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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

TrendLinearReg fits a straight line to a rolling window of prices and plots the regression slope as a non-normalized histogram. The slope coefficient represents the direction and steepness of the fitted line. Histogram color tracks whether that coefficient…

Technical indicatorsTrend followingBreakoutStatistics
MQL5 code base

This short indicator description explains an alerting tool that detects when a candle breaks through an indicator channel. It can notify the trader through on-screen alerts, email, and push messages. The accompanying figure captions refer to a channel break…

Technical indicatorsBreakoutExecution
MQL5 code base

This Expert Advisor description combines a moving-average trend filter with two envelope breakout modules. Each module checks the previous completed candle and current candle open: both must sit above the relevant line for a buy, or below it for a sell. The…

ForexTrend followingBreakoutTechnical indicators
MQL5 code base

This document explains a price-trend indicator based on singular spectrum analysis, also called the Caterpillar method. It decomposes a recent price segment into additive components, then reconstructs a smoothed trend while filtering smaller-scale…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document describes a trading-range forecasting tool intended for monthly candlestick charts, primarily for forex pairs. It estimates the likelihood that a chosen pip range will be reached using historical trading ranges from the prior two years and a…

ForexVolatilityStatistics
MQL5 code base

This document describes an Expert Advisor that runs two systems based on signals from the FineTuningMACandle indicator: one for long positions and one for short positions. Each side has its own input settings, including distinct identifiers and money…

Technical indicatorsBacktestingPosition sizingEquities
MQL5 code base

This document introduces a Commodity Channel Index variant smoothed with the Tilson algorithm. It describes the indicator as being calculated at bar close and presents it as a signal filter that can be incorporated into a larger trading system. The suggested…

Technical indicatorsStatistics
MQL5 code base

True MFI is presented as an alternative to the standard Money Flow Index, motivated by the idea that increased trading activity can precede price moves. The description argues that conventional MFI relies on price in a way that makes it resemble RSI, while…

Technical indicatorsMarket microstructureVolatility
MQL5 code base

This indicator displays a standard Relative Strength Index calculated for a timeframe that can differ from the chart timeframe. Its default settings use a four-hour period, a 12-period RSI, and closing prices, though the user can choose other inputs. A…

Technical indicatorsMomentum
MQL5 code base

This indicator identifies and draws support and resistance zones using fractals and the Average True Range. It can calculate zones on a selected timeframe different from the chart timeframe, so a trader can view higher- or lower-timeframe levels alongside…

Technical indicatorsFuturesForexRisk management
MQL5 code base

StrangeIndicator is a smoothed oscillator displayed in a symmetric range from -50 to +50. Its histogram can use one of two coloring approaches: highlighting breaks of overbought and oversold levels, or showing changes in the indicator’s direction. The color…

Technical indicatorsMomentum
MQL5 code base

Cutler’s RSI is presented as a relative strength index variant that uses a simple moving average as its basis, unlike the conventional formulation described here as using an exponential moving average. The indicator exposes settings for its period, averaging…

Technical indicatorsMomentum
MQL5 code base

This indicator presents the Relative Vigor Index (RVI) reading for a chosen period across multiple timeframes in a text panel. Traders can adjust the panel’s size and font, hide timeframes they do not use, and display up to ten indicator instances at once.…

Technical indicators
MQL5 code base

The i-VaR95 indicator presents historical volatility and a way to estimate risk costs at a chosen probability level. It describes three volatility approaches: a simple equally weighted moving average, an exponentially weighted moving average, and a high-low…

VolatilityStatisticsRisk management
MQL5 code base

This brief description presents Dtm_HTF, an indicator variant that lets a trader select the timeframe used for its DTM calculation through an input parameter. The example default is a four-hour timeframe, allowing the indicator’s timeframe to be changed…

Technical indicatorsEquitiesExecution
MQL5 code base

The indicator combines patterns observed across price charts, DCOS, BullsPower, and BearsPower to generate probable buy and sell directions. It marks signals on the prior bar: blue indicates a buy and yellow a sell. A red dot must be enclosed by a square for…

Technical indicatorsMomentumBacktesting
MQL5 code base

This chart indicator displays two live values in the lower-right area: the current trading spread and the time remaining until the current bar closes. It is a display aid for traders who want execution-cost context and a quick view of the bar’s remaining…

ExecutionMarket microstructure
MQL5 code base

The document presents a chart version of the T3 Velocity indicator and warns that its gradient colors can create a misleading impression if viewed without the indicator’s subwindow. It recommends monitoring the velocity values there and considering earlier…

Technical indicators
MQL5 code base

The document describes a MetaTrader utility for moving several open positions to breakeven once price has moved favorably. It offers two trigger approaches: a points-based move, with a stated default of 100 points for a five-digit broker, or a target-price…

Risk managementPosition sizingExecutionForex
MQL5 code base

The document describes a MetaTrader method for tracking a broker’s changing bid–ask spread over time. An indicator records the spread in OHLC format in a history file, which can then be viewed as an offline chart. Applying a moving average to that chart can…

ForexMarket microstructureExecutionTechnical indicators
MQL5 code base

This document outlines a daily Expert Advisor framework that uses Parabolic SAR to set direction: price above the indicator signals a long position, while price below it signals a short position. When direction changes, the EA attempts to close the existing…

Trend followingTechnical indicatorsExecutionRisk management
MQL5 code base

This indicator description explains how to mark session opening times on an MT4 chart with vertical lines. It supports London or EuroZone, US, and Asian opens, and can display up to six configured time lines. Users can set session times, line width, style,…

Technical indicatorsForexExecution
MQL5 code base

This indicator description starts from the Dynamic Momentum Index, an RSI-like measure intended to identify overbought and oversold conditions. The standard concept adapts its lookback period as volatility changes, unlike RSI’s fixed period. This version…

Technical indicatorsVolatilityMomentum
MQL5 code base

This indicator companion displays recent closed values from the Float_Pivot_Digit indicator using colored rectangles and background fills. It presents upper, middle, and lower price labels, with separate colors for the labels and for the upper resistance and…

Technical indicators