Skip to content

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
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 brief description presents an indicator that plots correlations between eight currencies and gold. It lets users select a technical measure for the calculation, including moving averages, MACD, stochastic, RSI, CCI, RVI, DeMarker, momentum, triple…

ForexCommoditiesStatisticsTechnical indicators
MQL5 code base

NR4ID-ATR is a chart indicator intended to identify moments when an asset’s volatility reaches a local minimum. It marks those moments with colored dots placed at the midpoint of the candlestick’s price range, giving traders a visual cue that recent price…

Technical indicatorsVolatility
MQL5 code base

This extended Commodity Channel Index (CCI) indicator offers several ways to alter the calculation. It can use a regular CCI or adapt its behavior with a Vertical Horizontal Filter (VHF). Before calculating CCI, users may apply a simple, exponential,…

Technical indicatorsStatisticsMachine learning
MQL5 code base

This Expert Advisor looks for a run of identical candlesticks and opens a buy after bullish candles or a sell after bearish candles. Its settings allow the user to choose the run length and trade size, add take-profit, stop-loss, and trailing-stop controls,…

Technical indicatorsExecutionRisk managementPosition sizing
MQL5 code base

This indicator applies an OsMA-style oscillator to the average true range (ATR). It compares an ATR series with a signal line derived from ATR, then uses crossings of zero as an additional cue for exiting an open position. The stated aim is to help time…

ForexVolatilityTechnical indicatorsExecution
MQL5 code base

This MetaTrader 5 indicator implements several concepts associated with ICT-style smart money analysis. It marks internal and swing market structure breaks and changes of character, identifies order blocks around those breaks, detects three-candle fair value…

Technical indicatorsMarket microstructureVolatilityForex
MQL5 code base

The document describes a MetaTrader script intended to identify times of day when an asset tends to move more. It proposes analyzing historical price movement across a chosen number of trading days, then presenting the results as a column chart that traders…

StatisticsBacktestingTechnical indicators
MQL5 code base

This MetaTrader 5 indicator uses a 9/21 EMA crossover to trigger evaluation of seven conditions: price relative to VWAP, RSI, MACD, crossover direction, ADX with price context, volume against its average, and short-term RSI on a five-minute chart. It draws a…

Technical indicatorsMomentumRisk managementPosition sizing
MQL5 code base

This document explains an indicator that displays the size of a price bar as the difference between two selected OHLC values. The minuend and deduction can each be the open, high, low, or close, allowing different candle ranges or price relationships to be…

Technical indicatorsMarket microstructure
MQL5 code base

This document describes a trading tool that adjusts stop levels as a position moves into profit. It supports several ways to set the trailing level: fractal points, bar highs or lows, Parabolic and ATR indicators, a fixed point distance, or a profit…

Technical indicatorsRisk managementExecution
MQL5 code base

The document describes a lightweight MetaTrader 4 panel for manual trading. A trader sets a risk percentage of account balance and drags two horizontal chart lines to mark low and high prices used for stop-loss and take-profit levels. The panel previews…

Position sizingRisk managementExecutionForex
MQL5 code base

This document describes an Expert Advisor that trades signals from the XPVT oscillator. A signal occurs when the oscillator’s main and signal lines cross as a bar closes. The EA therefore uses a bar-close confirmation rule rather than acting on an intrabar…

ForexTechnical indicatorsBacktesting
MQL5 code base

This short reference describes a time filter for an automated trading system. The function checks whether the current time falls within a configured start and stop window, then returns a Boolean value that can gate the system’s trading logic. The example…

ExecutionHigh-frequency tradingRisk management
MQL5 code base

Delta ZigZag is a trend-reversal indicator that confirms a change in direction when price breaks through selected prior local highs or lows. Its number-of-levels setting controls how many extrema are considered; the description illustrates that an uptrend…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This brief description introduces an indicator that represents the Gann principle as a zigzag. It identifies the implementation as an MQL4 indicator and says it was first published in 2007. The stated concept is using a zigzag form to apply Gann-style price…

Technical indicators
MQL5 code base

The document describes an Expert Advisor built from two parallel trading systems using signals from the UltraFatl indicator. Inputs prefixed for long trades and short trades are configured separately, including distinct magic numbers, position sizing…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The post describes a rule for identifying potential peaks and troughs by comparing a candle's low and high with the Alligator indicator's Lips, Jaws, and Teeth lines. A candle whose low is above all three lines is treated as a peak; one whose high is below…

Technical indicatorsTrend followingBreakout
MQL5 code base

The indicator combines Heiken Ashi, Accelerator Oscillator, and Awesome Oscillator readings to form zones and trade signals. It presents the combined states and values as a separate-window display, which can make them easier to read alongside other chart…

Technical indicatorsMomentum
MQL5 code base

This document describes an example MetaTrader 5 Expert Advisor that automates a manual trading system using the AscTrend, NRTR Color Line, and TrendStrengthv2 indicators. It is restricted to the current symbol and chart timeframe. Its stop loss is based on…

Technical indicatorsTrend followingRisk management
MQL5 code base

XXMA is described as an adaptive moving-average indicator with a filter intended to distinguish directional price movement from sideways conditions. In a trend, its line is said to remain consistently above or below price and slope with the move; in a flat…

Technical indicatorsTrend followingExecution
MQL5 code base

This brief trading script description explains a way to use pending orders to balance open buy and sell positions for the chart’s symbol. It compares the two sides and, when their exposure is not already fully balanced, calculates the difference and places a…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This brief page introduces a day-trading plan that uses Fibonacci retracement levels to identify potential entries. It points readers to a video about building a plan, common trading mistakes, and applying the process to find entry points. The page does not…

Technical indicatorsRisk managementPosition sizingBacktesting
MQL5 code base

This expert-advisor description presents a moving-average crossover system: it opens trades when a fast average crosses a slow average and closes them when the signal reverses. Its distinctive setting changes how losing positions are handled. When loss…

Trend followingTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This article describes an MQL5 chart indicator intended to estimate the average price of open positions for a selected symbol and Magic Number. It scans open positions, separates buys from sells, and totals each side’s volume and price-weighted cost. The…

Technical indicatorsPosition sizingRisk management