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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 combines a volatility squeeze measure with a separate reading of trend direction and strength. A squeeze is identified when the Bollinger Bands sit inside the Keltner Channel, which the description treats as a sideways phase. The histogram…

Technical indicatorsVolatilityBreakoutMomentum
MQL5 code base

The document describes a basic signal based on a closing price moving beyond the upper or lower Bollinger Band. Such a breach can be interpreted in two different ways: as evidence of a reversal or as the start of a trend. The proposed use is to display…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document compares several common rate-of-change measures: raw momentum, percentage change, and ratio forms. It gives the corresponding formulas and maps several variants to names used in TA-Lib, TradeStation, and MetaStock. These definitions help…

Technical indicatorsMomentumStatistics
MQL5 code base

The document describes a Kalman Filter indicator intended to smooth price noise and extract an underlying trend. It distinguishes this recursive approach from filters that rely on a history of observations: each update uses the prior state estimate and its…

Technical indicatorsStatisticsTrend following
MQL5 code base

The document introduces the Psychological Index as an overbought and oversold indicator, noting that it was described in Futures Magazine in June 2000. Its calculation starts by marking each period as an up day when the close is higher than the preceding…

Technical indicatorsSentimentStatistics
MQL5 code base

This indicator displays the opening price level of a candlestick from a user-selected higher timeframe on the chart. The timeframe is an input parameter, with twelve-hour candles shown as the default in the provided setting. The idea is to make a…

Technical indicators
MQL5 code base

TDSGlobal is described as an Expert Advisor that combines MACD, OsMA, and Williams Percent Range (WPR) indicators. It is configured for daily charts and four currency pairs: USDCHF, GBPUSD, USDJPY, and EURUSD. The document identifies the idea’s collector…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a trend indicator derived from previously published work and updated with user-requested changes. The listed improvements include terminal, email, and push alerts, independent controls for each alert type, a simpler color scheme, an…

Technical indicatorsTrend followingRisk management
MQL5 code base

This document describes a chart indicator that displays weekly and monthly price levels. Users can set the calculation lookback in days and customize the color, line width, and line style separately for weekly and monthly levels. A further setting chooses…

Technical indicatorsEquities
MQL5 code base

This note describes M2_MACandle, an indicator that displays the output of the M2_MA moving average as a sequence of candlesticks. It argues that this visual form can make the processed price series more informative for analysis, though it does not specify…

Technical indicators
MQL5 code base

The DZP Trend indicator aims to show price movement after accounting for the underlying trend. It compares the percentage change in the applied price over a chosen shift with the percentage change in an exponential moving average over the same shift. The…

Technical indicatorsTrend followingStatistics
MQL5 code base

The Wilson Relative Price Channel is an RSI-based indicator that divides readings into overbought, oversold, and neutral zones. Its configurable inputs include the channel and smoothing periods, RSI price source, overbought and oversold thresholds, and the…

Technical indicatorsMean reversionMomentum
MQL5 code base

This indicator applies the Ehlers Fisher Transform to RSI calculated from a moving average of price. The transformation is intended to normalize RSI values and make changes in market conditions easier to see. Price smoothing can use simple, exponential,…

Technical indicatorsMomentumStatistics
MQL5 code base

This description covers four MetaTrader 5 scripts for opening short positions with stop-loss and take-profit levels set in points from the current price. Two variants send the position and attached orders together, intended for brokers with nonzero spreads…

ExecutionRisk managementPosition sizingForex
MQL5 code base

This MetaTrader 4 tool places pending buy and sell limit orders at a retracement distance from the Parabolic SAR value. For a sell limit, the reference is the bid price; for a buy limit, it is the ask price. The retracement distance, position size, stop…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This note describes combining Bollinger Bands with a squeeze signal to identify market consolidation and possible breakouts. It treats an uncolored middle band as a consolidation state in which price may eventually break in either direction. The middle line…

Technical indicatorsVolatilityBreakout
MQL5 code base

This document describes an Expert Advisor that trades signals from the Color TSI oscillator. It generates a signal when a bar closes and the indicator’s cloud changes color. The EA depends on a separately compiled indicator file, and the text mentions a…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a chart indicator that colors the background during a chosen intraday period. Its inputs let a user name the session, set its start hour and minute, specify its duration in minutes, and choose the highlight color. The supplied defaults…

Technical indicators
MQL5 code base

The Fractal Dimension Index is presented as a way to characterize market behavior and volatility. The document identifies 1.5 as a reference value associated with random price action and suggests that departures from this level may indicate more structured…

Technical indicatorsVolatilityTrend following
MQL5 code base

The indicator plots two Standard Deviation lines calculated with separate period and moving-average-method settings. It places a directional pointer when one line crosses the other: an upward cross by the first line produces a blue pointer, while a downward…

Technical indicatorsVolatilityStatistics
MQL5 code base

This Expert Advisor uses three moving averages to generate directional entries. A long setup requires the fast average to cross above the middle average while both faster averages remain above the slow average across the current and prior bar comparisons.…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This document describes an MT5 chart indicator that displays broker-provided information about the selected symbol and market. It covers live prices, spread, market status, contract size, lot limits, tick value, margin details, swap values, trading mode, and…

ExecutionMarket microstructureRisk management
MQL5 code base

XMA is described as a moving average whose output is filtered by a minimum price step. It first calculates a moving average using a selected period, calculation method, and applied price. The displayed value updates only when the difference from the prior…

Technical indicatorsTrend following
MQL5 code base

The Choppiness Index is presented as an oscillator for distinguishing trending conditions, flat markets, and unstable consolidation. Its calculation compares the sum of one-period average true ranges over a lookback window with the high-to-low range across…

Technical indicatorsVolatilityTrend following