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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

This document introduces a channel-style variant of the SSL indicator, displayed as a colored cloud. It says the indicator raises an alert when the trend changes direction. The listed settings include a moving-average period, a choice to use an NRTR form, a…

Technical indicatorsTrend following
MQL5 code base

This document explains a chart indicator that marks trend direction with colored dots: blue indicates bullish conditions and red indicates bearish conditions. Its calculation uses the cosine of price-change angle and obtains input prices through a…

Technical indicatorsTrend followingForex
MQL5 code base

The Hull Moving Average is presented as a way to make a moving average react more quickly to price changes while retaining a smooth curve. Its construction combines weighted moving averages: it doubles a shorter-period weighted average, subtracts a…

Technical indicatorsStatistics
MQL5 code base

This brief note describes a chart indicator that uses fractals to form a channel and fills the area inside it with a background color. It identifies the indicator as an MQL4 creation that was published in a code library in 2007, and credits TrendLaboratory…

Technical indicators
MQL5 code base

This utility downloads historical quote data for a selected timeframe across every symbol in the platform’s Market Watch. Its purpose is to make data available for backtesting across multiple instruments while keeping the timeframe consistent. It can also…

BacktestingMulti-asset
MQL5 code base

This brief indicator note explains how to construct an Ask-price line for a chart. It defines the plotted value as the bar’s Close price plus the spread value supplied to the calculation routine. The example identifies the calculation inputs, including price…

Technical indicatorsExecution
MQL5 code base

The document describes an automated trading approach that opens an initial position in the direction of the current candle. When the trade moves favorably by a configured point threshold, the system adds volume to the position. It can begin trading once the…

Technical indicatorsPosition sizingBacktesting
MQL5 code base

The panel description outlines tools for discretionary or automated trading execution. A position size calculator derives volume from a stop loss and a chosen risk percentage. A split-order feature divides an intended trade into two orders, with one assigned…

Position sizingRisk managementExecutionTechnical indicators
MQL5 code base

The document describes a simple chart aid that draws two lines at a preset distance from the current price to show the distance to an assumed stop. The lines provide a visual scale reference, helping traders judge price movement against a chosen stop…

Technical indicatorsRisk management
MQL5 code base

This short note describes a step chart that displays values as increments of a chosen step size. The step can be specified in fractional pips, and the chart can use common price types. This is a charting representation intended to show price movement in…

Technical indicatorsExecution
MQL5 code base

This document describes a semaphore signal indicator built around the XXRSX_StDev oscillator. Its configurable mode selects among five rules: oscillator levels alone, deviation thresholds alone, both conditions together, or combined conditions filtered by…

Technical indicatorsMean reversion
MQL5 code base

This short indicator description presents an extended version of normalized RSI. It says the normalization approach is explained in a separate discussion, while this version adds options intended to make the indicator easier to interpret for trading…

Technical indicatorsMomentumBacktesting
MQL5 code base

The document describes an Expert Advisor that trades from changes in the NonLagDot indicator’s color. A signal is acted on when a bar closes and the indicator changes color, so the rule is based on a confirmed bar rather than an intrabar change. The advisor…

Technical indicatorsBacktestingForex
MQL5 code base

This short note describes QQECloud_HTF, a version of the QQECloud indicator with a timeframe selectable through an input parameter. The example default is a four-hour chart period, indicating that the indicator can be configured to calculate or display its…

Technical indicatorsMulti-asset
MQL5 code base

The indicator draws a moving-average line based on the lowest and highest prices within a rolling bar window. For each bar, the referenced range runs from the current bar back through the specified period, so the line reflects recent price extremes rather…

Technical indicators
MQL5 code base

This indicator combines RSI calculations with automatically displayed Fibonacci levels. It offers seven RSI variants: Cutler’s, Ehlers’ smoothed, Harris’, Rapid RSI, standard RSI, RSX, and Slow RSI. The levels are intended to help estimate the current RSI…

Technical indicators
MQL5 code base

This indicator measures the high and low reached between two configurable times during each trading day, then plots those extrema as horizontal lines. Users can set the time window, choose how many days of ranges to display, and shift the plotted lines…

Technical indicatorsBreakoutMean reversion
MQL5 code base

This indicator description explains a candle-coloring method that combines the Awesome Oscillator (AO), Accelerator Oscillator (AC), and optionally Heikin Ashi price data. Inputs include the data source, price, Heikin Ashi setting, fast and slow…

Technical indicatorsTrend following
MQL5 code base

The document describes a chart utility that retrieves and overlays the US Dollar Index on another instrument's chart. Its stated purpose is to help traders compare price movements across instruments such as EUR/USD, GBP/USD, and gold without switching…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

The document identifies ADX Crossing as an indicator related to the directional system. It gives brief historical context, describing the system as originating with J. Welles Wilder in the 1970s as an addition to the Parabolic SAR approach and notes that…

Technical indicatorsTrend following
MQL5 code base

This indicator estimates the prevailing trend from a price channel and a selected period and risk setting. Its color changes can serve as entry or exit signals, while two plotted price levels offer possible stop locations for trades based on the indicator.…

Technical indicatorsTrend followingRisk management
MQL5 code base

This indicator variation calculates RSI from an adaptive, smoothed price series rather than raw prices. The document argues that filtering prices before calculating RSI can suppress some short-lived price noise at the input stage, making the resulting…

Technical indicatorsMean reversionStatistics