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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

The document outlines a proposed high-frequency scalping Expert Advisor for gold on a one-minute chart. It tracks tick speed and deviations from a dynamically calculated VWAP, then looks for price to sweep beyond an outer deviation band and snap back.…

CommoditiesHigh-frequency tradingMarket microstructureTechnical indicators
MQL5 code base

The document describes an Expert Advisor that trades signals from the i-KlPrice_Vol indicator. It checks for a breakout of an overbought or oversold level when a bar closes, with separate order identifiers and position sizes for normal and strong signals.…

ForexBreakoutTechnical indicatorsPosition sizing
MQL5 code base

This document presents an Expert Advisor associated with the Sidus indicator and reports two historical GBP/USD tests on the one-hour timeframe. Both use a fixed lot size and a one-bar shift. The forward-period report covers 2008 to early 2009 and shows…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

AltrTrend Signal is described as a semaphore-style indicator that marks when a trend changes, using the ADX indicator as its basis. The document identifies OlegVS and GOODMAN as the authors and says the indicator was originally written in MQL4, with an…

Technical indicatorsTrend following
MQL5 code base

The double stochastic applies a stochastic calculation to the output of another stochastic. This additional smoothing is presented as a way to filter some false signals compared with a single stochastic, making the indicator more trend oriented. The document…

Technical indicatorsTrend following
MQL5 code base

This short description outlines a chart-based Change in State of Delivery (CISD) indicator. It tracks consecutive delivery candles and derives reference levels from their opening prices. A directional change is confirmed when price reclaims a relevant level…

Technical indicatorsMarket microstructureRisk management
MQL5 code base

The document explains an Expert Advisor that manages trade size using a Labouchere sequence. At the start of a cycle, the trader defines a list of lot amounts. Each order uses the sum of the first and last amounts; after a winning trade, those two entries…

Position sizingRisk managementTechnical indicatorsForex
MQL5 code base

The document outlines an equity screening approach combining price range, turnover, opening-auction activity, and afternoon large-order net inflow. Its stated selection rule looks for stocks with amplitude above one and a product of the previous day’s…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This description outlines a MetaTrader expert advisor for EURUSD on a 15-minute chart. Entries use a moving-average trend filter and an RSI threshold: price must be on the appropriate side of the average, while RSI must be high for a sell signal or low for a…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This brief description presents a modified Chaikin volatility indicator with a stochastic view, displayed as a signal cloud. It identifies the original author and notes that the indicator was first published in MetaTrader 4 before being implemented for…

Technical indicatorsVolatilityStatistics
MQL5 code base

The indicator marks a candle as basing when its real body is smaller than a chosen percentage of its full high-to-low range. Its default threshold is 50 percent, and the threshold can be changed in the inputs. In MetaTrader 5, detected candles are drawn as…

Technical indicatorsVolatility
MQL5 code base

This indicator description combines ATR-smoothed Heiken Ashi candles with fast and slow exponential moving averages to show directional bias and flag potential early entries. A signal appears when a smoothed candle changes direction in agreement with the EMA…

Technical indicatorsVolatilityTrend following
MQL5 code base

JJN-Nugget is described as an indicator that displays buy or sell signals and an entry level on charts from the five-minute timeframe upward. Its guidance is to wait for the next candle after the signal status changes, since the direction can vary before…

Technical indicatorsTrend following
MQL5 code base

The document introduces Reflex, an averaging indicator by John Ehlers, presented as a way to reduce the lag associated with conventional averaging calculations. Its intended role is momentum analysis: traders may use its readings to help identify directional…

Technical indicatorsMomentum
MQL5 code base

This indicator displays signals derived from an RSI-based tool calculated on a selectable timeframe. It distinguishes continued trends from changes in direction: a horizontal arrow marks continuation, while a diagonal arrow indicates a directional change or…

Technical indicatorsMomentum
MQL5 code base

RiskSpread is an indicator that draws a filled channel around the current price. Its distance from price is set to ten times the current spread, making the displayed area a visual estimate of where spread costs could make trading unfavorable. The document…

ForexExecutionMarket microstructureRisk management
MQL5 code base

RabbitM2 is a MetaTrader strategy that sets a directional bias from fast and slow moving averages on the current bar. A fast average below the slow average produces a preliminary sell signal, while a fast average above it produces a preliminary buy signal.…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The document describes the Volume Price Confirmation (VPCI) indicator, which is intended to express how price and volume relate. It identifies fast and slow moving-average periods as inputs and defines VPCI as the product of three components: a price…

Technical indicatorsStatistics
MQL5 code base

This document describes a histogram implementation of the Range Action Verification Index, intended to show both the strength and direction of the current trend. It assigns colors according to four configurable threshold levels, spanning extra-low and low…

Technical indicatorsTrend followingBreakout
MQL5 code base

This indicator places a fixed-width channel around a simple indicator line without averaging. The author reports that experiments found values concentrated near the channel boundaries, motivating the channel-based presentation instead of period analysis. The…

Technical indicatorsMean reversionForex
MQL5 code base

This indicator constructs a currency index using the USD index and six major currency pairs: EURUSD, USDJPY, GBPUSD, USDCAD, USDSEK, and USDCHF. Unlike a close-only index calculation, it uses each pair’s open, high, low, and close prices to produce…

ForexTechnical indicators
MQL5 code base

This document introduces an oscillator-style indicator that presents total volume accumulated over a selected calculation period. It describes two independent display choices: volume may be shown in absolute units or relative values, and it may appear as a…

Technical indicatorsStatistics