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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 document introduces a library of averaging algorithms intended for intermediate calculations on price series. It points readers to a separate article for detailed descriptions of the algorithms and notes that the library has an MQL4 version. An EMA…

Technical indicatorsStatistics
MQL5 code base

This document describes an indicator that displays how often the Evening Star candlestick pattern appears for a selected symbol and timeframe over a specified period. It focuses on counting and visualizing detected patterns, rather than defining a trading…

Technical indicatorsStatistics
MQL5 code base

This document introduces an Ease of Movement indicator displayed as a color histogram. Ease of Movement is a technical indicator intended to represent how readily price moves in relation to trading activity. The text identifies the indicator’s presentation…

Technical indicatorsStatistics
MQL5 code base

This document describes a MetaTrader indicator that presents Fractal_MFI readings using a timeframe selected in the indicator’s input settings. The example default is a four-hour chart period, while the user may choose another timeframe. This makes the…

Technical indicatorsForex
MQL5 code base

The document outlines a rule-based trading approach using candlestick patterns and RSI thresholds. It opens buys on bullish engulfing candles when RSI is above an overbought level, and sells on bearish engulfing candles when RSI is below an oversold level.…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

The QQE Histo indicator is described as a smoothed Relative Strength Index paired with fast and slow trailing levels based on volatility. These components adapt the RSI reading with price movement and provide two reference levels for interpreting the…

Technical indicatorsVolatilityMomentum
MQL5 code base

The document describes a breakout indicator built around an XHullTrend_Digit cloud. When price moves outside the cloud, candles take a color associated with the trend direction: blue for rising and pink-red for falling. Bright shades indicate that candle…

BreakoutTrend followingTechnical indicators
MQL5 code base

HLR_Signal is described as a MetaTrader indicator that presents trend information and trading signals in a separate, narrow chart window. It draws the trend as a two-color straight line and marks signals with colored stars. The indicator uses values produced…

Technical indicatorsTrend following
MQL5 code base

The document describes configurable trade-management options for closing part of an open position and moving a stop loss to the break-even area. Its listed settings enable partial closing, set the percentage of position volume to close, enable stop movement,…

Risk managementPosition sizingExecution
MQL5 code base

This brief description introduces a MetaTrader 5 indicator that plots a price channel and Fibonacci levels using the latest peaks identified by a parabolic ZigZag. It is a technical-analysis visualization: the document explains the source of the levels but…

Technical indicatorsVolatility
MQL5 code base

The document describes an automated trading system that uses Heikin Ashi candle direction to identify trend changes. It proposes entering trades when candle colors indicate a bullish or bearish shift, then closing positions when the direction flips. The…

Trend followingTechnical indicatorsRisk management
MQL5 code base

The document explains fixed-width fractional differencing (FFD) as a way to make price series more suitable for statistical and machine-learning models while retaining some long-term dependence. It contrasts this with ordinary integer differencing, which can…

Machine learningStatisticsForex
MQL5 code base

This indicator computes an average from moving averages with different lookback periods. The user sets the starting and ending lengths, the smoothing method, and additional phase and shift parameters. The page therefore describes a way to combine several…

Technical indicatorsTrend following
MQL5 code base

The Subway indicator displays a price channel around a central line derived from moving averages. Its two period settings define a fast and a slow moving average, though the document does not specify how they are combined to form the center line. A…

Technical indicatorsTrend followingBreakout
MQL5 code base

This MetaTrader indicator measures candle upper and lower wicks and displays their lengths on a price chart. Traders can choose pips or percentage points, set thresholds for which wicks appear, and optionally mark wicks below rather than above those limits.…

Technical indicatorsVolatility
MQL5 code base

The Volatility Ratio2 indicator compares the current true range with an exponential moving average of true range over a configurable period. True range accounts for the day’s high-low span and gaps from the previous close, so the measure reflects more than…

Technical indicatorsVolatilityRisk management
MQL5 code base

This indicator uses crossings between the Stochastic oscillator’s %K and %D lines to signal possible momentum changes or reversals. It offers alerts as signals occur and marks confirmed crossovers after the bar closes, helping distinguish developing signals…

Technical indicatorsMomentum
MQL5 code base

BrakeExp is described as a simple trend indicator shown in NRTR form, with use compared to Parabolic SAR. The document gives no calculation rules, chart examples, or trading instructions, so the indicator’s signal behavior and implementation cannot be…

Technical indicatorsTrend following
MQL5 code base

This document explains a trade-management expert advisor that moves a position’s stop loss to a specified breakeven level after the position reaches a configured profit threshold. A separate distance setting determines where the stop is placed relative to…

ForexRisk managementExecution
MQL5 code base

This document describes a MetaTrader expert advisor that trades from the MACDCandle indicator. It generates a signal when a bar closes and the indicator’s candle color changes, making the indicator transition the entry trigger. The advisor requires the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Decycler Oscillator transforms the Simple Decycler indicator by applying an Ehlers high-pass half-period filter to suppress strongly low-frequency components. It then expresses the filtered output relative to price and scales the result by a coefficient,…

Technical indicatorsStatistics
MQL5 code base

StdScore is described as an oscillator that represents a selected asset’s price in a separate chart window using a line, bars, or candlesticks. Its calculation is based on a moving average and standard deviation, making it similar in spirit to a standardized…

Technical indicatorsStatisticsBreakoutRisk management
MQL5 code base

This indicator tutorial describes a ZigZag that changes direction after price retraces a configurable percentage of the current wave. It tracks local highs and lows, the current wave’s start and end, and bar distances so it can move a plotted turning point…

Technical indicatorsVolatilityTrend followingStatistics
MQL5 code base

This brief indicator description applies a frog-jump analogy to candlestick sequences: price is imagined as moving between nonadjacent leaves, so an isolated candle between candles of the opposite direction is treated as irrelevant to the experiment.…

Technical indicatorsEquities