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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This brief description concerns a higher-timeframe version of an IBS, RSI, and CCI indicator for MetaTrader 5. It explains that users can select the indicator chart period through an input setting, allowing the indicator to reference a chosen timeframe. The…

Technical indicators
MQL5 code base

This page describes an Expert Advisor that uses the EMAAngle indicator as an initial directional gate, then checks additional indicators, including Laguerre RSI with a Laguerre filter, two moving averages, and CCI. It states that the EA compares the EMAAngle…

ForexTechnical indicatorsBacktesting
MQL5 code base

Parabolic SAR is a chart overlay designed for trending markets. Its dots or line appear below price during an uptrend and above price during a downtrend. When price crosses the indicator, SAR switches sides; the text describes this as a possible signal that…

Technical indicatorsTrend followingRisk management
MQL5 code base

Historical volatility describes how widely an instrument’s returns vary over a selected period. The document presents standard deviation as a common way to measure this dispersion and explains that higher readings indicate larger price fluctuations and…

VolatilityStatisticsTechnical indicators
MQL5 code base

The document describes a modified Commodity Channel Index (CCI). In the conventional calculation, the reference price average is a simple moving average, and the deviation measure is calculated around that average. The proposed variant replaces both…

Technical indicatorsCommoditiesStatistics
MQL5 code base

The document describes a configurable trading indicator that combines ADX, DMI, CCI, MACD, and Stochastic readings. DMI, CCI, MACD, and Stochastic can contribute directional signals; the user can choose which to include. ADX can act as a trend filter,…

Technical indicatorsTrend followingMomentum
MQL5 code base

This brief indicator description presents the Positive Volume Index (PVI) as a tool for spotting trends early and preparing for a possible breakout. It displays a smoothed PVI alongside an exponential moving average, giving the reader two plotted series for…

Technical indicatorsBreakoutMomentum
MQL5 code base

This indicator variation replaces the regular RSI component in Schaff TCD with RSX, a smoother form of RSI. The stated purpose is to reduce potential false signals by producing a smoother indicator reading. The document says this version reaches the 0 and…

Technical indicatorsMomentum
MQL5 code base

This document describes a smoothed Larry Williams %R oscillator displayed as a histogram in a symmetric range from -50 to +50. It presents two coloring modes: one highlights breaks beyond overbought or oversold levels, while the other marks changes in the…

Technical indicatorsBreakout
MQL5 code base

This document describes a Relative Strength Index indicator presented as a histogram. It marks overbought and oversold zones and exposes three settings: the RSI averaging period, the upper threshold for the overbought zone, and the lower threshold for the…

Technical indicatorsMean reversion
MQL5 code base

This Expert Advisor implements a Bill Williams style trend entry by placing pending orders around fractal breakouts. It places a stop at the Alligator Lips level and sets profit targets at Fibonacci extensions. The first order is described as twice the size…

ForexBreakoutTrend followingTechnical indicators
MQL5 code base

This Expert Advisor combines five technical signal rules to adjust the starting trade size. The rules use ADX directional lines; a moving-average comparison with Stochastic; MACD level and signal-line comparisons; and a moving-average comparison with the…

Technical indicatorsPosition sizingForex
MQL5 code base

This document describes a chart indicator that draws a channel using polynomial regression. It identifies four controls: the number of bars used, the polynomial power that adjusts sensitivity, the channel deviation that sets the distance from the center line…

Technical indicatorsStatistics
MQL5 code base

KoliErBands is presented as a variation on Bollinger Bands. Its distinguishing feature is the center line: it uses the average of the period’s High and Low prices rather than the conventional basis described for Bollinger Bands. The selected period…

Technical indicatorsVolatility
MQL5 code base

Cronex Taichi is an indicator designed to make Ichimoku readings easier to interpret and to distinguish potential flat markets from trends. It defines Taichi as a weighted average of Tenkan, Kijun, and both Senkou spans. TaichiFor uses the two Senkou spans…

Technical indicatorsTrend followingStatistics
MQL5 code base

FollowLine is a chart indicator intended to identify market trends using Bollinger Bands. Its settings let a user choose how many bars to display and set the band period and deviation, which control the indicator’s lookback and band width. The indicator can…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document describes four MQL5 scripts for opening long positions with stop loss and take profit distances specified in points from the current price. Two variants submit protective orders along with the trade for brokers that support this approach and…

ExecutionPosition sizingRisk managementForex
MQL5 code base

This reference describes MQL5 preprocessor macros that make Expert Advisor code more concise. It maps indexed rate data to candle prices and times, exposes bid and ask values, and provides access to moving averages and ATR arrays. The author assumes…

Technical indicatorsStatistics
MQL5 code base

This Expert Advisor trades when the XAng_Zad_C indicator cloud changes color. It can restrict entries to a configured daily time window and close open positions at the selected end time. If the start time falls later than the end time, closure is scheduled…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

Rainbow_HTF is a MetaTrader 5 indicator variant that lets the user select the timeframe from its input settings. The supplied example sets the indicator period to four hours, illustrating that the chosen period can be specified independently through a…

Technical indicators
MQL5 code base

This Expert Advisor design runs separate long and short trading systems based on signals from the ColorMETRO indicator. Inputs with one prefix control long trades, while another group controls short trades; each side has its own magic number, position-sizing…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document outlines an Expert Advisor that uses the RSIOMA_V2 indicator to generate trade decisions. It describes three possible triggers: a change in direction of the fast cloud envelope, a move through an oversold or overbought level, or a change in the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This indicator description explains a histogram oscillator formed from the difference between two smoothed Tenkan-Sen lines calculated over different periods. The histogram is color-coded, making the difference between the two Ichimoku-derived averages…

Technical indicatorsCrypto
MQL5 code base

Anchored Momentum is defined as the percentage difference between an exponential moving average of price and a simple moving average, normalized by the simple average. The indicator therefore compares a smoothed price series with a slower reference average…

Technical indicatorsMomentumStatistics