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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
Quantopian lectures
45 documents
Binance API docs
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 describes a CCI histogram indicator that lets the user select the timeframe used for its calculations. The example input is set to a four-hour period, illustrating that the displayed indicator can draw on data from a timeframe different from…

Technical indicators
MQL5 code base

ADXCrossing is a semaphore-style indicator that displays arrows when the positive and negative directional indicator lines associated with ADX cross. The crossover provides a directional event that traders can use to flag a possible change in relative buying…

Technical indicatorsTrend following
MQL5 code base

This indicator plots a moving average against tick volume rather than price. It colors the volume bars to match the corresponding price candles, so the display combines relative activity with the direction of each bar. The document describes an MQL4…

Technical indicatorsMarket microstructureVolatility
MQL5 code base

WAAB is described as a histogram indicator for assessing the direction and strength of a trend. It combines the width between the upper and lower Bollinger Bands with ADX: the band width is multiplied by ADX to produce the histogram magnitude. The sign of…

Technical indicatorsTrend followingVolatility
MQL5 code base

This proposed stock screen combines a daily amplitude threshold above 1%, weekly MACD positioned above zero, and a condition described as institutional accumulation. The article presents these as a blend of volatility, trend, and ownership signals intended…

EquitiesTechnical indicatorsChina marketsRisk management
MQL5 code base

The document briefly describes a colored Schaff Trend Cycle indicator constructed from the difference between two Relative Vigor Index (RVI) oscillators with different lookback periods. It identifies the indicator’s author and points to an illustration, but…

Technical indicatorsMomentum
MQL5 code base

The document describes a chart indicator intended to help an intraday trader recognize when price action has moved against the original trade plan. It calculates a 10-day average true range on daily data. After an up day, the level is set by subtracting that…

FuturesTechnical indicatorsVolatilityRisk management
MQL5 code base

This MT4 tool lets traders change an indicator parameter by moving a visual marker across a row of chart labels. Each slider offers a sequence of values, and choosing a box applies its value to the configured parameter and refreshes the indicator. Up to four…

Technical indicatorsExecution
MQL5 code base

JMACandleTrend is a semaphore indicator that signals when candles produced by a smoothed price series change direction. Its inputs select the smoothing method and depth, along with a phase parameter that affects the transient response for JJMA; the phase…

Technical indicatorsTrend following
MQL5 code base

This MT4 indicator presents a configurable watchlist of currency symbols with market and technical data in columns. Symbols can come from Market Watch or a custom list, and an update interval is available to limit how often the display refreshes. Traders can…

ForexTechnical indicators
MQL5 code base

This indicator searches price history for clusters of candles occupying a similar price range and marks qualifying levels as support or resistance. It first excludes bars it considers unusually large, then looks back for other bars in the same zone. When…

Technical indicatorsStatistics
MQL5 code base

This short note discusses the Detrended Synthetic Price indicator, attributed to John Ehlers, and compares two ways to present its signals. It argues that applying fixed threshold levels to the basic oscillator can be cumbersome because the levels may need…

Technical indicators
MQL5 code base

This document describes a MetaTrader 5 version of the Aggressiveness indicator that lets users choose the timeframe for its calculations. A four-hour period appears as the example default, enabling the indicator to reference a timeframe that may differ from…

Technical indicators
MQL5 code base

This document describes a higher-timeframe version of the FatlSatlOsma indicator for MetaTrader 5. Its input lets the user select the timeframe used for the indicator, with a four-hour period shown as the default example. This allows the indicator to use…

Technical indicators
MQL5 code base

The document describes SafeZoneV2 as a variation on channel indicators. It draws channels within each security zone, presenting the indicator as a way to visualize price areas through channel boundaries. The note identifies an earlier MQL4 implementation and…

Technical indicatorsEquities
MQL5 code base

The document presents a Force Index indicator smoothed by filtering higher-frequency components in its spectrum. It describes a general technique that can also be applied to other indicator series, with the stated advantage of practically zero latency. The…

Technical indicatorsStatistics
MQL5 code base

This brief description presents METRO_XRSX_Sign as a semaphore-style signal indicator. Its stated approach is to generate signals when the cloud color from the ColorMETRO_XRSX indicator changes. The document provides no details about the signal rules, chart…

Technical indicators
MQL5 code base

This walkthrough explains the structure and operation of MetaTrader 5’s sample Expert Advisor, which uses MACD and a moving average. It describes configurable trade size, profit target, trailing stop, MACD thresholds, and trend-period inputs, then outlines…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This document explains an MT4 indicator that signals when a new chart bar appears. Users can enable popup, sound, email, and push notifications, and configure a chart label to show which alert types are active. It describes a conflict in MT4 where popup…

ExecutionForex
MQL5 code base

The document identifies DynamicRS_3CLines as a trend indicator built around three lines and credits Renato P. dos Santos as its author. It states that the indicator was originally written in MQL4 and first appeared in the MQL4 Code Base in 2007. The text…

Technical indicatorsTrend following
MQL5 code base

The document describes an automated strategy that uses the Vortex Indicator’s cloud color to determine position changes. It opens a trade when the cloud changes color at a bar close, then exits through a pending order or when the cloud turns opposite to the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document briefly describes an oscillator formed from an averaged difference between a FATL digital filter and the closing price. It identifies the indicator as a technical-analysis tool and notes that its implementation relies on smoothing-algorithm…

Technical indicatorsStatistics
MQL5 code base

The Dynamic Trader Oscillator, or DTOSC, is described as a stochastic calculation applied to RSI values. This adds another layer of normalization to the RSI, placing its readings within a stochastic framework. A signal line is also included, following a…

Technical indicatorsMomentumMean reversion
MQL5 code base

This document describes a chart indicator that combines the FATL fast adaptive trend filter with JMA adaptive averaging. It fills the chart area with a color that changes around the moving average, shows the latest value as a price label, and can draw a…

Technical indicators