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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

The Bounce Strength Indicator estimates buying or selling pressure from price movement within a trading range. It measures upward bounce strength using the close’s position above the range low, scaled by the range ceiling and spread; downward strength uses…

Technical indicatorsBreakoutMarket microstructure
MQL5 code base

This document describes an expert advisor that trades when a smoothed Heiken Ashi indicator changes candle color. It checks for the change at bar close and opens a trade in response, using the transition between blue and red as the signal. The system depends…

Technical indicatorsForexBacktesting
MQL5 code base

The document describes a MetaTrader 5 approach for detecting the close of a one-minute candle. It reads the timestamp of the prior bar, adds 60 seconds to estimate the current bar’s closing time, and compares that value with the current time. When they…

ExecutionMarket microstructure
MQL5 code base

This brief indicator note describes a higher-timeframe option for ColorZerolagRSI in MetaTrader 5. The timeframe is selected through an input parameter, shown with a four-hour default. To use the higher-timeframe variant, the underlying ColorZerolagRSI…

Technical indicators
MQL5 code base

This Expert Advisor uses a Stochastic Histogram indicator and evaluates its signals when a bar closes. A selectable trend mode determines how signals are recognized. One method responds to a crossing between the indicator’s main and signal lines together…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document combines a strategy tester report with a description of requested rules for an Expert Advisor using three indicators. The proposed sequence uses a faster and slower linear weighted moving average crossover as the initial direction signal, an…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This indicator generalizes the conventional fractal by letting users choose how many bars must appear on each side of a price extreme. The left and right counts can differ, so an asymmetric configuration can require more historical confirmation on one side…

Technical indicatorsStatisticsTrend following
MQL5 code base

The document explains the directional components of Wilder’s Directional Movement Index: +DI and -DI. Each measures movement extending beyond the previous bar’s range, with the positive or negative portion normalized by true range and smoothed over time. The…

Technical indicatorsTrend followingMomentum
MQL5 code base

This indicator description adds a flat-market state to the Chaikin Oscillator. When the market is classified as flat, the colored oscillator cloud contracts toward the zero line and a thick gray line marks the condition. The stated detection method is…

Technical indicatorsVolatilityMarket microstructure
MQL5 code base

The document outlines a JSON library intended for MetaTrader 5 integrations with language models and other automated systems. Its design uses a contiguous tape for parsing, direct serialization into a byte buffer, numeric parsing techniques, and an iterative…

ExecutionHigh-frequency trading
MQL5 code base

The document describes a display feature for the PriceChannel_Stop indicator. It presents the latest indicator value as a price label and allows channel levels to be rounded to a user-selected number of decimal digits. The digit setting is an input…

Technical indicatorsTrend following
MQL5 code base

The XFisher candle cloud indicator adds background shading to distinguish overbought and oversold areas, as well as the channel between those areas. This visual presentation is intended to make the indicator’s zones easier to recognize on a chart. The…

Technical indicators
MQL5 code base

The indicator calculates velocity using the T3 smoothing method; it is not simply a velocity series smoothed afterward with T3. The document describes velocity as a smoother form of momentum and says the T3 calculation smooths it further, aiming to make…

MomentumTechnical indicators
MQL5 code base

This indicator displays a price channel as a filled cloud and labels its latest channel values. It also rounds channel levels to a user-selected number of digits and presents those rounded values as a price grid. The digit setting controls the rounding…

Technical indicatorsEquities
MQL5 code base

The described expert advisor checks for a gap between the prior bar’s close and the current bar’s open. When it detects a gap, it opens a position in the opposite direction, making the approach a simple gap-fading rule. The document identifies configurable…

EquitiesMean reversionExecutionPosition sizing
MQL5 code base

The document presents KCI Volatility Distance as an indicator intended to measure directional strength and market conditions. It describes using its output to confirm momentum, supply a feature to a machine learning model, adjust grid spacing, scan multiple…

Technical indicatorsMomentumVolatilityMachine learning
MQL5 code base

This gold strategy uses a turn in the stochastic signal line to indicate a possible momentum shift, then waits for price to cross the previous day's high or low before entering with a stop order. It calculates its stochastic variant internally, using a…

CommoditiesBreakoutMomentumTechnical indicators
MQL5 code base

The document describes an Expert Advisor that trades signals from the Iin_MA_Signal indicator. A trade signal is recognized when the indicator displays a colored icon at the close of a bar. The EA requires the compiled indicator file to be installed in the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Schaff Trend Cycle combines stochastic calculations with MACD to identify currency trends. The document explains that the usual MACD signal line can respond slowly, while the STC is intended to provide earlier notice of potential trend changes. This…

ForexTechnical indicatorsTrend following
MQL5 code base

The document describes NxDRangeSwitch, an NRTR moving-average indicator displayed above or below the price chart. In a downtrend, it appears above price in red; in an uptrend, it sits below price in green. A colored square marks a change in trend direction.…

Technical indicatorsTrend followingRisk management
MQL5 code base

This brief description introduces an indicator for calculating an asset’s classic historical volatility. It identifies the measure as a volatility tool and notes that an implementation was originally published for MQL4 in 2010, but gives no formula, lookback…

VolatilityTechnical indicators
MQL5 code base

DynamicRS_C_Signal is an indicator that presents trend information derived from the DynamicRS_C indicator on a fixed timeframe. Its signal is based on changes in the colors of the original indicator’s histogram bars: a colored symbol appears on the…

Technical indicatorsTrend following
MQL5 code base

The described expert advisor combines two signal types: fast and slow moving average crosses for trend direction, and price deviations from a slower average measured with ATR-based bands for mean reversion. The stated rules generate buy signals on an upward…

Mean reversionTrend followingVolatilityRisk management
MQL5 code base

This document introduces a custom chart indicator that displays a three-dimensional MAC3D ribbon. It describes possible entry and exit cues when price moves above or below user-defined levels, and it adds context by showing whether price is above or below a…

Technical indicatorsMomentumTrend following