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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 describes a service that periodically checks swap rates for specified trading symbols and records changed values in monthly CSV files. Each record contains a timestamp and the long and short swap values, creating a history that traders can…

ForexCarryRisk management
MQL5 code base

This document describes a custom MACD indicator that displays the MACD line, signal line, and histogram together in a separate chart window. It distinguishes the display from a common MetaTrader 5 presentation that may show only a histogram. The histogram is…

Technical indicatorsMomentum
MQL5 code base

The document describes an improved Jurik Filter that can smooth any indicator, rather than being limited to price data. It says the revised calculation responds faster while retaining the smoothness associated with the original filter. A slope-coloring…

Technical indicators
MQL5 code base

The document describes an Expert Advisor for manual trading that applies stop-loss and take-profit levels to market and pending orders. Its controls include when trailing begins, the trailing distance from the current price, the profit threshold for moving a…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This brief indicator note identifies FATL-SATL Balance as a middle line positioned between the SATL and FATL digital trend-filtering indicators. It describes the indicator’s relationship to those two filters but does not explain how the line is calculated,…

Technical indicatorsTrend following
MQL5 code base

The author proposes an indicator called RangeBoundMA to identify periods when price is range-bound. It is based on the differences among three simple moving averages with periods of 38, 140, and 210, and the author suggests treating readings below a…

Technical indicatorsBreakoutEquities
MQL5 code base

This Expert Advisor combines a Laguerre indicator, a moving average, and the Commodity Channel Index to define buy and sell conditions. The document describes buying when Laguerre is at its lower extreme, the moving average is rising, and CCI is below a…

Technical indicatorsMean reversionMomentumPosition sizing
MQL5 code base

DayMA is a moving-average indicator whose period is set automatically from the number of bars in the current day. It is presented for use in intraday trading and is available across chart timeframes from one minute through daily. The description notes that…

Technical indicators
MQL5 code base

This trading system uses the ColorLinearRegSlope_V2 indicator. It opens a position at bar close when the indicator band changes color. Exits are handled either by a pending order or by another change in the band’s color. The document describes a historical…

Technical indicatorsTrend followingBacktestingForex
MQL5 code base

ExTrendV2 is an indicator that draws channels from fractal points and issues buy or sell signals when a specified fractal-line breakout pattern occurs. Its method replaces the platform’s built-in fractal indicator with a custom analysis intended to follow…

Technical indicatorsBreakout
MQL5 code base

The document proposes watching for divergences in the relationship between two currency pairs and taking opposing positions when a gap appears. It focuses on AUD/JPY, CAD/JPY, and NZD/JPY, and gives AUD/JPY versus NZD/JPY as an example. A pip-value…

ForexPairs tradingArbitragePosition sizing
MQL5 code base

This document describes a MetaTrader expert advisor derived from an earlier Forex Fraus version. It uses the Envelopes indicator and was designed for EUR/USD on the one-minute chart, with possible use on other instruments. The EA can apply adjustable…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This page serves as a source-code index for a developing multicurrency Expert Advisor series. The series explores combining multiple trading strategies inside one program so they can operate on the same account. Its planned design moves market order handling…

ForexPortfolio constructionPosition sizingBacktesting
MQL5 code base

This document describes an indicator that smooths the Money Flow Index (MFI) by filtering higher-order harmonics in its time series. It presents the method as applicable to other indicator values as well and claims that the smoothing has no delay. The text…

Technical indicatorsStatistics
MQL5 code base

This brief note describes a chart indicator that displays a volume-weighted moving average and fills the surrounding chart area with color. The moving average acts as the boundary separating the colored regions, so the visual presents the line and its…

Technical indicatorsEquities
MQL5 code base

This short description presents an RSI-based indicator attributed to John Ehlers. It first calculates the standard Relative Strength Index, adjusts its values so they are centered around zero, and then applies the inverse Fisher transform. The stated purpose…

Technical indicatorsMean reversion
MQL5 code base

This indicator description outlines a modified Trend Trigger Factor, originally attributed to M. H. Pee in a technical analysis publication. It says that the variant applies a selectable moving average to prices before calculating the indicator, using…

Technical indicatorsTrend followingBreakout
MQL5 code base

The Session Buy Sell Orders indicator displays two session-level order-count series: the current total of buy orders and the current total of sell orders for a symbol. It draws them as separate histograms using two buffers. This presents the two sides of the…

Market microstructureTechnical indicatorsExecution
MQL5 code base

T3MA-ALARM is a moving-average indicator that applies a second smoothing step to a moving average. It marks points where the direction of the smoothed average changes with arrows, so its output is intended to make turning points visible. The configurable…

Technical indicatorsTrend followingStatistics
MQL5 code base

This brief description introduces an indicator for a strategy based on the Commodity Channel Index and Woodies CCI patterns. Its central idea is to make pattern recognition in the CCI the basis for trade decisions, with attention directed to the current…

Technical indicatorsMean reversion
MQL5 code base

This document outlines a way for a MetaTrader program to send data to Excel in real time through Windows Dynamic Data Exchange. It describes the DDE sequence: initialize the service, identify Excel and a worksheet, connect, address a cell using R1C1…

Execution
MQL5 code base

This utility explains how to inspect historical bar data for a selected market symbol across chart timeframes. It displays synchronization status, the number of bars available, and the date of the oldest bar, using the terminal’s series information…

Statistics
MQL5 code base

This brief description presents Ultra Trend as a standalone trend indicator. Its general method is to calculate averages over different periods, examine their slopes, and infer the prevailing trend from those slope readings. The version described substitutes…

Technical indicatorsTrend following
MQL5 code base

This brief indicator description explains that a charting tool can plot several common pivot point approaches, including Classic, Camarilla, Woodie, Floor, and Fibonacci-based levels. Users can select the timeframe used to calculate the pivots, adjust their…

Technical indicators