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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

The document describes an implementation of the DT oscillator associated with Robert Miner. It highlights two features: an optional filled area between the oscillator and its signal line, and an RSI calculation built into the indicator. The internal RSI is…

Technical indicatorsMomentum
MQL5 code base

This document describes a MetaTrader indicator that presents the Fractal Force Index using a selectable chart period, with a higher timeframe as the example setting. It explains how the higher-timeframe version packages the original custom indicator inside…

Technical indicators
MQL5 code base

This document describes a MetaTrader indicator that uses three ADX periods to mark trend beginnings and endings and indicate periods without a trend. It draws its output in the main price chart and supports alerts for horizontal-line starts, price crossings…

Technical indicatorsTrend followingExecution
MQL5 code base

This document introduces core combinatorics concepts through examples involving trading signals. It distinguishes combinations, where only the selected elements matter, from arrangements, where their order matters. It also describes versions that allow…

StatisticsPortfolio construction
MQL5 code base

The document describes an envelope indicator built around the Color_PEMA_Digit moving average. It indicates trend direction and displays the latest values for the channel's upper and lower boundaries, giving users a visual summary of price relative to the…

Technical indicators
MQL5 code base

This trading system uses the ColorFisher_m11 oscillator histogram to generate entries and exits. It opens a position at a bar’s close when the histogram changes to blue or pink, which the description associates with the oscillator entering an overbought or…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This indicator colors each candlestick by combining two classifications: the prevailing trend and whether the candle is rising or falling. It uses aqua and blue for rising and falling candles in an uptrend, green and red when there is no trend, and purple…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that trades breakouts using the Color_PEMA_Envelopes_Digit_System indicator. It generates a signal when a bar closes with a color different from the preceding bar, or when the preceding bar has no color. The strategy…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This brief description outlines a trading example based on the Alligator indicator. It states that positions are opened only when no other position is already open, thereby limiting the example to one concurrent position. The note mentions a sell entry as an…

Technical indicatorsTrend following
MQL5 code base

This expert advisor combines Renko-style price boxes with fractal levels. It calculates box formation in pips, then enters when price reaches a level associated with a fractal. The post says the boxes are calculated rather than displayed on the chart and…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

This note describes a MetaTrader 5 chart indicator for reviewing a trader’s rules before opening a position. The trader defines checklist items and manually marks whether each condition is satisfied. The tool is intended to make a personal trading process…

Risk managementExecution
MQL5 code base

The document describes ColorStochNR_HTF, a stochastic oscillator that applies noise reduction and lets users choose the indicator’s calculation timeframe through an input parameter. It identifies the default timeframe as four hours and notes that the…

Technical indicators
MQL5 code base

OverHedgeV2 is described as an expert advisor that manages a group of positions using aggregate and per-position profit thresholds. It closes positions opened by the advisor when the group reaches a total profit target, subject to a condition that no…

ForexTrend followingGrid tradingPosition sizing
MQL5 code base

TMS Arrows is a directional signal indicator that combines the Traders Dynamic Index (TDI), Stochastic, and Heiken Ashi candles. A bullish label requires the TDI green line to cross above its red signal line, Stochastic to move upward, and either the first…

Technical indicatorsMomentumTrend following
MQL5 code base

FigurelliSeries is described as an indicator for identifying market trend direction and displaying trend strength as histogram bars in a lower chart window. Bars above the zero level indicate an ascending trend, while bars below zero indicate a descending…

Technical indicatorsTrend following
MQL5 code base

The document explains a moving-average indicator that combines generalized double exponential moving average (GDEMA) with a correction method attributed to Alexander Uhl. DEMA combines an exponential moving average with a second smoothing of that average;…

Technical indicatorsTrend following
MQL5 code base

This document describes a chart indicator that displays signals generated by the Skyscraper_Fix trend indicator using a selected timeframe. It distinguishes continuation from trend-change signals through different arrow shapes and colors, and can produce…

Technical indicatorsTrend followingVolatilityExecution
MQL5 code base

This brief description introduces a higher-timeframe version of the ColorXATR indicator for MetaTrader 5. A user can select the timeframe used by the indicator through an input parameter; the example default is a four-hour chart period. This lets the…

Technical indicatorsFutures
MQL5 code base

The document describes an automated trading tool that takes a user-selected long or short direction, waits for a setup based on volume and price levels, and places trades. Its level and length settings shape the pullback it seeks and how extensively it…

ForexPosition sizingRisk managementExecution
MQL5 code base

The document describes a simple expert advisor that watches for an inverted quote, where the ask is below the bid. When that condition appears, it opens a sell position and closes it immediately, attempting to capture the unusual spread. The idea depends on…

ArbitrageMarket microstructureExecution
MQL5 code base

This document outlines a way to hedge exposure to a dollar index using currency pairs associated with its constituent currencies. It lists component weights for the euro, yen, pound, Canadian dollar, Swedish krona, and Swiss franc, then maps those weights to…

ForexRisk managementPosition sizing
MQL5 code base

This indicator extends a double-smoothed exponential moving average with multi-timeframe options. In addition to the platform’s standard timeframes, it can reference the next higher timeframe, the second higher timeframe, or the third higher timeframe…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

This document describes a trading-platform expert advisor for managing open orders. It can apply take-profit, stop-loss, and trailing settings to orders, including orders placed from a mobile device. The described tool is not limited to a particular magic…

ExecutionRisk management
MQL5 code base

This note describes an RSI variant that uses zero-lag double exponential moving average (DEMA) smoothing. It presents the change as an extension of a variable RSI approach, where different moving averages can be used in the RSI calculation. The document…

Technical indicatorsMomentum