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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 compares the current close with the latest detected upper and lower fractals and assigns a directional label. A close above the latest upper fractal receives a positive label, while a close below the latest lower fractal receives a negative…

Technical indicatorsBreakout
MQL5 code base

The document describes an implementation of the Tillson T3 indicator. It highlights an implementation detail: the calculation uses six exponential moving averages internally while avoiding separate auxiliary indicator buffers for those intermediate values.…

Technical indicators
MQL5 code base

This document describes an alert-enabled DeMarker histogram indicator. It can notify a trader when the histogram crosses zero, changes direction, breaks an overbought or oversold threshold, or exits one of those regions. The alert options include sound,…

Technical indicatorsExecution
MQL5 code base

The PricePosition indicator is described as a rule-based display that compares price with an angle section line. It marks a buy when price rises above the line and a sell when price falls below it. It also displays current open, high, low, and close values,…

Technical indicatorsMomentum
MQL5 code base

The document describes an expert advisor that tracks open-order profit and applies a virtual trailing stop. The stop level is calculated from a per-minimum-lot profit allowance, scaled according to the order’s lot size. For example, the stated settings leave…

ForexRisk managementExecution
MQL5 code base

This document describes a version of the MAMA indicator that lets the user select the timeframe used for its calculation through an input parameter. It presents the indicator as either two lines or a colored cloud, allowing higher timeframe information to be…

Technical indicators
MQL5 code base

This indicator description outlines a volatility breakout method using two envelopes around a moving-average baseline. The inner envelope is treated as a filter for ordinary price movement: a move beyond it can signal momentum ignition. The outer envelope…

BreakoutVolatilityTechnical indicatorsRisk management
MQL5 code base

The document describes a configurable version of an average-penetration technical indicator, referring to an earlier article by Markos Katsanos. It says the original approach uses closing prices to assess penetration, while this version also lets the user…

Technical indicators
MQL5 code base

Moving Slope Rate of Change (MSROC) replaces the simple price difference used by conventional Rate of Change with the slope of a least-squares regression line. The document presents this as a way to smooth the signal and reduce false signals relative to…

Technical indicatorsTrend followingMomentumStatistics
MQL5 code base

This document describes a helper for identifying confirmed swing highs and lows, intended as a starting point for studying price structure in MQL5. Its listed settings include the number of bars considered on each side of a pivot and an optional minimum…

Technical indicatorsMarket microstructure
MQL5 code base

The document explains an ICT charting concept that treats daily, weekly, and monthly opening prices as reference levels. It describes the Power of Three sequence as accumulation around an open, a manipulation move beyond it intended to trap traders, and…

Technical indicatorsMarket microstructure
MQL5 code base

This Chinese-language tutorial outlines a data collection workflow for studying cryptocurrency prices and the relationship between mining hashrate changes and prices. It first retrieves a list of coins from F2Pool, then requests chart data for each coin and…

CryptoStatistics
MQL5 code base

This document describes a script for analyzing the structure of a strategy’s drawdowns from daily profit-and-loss data. It rebuilds an equity curve from a starting capital value, derives an underwater curve, and separates that curve into individual drawdown…

Risk managementStatisticsBacktesting
MQL5 code base

This MetaTrader 5 indicator plots upper and lower price bands around a moving average. Its ATR mode scales the bands using the symbol’s average volatility, while an optional standard Envelopes mode displays percentage-based bands. Users can show either type…

Technical indicatorsVolatility
MQL5 code base

This note presents an extended Bollinger Bands indicator. It describes the familiar construction around a simple moving average using a standard-deviation measure, and adds an option to calculate sample standard deviation instead of the usual version. It…

Technical indicatorsVolatilityBreakout
MQL5 code base

This note describes a Williams %R indicator adjusted for simple volatility. It also adds optional low-lag smoothing to reduce the indicator’s rapid fluctuations. The smoothing can be disabled by setting its period to one or less. The indicator shifts…

Technical indicatorsVolatility
MQL5 code base

The Chaos vs Movement indicator is described as a volatility-based filter for distinguishing active price movement from flat or choppy conditions. Its intended role is to keep traders out of range-bound periods while allowing participation near the…

Technical indicatorsVolatilityTrend following
MQL5 code base

Natural market slope is presented as an indicator that combines linear regression slopes calculated over multiple periods. The component slopes are weighted by coefficients and combined into one measure intended to summarize the market's directional…

Technical indicatorsMomentumTrend followingStatistics
MQL5 code base

This brief description presents an indicator that combines a Donchian channel with Fibonacci retracement levels. It identifies the two tools but does not explain how their signals interact, define entry or exit rules, or provide performance evidence, so it…

Technical indicatorsBreakout
MQL5 code base

MultiX2MASignal presents trend information from four X2MA indicators, each calculated on a different time frame. It displays one line per indicator: blue when the indicator is rising and orange when it is falling. Colored points mark changes in the bar for…

Technical indicatorsTrend following
MQL5 code base

This educational MetaTrader 5 strategy trades continuation after a qualifying gap between the prior Nikkei 225 cash-session close and the new session open. It builds an opening range from one-minute bars, calculates session VWAP, and considers a long after…

FuturesBreakoutTechnical indicatorsRisk management
MQL5 code base

This document presents a technical indicator that combines the Chaikin Oscillator, Commodity Channel Index, and iMomentum into a smoothed value displayed as a two-color histogram. Its formula multiplies the three component series, dividing the Chaikin value…

Technical indicatorsMomentum
MQL5 code base

The document describes an account-level risk management tool for MetaTrader 5. It outlines controls for equity drawdown, daily losses, trailing drawdown from peak equity, trading hours, spreads, position counts, total lot exposure, and daily order counts.…

Risk managementPosition sizingExecution
MQL5 code base

The document introduces a percent-based volatility bands indicator, referring to a proposal by David Rooke. It first characterizes Bollinger Bands as a simple moving average surrounded by bands set at multiples of price standard deviation. It then highlights…

VolatilityTechnical indicatorsStatistics