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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This note describes a variation on Bollinger Bands. In the conventional formulation summarized here, an N-period moving average anchors the bands, while a multiple of the period’s standard deviation sets the distance of the upper and lower bands from that…

Technical indicatorsVolatility
MQL5 code base

The indicator presents separate bullish and bearish volatility lines. It forms the short-side input from the previous close minus the current low, and the long-side input from the current high minus the previous close. For each input, it calculates an…

Technical indicatorsVolatility
MQL5 code base

This EURUSD strategy places pending orders around the previous day's high and low, seeking to enter in the direction of a range break. The described setup places a buy above the prior high and a sell below the prior low, adjusted for spread. Both orders are…

ForexBreakoutExecutionRisk management
MQL5 code base

This document describes a sample expert advisor that demonstrates a martingale approach, averaging positions either upward or downward. It uses the TEMA indicator to generate entry signals and ATR to set the spacing between grid orders. The update notes…

ForexGrid tradingMean reversionTechnical indicators
MQL5 code base

The Negative Volume Index (NVI) updates on bars whose volume is lower than the preceding bar’s volume. The document describes using NVI movement to assess whether a price trend persists despite declining volume. A crossover between NVI and its moving average…

Technical indicatorsTrend followingMomentumForex
MQL5 code base

This expert advisor uses the Parabolic SAR indicator to choose a direction: it buys when the Ask price is above the indicator and sells when it is below. The description identifies configurable chart timeframe, stop loss, take profit, order volume, risk…

FuturesTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes a MetaTrader indicator variant that adds a selectable chart timeframe to the Color PEMA Digit indicator. A trader can choose the period from the indicator’s input settings, allowing the indicator to reference a timeframe other than the…

Technical indicators
MQL5 code base

The document describes a ZigZag method that uses an ATR-scaled threshold to identify directional changes, with a secondary time-based trigger. Its adjustable inputs include the ATR multiplier and lookback period, along with minimum and maximum bar counts…

Technical indicatorsVolatilityTrend following
MQL5 code base

This brief description covers an indicator that displays the day’s opening price level on charts of any timeframe. It identifies the indicator’s author and notes that an earlier version was implemented in MQL4 and published in 2012. The document gives no…

Technical indicatorsEquities
MQL5 code base

Holt’s double exponential smoothing is presented as a method for estimating a level and a linear trend, then forecasting future values by extending those estimates across the requested horizon. The level and trend estimates at each time depend on the current…

StatisticsTechnical indicatorsTrend following
MQL5 code base

The document describes a True Strength Index oscillator paired with two sequentially smoothed signal lines, called shadows. It lists adjustable inputs for the price source and its period, two TSI smoothing periods, each shadow’s averaging period and method,…

Technical indicatorsMomentumStatistics
MQL5 code base

This short note describes a basic trading-platform script that records close prices alongside date and time fields, then writes the records to a comma-separated file in the platform’s default files folder. The intended use is to make price observations…

EquitiesExecution
MQL5 code base

This indicator description explains an alert tool for the Stochastic oscillator. It sends notifications when the main and signal lines intersect and the signal cloud changes color. Configurable inputs include the oscillator periods, smoothing method, price…

Technical indicatorsEquities
MQL5 code base

This brief indicator description explains how tick events can be collected from a trading terminal into an array and shown on screen. Each displayed tick can carry a flag identifying the type of event: a change to bid, ask, last traded price, or volume, or…

Market microstructureHigh-frequency tradingExecution
MQL5 code base

This indicator counts bullish and bearish candles over a configurable number of bars and expresses the counts as percentages. It presents the relative balance between the two candle types as a way to gauge trend conditions: readings near an even split are…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document describes a chart indicator that displays up to three moving averages from multiple timeframes on a single chart. Its purpose is to help traders compare longer- and shorter-term average levels with current price and use them as possible dynamic…

Technical indicatorsTrend following
MQL5 code base

This document describes a simple indicator that signals when a new price bar has appeared. It offers two optional outputs: a platform alert and a sound played from a user-selected audio file. The listed settings let users enable or disable each output and…

Technical indicators
MQL5 code base

This indicator description explains a smoothed form of the Average Directional Movement Index (ADX), a measure associated with trend strength. It exposes five adjustable settings: the ADX period, primary and secondary smoothing factors, and thresholds for…

Technical indicatorsTrend followingStatistics
MQL5 code base

This Expert Advisor monitors open positions as a group and can close them when combined profit reaches a configured take-profit level or combined loss reaches a stop-loss threshold. The thresholds can be measured as percentages or in the account’s deposit…

Risk managementPosition sizingExecution
MQL5 code base

This document describes a software class for calculating the Momentum indicator with a ring buffer. It provides methods to initialize the indicator, process a full input array, or update the calculation from individual values. The class also exposes the…

Technical indicatorsMomentum
MQL5 code base

This indicator plots the opening and closing values of Heikin-Ashi candles as separate lines. Their intersections are presented as possible signals for opening or closing positions, and the description suggests pairing the indicator with Heikin-Ashi…

Technical indicators
MQL5 code base

The document introduces the Leader of the MACD indicator, attributed to Giorgos E. Siligardos. It describes a display that combines a regular MACD and its signal line with a second component called the Leader MACD. The regular MACD and signal are shown as…

Technical indicators
MQL5 code base

The document describes a library that lets an MT5 strategy run in the tester’s mathematical mode. Its workflow first runs an Expert Advisor to save tick data, then uses that data in a later test. The article shows example logs for both stages and says the…

BacktestingExecution
MQL5 code base

This document describes a simple arrow-style indicator that generates alerts when the Relative Vigor Index crosses its signal line. Alerts are available on the newest closed bar, and the indicator can send signals by email or as push notifications to a…

Technical indicatorsMomentum