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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

The document describes an MT5 indicator for identifying a bearish three-candle pattern in Crash markets. It looks for a strong bearish candle, a bullish middle candle, and another strong bearish candle; the two outer candles are specified as having bodies…

Technical indicatorsMean reversionRisk management
MQL5 code base

This document describes an Expert Advisor that trades when the Go indicator changes color at a bar’s close. It opens a trade when the bars switch from red to green or green to red. The system relies on a compiled indicator file, and the article notes that a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader indicator draws a vertical line on the chart once per day at a user-selected hour and minute. Its inputs let the user choose the line’s color, style, width, background placement, and a name prefix. The user can also limit how many historical…

Technical indicators
MQL5 code base

This note describes a version of the Rj_SlidingRange channel indicator that lets users round its displayed levels to a chosen number of digits. The precision is controlled by an input setting, with three digits given as the default. This can help adapt the…

Technical indicators
MQL5 code base

This document describes a higher-timeframe variant of the Din_fibo_Nex indicator. Its distinguishing option lets the user choose the chart period from the indicator’s inputs, with a four-hour period shown as the default. The note says the variant depends on…

Technical indicators
MQL5 code base

This expert advisor generates signals when two moving averages intersect, using a selectable bar to determine whether the signal comes from the current or previous bar. An optional MACD filter checks the main MACD line's position relative to zero on that…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

The indicator calculates four Commodity Channel Index series, one each from the high, low, open, and close prices. It combines these values in a candlestick-style display, giving a view of how CCI varies across the price bar rather than relying on a single…

Technical indicators
MQL5 code base

The document describes an automated trading system based on the BlauTStochI oscillator. It identifies two alternative entry approaches: trade when the oscillator histogram changes direction, or act when it crosses the zero line. An input setting selects the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This indicator draws a quadrangle from the daily open, high, close, and low, while being intended for use on hourly charts. The described method visually compares the shape of the latest figure with its base. A narrowing smaller than the base is treated as a…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document explains introsort, a comparison sort that begins with quicksort and switches algorithms to control performance. It uses heapsort when recursion depth risks becoming excessive and insertion sort for small partitions, keeping quicksort for…

Statistics
MQL5 code base

This research report presents Qualified Domestic Institutional Investor funds as an accessible route for mainland Chinese investors to gain overseas exposure. It argues that international assets can diversify portfolios because their returns may be less…

Multi-assetPortfolio constructionChina marketsEquities
MQL5 code base

The Relative Strength Oscillator (RSO) is described as a centered presentation of the Relative Strength Index. It shifts RSI values by 50 so that the oscillator swings around zero, retaining the same underlying information while expressing customary…

Technical indicatorsMomentum
MQL5 code base

This indicator combines a fast ZigZag with plotted DiNapoli target levels. It marks a possible stop-loss level in red, followed by a start line and three successive target lines. The display also includes vertical lines aligned with corresponding points in…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document describes a modified momentum indicator that adds a correction period to make momentum readings less prone to false signals. It says that setting the correction period below zero reproduces ordinary momentum, with a 100-point adjustment when…

MomentumTechnical indicatorsTrend following
MQL5 code base

This document describes a software class for calculating Average True Range (ATR) with a ring buffer. It accepts high, low, and close price data, and supports both whole-array calculations and calculations for individual values. The smoothing period and…

Technical indicators
MQL5 code base

This indicator colors candlesticks according to the Bill Williams method and generates alerts when it detects a trend change. Its available notification options include sound alerts, email, and push messages to mobile devices. Inputs control which bar is…

Technical indicatorsTrend followingExecution
MQL5 code base

This document presents a basic automated trading example using the Commodity Channel Index (CCI) calculated from typical price. A buy signal occurs when CCI moves upward from below one threshold to above a nearby lower threshold; a sell signal uses the…

Technical indicatorsForexRisk managementExecution
MQL5 code base

This Chinese-language post proposes screening mainland Chinese stocks associated with the metaverse. It ranks candidates by the day’s auction amount, keeps the top five, and combines that liquidity or activity filter with a condition on the K value of the…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a MetaTrader chart indicator that marks two candlestick formations: the Hammer and the Inverted Hammer. It places colored points on the main price chart to identify bars classified as these patterns. The indicator relies on a smoothing…

Technical indicatorsEquities
MQL5 code base

The document explains the Doji candlestick pattern and describes an automated detector that scans charts for it. A candle qualifies when its opening and closing prices are close together, with those prices near the midpoint between the candle’s high and low.…

Technical indicatorsStatistics
MQL5 code base

DynamicRS_C is described as a trend indicator that does not use averaging. Its line changes color to show trend state: purple for a rising trend, pink for a falling trend, and yellow when the trend changes. The document names Nick A. Zhilin as the author and…

Technical indicatorsTrend following
MQL5 code base

The Volatility Ratio indicator aims to identify trading ranges and possible points where a trend may return or reverse. It divides each bar’s true range—using the high-low span and gaps from the previous close—by a price range calculated over a configurable…

VolatilityTechnical indicators
MQL5 code base

This Expert Advisor follows the HullTrend indicator and generates a signal when a completed bar changes the indicator cloud’s color. The description presents this as a trend-following rule and identifies USDJPY on a four-hour chart as the setting used for a…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document explains the Factory Method design pattern, a creational approach in which a creator declares a method for producing a product interface and concrete creator subclasses choose which product implementation to instantiate. The sample uses a…

Statistics