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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

The document outlines an MT4 indicator that calculates an anchored volume-weighted average price from the start of a daily, weekly, or monthly session. It uses typical price, formed from the high, low, and close, weighted by tick volume. Standard deviation…

Technical indicatorsMean reversionStatisticsForex
MQL5 code base

The document describes an audit of terminal-held price bars before they are used for indicators or backtests. It checks OHLC consistency, bar timestamps, missing openings relative to the broker’s stated quote sessions, empty or flat bars, higher-timeframe…

BacktestingStatisticsMarket microstructureForex
MQL5 code base

The document describes an expert advisor that trades support and resistance levels drawn by the user as trendline objects. The trader chooses trade direction graphically with arrows and selects between two trigger interpretations. In the move-from-level…

Technical indicatorsExecutionRisk management
MQL5 code base

Mirror RSI is an oscillating indicator formed from two RSI calculations, each with its own configurable period and applied price. It displays both directional differences: one is the first RSI minus the second, and the other reverses that subtraction. A…

Technical indicatorsMean reversion
MQL5 code base

This document outlines a variation on the Commodity Channel Index. It replaces the conventional mean absolute deviation calculation with standard deviation and offers an option to filter prices using a double-smoothed Wilder exponential moving average. The…

Technical indicatorsStatistics
MQL5 code base

This document describes a modified RSI indicator intended to confirm signals from trend indicators. It combines a four-part main line with period shifts and adds a smoothing line based on the T3 method. Bollinger Bands around the smoothed line are meant to…

Technical indicatorsTrend following
MQL5 code base

This indicator is described as a price oscillator that uses Heiken Ashi values rather than raw prices to represent trend direction and strength. It adds a signal line that can be compared with the oscillator through crosses, following a familiar…

Technical indicatorsMomentumTrend following
MQL5 code base

The indicator scans a user-defined range of simple moving average periods at each bar and looks for the period associated with the most recent upward or downward bounce. When it finds one, it marks that bar; when no candidate period meets its bounce…

Technical indicatorsMomentumMean reversionBacktesting
MQL5 code base

This indicator displays the Relative Vigor Index (RVI) in the main price chart as a colored cloud, alongside a blue moving average. It exposes settings for the RVI period, smoothing method and depth, price input, and horizontal shift. The smoothing…

Technical indicatorsMomentum
MQL5 code base

This MetaTrader 4 expert advisor trades signals generated by crosses between two moving averages. It includes a time filter so users can restrict when the system opens trades, with start and end hours and minutes set in its settings. A reverse-signal option…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This brief description presents XXDPO_Candle, an indicator that displays processed price time series as candlesticks. Its stated rationale is that representing indicator values in candle form may make the information more useful for analysis in some…

Technical indicatorsStatistics
MQL5 code base

The document describes the Kaufman Adaptive Moving Average (KAMA), an adaptive smoothing indicator. It provides a recursive update in which the prior average moves toward the current applied price according to a smoothing constant. That constant is derived…

Technical indicatorsStatistics
MQL5 code base

This document introduces a ring-buffer class for calculating the Efficiency Ratio (ER), an input used by the Adaptive Moving Average. It describes initialization options, including the ER period, buffer capacity, and indexing convention, and provides methods…

Technical indicatorsStatistics
MQL5 code base

The document describes an analyzer for assessing whether several trading systems diversify one another. It groups closed trades by magic number, aggregates profit and loss at a chosen daily, weekly, or monthly interval, and compares the sum of each system’s…

Portfolio constructionRisk managementStatisticsPosition sizing
MQL5 code base

This document describes an MT4 trade manager for applying protective rules to already-open forex orders. It can set stop loss and take profit distances in pips, shift a stop to break-even after a chosen profit threshold, and trail the stop as price moves.…

ForexRisk managementExecution
MQL5 code base

This document describes a composite trading indicator that combines Fibonacci analysis, pivot points, ZigZag, MACD, and a moving average. It presents directional arrows as buy or sell guidance. The notes focus on successive software revisions, including…

Technical indicatorsTrend followingMomentumBacktesting
MQL5 code base

This indicator description adapts the calculation period of the Laguerre RSI using Average True Range (ATR). Instead of relying on a fixed period, it changes its responsiveness with volatility: the indicator becomes more responsive during high-volatility…

Technical indicatorsVolatilityFutures
MQL5 code base

This MetaTrader 5 indicator combines two moving averages with Bollinger Bands. Users can configure the fast and slow averages by period, calculation method—simple, exponential, smoothed, or weighted—and applied price. A buy arrow is generated when the fast…

Technical indicatorsVolatilityTrend following
MQL5 code base

The Pivot Money Flow indicator is described as a tool for showing the direction of money flows and possible changes in that direction. The document identifies two configuration choices: the price used in the calculation and whether the calculation is…

Technical indicators
MQL5 code base

The document describes a MetaTrader 5 oscillator formed from a weighted, smoothed combination of four component indicators: Fractal RSI, Fractal MFI, Fractal WPR, and Fractal DeMarker. It explains that the source indicator files are needed for compilation…

Technical indicatorsMomentumVolatility
MQL5 code base

The indicator combines a fast and slow moving average with an RSI condition to generate chart signals. A bullish crossover is accepted when RSI is above a user-selected threshold, and a bearish crossover when RSI is below its selected threshold. Users can…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

This note describes an account-monitoring indicator that displays the account’s current status in the main chart window and plots a profit curve in a subwindow. Users can choose to follow total account profit or profit associated with a selected magic…

Risk managementStatistics
MQL5 code base

This indicator combines the Commodity Channel Index with support and resistance levels drawn on the price chart. It is intended to help traders relate indicator thresholds to visible price levels when judging possible entry or exit areas, rather than…

Technical indicatorsMean reversionMomentum
MQL5 code base

The document describes an indicator that renders the output of the Color Schaff Momentum Trend Cycle algorithm as a sequence of candlesticks. It presents this display as an alternative way to view the indicator’s processed price-series values, suggesting…

Technical indicatorsMomentum