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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 explains a MetaTrader library that connects to Skype through Skype4COM and can send instant messages or SMS. It outlines input checks for recipient names, contact-list membership, presence status, phone-number format, and nonempty message text.…

ExecutionRisk management
MQL5 code base

This MetaTrader panel is designed to estimate a prospective trade’s profit and loss and display entry, stop-loss, and take-profit levels. The user can choose a buy or sell position and adjust entry price, lot size, stop or target distance in pips, or the…

Risk managementPosition sizingExecution
MQL5 code base

This brief description links volatility to the size of a price channel for a specified period and refers to the Silence indicator as an example of normalizing indicators. It suggests using that indicator to identify flat conditions, described as an absence…

VolatilityTechnical indicatorsTrend following
MQL5 code base

The Confluence Detector plots the current timeframe’s closing prices alongside deviations derived from two user-selected, lower timeframes. Its premise is that closer lines indicate more agreement in price direction across the selected periods, while…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator identifies trend changes without moving averages. It tracks price extremes and changes direction when price reverses by a configurable distance and a bar closes beyond the preceding bar’s high or low. The reversal distance can be set in pips…

Trend followingBreakoutTechnical indicators
MQL5 code base

This Expert Advisor checks for an entry once per day at a configured time. It finds the highest high and lowest low in a user-defined historical interval, with a shift that moves the interval back from the current bar. The relative positions of those…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This brief indicator description introduces Fractal Bollinger Bands, a modification of standard Bollinger Bands that widens their range. The stated aim is to reduce or limit false entry and exit signals by making the bands less likely to trigger on smaller…

Technical indicatorsVolatilityBacktesting
MQL5 code base

This brief description introduces an MQL5 expert advisor built around three indicators: a 100-period simple moving average, a 14-period Average Directional Movement Index, and Parabolic SAR. It identifies the tools used but does not explain how their signals…

ForexTechnical indicators
MQL5 code base

This brief description introduces an indicator that plots a moving average calculated with the Square Weighted method, abbreviated SqWMA. It identifies two user-controlled inputs: the calculation period and the applied price used as the series for the…

Technical indicatorsStatistics
MQL5 code base

This document describes a visual indicator that uses two Bollinger channels with different widths to communicate how far price has moved from its usual range. Bars receive one color treatment when price crosses the inner channel and a brighter treatment when…

Technical indicatorsTrend followingVolatility
MQL5 code base

This brief note explains a small MetaTrader indicator modification: adding a button that lets the user show or hide a moving average on the chart. The author began with a moving-average example from the MQL5 editor help and added button logic to toggle the…

Technical indicators
MQL5 code base

XLineRegression is described as an indicator that creates price levels using a linear regression algorithm. Its inputs include the regression period, the degree of the regression, the price series used in the calculation, a horizontal bar shift, and a step…

Technical indicatorsStatistics
MQL5 code base

The indicator estimates the relative strength of a selected currency using closing prices from seven pairs that contain it. A zero reference line represents the average over a user-selected period, while a colored histogram is intended to make the reading…

ForexTechnical indicatorsMomentum
MQL5 code base

This indicator draws H3, H6, H8, and H12 candlesticks on an H1 chart, allowing a trader to view broader price bars without switching chart intervals. The user selects the desired timeframe in minutes and the number of candles to redraw. Separate color…

Technical indicatorsForex
MQL5 code base

This expert advisor generates a signal when a bar closes and the ColorZerolagX10MA indicator changes direction. It is a simple trend-direction rule: the moving average’s turn supplies the entry signal, while the document does not describe additional filters…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document describes an indicator that presents the output of a custom Triple Exponential Moving Average (TEMA) calculation as a sequence of candlesticks. It says those candles are produced by processing a relevant price time series with the custom…

Technical indicatorsEquities
MQL5 code base

This indicator combines the ColorZeroLAG moving average with a three-level estimate of trend strength. It uses the standard deviation of the moving average and two configurable thresholds, dK1 and dK2, to determine whether to draw a dot and how large it…

Technical indicatorsStatisticsTrend following
MQL5 code base

This Expert Advisor opens trades when a recent price move and the latest completed bar point in the same direction. A buy requires a bullish bar and a current price above its level from a configurable number of seconds earlier by at least a set step; a sell…

MomentumTechnical indicatorsPosition sizingRisk management
MQL5 code base

This brief trading description proposes using MACD divergence as a trade signal, but only when RSI confirms an extreme condition. For a long setup, RSI must be below 30 during bullish divergence; for a short setup, RSI must be above 70 during bearish…

Technical indicatorsMean reversionForexRisk management
MQL5 code base

This indicator identifies order blocks from displacement candles filtered by Average True Range. When a candle body exceeds a configurable ATR multiple, the immediately preceding candle of the opposite direction defines a bullish or bearish zone. The…

Technical indicatorsBreakoutRisk management
MQL5 code base

The document describes a modified Range Expansion Index intended to make the oscillator smoother. The original REI, attributed to Thomas DeMark, is presented as a measure of price movement that can signal overbought or oversold conditions when strength or…

Technical indicatorsMomentum
MQL5 code base

The document presents a market-cycle indicator based on the Discrete Fourier Transform. Its stated motivation is that fixed lookback periods in common technical indicators may become poorly aligned when the market’s underlying cycle changes. The proposed…

Technical indicatorsStatisticsBacktesting
MQL5 code base

The Wave Segregation Index (WSI) is presented as a histogram oscillator built from the Commodity Channel Index, the Average Directional Index, and typical price. Its calculation multiplies CCI by typical price and ADX, then divides the product by 1,000.…

Technical indicatorsStatistics