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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 four-color version of the Awesome Oscillator, a histogram built from the difference between fast and slow moving averages. It cites the commonly used 5- and 34-period simple moving averages applied to the median price, while allowing…

Technical indicators
MQL5 code base

MultiWPRTrend_x10 displays Williams Percent Range oscillator readings across ten timeframes. Each line represents the oscillator for one timeframe, giving a compact view of how readings compare across multiple horizons. The indicator colors a line orange…

Technical indicatorsTrend followingForex
MQL5 code base

This document explains an indicator that overlays selected price data from another symbol or timeframe in the current chart’s subwindow. The user chooses the instrument, chart period, and candle price field, with options including open, close, high, low,…

Technical indicatorsForexMarket microstructure
MQL5 code base

This document describes an indicator for calculating the average price at which a group of orders would close at breakeven. The trader creates virtual orders and manually sets their volumes; the indicator then computes the combined average price. Orders can…

Technical indicatorsPosition sizingRisk management
MQL5 code base

This document describes an Expert Advisor that generates a trading signal when a Q2MA indicator changes cloud color as a bar closes. An input setting can invert the signal direction, allowing the system to trade against the indicator’s implied trend. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an oscillator that applies a stochastic calculation to the Relative Vigor Index (RVI). Both indicators are presented as tools for identifying overbought and oversold market conditions, and the combined measure is intended to emphasize…

Technical indicatorsMean reversion
MQL5 code base

This expert-advisor method combines Commodity Channel Index readings across four bars with open and close prices across three bars. It evaluates entry conditions shortly before a bar closes, and opens a trade only when the advisor has no existing position.…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The Mass Index is presented as an indicator for searching for trend reversals, using changes in the range between each period's high and low. Its underlying idea is that a widening trading range raises the indicator, while a narrowing range lowers it. The…

Technical indicatorsStatisticsEquities
MQL5 code base

The indicator uses five symmetrical Keltner channels with different deviation thresholds to color candles according to trend direction and breakout strength. When price breaks a higher-deviation channel, the candle receives a brighter shade. Upward moves use…

Technical indicatorsBreakoutTrend following
MQL5 code base

This article describes a MQL5 library that caches a symbol’s rate data so repeated time-series queries can reuse an initialized array. Its examples focus on bar shifts and related series operations, such as retrieving open, high, low, close, volume, and time…

ExecutionHigh-frequency tradingMarket microstructure
MQL5 code base

This indicator builds a ZigZag-style line from turning points in a simple moving average (SMA). At SMA maximum points, it connects the corresponding high prices; at minimum points, it connects the corresponding low prices. The displayed line color…

Technical indicatorsTrend following
MQL5 code base

This note describes ATR_Normalize, an indicator attributed to Larry Williams, that scales a moving average of the close-to-low distance by a moving average of true range, then multiplies the ratio by 100. It presents the measure as a way to identify when…

Technical indicatorsVolatilityMean reversion
MQL5 code base

Jurik Volty is described as a standalone measure of market volatility and as an input that helps Jurik smoothing adapt to changing conditions. The indicator uses two parameters: a volatility period and a price series. Its purpose is to show when volatility…

VolatilityTechnical indicators
MQL5 code base

The Simple Slope is a price-trend oscillator calculated from the difference between the current close and the close a chosen number of periods earlier, divided by that period count. Its single adjustable input is the calculation period. This expresses…

Technical indicatorsStatistics
MQL5 code base

This document describes a MACD crossover trading system on GBP/USD four-hour bars. With MACD settings of 12/26/9, it opens buys when MACD moves above its signal line and sells when it moves below, reversing or closing positions according to the crossover.…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document explains an example workflow for recording order information from a MetaTrader expert advisor in a CSV file for later analysis. The example opens trades in a selected direction and treats take-profit and stop-loss closures virtually through…

ExecutionBacktesting
MQL5 code base

This document describes a MetaTrader 5 alert bot based on the relative strength index. It specifies a 30-period RSI calculated from weighted prices, with a buy alert when the indicator is at or below 20 and a sell alert when it is at or above 80. The upper…

Technical indicatorsMean reversion
MQL5 code base

This indicator classifies volatility as compression, normal, or expansion by ranking the current Average True Range (ATR) against its values over a rolling lookback window. Unlike a fixed ATR cutoff, the percentile rank adapts to the instrument and…

VolatilityTechnical indicatorsBreakoutTrend following
MQL5 code base

The document introduces the DiNapoli Stochastic, a smoothed version of the traditional Lane stochastic oscillator available in MetaTrader 5. It attributes the indicator to a description in Joe DiNapoli’s book on trading with DiNapoli Levels. The stated…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes a chart indicator that identifies the candlesticks with the highest and lowest volume within a user-selected lookback period. Its sole input is the period used for the calculation, so the marked bars change as the window changes. The…

Technical indicatorsStatistics
MQL5 code base

This indicator presents Bill Williams’s Trading Zone concept as a histogram. It classifies the zone by comparing the direction of the current Accelerator Oscillator (AC) and Awesome Oscillator (AO) bars. When both point upward, the zone is marked upward;…

Technical indicatorsMomentum
MQL5 code base

This Expert Advisor combines ADX_Cross_Hull_Style color changes with an UltraXMA trend filter. It opens a trade when a new indicator color point appears at bar close, provided the filter supports the direction. It closes positions on an opposing entry signal…

Technical indicatorsTrend followingBacktestingCommodities
MQL5 code base

The described expert advisor combines Fibonacci Arcs with two moving averages and trades price breakouts. It is said to operate on the open candle and includes configurable take-profit, stop-loss, trailing, break-even, equity-risk, and maximum-trade…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

The Trend Trigger Factor (TTF) is presented as an oscillator for identifying trends and possible reversals. The document attributes the method to M. H. Pee and a 2004 article in a technical analysis magazine. It identifies three configurable inputs: the…

Technical indicatorsTrend followingStatistics