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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 a MetaTrader 5 utility for estimating lot size before a trade. A trader supplies either a risk percentage or a fixed amount, an account value, and a stop-loss distance; the calculator converts those inputs into a volume compatible with…

Position sizingRisk managementExecutionForex
MQL5 code base

The document describes an indicator that displays candlesticks in a separate chart window as a histogram referenced to a zero line. It has two configurable settings: one color for bullish candles and another for bearish candles. This is a visual presentation…

Technical indicatorsEquities
MQL5 code base

WPRValues is an indicator utility that displays Williams Percent Range (WPR) readings for a user-selected period across multiple timeframes. Its text panel can be customized in size and font, and unused timeframes can be hidden. The description says it can…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from the RSI_Slowdown indicator. A signal is acted on at a bar close when a colored arrow appears. The robot depends on a compiled copy of the indicator, and the instructions mention a supporting…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator combines the Money Flow Index with a way to flag low-volatility, sideways conditions. It uses Bollinger Band contraction as the flat-market criterion. When the bands shrink past a configurable threshold, the colored MFI cloud contracts around…

Technical indicatorsVolatility
MQL5 code base

The document describes a momentum indicator that combines a Stochastic oscillator configured with periods 8, 3, and 3, a crossover between short-period RSI 3 and RSI 13, and a MACD confirmation based on crossing zero. It proposes opening a position when the…

MomentumTechnical indicatorsEquities
MQL5 code base

This document describes a small MT5 acceptance harness for checking an Expert Advisor’s entry-state logic against deterministic synthetic cases. Its eight fixtures cover a valid closed-bar entry, duplicate signal bar, open-bar rejection, cooldown handling,…

BacktestingExecutionRisk management
MQL5 code base

This document describes an Expert Advisor that compares the opening prices of the current bar (bar zero) and bar two. It identifies the comparison as the strategy’s central rule, but does not state what trade direction or entry condition follows from the…

Technical indicatorsRisk managementPosition sizingBacktesting
MQL5 code base

The document introduces ColorJVariation_HTF, a version of the ColorJVariation indicator that adds a selectable timeframe input. Its example configuration defaults to a four-hour chart period, allowing the indicator to use a timeframe different from the chart…

Technical indicatorsMulti-asset
MQL5 code base

VolatilityQuality is described as an unnormalized oscillator intended to identify trend direction. Its color changes are presented as the trading signal for opening positions, but the document does not explain the color rules, entry timing, or exit…

Technical indicatorsTrend followingVolatility
MQL5 code base

This document describes a utility that monitors a selected basket of open positions and attempts to close that basket when its floating loss reaches a user-set threshold. The loss limit can be a fixed cash amount or a percentage of account balance or equity;…

Risk managementPosition sizingExecutionMarket microstructure
MQL5 code base

This document outlines a research tool for recording custom single-candle patterns and searching historical or current data for similar examples. A pattern is represented by open, high, low, and close values, with an optional label such as a bullish…

EquitiesTechnical indicatorsStatisticsBacktesting
MQL5 code base

This document describes an Expert Advisor that uses the AltrTrend_Signal_v2_2 semaphore indicator to make trades. It opens decisions when a colored arrow appears and its direction agrees with the direction of the intended deal. The description also notes…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document briefly describes a linear regression channel indicator. It says the indicator stores its values in output buffers and colors the background within the channel. This makes the channel’s plotted area visually distinct on a chart and suggests the…

Technical indicatorsStatistics
MQL5 code base

ColorMETRO_Stochastic is described as an oscillator based on the Stochastic technical indicator. The Stochastic values appear in purple, while a colored cloud indicates the stated trend direction: green is presented as a buy signal and tomato red as a sell…

Technical indicatorsMomentum
MQL5 code base

This brief indicator description presents BB_OsMA, which displays the OsMA oscillator with upper and lower bands formed as a spheroid deviation. It also mentions an accompanying chart template and recommends using the indicator on a five-minute timeframe for…

Technical indicatorsVolatilityHigh-frequency trading
MQL5 code base

This product description outlines an MT5 indicator for tracking trading performance over the current broker day. It reports closed profits and losses, net results, floating profit or loss, and combined daily performance. The dashboard also includes daily…

Risk managementStatisticsExecution
MQL5 code base

This Expert Advisor description presents a channel-based trading method. It finds the highest high and lowest low over a chosen lookback period and derives a reference level from those bounds and the close. A close between the reference level and the channel…

Technical indicatorsBreakoutRisk managementPosition sizing
MQL5 code base

This brief description introduces a semaphore-style trading indicator built from crossovers between the main line and signal line of LinearRegSlope_V2. In general terms, it turns the relationship between the two indicator lines into signal events. The…

Technical indicatorsEquities
MQL5 code base

The document describes a two-stage calculation for a TMA indicator. First, one is added to the configured moving-average period, the result is divided by two, and any fractional result is rounded up. A simple moving average of closing prices is then…

Technical indicatorsStatistics
MQL5 code base

The Mean Indicator displays two reference levels: the average price across bars for the current day and the average price for the previous day. Its configurable setting is the hour used to define the beginning of the trading day, which determines how bars…

Technical indicatorsStatistics
MQL5 code base

This document describes a function that turns Commodity Channel Index readings into directional signals for an expert advisor: one return value indicates a buy and another a sell. Its configurable inputs include the CCI averaging period, applied price,…

ForexTechnical indicatorsBacktestingMomentum
MQL5 code base

This document describes an indicator that measures an asset’s volatility from the distance between smoothed maximum and minimum prices. It uses a moving average over a configurable period, converts the resulting range into points, and rounds the value to…

VolatilityTechnical indicators
MQL5 code base

The document describes a chart indicator that represents the output of a ColorZerolagRSIOSMA calculation as a sequence of candlesticks. The underlying price time series is processed by that algorithm, and the resulting values are displayed in candle form,…

Technical indicatorsForex