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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
Quantpedia
86 documents
TqSdk
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 pipsing approach opens a buy and a sell position together when a new daily EUR/USD bar forms. The example specifies a 0.1 lot size, a take-profit target of 10 points, and a stop-loss and trailing-stop setting of 50 points. If one side closes, the method…

ForexExecutionRisk management
MQL5 code base

This Expert Advisor applies a portfolio-wide take-profit rule. It monitors the combined profit of all open positions and initiates closure of every position once that profit exceeds a user-set maximum level. The method therefore manages exits at the account…

Risk managementExecutionPosition sizing
MQL5 code base

This brief indicator description identifies an Envelopes tool that applies the i-CAi indicator algorithm. Envelopes indicators generally plot bands around a price reference, and the entry says this version relies on classes from a smoothing library for…

Technical indicators
MQL5 code base

This short note describes NRTR GATOR as an indicator derived from NRTR. Its distinguishing feature is a change to candlestick coloring, intended to make the underlying indicator’s display easier to read. It credits the original idea to Rashid Umarov and…

Technical indicatorsTrend following
MQL5 code base

This brief indicator description explains that an unsmoothed Relative Strength Index is plotted in a separate chart window. It identifies four configurable inputs: the calculation period, the price series applied in the calculation, and the overbought and…

Technical indicators
MQL5 code base

This note describes an indicator that marks a continuous run of candles moving in the same direction. It distinguishes bullish and bearish candles and identifies doji candles with a separate marker. An alert can notify the user when the run reaches a chosen…

Technical indicatorsMomentum
MQL5 code base

The article describes a workflow in which a trader states a strategy in everyday language and a tool generates runnable QMT code for backtesting. Its example uses a Chinese stock, buying when the 10-day moving average crosses above the 60-day average and…

EquitiesTechnical indicatorsBacktesting
MQL5 code base

This brief description explains a trend-envelope indicator that uses percentage price movement to decide whether a trend has changed or remains intact. In the described variant, smooth average true range replaces the percentage-change calculation, while…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document briefly introduces a Dynamic Zone version of the relative strength index with substantial smoothing. It places RSI in the familiar context of an oscillator bounded between low and high values, which are described as reflecting market sentiment…

Technical indicatorsStatistics
MQL5 code base

The document describes a modified Trend Detection Index indicator intended to distinguish established rising and falling trends. Its main visual rule is that the purple line sits above the red line during a steady upward trend, while the ordering reverses…

ForexTechnical indicatorsTrend following
MQL5 code base

Color RMACD is a MACD-style histogram that uses the RVI indicator for its fast component and a custom True RVI indicator for its slow component. Its histogram and signal line change color according to the active market trend. The signal line can use one of…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document describes how to extend a BrainTrend signal indicator so that detected buy and sell signals can trigger sound alerts, email messages, or mobile push notifications. It adds settings for selecting the bar used to check for a signal, enabling each…

Technical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor intended to support manual trading on the current symbol. It can attach stop-loss and take-profit levels to open positions and pending orders, close positions or the whole book after profit thresholds are reached,…

Risk managementExecutionPosition sizing
MQL5 code base

The document introduces a breakout strength meter intended to compare currencies by perceived strength and weakness. It presents the tool as a way to identify currencies that may be more likely to break out, and suggests using it to help distinguish genuine…

ForexBreakoutTechnical indicators
MQL5 code base

This document describes a configurable Commodity Channel Index (CCI) indicator. Its settings cover the CCI calculation period and applied price, optional smoothing of input prices before calculating CCI, optional smoothing of the resulting indicator, and…

Technical indicatorsStatistics
MQL5 code base

The document outlines a programming framework for grid and Martingale trading strategies. A shared base strategy holds parameters such as starting price, trade volume, take profit, and monetary stop loss. Specialized grid and Martingale classes provide their…

Grid tradingRisk managementExecution
MQL5 code base

The normalized moving average slope oscillator expresses the change in a moving average relative to average true range. Its formula takes the difference between the current and previous moving average, divides by ATR, and multiplies by 100. This scales the…

Technical indicatorsVolatilityStatistics
MQL5 code base

The Klinger Oscillator is presented as a volume based indicator designed to track longer term trends while reacting to shorter term price fluctuations. Its calculation uses fast and slow moving average periods, together with a signal period. The document…

Technical indicatorsVolatility
MQL5 code base

This document describes an indicator that marks pin bars on a price chart. Its configurable filters include minimum and maximum bar size, the percentage zone occupied by the opening and closing prices, and whether to show bars only at daily extremes. These…

Technical indicators
MQL5 code base

This brief description introduces a variable moving average indicator that can replace its averaging method. It displays the latest indicator value as a price label and allows channel levels to be rounded to a user-selected number of digits. The rounding…

Technical indicators
MQL5 code base

This expert advisor makes a directional decision when a new bar appears by comparing the tick volumes of the two most recent bars. If the newer bar has greater volume, it closes sell positions and opens a buy; if volume is lower, it closes buys and opens a…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This indicator lets traders change the active chart’s timeframe and adjust its scale display using keyboard shortcuts. Number keys select minute, hourly, daily, weekly, or monthly intervals; separate keys fix or unfix the chart scale and show or hide the…

Technical indicators
MQL5 code base

This indicator description explains a visual method for locating support and resistance from ZigZag turning points. Low pivots are used to mark support, while high pivots mark resistance. Users can adjust the analysis lookback and the ZigZag depth,…

Technical indicatorsStatistics
MQL5 code base

The document describes a short-term trading approach built around a DynamicRS indicator with fixed channel boundaries. It says the indicator’s values tend to form near those boundaries, based on the author’s experiments, and proposes using higher timeframes…

Technical indicatorsTrend followingMean reversionRisk management