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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
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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

The expert advisor begins by opening a buy position, then tracks the opening prices of buy and sell positions separately. It adds a buy when the latest buy entry is at least the configured step above the current ask, and adds a sell when the latest sell…

Grid tradingMean reversionRisk management
MQL5 code base

This indicator draws channel levels from a selected price type and the previous day's value. It updates the levels when the selected price moves far enough to exceed a user-set percentage threshold; otherwise, it retains the existing levels. The two inputs…

Technical indicatorsBreakout
MQL5 code base

This brief indicator description explains an alert setup intended to identify possible reversals around RSI extremes. For a buy alert, it gives three conditions: RSI is below 30, price opens above the eight-period moving average, and the candle’s lower wick…

Technical indicatorsMean reversionRisk management
MQL5 code base

The Detrended Price Oscillator (DPO) compares price with a simple moving average shifted by half its period plus one bar. It appears in a separate chart pane and is intended to highlight short-term price waves within a longer trend. The described MetaTrader…

Technical indicatorsTrend following
MQL5 code base

This document describes an indicator that displays buy and sell signals from three common technical indicators: iSAR, iWPR, and iMA. It presents the signals across nine timeframes and allows their settings to be configured, giving traders a compact view for…

Technical indicators
MQL5 code base

The document outlines a 30-day Trend Intensity Index calculation attributed to M. H. Pee. First, compute a 60-day simple moving average from closing prices. Then compare each of the latest 30 closes with that average and record the size of each deviation,…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document describes a simple random-entry trading experiment based on the assumption that short-term upward and downward moves are equally likely. A script randomly opens a buy or sell order, while the user sets trade size and exit levels. With equally…

StatisticsRisk managementExecution
MQL5 code base

This article examines how the length of a training window affects an AI stock selection model. It compares long historical samples with shorter rolling samples and recommends checking each choice against a held-out backtest period. In the author's…

Machine learningEquitiesBacktestingStatistics
MQL5 code base

The document outlines a market-mode indicator based on John Ehlers’ bandpass filter. It describes the original approach as estimating typical peaks and valleys, then determining market mode by comparing the filter reading with those reference levels. This…

Technical indicatorsStatistics
MQL5 code base

This document describes a versioned template for trading multiple currency pairs, with moving averages offered as a sample entry logic. It says the entry logic can be changed, so the moving-average example is a starting point rather than a fixed strategy.…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This MetaTrader indicator monitors a trader-selected price and plays a sound when the price moves above it, below it, or reaches it exactly. Each alert type can be set independently, and leaving a level at zero disables that alert. The signal is a…

Technical indicatorsExecution
MQL5 code base

The document explains a simple chart indicator that marks bars whose size exceeds a user-defined minimum. Its description says the bar’s body is considered, using the opening and closing prices to determine size. The only setting described is the minimum bar…

Technical indicatorsStatistics
MQL5 code base

The document describes an indicator that estimates each currency’s net flow by combining volume information across the currency pairs available on a trading platform. Readings above zero represent positive net flow, while readings below zero represent…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

This brief indicator description explains a display feature for a universal moving average: the latest value can appear as a price label, and channel levels can be rounded to a chosen number of decimal digits. The rounding precision is controlled through an…

Technical indicators
MQL5 code base

The document introduces the DMH, an updated directional movement indicator described in John Ehlers’s December 2021 TASC article. Its central change is the use of Hann windowing to modernize the traditional directional movement approach, which was originally…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This document outlines an expert advisor that combines the Relative Strength Index (RSI) with RFTL, searching for RSI troughs and peaks as part of its trading logic. It states that the advisor operates only on hedge accounts, which allow positions to be held…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Tunnel Method is a moving-average signal approach attributed to Scriptor and implemented in MetaTrader code by another author. It uses three moving averages and compares two indicators for buy and sell decisions. A signal is checked only when the…

Technical indicatorsTrend followingExecution
MQL5 code base

This Expert Advisor uses the SlopeDirectionLine trend indicator to generate trades when a bar closes and the indicator’s line changes color. The document describes a close-confirmed signal rather than an intrabar trigger, and notes that the compiled…

ForexTrend followingTechnical indicatorsExecution
MQL5 code base

This indicator draws two price-range labels for the most recently completed candle: the distance from its high to its close and from its low to its close. It refers to the candle immediately before the current one, so the displayed values are based on…

Technical indicators
MQL5 code base

The document describes a minimal short-term trading approach that chooses long or short direction at random, such as by a coin toss. Its code example first checks that no positions are open, then uses a pseudo-random value to select a buy or sell order and…

ExecutionRisk managementStatistics
MQL5 code base

This document explains a volume-adjusted version of MACD. It replaces ordinary moving-average smoothing with volume-adjusted moving averages, calculating each average from the sum of price multiplied by volume divided by total volume over the selected…

Technical indicatorsStatistics
MQL5 code base

The document describes a MetaTrader indicator that marks swing highs and lows, labels higher highs and lows or lower highs and lows, and projects those levels on a chart. Traders can use the labels to describe directional structure and observe when price…

Technical indicatorsBreakout
MQL5 code base

This trading system looks for price breaks of support or resistance levels. It uses a simple moving average of lows to confirm a downside break and a moving average of highs to confirm an upside break. A minimum standard deviation condition is also required,…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

The document describes a three-bar price-action pattern intended to identify possible reversals. A bullish setup consists of two declining bars followed by an advancing bar whose close exceeds the preceding bar’s high. A bearish setup mirrors this: two…

Technical indicatorsEquitiesMean reversion