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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 describes an expert advisor that opens trades using one of six signal configurations: MACD direction, price relative to a pivot, support and resistance breaks, or combinations of i_Trend, RSI, stochastic, and MFI. Users can reverse signals and…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document explains a trend indicator that plots a direction line in two colors and marks potential changes with arrows. Its two inputs are a lookback period and a strengthening percentage. The line calculation uses the close at the highest close within…

Technical indicatorsTrend following
MQL5 code base

The document describes a velocity indicator as the difference between a Parabolic Weighted Moving Average and a Linear Weighted Moving Average. It says this construction is associated with what is commonly called Jurik Velocity, and presents a version with a…

Technical indicatorsMomentumTrend following
MQL5 code base

The Modified Moving Average is presented as a way to reduce lag relative to a simple moving average. It combines an SMA of the selected price over a chosen period with a slope adjustment, using a period-based scaling factor. The document identifies the…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that trades signals from the XWPR_Histogram_Vol indicator. It enters when a bar closes after crossing an overbought or oversold level. The two levels correspond to separate positions, each with its own magic number…

ForexBreakoutTechnical indicatorsPosition sizing
MQL5 code base

This brief note describes a MetaTrader 5 indicator variant that adds a selectable chart timeframe to the Gaus moving average. Its input defaults to a four-hour period, allowing the indicator to use a timeframe chosen by the user rather than being restricted…

Technical indicatorsFutures
MQL5 code base

The document outlines a scalping approach that looks for the current period’s price range to exceed the prior period’s range. It can be applied across periods such as a week, day, or four-hour interval. The stated distinction from a conventional range…

BreakoutVolatilityTechnical indicatorsExecution
MQL5 code base

The Dynamic High/Low Percentage Band Overlay defines two price bands from the highest and lowest prices within a lookback period. It differs from a related high/low band indicator by progressively narrowing the channel across the range according to an…

Technical indicators
MQL5 code base

The document describes a trading expert that closes all open positions when selected basket-level profit or loss conditions are met. It offers two closing modes: triggering on a percentage change or on a specified monetary amount. The author says the expert…

Risk managementPosition sizingExecution
MQL5 code base

This document describes a WAMI oscillator indicator that can be set to calculate on a timeframe different from the chart’s timeframe. It fills the space between the oscillator and its signal line with color according to the indicated trend direction. The…

Technical indicatorsTrend following
MQL5 code base

This document describes a MetaTrader 5 VWAP indicator designed to adapt session resets to different asset classes. It lists automatic asset classification, timezone-aware session handling, and a 17:00 New York rollover for forex, gold, and energy. It also…

Technical indicatorsExecutionMarket microstructureHigh-frequency trading
MQL5 code base

This indicator combines a Rainbow Moving Average with an RSI calculation, then smooths and transforms the result. Its configurable inputs are the Rainbow Moving Average period, RSI period, smoothing period, and overbought and oversold levels. The document…

Technical indicatorsEquitiesStatistics
MQL5 code base

This note describes a simple trend indicator built from three moving averages. It interprets an upper or lower wave approaching the zero level as a possible indication of an uptrend or downtrend. The description offers a basic signal concept: use the wave’s…

Technical indicatorsTrend following
MQL5 code base

The document describes a semaphore-style technical indicator based on the Hull Moving Average (HMA). It marks moments when the difference between the HMA and its own averaging changes direction, offering a visual cue about a shift in the indicator’s…

Technical indicatorsTrend following
MQL5 code base

The document describes an indicator that converts live minute-bar data into bars with a user-selected number of seconds per interval. Its stated approach uses OHLC rate data, so the conversion is presented as possible even when individual ticks are…

CryptoFuturesForexMarket microstructure
MQL5 code base

This Expert Advisor takes trades from signals generated by the MACD-2 indicator. A signal is evaluated when a bar closes. Depending on the selected trend mode, entry can follow a histogram crossing of the zero line, a change in histogram direction, or a…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This document describes an Expert Advisor that enters when price breaks the prior candle’s high or low, using a selectable candle timeframe from one minute to one month. A moving-average filter can be enabled, and the first trailing-stop adjustment moves the…

BreakoutTechnical indicatorsRisk managementPosition sizing
MQL5 code base

BullsBears is described as a trend indicator that uses volume in its calculations and displays the result as a colored cloud. Green denotes a bullish market state, while red denotes a bearish one. Its stated aim is to identify an initial market impulse and…

Technical indicatorsTrend following
MQL5 code base

This document describes a colored Zero-Lag MACD indicator ported from MetaTrader 4 to MetaTrader 5. It explains that the implementation calculates the indicator over historical candles and adapts the original loops to MetaTrader 5’s different time-series…

Technical indicatorsMomentum
MQL5 code base

This Expert Advisor trades from the KalmanFilterCandle indicator. It generates a signal when a bar closes and the indicator changes candle color, using that change as the trade trigger. The document refers to chart examples and a test for USDJPY on the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This semaphore indicator uses a fast RSI to identify potential reversal areas. Its premise is that price reversals may be preceded by a slowdown and turn in the RSI’s rate of change, while price stalls in an overbought or oversold zone. It can mark such…

Technical indicatorsMean reversion
MQL5 code base

This indicator places a marker on the price chart when the Commodity Channel Index crosses its zero line. An upward cross gets a dot below the candle, while a downward cross gets one above it. The placement uses a moving average period to calculate the…

Technical indicators
MQL5 code base

The document introduces a currency strength meter that uses percentage price changes between periods to help identify trending and consolidating markets. It presents the tool as a way to compare currency strength and describes trend and consolidation…

ForexTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor applies a martingale approach with a configurable delay between entries. After an initial position, it waits a chosen number of bars before opening another position when the price moves by the specified step and a new entry signal…

ForexGrid tradingPosition sizingRisk management