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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

MyRSI is presented as a variation of the relative strength index associated with John Ehlers. Its values use a range from -1 to 1, making the zero line a possible signal reference. This differs from conventional RSI’s scale and means familiar threshold…

Technical indicatorsStatistics
MQL5 code base

StoneAxe is described as a normalized oscillator that places the closing price within the recent high-to-low range. The calculation maps the close’s position between the period low and period high onto a scale from -100 to 100, with the range midpoint…

Technical indicatorsStatistics
MQL5 code base

This note describes an extended TrendFlex indicator based on John Ehlers’s Reflex averaging indicator. Its stated aim is to reduce lag so it may produce signals sooner than other lagging calculations. The extension displays two TrendFlex values separately…

Technical indicatorsTrend following
MQL5 code base

This indicator description presents seven RSI calculation variants: standard RSI, Cutler’s RSI, Ehlers’ smoothed RSI, Harris’ RSI, Rapid RSI, RSX, and Slow RSI. It also supports fixed reference levels or floating levels, with the selected mode determined by…

Technical indicatorsStatistics
MQL5 code base

TrendManager is described as an indicator that compares two moving averages and treats the market as trending when their difference exceeds a trigger threshold. The document gives a configurable threshold expressed in chart points, but does not explain how…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document explains how to add notifications to an Elliott Wave Oscillator indicator that marks buy and sell signals. It describes configurable inputs for choosing the signal bar, enabling sound, email, or mobile push alerts, and limiting repeated…

Technical indicatorsExecution
MQL5 code base

This note describes a Keltner Channel variant that replaces the conventional simple moving average at its center with the Jurik Moving Average (JMA). The upper and lower bands retain the usual structure: a moving average offset by an average true range…

Technical indicatorsVolatility
MQL5 code base

This document describes an Expert Advisor that embeds its Kinetic Compression Index calculations rather than relying on a separately loaded custom indicator. Its proposed reversal entries use a detected compression or “singularity” pattern, with Williams…

ForexMean reversionVolatilityRisk management
MQL5 code base

This script sets a stop loss for each open position so that a hit would produce an approximate loss equal to a specified amount in the account’s currency. It is intended to work across deposit currencies and forex symbols by using the platform’s loss tick…

ForexRisk managementPosition sizingExecution
MQL5 code base

This document describes a chart indicator for estimating potential profit or loss from a trade size, or estimating the size needed to reach a chosen profit or loss. The user selects which value to enter; the indicator calculates the other value and displays…

Position sizingRisk management
MQL5 code base

The document describes a trading framework built around an expert advisor with modules for price and tick pressure, recurring flow patterns, weighted volume delta, candle forecasts, volatility-adjusted thresholds, tick activity, historical forecast accuracy,…

ForexTechnical indicatorsVolatilityRisk management
MQL5 code base

The document outlines an expert advisor that uses a VolatilityPivot NRTR indicator to make trading decisions. Entries are based on colored cross-shaped labels appearing in the direction of the intended trades. It notes that a supporting trading library can…

CommoditiesVolatilityTechnical indicatorsBacktesting
MQL5 code base

This excerpt introduces foundational MQL5 programming concepts for readers building trading programs. It covers data types, identifiers, variables, expressions, and operators, and explains that combining instructions establishes a program’s logic. It also…

EquitiesExecutionStatistics
MQL5 code base

This note describes applying JMA smoothing to a normalized Relative Strength Index. The motivation is that normalized RSI can change direction erratically, making its slope difficult to interpret. Smoothing is intended to reduce that variation while…

Technical indicatorsMean reversionMomentum
MQL5 code base

Ultra Trend estimates market direction by calculating the slopes of moving averages with different periods. The indicator then derives a trend reading from those slopes. The described version uses a fast Zero Lag Moving Average for that calculation, with the…

Technical indicatorsTrend followingStatistics
MQL5 code base

The OzFx description combines the Stochastic Oscillator with the Accelerator Oscillator to generate entry signals. A buy requires the Stochastic reading on the latest completed bar to exceed a chosen level, while the Accelerator reading rises from below zero…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

SignalMAAboveBelow 2 is a trading signal module based on a moving average. Its parameters let a user choose the averaging period, horizontal shift, smoothing method, and price input used to calculate the average. A reverse flag can invert the generated…

Technical indicatorsEquities
MQL5 code base

The document briefly introduces BBMA, a trading approach that combines Bollinger Bands with moving averages to identify potential trading opportunities. It attributes the strategy to Malaysian trader Oma Ally and says it is intended to support entries,…

Technical indicatorsForexEquitiesCrypto
MQL5 code base

This indicator overlays candlesticks from a larger timeframe as filled rectangles on a chart. Their colors follow the direction indicated by the CronexMFI cloud: candle bodies use one color for each direction, with corresponding colors for the shadows. The…

Technical indicatorsTrend following
MQL5 code base

The Projection Oscillator adapts Projection Bands into an oscillator displayed in a separate chart window. It uses a calculation period and user-set overbought and oversold levels to help interpret where the closing price lies within the projected band…

Technical indicatorsStatistics
MQL5 code base

The document describes an MT4 script that analyzes historical price data to estimate how much an asset typically moves across a chosen number of trading days. The resulting averages can be displayed as a column chart to compare more active days with quieter…

Technical indicatorsStatisticsBacktesting
MQL5 code base

The document describes an MT4 trading panel intended to let a trader set stop-loss and take-profit distances in pips, trade count, position size, and the instrument before placing orders. Its purpose is to make order setup faster, particularly when markets…

ExecutionPosition sizingRisk management
MQL5 code base

This short description introduces a MetaTrader 5 semaphore indicator that signals when the J2JMA moving average changes direction. The indicator relies on the CJJMA class from an external smoothing-algorithm library, which must be available in the terminal’s…

Technical indicatorsForexTrend following
MQL5 code base

This document describes an indicator that presents the output of the JCCX algorithm as a sequence of candlesticks. The candles are formed by processing a relevant price time series through JCCX, offering a visual format that the document says may be more…

Technical indicators