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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 chart dashboard intended to support short-term scalping decisions. It compares a fast and a slow exponential moving average to label momentum as bullish, bearish, or flat, while showing whether the broker spread is below a user-set…

ForexMomentumTechnical indicatorsExecution
MQL5 code base

The document describes an expert advisor that opens buy trades, sell trades, or both at a user-specified time. It presents this time-based entry mechanism as usable for hedging, scalping, longer-term approaches, or investigating recurring market behavior…

ExecutionForexMarket microstructure
MQL5 code base

This MetaTrader 5 indicator monitors existing trend lines and reports when price crosses them. It can track manually drawn lines or lines supplied by another tool, but does not create trend lines itself and does not support horizontal lines. Each line has…

Technical indicatorsExecution
MQL5 code base

The document explains a ring buffer as a fixed-length array that retains recent values by replacing the oldest entries as new data arrives. In trading indicators and expert advisors, this can avoid storing values for every historical bar when calculations…

Technical indicatorsExecution
MQL5 code base

TrendEQ is described as a momentum indicator that adjusts its calculation for current volatility. Positive readings indicate upward momentum and negative readings indicate downward momentum. It also uses overbought and oversold thresholds to flag conditions…

Technical indicatorsMomentumVolatility
MQL5 code base

The document describes a support-and-resistance indicator built from the iFractals indicator. Its implementation accounts for the possibility that the most recent fractal value may be redrawn: after the initial calculation, it copies five extra bars beyond…

Technical indicatorsBacktesting
MQL5 code base

The document describes a standalone MACD High/Low indicator for MetaTrader 5 that can be applied across the platform’s supported timeframes. It also offers three relative timeframe choices: the second higher timeframe, the third higher timeframe, and a…

Technical indicators
MQL5 code base

This note distinguishes two ways to combine adaptive moving average smoothing with the Relative Strength Index. In the described version, RSI is calculated first and then its output is smoothed using an adaptive moving average. The alternative smooths price…

Technical indicatorsMomentum
MQL5 code base

This indicator calculates two resistance levels and two support levels from the high, low, and close of candles on a timeframe selected by the user. It first computes the typical price as the average of those three values, then places resistance above and…

Technical indicators
MQL5 code base

This document describes an Expert Advisor built around a simple neural network and two indicators: Laguerre_PlusDi and SilverTrend_Signal. Its setup relies on three sequential optimization passes, each activated by setting a Pass parameter and optimizing a…

Machine learningTechnical indicatorsBacktesting
MQL5 code base

The document describes a visual aid that maps each hour of a 24-hour clock to a named trading session using a broker’s server time, while also showing the user’s local computer time. It highlights the currently active session or session overlap, helping…

Multi-assetExecution
MQL5 code base

RSIOMA_V2 is an oscillator-based trend indicator displayed as a colored cloud, a histogram, and dots. The histogram marks trend conditions when the cloud crosses designated boundaries: 60 for the main long threshold and 40 for the main short threshold.…

Technical indicatorsTrend followingMomentum
MQL5 code base

ImpulseOsMA combines the MACD oscillator histogram with the direction of a moving average of price to color bars according to whether momentum and the average agree. Bars are green when both are rising, pink when both are falling, and blue when they move in…

Technical indicatorsMomentumTrend following
MQL5 code base

This MQL5 Expert Advisor example changes its next trade size according to why the previous trade closed. After a stop-loss exit, it doubles the volume; after a take-profit exit, it resets volume to the minimum allowed by the symbol. The article explains that…

Position sizingRisk managementExecution
MQL5 code base

This document describes a trading signal module for the Delta ZigZag indicator in the MQL5 Wizard. It treats an upward break through the indicator’s horizontal level as a possible shift from a descending trend to an ascending one, and a downward break as a…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document describes a chart indicator that combines the Fast Adaptive Trend Line digital filter with the adaptive JMA averaging method. It fills chart space with a colored background, and the moving average acts as the boundary separating color regions,…

Technical indicatorsTrend following
MQL5 code base

This indicator description presents a breakout method built around a channel derived from high and low price series processed by the JSatl_Digit algorithm. A move beyond the gray channel changes the bar color to indicate the trend direction, while labels…

BreakoutTechnical indicatorsTrend following
MQL5 code base

The article describes an expert-advisor method for allowing another trade after an existing position has been protected at break-even. It counts only matching positions whose stop loss has not reached the entry price, using the count to enforce a maximum…

ExecutionPosition sizingRisk management
MQL5 code base

This trading-system description uses the UltraFatl oscillator’s colored bars to generate signals. A trade is opened at bar close when the indicator changes color among its red or green variations. Positions are exited either through a pending order or when…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator note explains an oscillator derived from Heikin-Ashi candles. It defines the Heikin-Ashi close as the average of the current bar’s open, high, low, and close, while the Heikin-Ashi open is calculated from the previous Heikin-Ashi open and…

Technical indicatorsStatistics
MQL5 code base

This note introduces an older modified version of a High/Low indicator inspired by the Gann High Low Activator. A change in indicator color is treated as a potential buy or sell signal. In that signaling approach, the note recommends closing an opposing open…

Technical indicatorsTrend followingMomentumExecution
MQL5 code base

The document describes an indicator that represents the current trend through candle colors. It identifies an author and shows the indicator alongside a related signal indicator, suggesting that its main purpose is visual trend display rather than a fully…

Technical indicatorsTrend following
MQL5 code base

XATRStopLevel is an indicator that sets a stop-loss level for an open position using the XATR volatility measure. The underlying method uses the average true range over a chosen period, multiplied by a factor, to determine the distance between the entry and…

Risk managementVolatilityTechnical indicators
MQL5 code base

The document briefly describes a cloud indicator displayed inside a channel formed from exponential moving averages (EMAs) and linearly weighted moving averages (LWMAs). Users can configure two periods for each moving-average type and select the price input…

Technical indicatorsTrend following