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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 stock-selection idea combines a metaverse concept classification with an upward-sloping 30-day moving average and a condition described as a reversal or engulfing pattern. The accompanying formula reference identifies stocks whose 30-day average is…

EquitiesTechnical indicatorsMomentum
MQL5 code base

The document describes a technical indicator that combines a volume-weighted moving average with a standard-deviation-based measure of trend strength. It uses two configurable thresholds, dK1 and dK2, to determine the size of a colored dot displayed on the…

Technical indicatorsVolatilityEquities
MQL5 code base

This brief description presents Ozymandias_StDev as a variation of the Ozymandias indicator that adds a trend-strength cue. It uses the standard deviation of the Ozymandias indicator and compares that value with a configurable threshold, named dK, whose…

Technical indicatorsStatisticsTrend following
MQL5 code base

ColorRSI is a visual variation of the standard Relative Strength Index. It changes the indicator’s color when RSI enters overbought or oversold territory, using green to indicate an upward trend direction and red for a downward direction. The document…

Technical indicatorsMomentum
MQL5 code base

This MetaTrader expert-advisor example describes an automatic reversal rule. When a position closes, the program detects the closing deal and opens a new position in the opposite direction on the same symbol, using the same volume. For instance, closing a…

ForexExecutionPosition sizing
MQL5 code base

The PChannel indicator plots the highest and lowest price levels across bars, creating an upper and lower price boundary. The document interprets movement above the upper boundary as a sign of strengthening and a move below the lower boundary as a sign of…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document explains a differential indicator that estimates bullish and bearish price pressure from closing-price changes over a user-selected period. Bull power averages only positive close-to-close increments, while bear power averages only negative…

Technical indicatorsMomentumTrend followingRisk management
MQL5 code base

This indicator compares the direction of a moving average with a Slope Direction Line. When both point up, it colors bullish candles green and bearish candles light green; when both point down, it uses red for bearish candles and light red for bullish…

Technical indicatorsTrend following
MQL5 code base

This brief library description explains a stop-loss helper for market execution orders. It supports either a stop distance set in points or a distance derived from the average true range, with an adjustable ATR multiplier. The stated default multiplier is…

Risk managementPosition sizingTechnical indicatorsExecution
MQL5 code base

This expert advisor uses UltraMFI signals to enter trades when a bar closes and the displayed trend cloud changes direction. It adjusts the size of a new trade according to recent results in the same direction: configurable counts of recent buy or sell…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document describes an RSI indicator that can display values from multiple timeframes through a recursive call to itself. It applies a simple moving average to standard RSI values to smooth them; smoothing can be disabled by setting the smoothing…

Technical indicators
MQL5 code base

The document describes a relative version of Average True Range (ATR) intended to make ATR easier to compare across time. It maps ATR into a 0–100% range according to its position relative to values over a chosen historical lookback. This treats ATR as a…

ForexVolatilityTechnical indicators
MQL5 code base

The document examines how one-minute OHLC backtests can misclassify bracketed trades when a bar touches both the stop and target. Because OHLC records prices but not their sequence within the bar, a tester must assume an intrabar path; real tick data can…

BacktestingStatisticsRisk managementExecution
MQL5 code base

This document explains an MT4 indicator that alerts traders when price crosses a moving average and can mark those crosses with chart arrows and labels. It supports several average types, selectable price inputs, and configurable periods. Notifications can…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document defines a Butterworth Moving Average indicator as a smoothed moving average built with a Butterworth filter. It identifies two configurable inputs: the calculation period and the applied price. The applied price is first represented as a…

Technical indicatorsStatistics
MQL5 code base

This brief description explains an indicator display that plots a selected indicator and its moving average in a separate chart window. The moving average can use any method, and the indicator line can optionally be shown together with that average. It also…

Technical indicatorsStatistics
MQL5 code base

This document describes an automated trading system based on Fractals and Alligator indicators, with settings for take profit, stop loss, trailing exits, and break-even adjustments. It says the system is intended for daily charts on major forex pairs and…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

NRatioSign is described as a semaphore-style indicator that generates signals from crossovers of overbought and oversold levels in the NRatio indicator. The document gives only a high-level account of this logic; it does not specify the threshold values,…

Technical indicatorsMean reversionVolatility
MQL5 code base

The document describes a MetaTrader indicator for monitoring market volatility. It uses Average True Range (ATR) and compares the current reading with a historical average, classifying conditions as low, normal, high, or extreme. The dashboard also presents…

VolatilityTechnical indicatorsMarket microstructure
MQL5 code base

The document suggests using T3 in place of an exponential moving average when smoother or faster indicator levels are desired. It presents T3 as similar to EMA in its calculation, making it a plausible extension for systems that already use EMA-based levels.…

Technical indicatorsBacktesting
MQL5 code base

This MetaTrader 5 Expert Advisor bases its signals on the ColorBearsGap indicator. A signal is generated when a bar closes and the indicator histogram changes color. The document notes that a supporting TradeAlgorithms library can help the advisor work with…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This MetaTrader indicator description presents blue rectangles as potential price strength zones. The rectangle’s upper boundary is treated as a level where upward price strength may fade. For a long position, it suggests placing a take-profit level below…

Technical indicatorsVolatilityRisk managementForex
MQL5 code base

This document describes an Expert Advisor that trades changes in the direction of the CoppockHist oscillator. A signal is generated when a bar closes and the indicator direction has reversed. The method therefore depends on the indicator’s direction change…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The described expert advisor begins by opening equal, minimal-sized long and short positions, each with predefined take-profit and stop-loss levels. When one position reaches its profit target, it closes; the losing side is enlarged at price intervals, with…

ForexRisk managementPosition sizingBacktesting