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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

CoensioTrader1 is a multi-currency automated trading system that identifies direction with a daily double exponential moving average (DEMA). It treats three consecutive daily DEMA readings pointing the same way as a trend, then seeks entries in that…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document outlines a one-minute scalping expert advisor that combines two moving averages with a MACD indicator. It says the approach is intended for major forex pairs and NASDAQ stocks, and that trades are made using the current candle's opening price.…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

This note describes adapting the moving average convergence divergence indicator by using deviation-scaled moving averages in place of ordinary exponential moving averages. Deviation scaling makes the moving average adaptive, following an approach attributed…

Technical indicatorsMomentumBacktesting
MQL5 code base

STOCH in MA is an indicator that applies stochastic calculations to a moving average, with the stated purpose of helping identify a currency pair’s trend. Its configurable inputs include the moving average period and method, stochastic K and D periods, a…

ForexTechnical indicatorsTrend following
MQL5 code base

This document describes an MT5 indicator that combines two configurable moving averages with Bollinger Bands. It marks a potential buy when the faster average crosses above the slower one and a potential sell when it crosses below. The averages can use…

Technical indicatorsTrend followingVolatility
MQL5 code base

This indicator models each price bar as a disturbance whose effect fades over time. It treats bars with Open above Close as rising bubbles and bars with Open below Close as falling drops, then uses the Open–Close difference as the disturbance amplitude. A…

Technical indicatorsStatisticsBacktesting
MQL5 code base

TASSKlT is identified as a simple trend-visualization indicator. The document credits KurlFX as the author and notes that the original version was developed in MQL4 and published in 2009. No details are provided about the indicator’s calculation, signals,…

Technical indicatorsTrend following
MQL5 code base

This document describes a MetaTrader 5 indicator that displays Fractal Momentum using a selectable chart timeframe, with four-hour bars as the stated default. It is a higher-timeframe repeater: the indicator reads the underlying Fractal Momentum indicator…

Technical indicatorsMomentum
MQL5 code base

This Expert Advisor uses the Skyscraper_Fix indicator to run separate systems for long and short trades. Inputs prefixed for each direction allow independent settings, including trade identifiers, deposit share, lot mode, and permission to open or close…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document outlines an expert advisor that trades the Evening Star candlestick pattern. It says the EA does not draw on the chart, while an underlying indicator illustrates the pattern. Position size is based on a chosen risk percentage of free margin,…

Technical indicatorsPosition sizingRisk management
MQL5 code base

The document describes a trading indicator that calculates price points intended to guide entries, extensions, returns toward a main level, and take-profit placement. It also treats calculated points as potential support or resistance. The calculation itself…

Technical indicatorsRisk management
MQL5 code base

CandleVisual is identified as a simple indicator for visually interpreting a candlestick chart. The document names the author and notes that the indicator was first implemented in MQL4, with an earlier publication in an online code collection. It offers no…

Technical indicators
MQL5 code base

This note describes a chart indicator that displays the previous candle’s high and low relative to the current price. It is designed for multi-timeframe use, so a trader can view levels from another timeframe while examining the current chart. The…

Technical indicators
MQL5 code base

A z-score expresses how far an observation lies from its mean in standard deviation units. Positive values are above the mean, negative values below it, and zero corresponds to the mean. The document also gives familiar reference proportions for observations…

Technical indicatorsStatisticsMean reversion
MQL5 code base

The document describes an updated script for preparing data used by a trading strategy tester. It highlights three charting capabilities: building timeframes at any whole-second multiple, generating range bars with equal-height candles, and producing…

BacktestingTechnical indicators
MQL5 code base

The document describes a chart indicator that plots ten support levels and ten resistance levels, using yellow for support and white for resistance. The levels are numbered from the newest to the oldest, so the labels help distinguish how recently each line…

Technical indicatorsMarket microstructure
MQL5 code base

The document introduces Howard Wand’s Sell Relative Strength Index, also called the sell gravitation index, as featured in a 2019 magazine issue. It describes the indicator as using the amount of accumulated profits to estimate the size of a possible…

Technical indicatorsVolatilityRisk management
MQL5 code base

This document outlines an Expert Advisor that trades from signals generated by the NRTR_extr indicator. A signal is recognized when a large colored indicator dot appears at a bar’s close. The description identifies the required compiled indicator and notes a…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This description presents an iTrend indicator for MetaTrader 5 with multi-timeframe support, four selectable average types, and 22 price inputs. It also lists alert options for current or closed bars, including messages, sounds, email, and push…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document describes an indicator that smooths On-Balance Volume (OBV) by filtering higher-order harmonics in its spectrum. It presents this as a reusable approach for smoothing other indicator time series as well. The stated benefit is practically zero…

Technical indicatorsStatisticsEquities
MQL5 code base

This indicator description explains a currency-strength measure for CHF, based on closing prices from seven currency pairs containing the selected currency. A zero line represents the average over a user-chosen period. The indicator displays a colored…

ForexTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that trades signals from the StochasticCGOscillator. It generates a signal when the indicator’s main and signal lines cross as a bar closes. The description explains the entry trigger but does not specify the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document is a strategy tester report for an automated trading system on spot gold, using an hourly chart over a stated historical period. Its parameter list includes fast and slow moving-average periods, ADX and RSI thresholds, and take-profit and…

CommoditiesTechnical indicatorsBacktestingRisk management
MQL5 code base

This introduction to MQL5 explains its role in building programs for the MetaTrader 5 trading terminal. It describes the language’s support for object oriented programming alongside procedural programming, noting that developers can use either style or…

Execution