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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 document describes a foreign exchange expert advisor built around breakout stop orders and hedging losing positions in an effort to close trades with an overall positive result. The version discussed adds volatility-spike entries, trend checks, hourly…

ForexBreakoutTrend followingRisk management
MQL5 code base

The document describes a MetaTrader 5 technique for changing the chart objects drawn by an indicator when its source code is unavailable and it does not expose indicator buffers. The method first logs chart object names to identify a naming prefix associated…

Technical indicatorsTrend followingExecution
MQL5 code base

This indicator description focuses on displaying clearly labeled bid and ask price lines on a trading chart. The visual aid is intended to reduce confusion between the two quotes when considering order placement. It explains that a buy order reaching the…

ExecutionMarket microstructure
MQL5 code base

The Price Momentum Oscillator (PMO) is a momentum indicator built from the rate of change in closing prices. It first calculates the close-to-close percentage change, scales that value, then applies two successive smoothing stages. A third adjustable period…

Technical indicatorsMomentumStatistics
MQL5 code base

This MetaTrader indicator tracks the time remaining in a candle on a second-by-second basis without relying on incoming market ticks. It can count down to the expected candle close, alert when a new candle opens, and count up elapsed time if a candle opens…

Technical indicatorsExecutionHigh-frequency trading
MQL5 code base

This indicator compares the current daily price range with the prior day’s range and marks cases where the ratio falls below a user-set threshold. Its purpose is to identify unusually narrow daily ranges, which traders may use as a prompt to watch for a…

Technical indicatorsVolatility
MQL5 code base

This document describes a simple countertrend Expert Advisor. When price moves by at least a configured number of points within a single tick, the system opens a position in the opposite direction. It closes the position once it has any positive profit,…

Mean reversionExecutionPosition sizingRisk management
MQL5 code base

This Expert Advisor design combines signals from the Commodity Channel Index, moving averages, Stochastic, Accelerator/Decelerator, DeMarker, and Awesome Oscillator. It can use several indicators together or operate with one, and it lets traders choose…

Technical indicatorsPosition sizingRisk management
MQL5 code base

The document describes a visual indicator that represents the states of MACD and Stochastic as lines of squares. It says the display compares the position of each indicator’s signal line relative to its corresponding indicator line, with the underlying…

Technical indicatorsMomentum
MQL5 code base

The document describes a narrow-range indicator based on comparing the current bar’s high-to-low range with the smallest range observed over a preceding check period. When the current range is smaller, the indicator flags market compression. Its parameters…

Technical indicatorsBreakoutVolatility
MQL5 code base

This indicator adds support and resistance levels on the chart to a Trix oscillator. The display offers two options for when to show colors and their associated levels: when the oscillator crosses the zero line, or when its slope changes direction. The…

Technical indicatorsVolatility
MQL5 code base

The Lentz Volatility indicator compares the current Average True Range with a moving average of ATR. It subtracts ATR, calculated over a chosen ATR period, from a smoothed average of ATR. The resulting oscillator therefore expresses the difference between…

VolatilityTechnical indicators
MQL5 code base

This document describes an hourly MACD histogram setup intended to identify trend continuation. The rules use threshold levels and the sequence of histogram highs, lows, and reversals to define potential long and short signals. For a long setup, a histogram…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This document introduces pivot points as a forex technical-analysis tool for estimating potential reversal areas. It says the central pivot is calculated from the prior day’s high, low, and close, then used to identify support and resistance levels for the…

ForexTechnical indicatorsRisk management
MQL5 code base

SniperJaw is described as an automated, one-trade-at-a-time strategy that follows trends using the Alligator indicator’s Jaw, Teeth, and Lips lines. Traders can adjust the periods and shifts used for those lines, set position size, and enable or disable…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The document introduces the fair value gap as a price imbalance visible across three consecutive candles when their ranges do not fully overlap. Traders may mark the resulting area as a possible return zone, expecting price to revisit and fill the imbalance…

Technical indicatorsMean reversion
MQL5 code base

This indicator displays the direction or a signal from a Chandelier Stops calculation on a selected timeframe. It uses a lookback length, an ATR period, and a multiplier to define the underlying stop indicator. A continuing trend is marked with a horizontal…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator concept addresses a limitation of fixed RSI overbought and oversold levels: after prices adjust, RSI may continue to signal an extreme even when that reading is less informative. The proposed relative price channel uses RSI together with upper…

Technical indicatorsMean reversionBreakout
MQL5 code base

This trading-system description uses an AnchoredMomentum indicator to generate entries when price breaks above or below the indicator’s high or low level at bar close. Positions are exited through a pending order or when the indicator changes color between…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This indicator keeps a moving average tied to a selected timeframe while the chart is viewed at other intervals. The example anchors an eight-period moving average to the hourly chart, then shows equivalent period settings on 15-minute, 30-minute,…

Technical indicatorsTrend following
MQL5 code base

The document describes a chart indicator that displays moving averages for 20-, 50-, 100-, and 200-day periods without requiring the trader to switch chart timeframes. It also inserts gaps between periods so the start of a new period is easier to see. This…

Technical indicators
MQL5 code base

This indicator divides traded volume into buy and sell categories according to whether price is above or below a selected moving average. Price above the average is treated as a buy state, and price below it as a sell state. Users can choose tick volume or…

Technical indicatorsMarket microstructure
MQL5 code base

MultiXRSXSignal presents four XRSX indicator readings from different time frames as separate lines, allowing users to view several timeframe signals together. Each line changes color according to the indicator’s position relative to its signal line: blue…

Technical indicatorsMulti-asset