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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

This indicator description presents a method for adapting an exponential moving average (EMA) using normalized average true range (ATR). The idea is to make the EMA’s effective calculation period respond to volatility rather than keep it fixed. It notes that…

Technical indicatorsVolatilityMulti-asset
MQL5 code base

This brief description outlines a foreign-exchange Expert Advisor that trades from signals generated by the Daniella indicator. A signal is acted on when a colored arrow appears at the close of a bar. The advisor depends on a compiled indicator file, and an…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes an indicator that displays price data as candlesticks after processing the relevant time series with a smoothing algorithm. It presents this format as a potentially more informative way to inspect price behavior in some analytical…

Technical indicatorsStatistics
MQL5 code base

The document describes a short-term automated trading system built around moving averages. It says the expert advisor is intended for one-minute charts in major forex pairs and Nasdaq stocks, and trades using the open price of the current candle. Settings…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This indicator marks swing highs and lows on a chart with separate arrows, using left-side and right-side bar counts to define each pivot. A high or low is confirmed only after the specified number of candles have closed to its right. That confirmation delay…

Technical indicatorsMarket microstructureExecution
MQL5 code base

This indicator description explains an adaptation of the Relative Vigor Index that marks periods identified as flat. It uses Bollinger Band contraction as the criterion: when the bands shrink past a configured threshold, the colored RVI cloud contracts…

Technical indicatorsVolatility
MQL5 code base

This document explains a script for exporting historical rates and tick data from the symbol shown on the current MetaTrader 5 chart. It addresses a limitation in the platform’s built-in export facility, which may omit available tick history, by allowing…

Market microstructureBacktesting
MQL5 code base

This document describes a chart indicator that draws a vertical line at a specified time on each day of a selected week. It uses indicator buffers with a two-part histogram drawing style to create the lines. The author recommends adding it to the main chart…

Technical indicators
MQL5 code base

The document describes an expert advisor that combines fast and slow moving averages with trend lines drawn from fractals to trade potential reversals. The trend line is intended to act as a filter alongside the moving-average logic, and the advisor is…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from a universal MACD histogram. It checks for a bar close where the histogram crosses zero, changes direction, or where the signal-line histogram breaks through, with the selected behavior…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

The document describes a breadth oscillator built from bullish and bearish candlesticks across symbols in the Market Watch. It first forms RANA as the difference between the counts of bullish and bearish candles divided by their sum. The oscillator is then…

Technical indicatorsMarket microstructure
MQL5 code base

This indicator extends standard Bollinger Bands by allowing the center line to use a selectable moving average and the calculation to use different price fields. The available moving averages are simple, exponential, smoothed, and linear weighted. Price…

Technical indicatorsVolatility
MQL5 code base

The document describes a QQE indicator built from a smoothed Relative Strength Index and two volatility-based trailing levels, one fast and one slow. Its variation adds discontinued signal-line levels and a histogram whose color changes according to those…

Technical indicatorsMomentumVolatility
MQL5 code base

This document describes a shared pre-trade control for limiting total gross position volume in a symbol across multiple Expert Advisors. Each strategy checks all open positions on the symbol, including positions opened manually or by other EAs, and allows a…

Risk managementPosition sizingExecution
MQL5 code base

This note defines an indicator that applies RSI to an exponentially smoothed price series, then smooths the RSI output with another exponential moving average. It identifies six configurable inputs: the source EMA period and applied price, the RSI period,…

Technical indicatorsMomentum
MQL5 code base

The document describes a chart overlay for reviewing a symbol’s past trades. It explains the visual legend: blue zones mark take-profit areas, red zones mark stop-loss areas, blue and red arrows indicate buys and sells, and blue ticks or red crosses show…

ExecutionBacktesting
MQL5 code base

This document describes a variant of a Stochastic trend indicator that lets users set input parameters separately for each stochastic oscillator used to display current trends. Its main contribution is the added flexibility to configure the oscillators…

Technical indicatorsForex
MQL5 code base

This expert advisor is described as entering trades on retracements from Fibonacci levels. It provides settings for fast and slow moving averages, stop loss, take profit, trade limits, and optional break-even handling. The description says it can be used on…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This strategy places buy limit and sell limit orders in a grid at a configured start hour. Its premise is that after one or more orders activate, price will return to the open of the bar on which the grid was placed. The grid uses a starting distance from…

ForexGrid tradingMean reversionRisk management
MQL5 code base

The Tail_Bar indicator compares the upper and lower shadows of each price bar and plots their difference as a histogram around a zero line. The description presents a longer lower shadow relative to the upper shadow as one side of the comparison and says the…

Technical indicatorsMean reversionStatistics
MQL5 code base

This Expert Advisor builds signals from two ZigZag indicators operating at different scales. It examines the two legs of the latest peak in the slower, larger ZigZag and counts the smaller ZigZag peaks inside those legs. User parameters compare the peak…

Technical indicatorsForexBacktestingRisk management
MQL5 code base

The document describes a variant of the stochastic oscillator that uses a step chart to filter small changes. A user sets the step size as a percentage of the stochastic value; changes below that threshold are treated as insignificant, which is intended to…

Technical indicatorsStatisticsBacktesting
MQL5 code base

The document describes a trend-following indicator that adjusts its Average True Range multiplier using Z-score normalization. The stated aim is to widen its trend boundary during volatility spikes and tighten it in steadier conditions, addressing the lag…

Trend followingTechnical indicatorsVolatilityStatistics
MQL5 code base

This brief description explains an expert advisor utility for closing or deleting orders, including orders associated with a multi-currency EA. It identifies orders through their comment text and supports matching an EA comment by prefix or suffix. If the EA…

ForexExecutionRisk management