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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 a technical indicator built around an average-valued middle line and upper and lower bands calculated using historical volatility. It also explains a visual convention: the middle line can take one of three colors, while the bands use…

Technical indicatorsVolatility
MQL5 code base

This note describes Extrem_N, a simple price indicator that compares the current bar’s high and low with those from a user-selected number of bars earlier. A lower current low is treated as evidence of a downtrend, while a higher current high is treated as…

Technical indicatorsTrend followingEquities
MQL5 code base

This document describes a chart indicator that plots upward or downward arrows when conditions involving one or two selected technical indicators are met. The available inputs include moving averages, MACD, OsMA, stochastic, RSI, CCI, RVI, ADX, triple…

Technical indicatorsMomentumVolatilityBacktesting
MQL5 code base

This strategy uses a 5-period exponential moving average crossing a 20-period simple moving average to trigger long or short signals. For a long setup, the crossover candle’s close and the preceding wave low define two reference points; for a short setup,…

Technical indicatorsTrend followingForexRisk management
MQL5 code base

The document describes a chart indicator for building a manual checklist of conditions to review before opening a trade. The trader defines each check to reflect their own strategy, then marks whether each condition is satisfied. The indicator is a decision…

Risk managementExecution
MQL5 code base

This Expert Advisor uses MACD and a moving average to identify a directional setup, then enters only after price breaks the signal bar’s range. When a new bar appears, it checks whether MACD crossed the zero line on the preceding bar. A detected signal…

ForexTechnical indicatorsBreakout
MQL5 code base

This document describes a basic automated trading strategy built around the intersection of two moving averages. When the averages cross, the expert advisor opens a position in the corresponding upward or downward direction. A reverse intersection closes the…

Technical indicatorsTrend followingBacktestingRisk management
MQL5 code base

The Speed Oscillator measures how quickly a moving average changes on the current bar relative to the mean speed over a chosen lookback period. It separates upward and downward movement, scaling each by the average positive or negative speed in the…

Technical indicatorsStatisticsMomentum
MQL5 code base

This brief description concerns a second version of a DeMarker Pending trading adviser. It says the earlier version was the starting point and identifies two additions: a maximum number of positions and a minimum spacing step between positions. Either…

Technical indicatorsPosition sizing
MQL5 code base

This document describes a ColorRSI_X20 indicator that shades overbought and oversold areas behind its plotted lines. Its five configurable threshold levels define the upper extreme, upper boundary, midpoint, lower boundary, and lower extreme. Users can…

Technical indicators
MQL5 code base

This brief describes divergence as a mismatch between the direction of price movement and the direction indicated by a technical indicator. It notes that divergence often appears when an indicator reaches an overbought or oversold zone, giving the levels 20…

Technical indicatorsMean reversionMomentum
MQL5 code base

This brief indicator description presents an alternative display for price data: calculate RSI separately for open, high, low, and close, then show the transformed values as colored candles in a separate chart pane. Because RSI values occupy a bounded…

Technical indicatorsEquitiesStatistics
MQL5 code base

This legacy charting indicator creates a synthetic time series from user-defined formulas applied to multiple selected instruments. It draws each instrument on bars from a chosen timeframe and synchronizes their observations in time, allowing a combined…

ForexMulti-assetPortfolio constructionTechnical indicators
MQL5 code base

This Expert Advisor uses closing-bar arrows from the SilverTrend_Signal indicator to open positions. It scales an existing position when the most recent deal’s profit points exceed a threshold set in the EA inputs. A trade comment records the scale count…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

This brief description identifies Olivier Seban’s SuperTrend indicator and names its three inputs: a calculation period, a shift that offsets the indicator line from price in points, and an optional trend filter. It gives a basic map of the indicator’s…

Technical indicatorsTrend following
MQL5 code base

The document describes an indicator that compares the total price range over a chosen lookback with the sum of the ranges of the candles in that period. It has a lookback-length setting and an optional display of horizontal lines marking the current range.…

Technical indicatorsVolatilityMean reversionGrid trading
MQL5 code base

This note presents an adaptive exponential moving average whose calculation changes in response to the Relative Strength Index. It frames the RSI as a bounded momentum measure that can also serve as an input for adapting an indicator to changing market…

Technical indicatorsMomentumVolatilityStatistics
MQL5 code base

This document outlines a version-two Expert Advisor that combines three moving averages with optional Stochastic and RSI filters. It can enter positions at market and place Buy Stop or Sell Stop pending orders. Its inputs cover moving-average periods and…

Technical indicatorsForexRisk managementPosition sizing
MQL5 code base

This document describes updates to an Expert Advisor that uses custom indicators to open and close trades. Version 5 changes several level inputs to decimal-capable values. Later additions allow closing rules to check minimum order profit and whether a stop…

Technical indicatorsExecutionRisk management
MQL5 code base

The document briefly describes the Schaff Trend Cycle as an indicator derived from the difference between two momentum oscillators with different periods. It identifies the displayed item as a color version of that indicator and credits EarnForex.com as the…

Technical indicatorsMomentum
MQL5 code base

This indicator changes its zigzag leg when price moves by a specified percentage from an extremum. Because the reversal rule depends on price rather than elapsed time or chart timeframe, it can present swings consistently across securities without tying them…

Technical indicatorsTrend followingMomentum
MQL5 code base

This short indicator description explains that the Color TSI Oscillator can be configured to calculate or display on a selected chart timeframe. The example uses a four-hour period, allowing the indicator to be used alongside a chart with a different…

Technical indicatorsForex
MQL5 code base

The strategy starts from a flat account by opening equal-sized long and short positions. When price moves by a preset step, it adds a position in the direction opposite that move, using twice the initial lot size. If price moves another step, the system…

ForexMean reversionGrid tradingPosition sizing
MQL5 code base

This indicator measures whether two instruments that usually move together are beginning to diverge. It calculates rolling Pearson correlation between their returns and a rolling z-score for the log-price spread. A signal appears only when correlation falls…

StatisticsPairs tradingMean reversionTechnical indicators