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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

DayImpuls is a chart indicator that plots the difference between each bar’s closing and opening prices over an averaging period. It applies double smoothing based on exponential moving averages and displays the resulting line in a separate chart window. This…

Technical indicatorsEquitiesStatistics
MQL5 code base

The document describes an MT5 chart indicator that turns daily loss and overall drawdown limits into price levels based on a trader’s current net positions in the chart symbol. It displays the stricter of the two levels as the main line, with optional…

Risk managementPosition sizingMulti-asset
MQL5 code base

This document describes a MetaTrader indicator based on a Kalman filter, adapted to show information across multiple timeframes. In addition to standard platform timeframes, it provides three successive higher-timeframe views relative to the chart’s current…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor is designed for hedge accounts and holds opposing long and short positions. At each new bar, it closes existing positions and opens a buy and a sell simultaneously. The intended outcome is for one side to reach its take-profit level…

ForexExecutionPosition sizingRisk management
MQL5 code base

The document describes an expert advisor designed to monitor support and resistance breaks on hourly and four-hour charts. A user is directed to place the advisor on an hourly chart; it is said to send notifications for breakouts on both timeframes, as well…

BreakoutTechnical indicatorsExecution
MQL5 code base

This description outlines the Angry Bird scalping Expert Advisor, inspired by Ilan 1.6 and built around the Commodity Channel Index and Relative Strength Index. It lists several controls: stopping new trading after an equity decline, trailing stops,…

ForexTechnical indicatorsRisk managementExecution
MQL5 code base

The document describes the Volty Channel Stop, an indicator that combines average true range (ATR) with a moving average to plot support and resistance levels. Its basic trading interpretation is directional: price above a plotted line suggests a buy, while…

Technical indicatorsTrend followingVolatility
MQL5 code base

This document describes an Expert Advisor that trades from signals produced by the NRTR indicator. A signal is recognized at a bar’s close when the indicator displays a large colored dot. The text does not specify the direction mapping, position sizing, or…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a semaphore-style indicator that marks crossovers between the main and signal lines of the Adaptive CyberCycle indicator. Its stated purpose is to make those crossover events visible as trading signals; the text does not specify entry…

Technical indicators
MQL5 code base

The document outlines an Expert Advisor that opens and closes positions at configured clock times. At the opening time, it uses the FigurelliSeries histogram relative to zero to select a direction: values above zero trigger a short, while values below zero…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document presents a market randomness measure based on Shannon entropy as a filter for automated strategies. It describes estimating the distribution of log returns over a rolling window, then calculating entropy from the probabilities of discrete return…

StatisticsTechnical indicatorsRisk managementBacktesting
MQL5 code base

The article describes replacing the general-purpose MQL tick structure with smaller representations tailored to instrument type. For Forex and CFDs, a compact structure stores bid, ask, millisecond time, and flags; an exchange-oriented version also retains…

High-frequency tradingMarket microstructureBacktestingExecution
MQL5 code base

This indicator description explains how to display classic pivot levels, intermediate pivot levels, and Camarilla levels on a chart. Users can draw historical values through indicator buffers, show only the current levels as horizontal lines, or enable both…

Technical indicatorsFuturesForex
MQL5 code base

The document describes settings for an automated trading system that can operate as a hedging grid or place a single trade. It lists controls for closing a basket at a profit or loss threshold, monetary take-profit and trailing stops, maximum trade count,…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

JB Volatility is described as a market volatility oscillator that displays its state using color. The document identifies three configurable inputs: a calculation period, an ATR period, and a multiplier applied to the ATR value. Together, these parameters…

VolatilityTechnical indicators
MQL5 code base

This indicator description explains a moving average built from prices sampled at offsets based on Fibonacci numbers. The selected prices are combined into a Fibonacci moving average, after which a second moving average is calculated from that first series.…

Technical indicatorsStatistics
MQL5 code base

This brief indicator description explains how to display each day's highest and lowest prices as two lines on charts with an intraday timeframe. It is intended as a basic example of retrieving bar times, highs, and lows and working with date-time fields in…

Technical indicatorsFutures
MQL5 code base

This document describes a chart dashboard that calculates the recent high and low over a configurable number of bars, displays those levels, and labels price as within the range or beyond it. A confirmation buffer is intended to filter small excursions that…

Technical indicatorsBreakoutMean reversionExecution
MQL5 code base

The document describes a MetaTrader 5 indicator that plots cumulative volume delta (CVD) as candles in a separate chart window. Its free version uses one-minute bars: each bar’s direction is determined by whether its close is above or below its open, and…

Technical indicatorsMarket microstructure
MQL5 code base

The indicator classifies the anticipated direction of the next candle as bearish, bullish, or sideways, using red, green, and orange bars respectively. The description presents it for intraday or swing trading and gives timeframe-based examples: a daily…

Technical indicatorsTrend following
MQL5 code base

JFATL Sign is a semaphore indicator that triggers when the JFATL average changes direction. Its stated method is to mark turning points in a smoothed average, which could help traders identify potential shifts in trend. The indicator uses classes from a…

Technical indicatorsTrend following
MQL5 code base

This indicator displays a trend cloud between two smoothed digital filters, FATL and SATL. The cloud offers a visual way to compare the filters’ movements and follow their relationship as a trend signal. The document identifies the indicator’s underlying…

Technical indicatorsTrend following
MQL5 code base

This brief description introduces a chart indicator that overlays two Boa ZigZag calculations using different periods and marks them with arrows on the same chart. The dual display is intended to show turning points from two parameter settings together,…

Technical indicatorsEquities
MQL5 code base

This short overview describes a VTS trend indicator that uses a Float_Pivot_Smoothed channel. It identifies the indicator's author and notes that its implementation relies on a smoothing-algorithm library for intermediate calculations. The document does not…

Technical indicatorsTrend following