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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 Price Lines script adds horizontal reference levels to a chart, complementing the platform’s standard grid. Users can adjust the spacing, color, and line width. The lines align with basic price levels, making it easier to see how price moves around those…

ForexTechnical indicators
MQL5 code base

The Midpoint Oscillator (MPO) is a two-line indicator intended to show price movement relative to the center of its recent high-low range. Its main line compares the latest close with the midpoint of the highest and lowest prices over a configurable lookback…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes a chart indicator that displays information about an open position directly in the chart window. It reports the position direction, profit or loss in points, and the distances from the current price to the stop-loss and take-profit…

ForexTechnical indicatorsRisk management
MQL5 code base

This brief description introduces an indicator that displays three pivot levels on a single chart and lets the user choose the timeframes used for those pivots. It is a charting aid for viewing reference levels from more than one horizon at once. The…

Technical indicatorsForex
MQL5 code base

This expert advisor combines two Kolier SuperTrend indicators operating on different timeframes. A slower indicator sets the permitted trend direction, while a faster one supplies the entry trigger when its line changes color. A trade signal is considered at…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This brief description outlines an automated trading program that uses Parabolic SAR signals. It mentions a time filter and compatibility with ECN brokers, and explains an option that closes trades opened under the prior signal when an opposite signal…

Technical indicatorsTrend followingRisk management
MQL5 code base

This document describes an Expert Advisor that trades when the MA_Rounding_Candle indicator changes candle color, generating a signal when a bar closes. It identifies the required compiled indicator files and notes that a trading library supports brokers…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor generates a trade signal when a bar closes and a new colored marker appears from the Force_DiverSign indicator. It therefore depends on the indicator’s semaphore-style signals rather than describing an independent entry calculation. The…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

This strategy compares the previous two days’ highs and lows to set a breakout order for the current day. It places a pending order at the prior day’s high when that day’s high-low range is higher than the range of the day before, or at the prior day’s low…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

The OHLC Volume indicator splits a bar's tick volume into upward and downward streams using proportions derived from the bar's open, high, low, and close. It has no user-set input parameters. The described calculation weights the upward stream by the…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This document introduces a chart indicator called FineTuningMACandle_Chl. It describes two colored channels built from standard deviations of the indicator candles’ high and low values. The listed parameters include the averaging period, multiple ranks and…

Technical indicatorsVolatilityStatistics
MQL5 code base

The XPoints indicator seeks possible reversal points using unusually wide candles near the edges of a price channel. It defines a candidate bar by comparing its high-low range with the absolute open-close body, applying minimum bar-size and channel-width…

ForexTechnical indicatorsMean reversionRisk management
MQL5 code base

This note describes a modified version of the DayImpulse 1.1 indicator. The stated changes add T3-method smoothing and channels, simplify the algorithm's presentation without changing its underlying essence, and reduce chart graphics. It also introduces…

Technical indicators
MQL5 code base

The document introduces the Range indicator, which calculates a range expansion index and displays the range of price change for the current bar. It identifies the indicator’s author and notes that it was first implemented in MQL4 and published in 2007. The…

Technical indicatorsVolatility
MQL5 code base

This document describes an expert advisor that randomly chooses currency symbols, trade sizes, and order types rather than basing entries on technical indicators or fundamental analysis. Although it can be attached to one currency chart, it is described as…

ForexMulti-assetRisk managementPosition sizing
MQL5 code base

This expert advisor implements a Puria-style system using one fast moving average, two slower moving averages, and MACD confirmation. Its described sell setup occurs when the fast average moves above both slower averages, subject to a minimum separation…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This trading script places a sell limit order at a trigger level measured in points from the current price. It also defines stop-loss and take-profit distances from the trigger, an optional order expiry, and retry settings for unsuccessful transactions. The…

ExecutionPosition sizingRisk management
MQL5 code base

This document describes a read-only MetaTrader 5 panel for translating a prop firm’s daily account reset rule into broker server time. It compares broker time with UTC and the computer’s local clock, displays the firm’s specified time zone and reset hour,…

Risk management
MQL5 code base

This document describes an MT5 indicator that displays Murrey level values in indicator buffers and adds text labels to the chart. Its main configuration choices include the timeframe used for calculations, the calculation period, a step-back setting, and…

Technical indicators
MQL5 code base

This trading robot is described as a consolidation breakout system that draws short trend lines from fractals and combines them with two moving averages. The trend line is intended to act as a live-trading filter, while optimization and backtests rely on the…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

This brief description introduces a MetaTrader 5 indicator with two input parameters. Its stated construction uses six lines positioned at increasing multiples of an ATR-based offset around a high-price moving average. The outer line is described as two…

Technical indicatorsVolatility
MQL5 code base

This document describes an Expert Advisor that opens and closes positions at configured clock times. At the opening time, it reads the Exp_QQECloud indicator color: red signals a short position and purple signals a long position. The closing time is set…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes simple price channels built from high and low values with distances based on the Average True Range. It presents the bands as a way to estimate possible short-term support and resistance, or to set take-profit and stop-loss levels…

Technical indicatorsVolatilityRisk management
MQL5 code base

This Expert Advisor uses signals from the NRTR_ATR_STOP indicator. A signal is recognized when a large colored star appears at a bar close. The user can set start and end hours and minutes to define when the system may trade; its defaults cover the session…

ForexTechnical indicatorsBacktesting