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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
WonderTrader
14 documents
Alphalens
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 brief document identifies an indicator called SessionRangeBreakout and says its author uses breakouts from the Asian trading range when trading gold. It provides a little context for the indicator’s intended market and general approach: define a session…

CommoditiesBreakoutTechnical indicators
MQL5 code base

The document presents a variation on MACD signals that uses Bollinger Band Stops in place of the conventional signal line. It also describes a risk-percentage setting that affects how quickly the stops respond: a smaller risk percentage makes them react…

Technical indicatorsVolatilityRisk management
MQL5 code base

This MetaTrader 5 indicator adapts an earlier MetaTrader 4 tool that searches price history for candle sequences resembling a selected recent pattern. It uses dynamic time warping (DTW) to identify candidate matches and presents possible future price paths…

Technical indicatorsStatisticsBacktesting
MQL5 code base

ColorMFI_X20 is a chart indicator that displays twenty Money Flow Index lines in one window, using sequential periods that begin at a configurable starting period and advance by a configurable step. Each line can be colored according to its position relative…

Technical indicatorsEquitiesStatistics
MQL5 code base

The document identifies logarithmic Garman–Klass volatility as one possible method for estimating volatility. It offers no derivation, formula, input requirements, comparison with other estimators, or empirical results, so it serves only as a brief pointer…

VolatilityStatistics
MQL5 code base

This document describes a modified variable moving-average indicator that can replace its averaging method, display the latest value as a price label, and round channel levels to a chosen number of digits. Its main analytical feature is a three-level…

Technical indicatorsStatisticsTrend following
MQL5 code base

The document explains a correlation indicator for comparing price changes in two symbols. It describes values from positive one to negative one: positive values indicate prices tending to move together, negative values indicate movement in opposite…

Technical indicatorsStatisticsPairs trading
MQL5 code base

This MetaTrader Expert Advisor trails the stop loss of an open position along the boundary of a channel formed by an ATR_Trailing indicator. It updates the stop only when a new bar forms, using data from the newly closed bar, and only when the resulting stop…

Technical indicatorsVolatilityRisk managementExecution
MQL5 code base

The document describes a short-term signal method that combines Stochastic direction with price crossing a moving average and an ADX-based trend assessment. A long setup requires Stochastic to rise, price to break the moving average, and the trend to…

Technical indicatorsBreakoutTrend following
MQL5 code base

The Vertical Horizontal Filter (VHF), introduced by Adam White in 1991, is designed to assess whether prices are trending or moving sideways. The document presents it as a way to guide the choice between trend following and range oriented indicators. It…

Technical indicatorsTrend following
MQL5 code base

The post introduces a custom simulator intended to provide trade-event notifications in MQL4, where the author says the built-in OnTrade event was not yet supported in the referenced build. The proposed event categories cover opening an instant order,…

ExecutionRisk management
MQL5 code base

This document describes a MetaTrader 5 version of the TDI-2 indicator that can use a selected chart timeframe, with a higher-timeframe setting shown as an example. It also explains how the repeater variant is compiled with the original custom indicator…

Technical indicatorsExecution
MQL5 code base

This note describes a MACD-style indicator built around the difference in responsiveness between an exponential moving average and a simple moving average. Its central idea is to use that speed difference with a single period, instead of the separate fast…

Technical indicatorsMomentum
MQL5 code base

The Notis oscillator uses the distances from the close to the intraday high and low to form two smoothed series. In its default, non-cumulative mode, the gap between the Plus and Minus lines is presented as a measure of volatility; their crossing is…

Technical indicatorsVolatility
MQL5 code base

This document describes a MetaTrader indicator for MT4 and MT5 that calculates a breakeven price level from open positions and displays it as a horizontal chart line. It also reports the number of trades, total lots, and distance from the breakeven level in…

Risk managementPosition sizingExecution
MQL5 code base

This document explains how to add notifications to the BrainTrend2Sig semaphore indicator in MetaTrader. It introduces inputs for selecting the signal bar, enabling sound, email, or mobile push alerts, and setting an alert limit. Buy and sell routines…

Technical indicatorsExecution
MQL5 code base

This description presents a chart indicator that classifies volume bars into categories such as buying climax, selling climax, churn, climax churn, weak candle, and ordinary volume. It displays those categories with colors and adds a moving average of…

Technical indicatorsMarket microstructureExecution
MQL5 code base

This brief indicator description explains a simple way to display Fibonacci levels on a MetaTrader chart. The levels are calculated from the most recent bar on a user-selected timeframe, then redrawn whenever a new bar appears. User-configurable settings…

Technical indicatorsFuturesForex
MQL5 code base

The Channel Balance indicator measures where the median price, defined as the average of the high and low, sits within the highest-to-lowest price range over a chosen period. It first normalizes that position: subtract the period low from the median price…

Technical indicatorsStatisticsFutures
MQL5 code base

The document outlines an automated grid approach that places equally spaced pending limit orders around the current market price. It places sell limits above price and buy limits below, with the trading range derived from weekly highs and lows. Once orders…

Grid tradingExecutionRisk managementForex
MQL5 code base

This short-term forex strategy combines a 34-period exponential moving average, a 50-period Commodity Channel Index, and the default MACD settings. It is presented as having been tested on EUR/USD and as best suited to a 15-minute chart. The proposed buy…

ForexTechnical indicatorsMomentum
MQL5 code base

The document defines a Hurst oscillator using two smoothing steps. First, it calculates a centered moving average by offsetting a simple moving average of median price by half the selected period. Separately, it assigns a flow value based on the close’s…

Technical indicatorsStatistics
MQL5 code base

The document describes two interpretations of the Chaikin volatility indicator. One view associates rising volatility with nervousness near market tops and falling volatility with the late stages of market bottoms, when participation may have waned.…

VolatilityTechnical indicatorsRisk management
MQL5 code base

The document briefly describes a Rapid RSI indicator variant that applies T3 price prefiltering before presenting its RSI output. It also explains an MT5 display feature: the indicator line can change color across user-defined value steps, with 20 steps…

Technical indicators