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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 brief description presents ColorBearsCandle, a way to display the output of the ColorBears indicator as a sequence of candlesticks. The candles are generated by applying the indicator algorithm to relevant price time series, offering a visual format…

Technical indicators
MQL5 code base

This Expert Advisor example shows how to detect when a pending order has executed in MetaTrader. Its event handler watches for a newly added deal transaction and records the associated order ticket. A later tick handler checks whether the order can be…

ExecutionMarket microstructure
MQL5 code base

This indicator presents the Relative Vigor Index oscillator across ten timeframes at once. It marks each timeframe according to the oscillator’s position relative to its overbought and oversold levels: pink indicates a reading below the oversold threshold,…

Technical indicatorsMulti-asset
MQL5 code base

This expert advisor enters in the direction of the prevailing trend after price has traversed a specified share of its average daily range. It estimates that range with a 20-bar ATR and uses an 80% threshold by default. The stated stop is the daily high for…

FuturesTrend followingVolatilityTechnical indicators
MQL5 code base

The document describes a basic signal rule based on Heiken Ashi candles. A buy arrow appears after a bearish candle is followed by a bullish candle, while a sell arrow appears after a bullish candle is followed by a bearish candle. Signals alternate, so the…

Technical indicators
MQL5 code base

This note describes a dynamic volume-weighted average price calculated across multiple days or bars, with the starting timeframe configurable. It presents VWAP as a volume-weighted benchmark for the price level at which trading has occurred and pairs the…

Technical indicatorsMomentumBreakoutMean reversion
MQL5 code base

This note describes a chart indicator that marks each week's opening price with a horizontal line and adds optional long and short target levels above and below it. Traders can use the targets to visually gauge historical weekly ranges and compare current…

Technical indicatorsRisk management
MQL5 code base

This expert advisor begins by opening opposing positions with the same initial lot size, each protected by a stop loss and managed with trailing-stop settings rather than a take-profit target. The author’s logic treats a losing stop-out as evidence of a…

ForexTrend followingPosition sizingRisk management
MQL5 code base

This indicator exports the Stochastic oscillator’s main and signal lines to a CSV file for analysis in MATLAB. The author presents the data as input for techniques such as neural networks, support vector machines, nearest-neighbor methods, and fuzzy systems,…

Technical indicatorsMachine learningStatistics
MQL5 code base

This indicator displays channel borders based on prior extreme prices. Its single adjustable setting controls how long the previous channel high and low remain visible, allowing the user to compare different display lengths on a chart. The document…

Technical indicators
MQL5 code base

The document explains how to extend a semaphore-style RSI indicator so it can notify traders when its buy or sell buffers contain a signal. It adds settings for the signal bar, sound alerts, alert count, email, and mobile push notifications. Separate…

Technical indicatorsExecution
MQL5 code base

This document describes a revised RSI-based Expert Advisor. It buys when RSI enters an oversold zone and sells when RSI enters an overbought zone. The advisor processes each market tick and allows the user to enable buying, selling, or both. It maintains at…

Technical indicatorsMean reversionRisk managementExecution
MQL5 code base

The document describes an indicator that measures the percentage of observations in which the closing price is above or below a moving average. Its calculation period matches the averaging period used by the moving average. The moving average is added…

Technical indicatorsStatistics
MQL5 code base

The document outlines an Expert Advisor that trades signals from the BrakeMA semaphore indicator. A signal is generated at bar close when the indicator reverses color and a large dot appears. This gives a basic rule for identifying a possible trend change,…

CommoditiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document describes an MT5 reporting script that groups account history by magic number and currency, with optional date filters and CSV export. It outlines measures including profit after swaps and commissions, win rate, time-weighted return, profit…

StatisticsRisk managementBacktestingForex
MQL5 code base

This description presents an Expert Advisor that uses a Digital MACD indicator to generate trade signals at bar close. Depending on the selected entry mode, a signal can involve the histogram crossing zero, a change in the histogram’s or signal line’s…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This brief indicator note describes a higher-timeframe version of a DPO candle alert tool for MetaTrader 5. Its input lets the user choose the chart period used by the indicator, with a four-hour period shown as the default. The stated purpose is to let the…

Technical indicators
MQL5 code base

The document describes a hybrid trading system in which a neural network is trained to handle conditions that a basic trading system (BTS) does not address well. Its example assumes the base system follows trends, while neural network components identify…

Machine learningTrend followingTechnical indicatorsBacktesting
MQL5 code base

This product description presents an automated strategy that combines a fast and slow moving average crossover with MACD confirmation. The crossover is used to identify possible trend changes, while the MACD line, signal line, and histogram are described as…

Trend followingMomentumTechnical indicatorsRisk management
MQL5 code base

The document describes an expert advisor intended to make it easier to place grid orders. It says the grid can be configured to follow or oppose the prevailing direction and can operate without martingale sizing, with lighter or full martingale variants also…

Grid tradingRisk managementExecution
MQL5 code base

This utility checks whether a lead-lag indicator reports a configured delay when quotes are relayed through a shared communication channel. The user runs the tester and indicator on the same instrument, selects a lag, and allows enough observations to…

ExecutionMarket microstructure
MQL5 code base

This Expert Advisor uses the Blau Ergodic MDI oscillator to generate trade decisions. The described entry alternatives respond to a change in histogram direction, a move through the zero line, or a color change in the signal-line cloud. A mode parameter…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief description introduces an indicator that measures market volatility and draws a price channel. Its stated practical role is to show a red line for stop-loss placement when opening a new order at that location. The document identifies an earlier…

Technical indicatorsRisk management
MQL5 code base

This brief note describes a conversion of the Kalman Bands indicator, originally developed by Igor Durkin. It says the converted version preserves the values of the MetaTrader 4 version while adding options intended to make the indicator easier to use. The…

Technical indicators