Skip to content

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
WonderTrader
14 documents
Alphalens
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 code example shows how to retrieve the highest high and lowest low across a specified time interval for the current symbol and chart timeframe. It maps the start and end times to bar indexes, then uses the platform's highest- and lowest-value functions…

Technical indicatorsStatistics
MQL5 code base

This brief note describes a chart indicator that displays the length of drawn trend lines in points. It adds a point count to existing trend lines and to lines drawn later, allowing users to compare or measure trend distances by moving a line on the chart.…

Technical indicators
MQL5 code base

The Glitch Index is a technical indicator designed to express how far an applied price deviates from a moving average adjusted by the moving average’s rate of change. Its inputs are the moving average period and method, the ROC lookback period, and the price…

Technical indicatorsStatistics
MQL5 code base

The indicator tracks one active support level and one active resistance level near the current price. It identifies swing highs and lows using configurable bars on both sides for confirmation, then projects the selected levels forward. A level counts as…

Technical indicatorsBreakoutMarket microstructure
MQL5 code base

The indicator uses a five-period simple moving average to classify the current trend as upward, downward, or weak. It compares the current average with its previous value: a ratio above one signals an uptrend, while a ratio below one signals a downtrend. The…

Technical indicatorsTrend following
MQL5 code base

This note describes an Ultra Trend indicator that estimates trend direction from the slopes of moving averages across different periods. It says the indicator commonly uses JMA averages, while this version substitutes a Zero-Lag Double Exponential Moving…

Technical indicatorsTrend following
MQL5 code base

The document explains a basic price-channel indicator calculated over a selected number of bars. Its default channel uses the minimum Low and maximum High across the lookback, marking the observed price range. It also describes an alternative construction in…

Technical indicatorsBreakoutEquities
MQL5 code base

The document outlines a set-and-forget trading approach implemented as an MT4 expert advisor. The user supplies the number of pending stop-limit orders, an initial entry price, a stop loss, a take profit, and a position size. The stated idea is to place…

ForexPosition sizingRisk management
MQL5 code base

The document describes an indicator that averages several moving-average values calculated from one applied price and moving-average method. Users set a base period, the number of averages, and a period increment scheme. Under additive increments, each…

Technical indicatorsTrend following
MQL5 code base

This brief describes an UltraWPR indicator that lets the user choose the chart period from its input settings. The example setting uses a four-hour timeframe, allowing the indicator to display Williams %R calculations based on a period different from the…

Technical indicatorsForex
MQL5 code base

This document presents a library of trading functions for opening and closing positions and calculating trade size. Its sizing routine estimates the loss budget from account equity or balance and a user-specified risk percentage, then divides that budget by…

Position sizingRisk managementForexCommodities
MQL5 code base

This document describes a standalone implementation of the Quantitative Qualitative Estimator (QQE) indicator for MetaTrader 5. It supports the platform’s available chart timeframes and adds automatic second- and third-higher-timeframe options, which adjust…

Technical indicatorsForex
MQL5 code base

The document describes ColorBulls, a chart indicator based on the Bulls Power measure. It presents the result as a colored histogram and allows the user to choose which price series—open, close, high, or low—feeds the calculation. The resulting indicator is…

Technical indicatorsMomentum
MQL5 code base

The document introduces a version of the Blau Stochastic indicator that lets the user select the timeframe used for its calculation through an input parameter. This allows the indicator to draw information from a chosen chart period, such as a higher…

Technical indicatorsMomentum
MQL5 code base

The document describes a position-size calculator that uses a trader’s chosen percentage risk and stop-loss distance to determine lot size. The stop can be specified as a fixed number of points or as a multiple of Average True Range, linking the size of a…

Position sizingRisk managementForexTechnical indicators
MQL5 code base

The Weighted CCI is described as a two-line oscillator with fast and slow Commodity Channel Index components. Its calculations incorporate the relationship between fast and slow Average True Range values, with a weighting input intended to control ATR…

Technical indicatorsVolatilityStatistics
MQL5 code base

This note explains how to use an indicator to display labeled trade levels on MetaTrader 5 charts. It can replace the platform’s native trade-level display on a standard chart, or add levels to custom charts where native levels are unavailable. The note says…

ExecutionMarket microstructure
MQL5 code base

This document describes a MetaTrader indicator that detects bullish and bearish pinbar candlesticks from price action and marks them on the chart. It can issue platform, email, and push notifications, and is offered for both MT4 and MT5. The indicator does…

Technical indicatorsForexEquitiesExecution
MQL5 code base

Delta WPR compares fast and slow Williams %R (WPR) oscillators to classify market conditions. Its histogram uses the slow oscillator’s position relative to a configurable level and the fast oscillator’s position relative to the slow one. When the slow…

Technical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that trades from signals produced by the iWPRSign indicator. A signal is acted on when a colored indicator icon appears at the close of a bar. The system depends on a separately compiled indicator file, so it cannot…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document introduces an implementation of the simple moving average intended to address shortcomings the author sees in existing versions. It argues that some implementations become slower as the lookback period grows because they repeatedly loop over…

Technical indicatorsStatistics
MQL5 code base

The document describes a chart indicator that displays a Stochastic oscillator alongside a moving average in the main price chart window. It distinguishes the plotted oscillator, its signal line, the moving average, and the channel borders marking the…

Technical indicators
MQL5 code base

This brief description concerns an Ichimoku indicator that lets the user select the timeframe used for its calculations through an input parameter. The example shown sets the indicator period to four hours, illustrating that the calculation timeframe can be…

Technical indicatorsMulti-asset
MQL5 code base

The document describes a MetaTrader 5 library for testing expert advisors against simplified proprietary trading challenge rules. It records an initial balance, calculates profit or loss relative to that amount, and uses tester deposit or withdrawal…

BacktestingRisk managementPosition sizing