Skip to content

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
Quantopian lectures
45 documents
Binance API docs
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 document describes a trading system built around reinforcement-learning agents implemented in an MQL library. An agent accepts a vector of predictor values and contains an ensemble of trees; the example supplies normalized closing prices as inputs and…

Machine learningEquitiesBacktesting
MQL5 code base

FMOneEA is a MetaTrader 4 expert advisor whose documented settings cover trading timeframe, lot sizing, profit targets, stop losses, trailing controls, and handling losing orders. Earlier versions used ZigZag and MACD signals on an hourly chart; a later…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes an indicator-style workflow for scanning assets for Smart Money Concepts setups. It proposes caching higher-timeframe data and checking live prices in the background, then validating a potential order block only when the displacement…

Technical indicatorsMarket microstructureStatisticsBreakout
MQL5 code base

The document describes a simple long-only strategy for the S&P 500, based on the premise that the broad index trend is upward and that short trades would target corrections. Rather than buying a fresh high, it seeks a pullback followed by signs of renewed…

EquitiesTrend followingMomentumTechnical indicators
MQL5 code base

This indicator expands a MetaTrader 4 version of Zerolag TEMA Bars with Heiken Ashi equivalents for the regular price fields. It also retains a Heiken Ashi average, calculated from the Heiken Ashi open, close, high, and low, to preserve a value used by the…

Technical indicators
MQL5 code base

The document describes a chart indicator that automatically plots Fibonacci retracement and extension levels using the latest swing high and swing low identified by a ZigZag calculation. As new swing points form, the displayed levels update, making the tool…

Technical indicatorsStatistics
MQL5 code base

This brief indicator description defines RSI MA as a moving average applied to the Relative Strength Index. First, RSI is calculated from a selected applied price over a chosen RSI period. That RSI series is then smoothed using a separately selected period…

Technical indicatorsMean reversionStatistics
MQL5 code base

This indicator describes volatility magnitude and change, rather than market direction. It marks periods of especially low volatility with dark gray dots, based on the premise that volatility may soon increase. The proposed use is to treat those periods as…

VolatilityTechnical indicators
MQL5 code base

This brief description presents an Expert Advisor that uses three time frames to identify a trend and trades the open candle price. It lists support for major forex pairs and NASDAQ stocks, along with configurable stop losses, take profits, trailing stops,…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

This MetaTrader Expert Advisor uses signals from the Karpenko oscillator. It opens a signal when a bar closes and the indicator cloud changes color, making the cloud transition the described entry trigger. The EA is presented for GBPUSD on a four-hour chart,…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This description presents an extended version of the Center of Gravity indicator, based on an earlier Ehlers version. It says the original calculation does not provide useful significant levels, including a usable zero level, and that the extended…

Technical indicatorsMomentumMean reversion
MQL5 code base

The described expert advisor uses no indicators. At the start of a new bar, it opens two positions in opposite directions and then waits until both positions close through their stop-loss or take-profit levels before opening another pair. The approach relies…

ForexExecutionRisk managementBacktesting
MQL5 code base

Smoothed Rate of Change adapts the standard Rate of Change momentum indicator by applying it to an exponential moving average rather than directly to closing prices. The calculation first forms an EMA, then compares its current value with the value from a…

Technical indicatorsMomentum
MQL5 code base

The indicator estimates a possible daily price zone from recent trading ranges. It reports the previous day's range and averages over 2-, 5-, 10-, and 20-day periods, with the 20-day history described as the basis for estimating the current day's movement. A…

Technical indicatorsVolatilityRisk management
MQL5 code base

This document describes a configurable version of the Chaikin Volatility indicator for MetaTrader 5. Its key feature is a timeframe input, which lets the user select the chart period from which the indicator draws its data; the example default is a four-hour…

Technical indicatorsVolatility
MQL5 code base

This short description defines a price-deviation indicator that compares the selected price with its average, calculated using a simple moving average over a chosen period. The user sets the calculation period and the applied price, which determine the…

Technical indicatorsStatisticsMean reversion
MQL5 code base

This brief indicator description says it uses moving averages shifted left on a price chart to produce buy and sell signals. It notes that signals may be clear but can arrive late, and that a parameter controlling the moving-average period can be adjusted to…

Technical indicatorsTrend following
MQL5 code base

This brief note describes a version of the Volty Channel Stop that uses smoothed average true range in place of regular ATR when calculating its channel. ATR-based channel stops use market volatility to set stop levels; the proposed substitution is intended…

Technical indicatorsVolatilityRisk management
MQL5 code base

This note describes a volatility stop indicator based on the difference between moving averages of highs and lows. Its two inputs are the lookback period and a multiplier. The stated calculation scales the high-low average by the multiplier and divides by…

Technical indicatorsVolatilityBreakout
MQL5 code base

This document describes a CCI indicator that plots the CCI line alongside upper and lower threshold levels. The visual uses two histogram-style constructions for the levels and a line for CCI. Users can set the averaging period and the two threshold values;…

Technical indicatorsMomentum
MQL5 code base

This short description explains an indicator for examining two or more symbols together on a single chart. It uses the first visible bar as the starting point, while chart buttons control its behavior. The documented controls adjust the scale, invert a…

Multi-assetTechnical indicators
MQL5 code base

The Simple Trend Detector is an oscillator calculated from the difference between candlestick opening and closing prices. Its author describes it as similar to RSI and DeMarker, but more sensitive, and suggests interpreting it in a similar way. This gives…

Technical indicatorsTrend following
MQL5 code base

The indicator estimates relative strength for eight major currencies from a basket of seven currency pairs: AUD/USD, EUR/USD, GBP/USD, NZD/USD, USD/CAD, USD/CHF, and USD/JPY. It displays all currency indices in one chart window, with each index expressed as…

ForexTechnical indicatorsMomentum
MQL5 code base

The document introduces an indicator for identifying swing-point highs and lows in price data. Its main configurable feature is the number of bars examined when determining major and minor swing points. That setting lets a user adjust how much surrounding…

Technical indicatorsMean reversion