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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 indicator adapts an average true range channel using Perry Kaufman's efficiency ratio rather than the standard deviation ratio described in an earlier adjustable-bands approach. Its ATR component is adaptive and smoothed to produce less jagged bands.…

Technical indicatorsVolatilityStatistics
MQL5 code base

This document describes an MT5 indicator that displays account balance and equity alongside current and daily drawdown, floating profit or loss, daily results, margin level, and open positions. It also tracks peak equity so traders can see declines from the…

Risk management
MQL5 code base

The Gann High-Low Activator is described as a simple moving average of prior-period highs or lows. This note presents a deliberately uncomplicated version intended to make indicator testing straightforward. Its line changes color according to the indicator’s…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The document describes an Expert Advisor that trades signals from a TRIX indicator with a separate signal line and arrows at their intersections. A bullish signal occurs when the signal line moves from below the main TRIX line to above it between consecutive…

ForexTechnical indicatorsMomentum
MQL5 code base

The document describes a weekly chart indicator that marks reversal points and plots an average purple line as the weekly pivot. It says support and resistance levels are determined from the size of the weekly candlesticks, but does not explain the…

Technical indicators
MQL5 code base

Rainbow WMA is described as a generalized form of Mel Widner’s Rainbow Average, with a connection to the Guppy Multiple Moving Average. It produces a single average value and allows the user to adjust the recursive calculation depth. The source contrasts…

Technical indicatorsTrend following
MQL5 code base

This indicator extends a basic ZigZag tool, which marks local highs and lows, by searching for flat consolidation areas. It identifies repeated highs near a shared level to mark an upper boundary and repeated lows near a shared level to mark a lower…

Technical indicatorsBreakout
MQL5 code base

Asymmetric Trend Pressure is a technical indicator for displaying trend direction and strength, with optional separate lines for bullish and bearish components. Its direction calculation uses open and close prices over a chosen period. The indicator also…

Technical indicatorsTrend following
MQL5 code base

This indicator plots an exponential moving average of true range, a measure of price movement that accounts for gaps, along with an offset derived from the exponential average of deviations from that range. The construction offers a way to smooth changing…

Technical indicatorsVolatility
MQL5 code base

Ozymandias Lite is presented as a stripped-down version of an existing MetaTrader indicator. The lite edition retains the main indicator line while removing the price-band lines and the ATR calculation used to plot those bands. The stated purpose is to…

Technical indicatorsVolatility
MQL5 code base

This document explains a simplified ring buffer intended for short time series, indicator buffers, and intermediate streaming data inside trading software. It uses an unsigned 8-bit index that cycles through values from 0 to 255, so the implementation can…

High-frequency tradingTechnical indicatorsExecution
MQL5 code base

SSH is described as an indicator that plots two lines from moving averages of candle highs and lows. Their crossing is treated as a potential buy or sell signal. The multi-timeframe version displays the indicator calculated on a higher timeframe within a…

Technical indicatorsMulti-asset
MQL5 code base

The document introduces the SVE Volatility Band, a price-band indicator described by Sylvain Vervoort in a 2018 article. It is intended to make changes in volatility more visible on charts that are not built from fixed time intervals, such as Renko charts.…

VolatilityTechnical indicators
MQL5 code base

The strategy uses ADX to identify quieter conditions and ATR to set breakout entry levels. When ADX is below 30, it places a buy stop above the recent high and a sell stop below the recent low, each offset by the 14-period ATR. Its money management is…

ForexVolatilityBreakoutTechnical indicators
MQL5 code base

This Expert Advisor enters trades from the AroonSignal indicator. It acts when a bar closes and a newly colored diamond appears, which the document describes as an Aroon rearrangement moving between overbought and oversold zones. The strategy therefore…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document explains a reusable time-control class for an expert advisor. The class lets a trader enable or disable trading on individual weekdays and define a start and stop time for each day. It can be initialized with default settings, a set of weekday…

ExecutionRisk managementForex
MQL5 code base

This MetaTrader chart utility saves periodic image snapshots into folders named for the trading pair. It chooses a capture interval based on the chart timeframe, with separate defaults ranging from frequent captures on minute charts to less frequent captures…

Technical indicatorsBacktestingForex
MQL5 code base

This brief describes a version of the Slope Direction Line indicator that lets the user choose its calculation timeframe through an input parameter. It gives a four-hour period as the default example, so the indicator can use data from a timeframe different…

Technical indicators
MQL5 code base

This document outlines an Expert Advisor that can move stop losses to break-even and/or trail them as prices move favorably. It can be limited to the current currency pair or applied across positions, and it can select trades by magic number, including all…

ForexRisk managementExecution
MQL5 code base

The document describes a simple MetaTrader 4 script for closing open trades one at a time. It first sorts the trade tickets in ascending order, then attempts to close them sequentially, beginning with the lowest ticket and continuing through the list. The…

ExecutionForex
MQL5 code base

This brief description outlines an Expert Advisor that uses a TSI-MACD oscillator. It says the EA generates a signal when a bar closes and the indicator’s cloud changes color. The document also notes that the indicator file must be installed in the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Disparity Index is presented as a way to identify prices that have moved unusually far from a reference level, helping traders decide when to look for reversal setups. The described version calculates each bar’s absolute percentage price change, averages…

Technical indicatorsVolatilityMean reversion
MQL5 code base

This beta indicator aims to estimate whether currencies are strong or weak by detecting the currencies represented in a chart and examining all pairs involving them. It compares each pair’s current close with either its current open or its previous close,…

ForexTechnical indicatorsMomentum
MQL5 code base

The document describes an automated EUR/USD strategy that uses a moving-average crossing on a 15-minute chart to enter trades. A 50-pip noise filter is intended to avoid reacting to small price moves. The stated setup uses a 350-pip take-profit and a 20-pip…

ForexTrend followingTechnical indicatorsBacktesting