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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 is intended to classify market conditions as flat or volatile, with a suggested use on five-minute charts. It displays a line in a separate indicator pane and assigns colors to four states: strong or weak flatness, and strong or weak…

Technical indicatorsVolatility
MQL5 code base

This document describes a price channel whose center line uses an exponential moving average with a variable smoothing factor. It characterizes the approximation error as non-smooth and steady, but gives no formula for the factor, channel boundaries, or…

Technical indicators
MQL5 code base

The document describes an experiment for comparing randomized trade sequences, focusing on whether the direction of the first position affects the outcomes. It contrasts alternating sequences that begin with a buy and those that begin with a sell, with the…

BacktestingStatisticsExecution
MQL5 code base

This page describes an Expert Advisor that opens trades from signals produced by an Arrows and Curves indicator. A nonzero value in one indicator buffer triggers a buy, while a nonzero value in another triggers a sell. Position size can be set as a fixed lot…

Technical indicatorsExecutionRisk managementPosition sizing
MQL5 code base

This Expert Advisor uses the BlauHLM oscillator to determine when to enter trades. Its described entry conditions are a change in histogram direction, a break through the zero line, or a change in the signal-line cloud’s color. An input setting selects the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader indicator marks candles whose price changes exceed user-defined thresholds, displaying the change in points and percentage. It offers two calculation choices: compare a candle’s close with its open, or compare its close with the previous…

ForexTechnical indicatorsStatistics
MQL5 code base

The document describes an indicator that combines fast, middle, and slow average true range measures to show changing volatility conditions. It is intended as a filter for choosing when to trade, rather than as a tool for forecasting whether prices will rise…

VolatilityTechnical indicators
MQL5 code base

Leading_HTF_Signal is a MetaTrader indicator that displays the trend direction or trade direction generated by the LeadingSign indicator at a selected bar. It uses colored arrows: a right arrow indicates trend continuation, while an arrow showing the deal…

Technical indicatorsTrend followingExecution
MQL5 code base

The document explains the Fractal Adaptive Moving Average (FRAMA) through an estimate of price-series fractal dimension. It divides a lookback into two equal intervals, measures each interval’s high-to-low range per bar, combines those measures with the…

Technical indicatorsStatistics
MQL5 code base

This introductory guide explains cryptocurrency concepts such as blockchains, wallets, exchanges, and volatility, then outlines ways to begin investing. It distinguishes long-term holding from short-term trading and recommends researching assets, choosing a…

CryptoTechnical indicatorsRisk managementBacktesting
MQL5 code base

This product description outlines a trading expert advisor that uses a rate-of-change indicator and moving-average parameters, trades at the open of a candle, and is described as usable across time frames, major forex pairs, and NASDAQ stocks. Its settings…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This indicator uses the Stochastic oscillator as its signal source to classify trend direction and strength into four visual states. Strong upward movement is shown in blue, while weaker upward movement is pale green. Strong declines are marked red, and…

Technical indicatorsTrend following
MQL5 code base

This short indicator description explains a visual cue for tracking the direction in which histogram bars are moving. It places colored icons on the bars to show their movement, helping traders read changes in the plotted series at a glance. The document…

Technical indicators
MQL5 code base

This document describes an automated trading system built around the BW-wiseMan-1 semaphore indicator. The system reacts when colored diamond signals appear on a chart, with trade direction controlled by an input that determines whether the signals are…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The Market Meanness Index is described as an indicator for classifying the market state as trending or random, with “random” used to describe chaotic conditions. The document identifies three inputs: a calculation period, a boundary above which the market is…

Technical indicatorsTrend followingStatistics
MQL5 code base

This Expert Advisor bases its entries on the ColorSchaffTriXTrendCycle oscillator crossing an overbought or oversold level. It checks for a level break when a bar closes, making the signal dependent on completed-bar data rather than an intrabar move. The…

Technical indicatorsBreakoutForexBacktesting
MQL5 code base

This indicator evaluates the slopes of five T3 moving averages with different periods and combines them into an overall trend measure. It offers two calculation methods: Tim Tillson’s original T3 and a modified Fulks–Matulich version. The description…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor uses the Relative Vigor Index (RVI) across three timeframes to combine trend filtering with entry timing. Two oscillators determine direction by their positions relative to their signal lines, while a third provides the trigger when it…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

TrendLord is a trend-following indicator that displays market direction in a separate chart window. Its calculation applies a linearly weighted moving average to the applied price over a selected period, then smooths that result with another linearly…

Technical indicatorsTrend following
MQL5 code base

This indicator calls on SuperTrend calculations from multiple timeframes and plots pivot levels corresponding to each timeframe’s direction and current value. Its stated use is to view levels from higher timeframes alongside the active chart, providing a way…

Technical indicatorsTrend following
MQL5 code base

The Cauchy difference indicator compares an arithmetic moving average with a geometric moving average, both calculated from the average of each bar’s open, high, low, and close. Its two settings control the periods used for the arithmetic and geometric…

Technical indicatorsStatistics
MQL5 code base

This document presents a basic automated trading example built around a stop-and-reverse indicator, alongside a function for adjusting trade size from the strategy's order history. The sizing routine scans closed orders associated with a particular strategy…

Technical indicatorsPosition sizingRisk management
MQL5 code base

The Step Chart Separate indicator tracks price changes in pips and marks when a move is large enough to create a new step. This version plots its values in a separate window, which is intended to make changes in trend easier to observe alongside price…

Technical indicatorsForexTrend following
MQL5 code base

This Expert Advisor looks for buy and sell setups using the recent four bars. The buy logic compares the previous bar’s high and the current bar’s low with the previous bar’s low, then applies additional price and time checks; sell logic reverses the…

ForexTechnical indicatorsBacktestingRisk management