correlation: Pearson, Spearman, Kendall, and Fechner. ADX, Bollinger Bands,…

ForexTechnical indicatorsTrend followingMean reversion
MQL5 code base

This indicator plots four horizontal price levels based on a user-selected bar. The two basic levels sit above that bar’s high and below its low by a configurable shift. Two additional guide levels are placed farther outward: the upper guide adds the…

Technical indicatorsExecution
MQL5 code base

The i-ParamonWorkTime indicator marks two user-configurable intraday intervals associated with high market volatility. Inputs include the number of historical days considered, start and end times for each interval, display colors, and a range option. The…

VolatilityTechnical indicatorsMarket microstructure
MQL5 code base

The Volume Flow Oscillator (VFO) is presented as an indicator derived from On Balance Volume and described in a 2004 issue of Technical Analysis of Stocks & Commodities. It uses volume-related calculations to produce a reading around a zero line. Positive…

Technical indicatorsMomentum
MQL5 code base

The document describes an Expert Advisor that trades from the ColorBullsGap indicator. It waits for a bar to close and generates a signal when the indicator’s histogram changes color, then uses that signal to open trades. This is a simple indicator-driven…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator combines three stochastic oscillators, with configurable periods and smoothing choices for their %K and %D lines. The first oscillator uses the chart timeframe, while the second and third can use selected higher timeframes. Higher-timeframe…

Technical indicatorsMomentum
MQL5 code base

Exp_Fast2 describes a MetaTrader Expert Advisor that trades signals from the Fast2 indicator. A signal is generated when the indicator’s main and signal lines cross as a bar closes. Running the advisor requires the compiled Fast2 indicator file in the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This brief indicator description presents a way to visualize price series processed by a Kalman filter as a sequence of candlesticks. The filtered series is rendered in candle form, which the source suggests may make the resulting analysis more informative…

Technical indicatorsStatistics
MQL5 code base

This document describes a version of the Slow Stochastic indicator that lets the user select the timeframe used for its data through an input parameter. The example default is a four-hour period, allowing the indicator to display a stochastic calculated on a…

Technical indicatorsMomentum
MQL5 code base

The document presents DT-Pirson as a volatility indicator intended to distinguish stronger trends from flat market conditions. It says readings above 0.5 indicate an approximately strong trend, while values approaching zero correspond to a flat market. This…

VolatilityTechnical indicatorsTrend following
MQL5 code base

This document describes an indicator built from Wilder’s double-smoothed exponential moving average, adjusted using a method attributed to Alexander Uhl. It adds floating levels around the indicator and offers several ways to display color changes: crossings…

Technical indicatorsTrend following
MQL5 code base

This document explains how to build fuzzy inference systems in MQL4 with the FuzzyNet library. It covers Mamdani and Sugeno model types, fuzzy input and output variables, membership functions, terms, and rule sets. Mamdani rules map fuzzy conditions to fuzzy…

Machine learningStatistics
MQL5 code base

Hans_Indicator_x4 is described as an indicator that builds expanding corridors across time zones. The initial formed corridor spans four hours, and the expansion period spans sixteen hours. Its inputs let the user set the local start hour and a destination…

ForexBreakoutTechnical indicatorsExecution
MQL5 code base

The range-weighted exponential moving average is defined as the exponential moving average of price multiplied by a range-based weight, divided by the exponential moving average of that weight. This construction differs from a regular range-weighted average…

Technical indicatorsStatistics
MQL5 code base

This indicator is designed to help assess how spread affects the potential profitability of strategies that forecast the market one bar ahead. Its output can be treated as a unit-volume position in a custom tester, allowing a researcher to consider accuracy…

Technical indicatorsExecutionBacktestingForex
MQL5 code base

The document explains an indicator that presents signals generated by NRTR_Sign on a selected bar and timeframe. It marks continuing trends with a horizontal right arrow colored by direction, while a trend change is shown as a diagonal arrow indicating the…

Technical indicatorsTrend following
MQL5 code base

This document explains how to display Expert Advisor optimization results while a MetaTrader 5 Strategy Tester run is in progress. It describes using tester event handlers and frame functions to send per-pass information from test agents to the terminal. In…

BacktestingExecutionStatistics
MQL5 code base

This document describes a MetaTrader script for placing a buy stop at a set distance above the current price, with stop loss and take profit levels measured from the trigger. Its main configurable feature is a money management input that determines trade…

ExecutionPosition sizingRisk management
MQL5 code base

XMACD_HTF is presented as a standard MACD indicator that can calculate on a timeframe different from the chart timeframe. It allows traders to choose separate smoothing algorithms for the histogram and signal line from ten variants, ranging from common…

Technical indicatorsMomentumMulti-asset
MQL5 code base

BullsBearsVolume combines values from the Bulls and Bears indicators into a single measure. The document specifies three cases for combining the two inputs: when both are positive, their difference is used; when both are negative, the reverse difference is…

Technical indicatorsForexMarket microstructure
MQL5 code base

DigVariation is described as a trend indicator whose zero-line crossings signal a trading direction and indicate when to close a position. Its output receives a final averaging stage using digital filters, with the selected filter controlled by the…

Technical indicatorsTrend following
MQL5 code base

This document describes a matrix utility for MQL4 that stores a matrix in a one-dimensional array and provides operations for setting dimensions and values, copying data, arithmetic, transposition, determinants, rank, minors, and inversion. It also lists…

Statistics
MQL5 code base

This brief indicator description explains a signal tool based on crossings between two relative strength index (RSI) calculations. It marks signals on the latest completed bar and can send notifications by email or to a smartphone. The description presents…

Technical indicatorsEquities