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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 presents an on-chart dashboard concept for viewing currency exposure across open forex positions. It decomposes each currency pair into its base and quote currencies, then aggregates directional lot exposure by currency. Its example explains how…

ForexRisk managementPortfolio construction
MQL5 code base

This document describes implementation details for an MQL5 chart-based trading panel. Its key interface change is a modified spin-edit control that displays decimal values, allows direct text entry, and commits the entered text as a numeric value when…

ExecutionPosition sizing
MQL5 code base

The document describes Wilder’s Smoothing Average, a recursive moving average controlled by a period and an applied price. Each new value adjusts the previous average by a fraction of the difference between the current applied price and that prior average.…

Technical indicatorsStatistics
MQL5 code base

The indicator tracks how often highs and lows meet conditions relative to an exponential moving average over a configurable lookback. It reports three values: a bullish count, a bearish count, and the absolute difference between those counts, each scaled as…

Technical indicatorsStatistics
MQL5 code base

This brief description presents a modified display of the standard stochastic oscillator. Instead of appearing only on the chart's own timeframe, the indicator can be configured to use a different timeframe and is rendered as a cloud. This allows the…

Technical indicatorsFutures
MQL5 code base

This note outlines a combined moving-average indicator whose settings vary by chart timeframe. It recommends a slower setting for higher timeframes and a faster setting for shorter ones, with arrows marking signals. The displayed calculation aggregates…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The document describes an XRSI volume indicator that marks moves across its zero line using candles and color labels, with audio alerts when a candle crosses the line. It identifies configurable inputs for the number of audio signals and the bar on which the…

Technical indicatorsVolatility
MQL5 code base

This brief describes alert features for a custom RSI adaptive EMA indicator. It says the indicator can trigger notifications when its line changes color, with options for sound, on-screen alerts, email, and push messages. The document provides no trading…

Technical indicators
MQL5 code base

This document describes an experimental variation on the Schaff Trend Cycle indicator. The conventional indicator applies a stochastic calculation to the MACD line to create a cyclical oscillator intended to smooth short-term fluctuations while responding to…

Technical indicatorsMomentumTrend followingBacktesting
MQL5 code base

This document describes a chart indicator built around a smoothed fast trend line called JFatl. The line acts as the boundary between colored regions, while the surrounding chart background shows the corresponding trend state. It is a visual aid for…

Technical indicatorsTrend following
MQL5 code base

The document describes a MetaTrader indicator that combines Market Profile concepts with volume-at-price data. It frames the Value Area as the price range containing typically 70% of traded volume and presents retracements within that range as potential…

Technical indicatorsMarket microstructureExecution
MQL5 code base

This indicator uses the standard MQL5 ZigZag method to identify swing highs and lows, then tracks recent pivots to label market structure. A break of structure (BOS) marks a break continuing the current direction, while a change of character (CHoCH) marks…

Technical indicatorsMarket microstructureBreakout
MQL5 code base

This indicator description explains a trading-zone method that combines smoothed Heiken Ashi direction with the Accelerator Oscillator (AC) and Awesome Oscillator (AO). In the underlying zone concept, agreement between AC and AO direction marks an upward or…

Technical indicatorsTrend followingMomentum
MQL5 code base

This Expert Advisor uses the relationship between moving averages calculated on two timeframes. When the current timeframe’s average crosses the higher-timeframe average upward, it signals a long entry; a downward cross signals a short entry. A new signal…

Technical indicatorsTrend followingBacktestingPosition sizing
MQL5 code base

The True Strength Index (TSI) is presented as an oscillator calculated from close-to-close price changes. It first smooths the signed price change and the absolute price change with a primary exponential moving average, then applies a secondary exponential…

Technical indicatorsMomentum
MQL5 code base

The document describes a dashboard that compares a live market spread with its recent rolling history. It calculates the rolling mean, standard deviation, minimum and maximum, and a Z-score, then labels conditions as compressed, normal, or unusually wide.…

ExecutionMarket microstructureStatisticsRisk management
MQL5 code base

This Expert Advisor combines two smoothed XPeriodCandle indicators across different timeframes. A slower indicator sets the prevailing trend from the color of its most recently closed candle, while a faster indicator provides entries when its candle color…

Trend followingTechnical indicatorsPosition sizingBacktesting
MQL5 code base

Quantora Trade Manager MT4 is described as a tool for managing positions that are already open, rather than generating signals or entering trades. Its functions include applying stop-loss and take-profit levels, moving stops to break even, and trailing stops…

Risk managementPosition sizingExecution
MQL5 code base

IdeaTrend is a trend indicator based on moving averages of high, close, and low prices over a chosen period. The user selects the moving average calculation method and a threshold that separates its upward and downward readings. The indicator displays its…

Technical indicatorsTrend following
MQL5 code base

The document describes an Expert Advisor intended for five-minute EUR/USD trading. Its author says the design aims to collect small profits steadily while sometimes benefiting from a strong trend, and points readers to supplied settings for further…

ForexBacktesting
MQL5 code base

FILTER_ADX_AM is a simple trend indicator built from a smoothed Average Directional Movement Index. It signals direction by comparing the positive and negative directional lines: the display marks one direction with a lime bar and the opposite with a red…

Technical indicatorsTrend following
MQL5 code base

This document describes a higher-timeframe variant of the M2_MA indicator for MetaTrader 5. Its input setting lets the user select the timeframe whose indicator values should be displayed, with a four-hour period shown as the default example. This can let a…

Technical indicatorsTrend following
MQL5 code base

The VMA indicator changes its moving-average period in response to volatility. In the description, higher volatility lengthens the period, while lower volatility shortens it. This makes the averaging window adaptive rather than fixed, though the document…

Technical indicatorsVolatility
MQL5 code base

TardioBot is described as a MetaTrader 5 expert advisor that searches for triangular arbitrage among three currency pairs. It monitors bid and ask prices, calculates an arbitrage ratio, and opens trades when the discrepancy exceeds configured thresholds. The…

ForexArbitrageExecutionRisk management