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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 short technical note describes a version of the Impulse indicator that lets the user choose the chart timeframe used for its calculations. The example input defaults to a four-hour period, illustrating how the indicator can be applied from a selected…

Technical indicatorsTrend following
MQL5 code base

This document describes an expert advisor that trades breaks of indicator-based fractal levels. In its default direction, an upward break of an upper fractal opens a buy position, while a downward break of a lower fractal opens a sell position. A reverse…

Technical indicatorsBreakoutRisk management
MQL5 code base

This MetaTrader indicator plots a set of Murrey Math pivot levels on the price chart for traders who use support, resistance, and pivot references. It displays eight primary lines with additional levels, and can alert when a candle closes across one of them.…

Technical indicatorsBreakoutFutures
MQL5 code base

This automated trading system description outlines risk controls for an expert advisor. It calculates position size from either a chosen account-risk percentage or a fixed monetary amount, applies a maximum monetary risk cap, and can set stop losses…

Risk managementPosition sizingVolatilityTechnical indicators
MQL5 code base

The document describes an indicator that plots up to six configurable price levels in a repeating pattern above and below an initial range. Traders can set offsets such as whole numbers and selected pip distances, then adjust each line’s visibility, color,…

Technical indicatorsForex
MQL5 code base

This article explains several ways to limit the effect of extreme observations in financial data, where outliers can distort derived features and model training. It covers percentile clipping, which caps values outside chosen quantiles, and a…

StatisticsMachine learningRisk management
MQL5 code base

The Corrected Average, also called the Optimal Moving Average, is described as a moving-average filter that adjusts its response to volatility. Its central rule is that the time series must move beyond a volatility-dependent threshold before the indicator…

Technical indicatorsVolatilityTrend following
MQL5 code base

SumRSI is an indicator that averages RSI oscillator values calculated across a user-defined range of periods. Its inputs set the starting and ending lookback lengths, the applied price series, and a horizontal bar shift. The supplied defaults span periods…

Technical indicatorsStatistics
MQL5 code base

BvsB is a trend-following indicator that combines Bears Power and Bulls Power, with one series inverted. The description proposes opening a position when the two lines intersect and reading sustained convergence as a sign that the prevailing trend is…

Trend followingTechnical indicatorsMomentum
MQL5 code base

A Kagi chart tracks price direction, typically using closing prices while disregarding time intervals and volume. The line extends as prices continue in their current direction. When price reverses by more than a chosen minimum amount, the chart turns and…

Technical indicatorsTrend followingEquities
MQL5 code base

Normalized Volume combines price movement with trading volume to help filter false signals during sideways markets. Its central premise is that strong directional moves are often accompanied by higher volume, so the indicator separates low- and high-volume…

Technical indicatorsBreakoutExecution
MQL5 code base

This indicator description explains a ZigZag channel whose threshold moves with the Parabolic SAR instead of remaining fixed. It draws an analogy to trailing stops: as the Parabolic SAR level changes, the channel boundary adjusts, potentially tracking…

Technical indicatorsTrend following
MQL5 code base

This indicator note describes a configurable drawing mode demonstrated with the Commodity Channel Index, while stating that the same approach can be applied to other oscillators. Its histogram mode adds a parameter specifying a number of confirmation bars,…

Technical indicatorsStatistics
MQL5 code base

This indicator description presents a trader aid that combines two moving averages with the Relative Strength Index. It displays arrow signals intended to suggest when a pullback within the day’s prevailing trend may be ending, helping inform trading…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This document describes a chart indicator that summarizes account trading results. It displays profit and Buy/Sell position counts for currently open trades, closed trades over daily, weekly, monthly, and yearly periods, and the account’s full history. The…

Risk management
MQL5 code base

The document describes a simple indicator that marks historical and current signals based on how far price moves over a chosen number of bars. It displays semaphore-style arrows and identifies entry points against the measured movement, adapting an idea from…

Technical indicatorsMean reversion
MQL5 code base

This short listing describes an expert advisor whose trading approach is based on a custom ZeroLag MACD indicator. It identifies the idea’s originator and the person who implemented the MQL5 code, but does not explain the indicator settings, signal…

Technical indicatorsMachine learning
MQL5 code base

This brief description outlines a trading robot for the Hang Seng Trader listing. It combines a support and resistance indicator calculated on the active chart timeframe with Fibonacci lines derived from the high and low of daily bars. The stated…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This library is designed to queue repeated MT5 Expert Advisor tests across combinations of symbols, timeframes, and date ranges. It supports both individual runs and optimization, including forward testing. The stated research uses include comparing a…

BacktestingPortfolio construction
MQL5 code base

This indicator adjusts a simple moving average’s period to the chart timeframe, aiming to represent a comparable span of market activity across charts. The examples scale the lookback to the number of bars in a year or trading session: monthly and weekly…

Technical indicatorsTrend followingForex
MQL5 code base

This document introduces a multitimeframe version of the Donchian Channel, an indicator developed by Richard Donchian. For a selected lookback of n periods, the channel’s upper boundary is the highest high and its lower boundary is the lowest low. The space…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document describes a histogram presentation of Thomas Stridsman’s Volatility Quality indicator. It says this version follows the original indicator’s approach rather than commonly used variations and differs from the regular version by plotting just one…

Technical indicatorsVolatility
MQL5 code base

This short indicator description introduces a semaphore signal based on crossings between a conventional moving average and Kaufman’s Adaptive Moving Average (AMA). It identifies the indicator as an MQL4 work and notes that the original version was published…

Technical indicatorsTrend following
MQL5 code base

This document outlines an automated foreign-exchange scalping strategy that uses a ZigZag indicator built from fractals. It limits the system to one open position at a time and specifies that the indicator reading should be taken from bar three, because the…

ForexTechnical indicatorsExecutionRisk management