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
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 document presents a MACD indicator display that overlays price information to help interpret MACD and signal-line relationships. It proposes using a crossover, or the MACD line’s position relative to the signal line, alongside the current price and its…

Technical indicatorsMomentumTrend following
MQL5 code base

RD-TrendTrigger is identified as a technical indicator built around an oscillator that uses T3 price averaging. The source note attributes the underlying oscillator concept to a 2004 article in a technical analysis magazine and credits Paul Y. Shimada as the…

Technical indicatorsTrend following
MQL5 code base

This indicator adds a trend-strength cue to the X2MA moving average using standard deviation. When the indicator’s standard deviation exceeds a user-set threshold, it places a colored dot on the average; the dot color indicates the current trend direction.…

Technical indicatorsStatisticsTrend following
MQL5 code base

This indicator framework analyzes price structure on two horizons. Short-lookback internal pivots generate break-of-structure signals for continuation and changes of character for possible reversals; the reversal label CHoCH+ adds a higher-low or lower-high…

Technical indicatorsRisk management
MQL5 code base

This brief indicator description defines average change as a moving average of successive price differences. For each observation, it subtracts the previous applied price from the current applied price to produce a change series, then smooths that series…

Technical indicatorsStatistics
MQL5 code base

The document describes a Fan CCI indicator displayed as an oscillator alongside a smoothed average line. It combines multiple Commodity Channel Index calculations into a fan, with the indicator normalized to oscillate around a range of plus or minus one. The…

Technical indicatorsStatistics
MQL5 code base

The document introduces the Asymmetric Linear Weighted Moving Average (ALWMA), a moving-average indicator with a selectable calculation period, applied price, and weighting method. It describes four modes by where they assign the greatest weights within the…

Technical indicatorsStatistics
MQL5 code base

The document presents a Chinese-market stock screen that selects main-board shares with turnover between 3% and 12% and a daily gain above 1%, while excluding shares that closed at their upper price limit the previous day. It frames turnover as a measure of…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

PsyIndicator is a cloud-style trend indicator that measures price increases over a chosen lookback period. Its value ranges from zero to one hundred percent, representing the share of prior bars in which the asset price rose. For example, a reading of 100…

Technical indicatorsTrend followingStatistics
MQL5 code base

This brief description introduces a semaphore signal indicator built around a moving-average trend filter. It identifies the indicator’s creator and says that the filter supplies the basis for its trading signals. The document provides no details about the…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader expert advisor uses the nearest ZigZag vertex on a new bar to reverse positions. A vertex at a bar high triggers a buy and closes existing sell positions; a vertex at a bar low triggers a sell and closes existing buy positions. A…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This brief description outlines an expert advisor that checks its signals only when a new bar appears. It opens a buy position when the Commodity Channel Index rises above a configurable upper threshold and opens a sell position when the indicator falls…

Technical indicatorsForexRisk management
MQL5 code base

This document describes a modified fractal indicator that lets users choose how many bars to examine on the left and right of a potential high or low. A candidate turning point is identified using those neighboring bars, so the parameters control how much…

Technical indicatorsBreakout
MQL5 code base

The described quote display reports the current bid, percentage change, high, low, and range for a selected bar or a chosen number of prior bars. The percentage change is measured against the open of the reference bar. For example, selecting the current…

Technical indicatorsStatistics
MQL5 code base

This description outlines an always-in-market reversal trend-following system implemented as an MT4 Expert Advisor. It holds either a long or short position: a close above the highest price of the prior 100 days triggers a long entry and closes a short,…

Trend followingBreakoutMulti-assetRisk management
MQL5 code base

The document outlines an Expert Advisor that generates a trading signal when the ColorJFatl_Digit indicator changes color at a bar close. It requires the compiled indicator to be installed in the platform's indicator folder. A supporting library is mentioned…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This educational note describes adapting a Heiken Ashi indicator so its buffers use series indexing, where the newest data is at index zero. It frames the example as a learning aid for understanding how buffer and loop indices change when converting an…

Technical indicators
MQL5 code base

The document describes an experimental oscillator built by summing prices in a particular way, with the aim of keeping the calculation simple while retaining practical use. It characterizes the result as a one-line indicator that can help display trends, but…

Technical indicatorsTrend followingStatistics
MQL5 code base

This MetaTrader 4 indicator visualizes the structure of a one-hour candle on a lower-timeframe chart. It draws an H1 range box and can place nested boxes for M30, M15, M5, and M1 candles within that hour. The H1 box can include quarter, midpoint, and…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

This brief description explains an MT4 expert advisor that scans historical closed trades and retrieves one by recency. An index of zero refers to the latest closed trade; increasing the index moves backward through the close history, so an index of one…

ForexExecution
MQL5 code base

This document describes an MQL5 class that acts as a pre-trade execution gate for Expert Advisors. It reads the terminal’s latest server ping and combines that figure with a wall-clock execution delay recorded around a trade operation. If the combined…

ExecutionRisk managementForexMarket microstructure
MQL5 code base

ClusterBox_DayHistogramm displays tick volume by price cluster over a fixed 24 hour interval, allowing traders to inspect where activity concentrated during each day. It is presented as a daily variant of a histogram indicator that otherwise lets the user…

ForexTechnical indicatorsMarket microstructureStatistics
MQL5 code base

The Percentage Price Oscillator (PPO) is a momentum indicator that expresses the gap between a short and a long exponential moving average as a percentage of the long average. The document gives a common configuration using nine day and 26 day EMAs: subtract…

Technical indicatorsMomentumStatistics
MQL5 code base

Millenium is described as a system that opens at most one trade per day, using a fast and slow moving-average crossover alongside a price-position filter. For a buy setup, the fast average crosses above the slow average and the current price is above both;…

Trend followingTechnical indicatorsBacktestingRisk management