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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
WonderTrader
14 documents
Alphalens
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 combines the Commodity Channel Index with a moving average to condition CCI entry thresholds on the moving average’s direction. When the average rises, the system uses one pair of CCI levels for buying and selling; when it falls, it…

Technical indicatorsTrend followingForex
MQL5 code base

The indicator overlays four moving averages as two cloud-like histogram ranges: slow 200-period simple and exponential averages, and fast 50-period simple and exponential averages. The shaded boundaries make the relationship between faster and slower…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document describes an automated trading system driven by a Spearman rank correlation histogram indicator, with signals evaluated at bar close. It presents three ways to trade the indicator: enter and exit on zero-line breaks; enter in overbought or…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document briefly describes a technical indicator that smooths a derivative series and presents the result as a color-coded histogram. Its main educational point is the transformation and visual presentation of the indicator: smoothing is applied to the…

Technical indicatorsStatistics
MQL5 code base

This Expert Advisor concept seeks short-term trend entries on a 15-minute chart, using moving averages on both the 15-minute and hourly charts to establish direction. After identifying the trend, it checks that price is close to the 15-minute moving average…

ForexTrend followingTechnical indicators
MQL5 code base

This document describes an automated trading system framework that combines a two-layer neural network with MACD when assessing whether to open positions. The neural network and indicator signals are analyzed together; MACD is not merely a fallback used only…

ForexMachine learningTechnical indicators
MQL5 code base

This indicator presents the direction or signal produced by ForexOFFTrendSign on a selected bar, using a colored arrow and optional sound or alert. A right-pointing arrow marks continuation of the existing trend; a diagonal arrow indicates a change and…

ForexTechnical indicators
MQL5 code base

The document describes an RSI variant that uses an Adaptive Moving Average (AMA), attributed to Vitali Apirine. It gives two intended reasons for changing the calculation: filter out insignificant price moves and reduce the flattening of RSI values that can…

Technical indicatorsStatistics
MQL5 code base

The document introduces i-sig, a semaphore-style trading indicator that analyzes the most recent five bars. It identifies the indicator’s authorship and notes that it was originally written in MQL4 and published in 2007. The document does not explain how the…

Technical indicators
MQL5 code base

This note describes a variation on Bollinger Bands in which the upper and lower bands are smoothed separately after the standard deviation calculation. Applying smoothing at that stage can produce smoother boundaries while allowing each side to respond…

Technical indicatorsVolatility
MQL5 code base

This indicator modification adds signal lines to a smoothed McClellan Oscillator. The stated motivation is that the original smoother can be difficult to use because it lacks obvious signals. The added lines are intended to make potential signals easier to…

Technical indicatorsEquities
MQL5 code base

This document describes a version of the Relative Vigor Index (RVI) that can calculate its indicator on a selected timeframe independently of the chart’s timeframe. It presents the result visually as a cloud, allowing the trader to view the higher- or…

Technical indicators
MQL5 code base

The document outlines a candle-based trailing stop rule. The routine checks for a newly formed candle and then adjusts the stop in the favorable direction using the previous candle’s low for a long position or its high for a short position. This makes the…

Risk managementPosition sizing
MQL5 code base

This brief description presents a histogram version of the classical Relative Vigor Index (RVI). Color changes identify when the oscillator enters overbought or oversold areas, while a colored cloud between the oscillator and its signal line highlights their…

Technical indicatorsEquities
MQL5 code base

This document describes a chart overlay intended to make price history easier to inspect. Vertical lines mark hourly boundaries, with distinct colors for the starts of weeks, days, and months. Horizontal lines mark psychological round-number price levels and…

Technical indicatorsStatistics
MQL5 code base

This indicator presents a smoothed DeMark oscillator as a histogram centered around zero, with values described as ranging from minus fifty to plus fifty. A configurable coloring approach can emphasize either breaks through overbought or oversold levels or…

Technical indicatorsMean reversionMomentum
MQL5 code base

ColorMACD_HTF is described as a colored MACD histogram with an input for selecting the timeframe used for the indicator. The example default is a four-hour period, allowing the indicator's calculation period to differ from the chart's timeframe. This offers…

Technical indicatorsMomentum
MQL5 code base

The Rainbow indicator displays sixty moving averages on one chart, with their averaging periods changing gradually. Its inputs let users select the smoothing method, starting period, step sizes, an additional method-specific parameter, applied price, and…

Technical indicators
MQL5 code base

The document introduces Williams %R as a momentum oscillator that locates the closing price within the recent high-low range over a chosen lookback period. Its scale runs from −100, where the close matches the period low, to 0, where it matches the period…

Technical indicatorsEquitiesCommodities
MQL5 code base

The document describes a script intended to compare MetaTrader 4 and MetaTrader 5 performance on a computer or hosted server. It combines procedural and object-oriented tests covering calculations, arrays, sorting, strings, graphical objects, canvas…

StatisticsBacktestingExecution
MQL5 code base

This document describes a MetaTrader Expert Advisor that places a grid of pending orders around the current market price. When there are no open positions or pending orders, it submits five Buy Limit orders below the price and five Sell Limit orders above…

Grid tradingRisk managementExecution
MQL5 code base

This document describes an automated trading bot that connects machine-learning models trained in Python and converted to ONNX format. It presents configurable controls for risk-based or fixed lot sizing, order limits, stop loss, and take profit, and notes…

ForexMachine learningExecutionRisk management
MQL5 code base

This document describes a MetaTrader 5 indicator for sizing gold positions from a chosen account balance, risk percentage, entry price, and stop-loss price. It applies a standard risk-based calculation using the stop distance and the instrument’s tick value…

CommoditiesRisk managementPosition sizing
MQL5 code base

This listing explains a chart indicator intended to make the ask side of the market visible. It draws candle upper shadows using the ask price, allowing a trader to see the gap between bid and ask on the chart. The stated use case is short time frames, where…

Technical indicatorsExecutionMarket microstructure