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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 document explains a script for exporting filtered economic calendar records to CSV and correcting historical event timestamps for changes in a trading server’s time zone. Users can filter by country, currency, or date range, and can optionally load…

Event-drivenForexBacktestingExecution
MQL5 code base

This note describes a basic Expert Advisor that trades RSI threshold crossings on bar close. It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. The signal therefore depends on…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

This indicator combines Bollinger Bands, a Keltner channel, and a momentum histogram to identify volatility conditions and describe trend direction and strength. When the Bollinger Bands are inside the Keltner channel, the indicator marks a relatively quiet,…

Technical indicatorsBreakoutVolatilityMomentum
MQL5 code base

The Hans cloud channel indicator highlights candlesticks that move beyond the channel's expanding boundaries. It colors those candles according to their direction relative to the prevailing trend: candles aligned with the trend receive a brighter fill, while…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document describes an automated trading system that uses signals from a Darvas Boxes indicator. A signal is generated at a bar close when a colored bar appears after a previous bar of the opposite color or with no color. This makes the system dependent…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The differential indicator compares accumulated positive and negative close-price changes over a user-selected number of bars. It displays separate bull-power and bear-power lines, calculated from positive and negative increments respectively. The…

Technical indicatorsMomentumTrend followingEquities
MQL5 code base

This note describes a Variable Moving Average whose adaptation is driven by Adam White’s Vertical Horizontal Filter (VHF). The stated rationale is that VHF can help detect market volatility, allowing the moving average’s smoothing to adjust to changing…

Technical indicatorsVolatilityTrend following
MQL5 code base

This note describes Wilder’s Average True Range (ATR), a measure built from true range and smoothed over a configurable period. True range is the largest of three price movements: the bar’s high minus its low, the distance from the high to the previous…

Technical indicatorsVolatility
MQL5 code base

This document describes a chart utility for inspecting how many bars the Bars function reports for a selected symbol across timeframes, and whether CopyRates can retrieve data for a chosen bar number. It defaults to checking the oldest bar and lets the user…

StatisticsExecution
MQL5 code base

BullsBearsSign is described as a semaphore-style signal indicator built around the BullsBears indicator algorithm. A semaphore indicator presents trading signals on a chart, while this document identifies the underlying algorithm family but does not explain…

Technical indicatorsMomentum
MQL5 code base

The document describes an indicator intended to plot cumulative profit and loss for configured spread or equity positions as an equity line in a chart subwindow. Users set each active pair’s volume, direction, and activation state, can provide a symbol…

EquitiesPairs tradingBacktestingRisk management
MQL5 code base

This expert advisor uses the Average Directional Movement Index (ADX) and Adaptive Moving Average (AMA) to generate directional signals. It evaluates conditions only when a new bar appears. One combination of indicator movement closes short positions and…

Technical indicatorsTrend followingRisk management
MQL5 code base

ReversalNavi is described as an indicator for identifying a reversal bar and a subsequent entry point. Its display uses colored marks to signal that a reversal has occurred, arrows to identify the reversal bar, and a line showing the midpoint of the range…

Technical indicatorsMean reversionTrend following
MQL5 code base

AlterTrend is a chart indicator that changes candlestick colors to show the relationship between each bar and the indicator’s trend signal. Bars aligned with the signal appear bright, while bars moving against it appear dark; bars in a flat market are left…

Technical indicatorsTrend following
MQL5 code base

TriggerLines is presented as a trend indicator with two moving-average-style lines whose colors show direction: green for an upward trend and red for a downward trend. Its settings are a calculation period, a smoothing period, and the applied price used in…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes a foreign-exchange Expert Advisor intended to trade price moves associated with panic around important economic releases. Its signal examines candlestick high-low and open-close differences. The listed settings include stop loss, take…

ForexTechnical indicatorsRisk management
MQL5 code base

MorningFlat marks levels defining a morning trading range and displays possible target levels. The indicator is intended for a strategy based on breaks of that range: the plotted range boundaries provide reference points, while additional lines indicate…

Technical indicatorsBreakout
MQL5 code base

ExVol measures the difference between the summed bodies of rising and falling candlesticks over a chosen interval, expressed in points. A zero reading represents balance between the two groups. The described interpretation is that an upward crossing of zero…

Technical indicatorsMomentumBreakout
MQL5 code base

This indicator uses a Color_QEMA_Envelopes_Digit_System channel to signal trend and candle direction. While price remains inside the gray channel, the indicator’s description gives no additional signal interpretation. When price moves outside the channel,…

Technical indicatorsMomentumEquities
MQL5 code base

This indicator note isolates the trend component produced by Holt's double exponential smoothing, rather than displaying the smoothed price estimate commonly shown on a chart. It presents that component as an oscillator that may help identify trend, and…

Technical indicatorsTrend followingStatistics
MQL5 code base

This brief description introduces a MetaTrader indicator attributed to trader Vladimir Korykin. It says the indicator is intended to help identify entries within a price channel and notes that it was first implemented in MQL4 and published in 2007. The…

Technical indicatorsForex
MQL5 code base

The indicator description proposes using four simple moving averages as successive target areas. After price breaks the 20-period average, it points to the 50-period average as the next level; a break of that level points to the 100-period average, followed…

Technical indicatorsBreakout
MQL5 code base

This document describes a forex expert advisor that uses signals from two moving averages and trails open positions. Users can configure each moving average’s period, horizontal shift, smoothing method, and applied price. The advisor operates on every tick…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document presents a moving-average indicator that applies the double exponential moving average calculation to reduce lag relative to a previously described zero-lag moving average. It frames the change as an attempt to make the average respond faster to…

Technical indicators