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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

This indicator estimates intraday buying or selling pressure by weighting volume according to where the close falls within the high-low range. It then displays the resulting intensity value as a histogram and calculates a simple moving average of that value…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This MetaTrader 5 expert advisor generates trades when a bar closes with a newly appearing colored arrow from the ForecastOscilator semaphore indicator. It requires the compiled indicator file in the terminal's Indicators folder. The description also notes a…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document explains a modified fractal indicator that lets the user set how many bars to examine on each side when identifying a price top or bottom. A shift parameter affects where the resulting levels appear for visualization. The examples use matching…

Technical indicators
MQL5 code base

This document describes an MT5 chart panel for estimating trade size from a chosen percentage of account balance. The trader positions two horizontal chart lines to set low and high price levels, which the panel uses to preview buy and sell lot sizes…

Risk managementPosition sizingExecution
MQL5 code base

This brief description presents a MetaTrader 4 pivot-point indicator with several calculation conventions, including Standard or Floor, Fibonacci, Camarilla, Woodie, Traditional, Demark, and Classic. It says the tool can display historical and future pivot…

Technical indicatorsFutures
MQL5 code base

This document outlines an Expert Advisor that trades signals from the CronexCCI oscillator. It generates a signal when a bar closes and the indicator cloud changes color. The EA requires the compiled CronexCCI indicator file, and a supporting library is…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes a simple trend indicator in the NRTR family. It identifies potential trend changes through breakouts of a channel constructed from moving averages of the high and low price series. The channel therefore uses smoothed price bounds as…

Trend followingBreakoutTechnical indicators
MQL5 code base

Elder’s Safe Zone Triple extends Alexander Elder’s Safe Zone indicator by displaying three lines with separate settings. The stated purpose is to estimate stop-loss levels that remain close enough to price to protect accumulated gains while leaving enough…

Risk managementTechnical indicatorsPosition sizing
MQL5 code base

WPRfast is described as a semaphore-style indicator built from Williams’ Percent Range oscillator. Its stated purpose is to identify fast trends, making it a trend-detection tool based on an existing momentum oscillator. The document provides no calculation…

Technical indicatorsTrend followingMomentum
MQL5 code base

This brief indicator description identifies the RSI as having dynamic levels and lists its configurable inputs. The user can select which price series feeds the calculation, including close, open, high, low, median, typical, or weighted price. An RSI period…

Technical indicatorsStatistics
MQL5 code base

This MetaTrader tool overlays historical price ticks on chart bars to show how bars formed, including the visible spread history and the development of the current real-time bar. The document explains that it is intended for visual inspection rather than use…

Market microstructureExecution
MQL5 code base

This indicator displays an inverted view of the current instrument's chart, showing Ask and Bid price levels as colored bars in a separate window. Its settings let users independently show or hide each side, choose colors and line styles, and set the…

ForexMarket microstructureExecution
MQL5 code base

This document describes an Expert Advisor that trades signals from the ColorBears indicator. It generates a signal when a bar closes and the indicator histogram changes color, making the strategy depend on confirmed bar-close changes rather than intrabar…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a cross-platform virtual trading library that lets an expert advisor run in simulated and live environments. It presents uses including testing against current prices, optimizing over historical data, pausing live orders while…

BacktestingExecutionMarket microstructureRisk management
MQL5 code base

This document describes an external Expert Advisor intended to estimate broker commissions during MetaTrader 5 strategy tests when the platform’s built-in commission feature does not produce the desired result. It says the tool supports market, limit,…

BacktestingExecutionRisk managementForex
MQL5 code base

This brief description presents a higher-timeframe version of the BaseVolatility indicator for MetaTrader 5. Its timeframe is selected through an input parameter, with a four-hour period shown as the default. This lets a user choose the chart period from…

Technical indicatorsVolatility
MQL5 code base

This indicator applies a moving average to prices before calculating the Trend Trigger Factor, an approach the document presents as an alternative to smoothing the indicator output. Its stated aim is to reduce the extra lag associated with smoothing after…

Technical indicatorsTrend followingBreakout
MQL5 code base

This indicator description explains a smoothed variant of Float Pivot Digit. It applies a configurable smoothing method to the input time series used in the indicator’s calculations. Users can choose the smoothing method and set its depth and phase or…

Technical indicatorsStatistics
MQL5 code base

This indicator description presents a modified Trend Continuation Factor inspired by M. H. Pee’s work on estimating how long trends may continue. Its stated aim is to identify both the presence and direction of a trend, since trading against a persistent…

Technical indicatorsTrend followingRisk management
MQL5 code base

This brief description explains an Expert Advisor that trades from the CoeffofLine_true indicator. It generates a signal when the indicator’s histogram crosses its zero level at a bar close, using the crossing direction to trigger a deal. The text is a…

Technical indicatorsBreakoutBacktestingRisk management
MQL5 code base

The document describes the Trade The Markets Squeeze indicator, which identifies periods when Bollinger Bands sit inside Keltner Bands. This band compression defines a potential trade zone and is presented as the indicator’s central signal concept. The…

Technical indicatorsVolatility
MQL5 code base

The document introduces a variation of a digital filter that uses Hann windowing. A speed-up setting of zero preserves the original filter behavior, while positive settings make the output respond more quickly. The filter is presented as a general-purpose…

Technical indicatorsStatistics
MQL5 code base

This short description presents a basic Expert Advisor that uses RSI threshold crossings to generate trades. It sells when RSI crosses downward through 70 and buys when RSI crosses upward through 30. The EA’s settings allow the user to specify the threshold…

Technical indicatorsMean reversionRisk management
MQL5 code base

The Expert Advisor trades reversals in the direction of the ColorHMA moving average. It checks for a direction change when a bar closes, then uses that change to generate a trading signal. The document describes the signal rule but gives little detail about…

ForexTrend followingTechnical indicatorsBacktesting