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
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 explains an adjustable Zigzag indicator for identifying price swing points. It uses a step-size threshold: the current wave continues until price moves far enough in the opposite direction to confirm a reversal. Unlike the traditional Zigzag…

Technical indicatorsForexCryptoCommodities
MQL5 code base

The document introduces a proposed way to calculate a simple moving average without using loops. It first defines the indicator as the average of prices across a chosen number of recent periods, and notes that straightforward implementations often accumulate…

Technical indicatorsExecution
MQL5 code base

The document describes a MetaTrader indicator that automatically draws dynamic support and resistance levels on any chart timeframe. It is intended for two related approaches: trading within the channel formed by those levels and trading a breakout beyond…

Technical indicatorsBreakoutMean reversion
MQL5 code base

The document describes an indicator that displays candlestick body sizes in points over a selected period. It uses color intensity to distinguish bodies that are growing along a trend from those that are shrinking: expanding bodies appear in brighter colors,…

Technical indicatorsMomentum
MQL5 code base

The document describes an indicator that estimates a currency’s relative strength from closing prices across seven currency pairs containing that currency. It proposes comparing the strength lines for the base and quote currencies of a pair as a possible…

ForexMean reversionTechnical indicators
MQL5 code base

Trend Movers is described as a chart indicator that gathers readings from moving averages, Relative Strength, Commodity Channel Index, Stochastics, MACD, and Average True Range in one display. It is intended to show possible buy, sell, or exit signals for…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator presents buy and sell readings from Parabolic SAR, Money Flow Index, and Triple Exponential Moving Average across nine selectable chart timeframes, ranging from minute charts to monthly charts. Users can configure the SAR acceleration…

Technical indicatorsMulti-asset
MQL5 code base

This MT5 indicator tracks up to three configured symbols and analyzes completed Asian and London session ranges, using M5 as its default internal timeframe. A session sweep alone does not qualify: the described sequence requires a sweep, a close through a…

ForexTechnical indicatorsMarket microstructureRisk management
MQL5 code base

The MinMax indicator calculates the minimum and maximum price over a chosen period. It uses their midpoint as a general trend estimate and assesses direction through the midpoint’s slope. The document also describes the upper and lower extremes as potential…

Technical indicatorsTrend followingRisk management
MQL5 code base

This brief indicator description presents the Chandelier Exit as a candlestick display. Candles aligned with the identified trend are rendered in a light shade, while candles moving against that direction are rendered dark. The visual encoding is intended to…

Technical indicatorsTrend following
MQL5 code base

This short note describes a version of Tushar Chande’s Directional Movement Index in which the DMI and its DSL signal lines are adapted using a volatility ratio. Its stated distinction is that adaptation is applied throughout the indicator, including the…

Technical indicatorsVolatilityTrend following
MQL5 code base

This indicator presents a MACD-style histogram derived from the difference between an RSI oscillator and an average of that oscillator. Its color changes provide a visual way to follow changes in that difference. The document identifies the indicator’s…

Technical indicatorsMomentum
MQL5 code base

This document describes revisions to a MetaTrader expert advisor called Multi Arbitration. It trades two currency pairs at once: the chart’s main symbol and a second symbol selected from a fixed list of 20 forex pairs. The revised entry rule adds a buy only…

ForexPosition sizingExecution
MQL5 code base

This Expert Advisor opens trades only when a new bar appears and permits new entries only during configured working hours, while allowing positions to close outside that window. Its initial direction rule compares the 200-period exponential moving average…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This indicator combines two AbsolutelyNoLagLwma lines calculated on separate chart timeframes. The space between the lines is filled with a cloud whose color represents the indicated market trend direction. The described defaults use hourly and four-hour…

Technical indicatorsTrend following
MQL5 code base

The document introduces The_20’s v0.20, a semaphore-style trading indicator that generates signals without using moving averages. It identifies the indicator’s author and notes that it was originally written in MQL4 and published in 2007. The description is…

Technical indicators
MQL5 code base

This indicator uses a smoothed pivot channel to classify price movement after price exits the channel. It changes candle colors to show the inferred trend direction: one color represents rising prices and another falling prices. The display also…

Technical indicatorsTrend following
MQL5 code base

This indicator plots a histogram of how long each custom chart bar took to form, measured in minutes. It is intended for price representations with variable-duration bars, including Renko, point-and-figure, and equivolume charts. The display can help traders…

Technical indicatorsStatistics
MQL5 code base

Unity Pro estimates relative values for currencies, metals, and other instruments that share a common currency. It relates each instrument’s quote to the underlying asset values and constrains those values to sum to one, then derives the values…

Multi-assetTechnical indicatorsMomentumVolatility
MQL5 code base

This MetaTrader 4 discussion sketches an intraday strategy using a Center of Gravity indicator with five parallel lines. A long signal is intended when a one-period moving average of lows crosses back above the channel’s lower boundary; the suggested short…

ForexTechnical indicatorsMean reversionExecution
MQL5 code base

This indicator displays JSatlCandle candles from a higher timeframe as filled rectangles in the chart background. It uses filling buffers to show the candle regions, with body and shadow colors changing according to the direction indicated by the JSatlCandle…

Technical indicatorsTrend following
MQL5 code base

The document describes a MACD indicator variant that lets users choose the moving average methods and applied price used in its calculation. Instead of relying only on exponential averages of closing prices and a simple signal average, users can select…

Technical indicatorsMomentum
MQL5 code base

This MetaTrader 5 indicator variant adds a selectable timeframe input to ColorRMACD. A trader can use the chosen period, with a four-hour period shown as the example, when viewing the indicator on a chart. This offers a way to display a momentum-style…

Technical indicatorsMomentum
MQL5 code base

This MetaTrader 5 indicator variant lets a trader choose the timeframe used by the AvgRange indicator through an input parameter. The example setting shown is a four-hour period, so the indicator can display average-range information derived from a timeframe…

Technical indicatorsVolatility