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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
Quantpedia
86 documents
TqSdk
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

This brief indicator description presents WPRCandleKeltner, which represents the Larry Williams Percent Range oscillator as a sequence of candlesticks and draws a Keltner Channel around its average value. It combines an oscillator display with a channel…

Technical indicatorsVolatility
MQL5 code base

The document describes a Super Trend Hull indicator as a standalone charting tool, stating that it does not need another indicator to operate. It also claims that this version does not repaint, unlike many MetaTrader 4 versions of Super Trend indicators, and…

Technical indicatorsTrend following
MQL5 code base

This note describes a candlestick-style technical indicator based on the Heiken Ashi method and two averages. It presents the tool as a way to display price information through transformed candles, combining the smoothing associated with Heiken Ashi…

Technical indicators
MQL5 code base

This note describes an oscillator formed by combining eight stochastic indicators. Its cloud color represents the indicated trend direction, offering a visual way to read the combined signal. The document identifies the indicator’s author and says it was…

Technical indicatorsTrend following
MQL5 code base

The indicator first applies a selectable moving average to a chosen price series, then smooths that result with a second moving average. Users can choose among simple, exponential, smoothed, and weighted methods for each stage. The second filter is intended…

Technical indicatorsTrend following
MQL5 code base

This document describes an automated strategy that enters when price breaks the high or low of a prior candle on a selected timeframe, from one minute through one month. The user can set an offset from that candle’s extreme and optionally apply…

FuturesBreakoutTechnical indicatorsRisk management
MQL5 code base

The document describes an indicator display that converts a price time series processed by the OsMA algorithm into a sequence of candlesticks. It presents this as a potentially more informative way to inspect OsMA output in some situations. The text…

Technical indicators
MQL5 code base

This document describes an MT5 dashboard that displays MACD readings across seven timeframes, from M1 through D1. For each timeframe it presents the MACD main line, signal line, and histogram, then assigns a directional strength category ranging from strong…

Technical indicatorsMomentum
MQL5 code base

This document describes a version of the Detrended Price Oscillator indicator that lets the user choose the timeframe used for its calculation. The example input defaults to a four-hour period, while allowing another chart period to be selected. This can let…

Technical indicators
MQL5 code base

This MetaTrader 5 indicator uses a soft, time-based background gradient to show typical market phases: quieter Pacific hours, Asian consolidation, rising London activity, the London–New York overlap, and the New York fade. Optional markers identify session…

ForexTechnical indicatorsVolatility
MQL5 code base

This brief description presents a modified SuperTrend indicator, based on Olivier Seban's well-known trend tool. It replaces plotted lines with dots, which the author says makes a one-bar change in direction visible when that change would otherwise be…

Technical indicatorsTrend followingVolatility
MQL5 code base

T3 Deviation is described as a deviation measure built from intermediate stages of the Tillson T3 calculation. The note credits Bob Fulks and Alex Matulich with improvements to the original T3 calculation. Rather than applying T3 smoothing to a conventional…

Technical indicatorsVolatilityStatistics
MQL5 code base

The indicator presents entry, take-profit, and stop-loss levels for a scalping approach intended for charts at five-minute intervals or longer. The take-profit and stop-loss distances are based on Average True Range, and the user can adjust the ATR period. A…

Technical indicatorsTrend followingRisk management
MQL5 code base

This MetaTrader indicator description explains a configurable chart overlay built around a ZigZag calculation. Users can set the calculation timeframe and ZigZag depth, deviation, and backstep, then choose whether to display Fibonacci levels, a Fibonacci…

Technical indicatorsTrend following
MQL5 code base

The document describes an MQL5 Wizard Expert Advisor that combines MACD signals with the Parabolic SAR trend indicator. The system evaluates signals when a new bar appears and assigns the two indicators different weights: MACD receives the larger weight in…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document outlines a news trading approach that places a buy-stop and a sell-stop on opposite sides of the current market before a scheduled release. When one pending order activates, the other is canceled. A trailing stop is intended to follow a sharp…

ForexEvent-drivenExecutionRisk management
MQL5 code base

This document describes a simple forex tool for estimating how much a one-pip or one-point price move is worth in the trader’s deposit currency. The user supplies the intended lot size, and the calculator reports the value for the currency pair displayed on…

ForexPosition sizingRisk management
MQL5 code base

This MetaTrader expert advisor uses the Average Directional Movement Index to generate trading signals. Its two main indicator settings are the ADX smoothing period and an ADX level. The advisor can place stop-loss and take-profit orders, and trailing of…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The Accumulative Swing Index, or ASI, is described as the cumulative sum of Swing Index values. Its plotted line is intended to represent an “actual” market line that reflects relative strength and trend. The indicator also draws support and resistance…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document introduces an extended version of the Leader of the MACD indicator, attributed to Giorgos E. Siligardos. It describes two components shown together: a conventional MACD with its signal line, and a Leader MACD component displayed as shaded…

Technical indicatorsMomentum
MQL5 code base

This document describes an MT5 indicator that detects price swings and plots Fibonacci retracement and extension levels automatically. It lists retracement levels from 0% to 100%, several extensions above 100%, and negative levels. A setting controls how…

Technical indicatorsForex
MQL5 code base

This indicator description explains a ZigZag-based method for marking potential swing highs and lows at four evaluation lengths. It places colored, nested symbols at detected turning points instead of drawing connecting lines. The four user-configurable…

Technical indicatorsBacktesting
MQL5 code base

The document describes an Expert Advisor that combines Bollinger Bands with the Donchian Channel. A sell setup requires a falling Donchian Channel, an open above the Bollinger upper band, and a close below it. A buy setup requires a rising channel, an open…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

The document describes an indicator that smooths a Momentum time series by filtering higher-order harmonics. It presents the technique as a general approach that could also be applied to the output of other indicators. The stated advantage is practically…

MomentumTechnical indicators