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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 outlines an Expert Advisor that uses an XMA_Ishimoku_Channel indicator to generate signals. A signal is formed when a bar closes with price inside the channel boundaries. The text gives a historical test example for GBPJPY on the four-hour…

ForexTechnical indicatorsBacktesting
MQL5 code base

Timeframe Flow is a trend indicator concept that displays user-selected higher-timeframe candles repeatedly across a lower-timeframe chart. The examples describe viewing four-hour, twelve-hour, or daily candles on an hourly chart, and multi-day candles on a…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator presents the BullsBearsEyes oscillator state across ten timeframes using a set of colored squares. Pink indicates that the oscillator is below its oversold threshold, light blue indicates that it is above its overbought threshold, and gray…

Technical indicatorsMulti-assetMomentum
MQL5 code base

This direction filter describes three ways to screen potential buy and sell setups with moving averages. The Power Trend scenario requires fast, intermediate, and longer EMAs to be aligned in order; sell conditions reverse the ordering. The Medium MA Bounce…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document describes a chart scanner that labels several price-action features: liquidity sweeps, structure breaks, fair value gaps, reversal patterns, and inside bars. It presents the scanner as a way to review multiple candle patterns directly on a…

Technical indicatorsMarket microstructureBacktesting
MQL5 code base

This indicator description presents a Relative Strength Index signal that draws buy or sell arrows when price moves back from oversold or overbought conditions. The author frames the trigger as a return from medium or extreme levels after crossing those…

ForexTechnical indicatorsMean reversion
MQL5 code base

This document describes a Zero Lag RSI oscillator presented as a colored histogram, designed to reduce delay compared with a conventional RSI. It lists configurable controls for two smoothing periods, five RSI factors and their corresponding periods, and the…

Technical indicatorsMomentumMean reversion
MQL5 code base

The Random Walk Index (RWI) is described as a tool for assessing whether an instrument is developing a trend or moving randomly within a trading range. The method first defines a trading range, then calculates RWI values across the analyzed period. The…

Technical indicatorsTrend followingStatistics
MQL5 code base

This short description presents BlauCMomentum, a candlestick momentum indicator based on William Blau’s book on momentum, direction, and divergence. It says the indicator displays signals as colored signs and represents trend with color, offering a visual…

MomentumTechnical indicators
MQL5 code base

This manual explains a MetaTrader indicator suite that charts several CFTC report families, including standard Commitments of Traders, disaggregated reports, financial futures, index traders, and largest-position data. It describes measures of absolute and…

FuturesCommoditiesTechnical indicatorsMomentum
MQL5 code base

The document explains how a linear regression trend line is fitted to price observations using the least squares method. The fitted straight line minimizes the distances between the observed prices and the line, providing a simple statistical description of…

StatisticsTechnical indicators
MQL5 code base

The document describes custom indicator functions that generalize the standard Accelerator Oscillator, Awesome Oscillator, Bears Power, and Bulls Power calculations. The AC variant computes a difference between two moving averages of a selected price, then…

Technical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that estimates the largest lot size that could be used to open a position with the deposit’s available free margin. It displays the calculated size in a chart corner. A position type input lets the user select buy or…

Position sizingRisk management
MQL5 code base

The document presents a Relative Moving Average framework that ranks the latest price within a trailing window after normalizing closes around their simple moving average. Its primary output is a fractile from zero to one, intended to make the current…

StatisticsTechnical indicatorsMomentumTrend following
MQL5 code base

The document describes an expert advisor that draws Fibonacci time zones on a chart and supports trading on price breakouts. It includes controls for manual order handling, stop-loss and take-profit settings, and managing multiple open trades. Users can…

Technical indicatorsBreakoutRisk managementPosition sizing
MQL5 code base

The document introduces a zero-lag variation of the Hull Moving Average (HMA), a technical indicator developed to smooth price data while responding quickly to changes. It says the variant further reduces the lag associated with the HMA while retaining its…

Technical indicatorsTrend following
MQL5 code base

This document describes an indicator that lets users choose among a broad set of moving-average and smoothing methods, including simple, exponential, weighted, regression-based, volume-weighted, and filter-style variants. It also lists price series that can…

Technical indicatorsStatisticsBacktesting
MQL5 code base

This brief indicator description defines a moving average oscillator as the relative deviation of a selected price from its moving average. The calculation divides the applied price by the moving average and subtracts one, so the output expresses the price’s…

Technical indicatorsStatistics
MQL5 code base

ChainPriceRSI is described as a forex indicator combining RSI and moving-average inputs to produce directional arrows and a red trend line. Its rules interpret blue and white arrows as buy or sell cues, use levels 20 and 80 as possible reversal zones, and…

ForexTechnical indicatorsMean reversionTrend following
MQL5 code base

AtrRange is described as an indicator for identifying periods of unusually low volatility. For manual trading, the author suggests watching its colored marks on an hourly chart and placing breakout orders above and below the current range. The idea is that a…

VolatilityBreakoutTechnical indicatorsRisk management
MQL5 code base

The document presents a MACD variant that replaces exponential moving averages with range-weighted averages. It applies the range-weighted method both to the fast-versus-slow average difference and to the resulting signal line, making the calculation…

Technical indicatorsMomentum
MQL5 code base

The document explains the triangular moving average (TMA) as a moving average formed by applying a simple moving average twice. It describes how to choose the period for those two passes: add one to the requested period, divide by two, and round up if the…

Technical indicators
MQL5 code base

This document describes an experimental indicator for studying the Last Structure Break concept. It identifies support and resistance pivots within each logical trading day, using configurable wick-based or body-based structure definitions and pivot strength…

Technical indicatorsBreakoutMarket microstructure
MQL5 code base

This MQL5 example shows how to extend the CExpert class to allow only long positions, only short positions, or both. The subclass overrides the opening and reversal checks: it routes opening decisions to the corresponding long- or short-check method when one…

ExecutionFutures