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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 an XRSX Candle Keltner indicator that can mark breakouts using either overbought and oversold levels or the boundaries of a Keltner channel. Its input mode selects which of these two breakout references drives the color indication.…

Technical indicatorsBreakout
MQL5 code base

The document describes a MetaTrader script that collects broker-specific trading costs for one symbol and exports them for a companion model used in triple-barrier labeling. It samples spreads from ticks and reports tick-weighted, dwell-time-weighted, and…

ExecutionMarket microstructureMachine learningRisk management
MQL5 code base

RSIWithFlat is an indicator concept that adds a visual state for low-volatility, sideways conditions. When the market is classified as flat, the colored RSI cloud contracts toward the midpoint value of 50, and a thick blue line appears. The stated purpose is…

Technical indicatorsVolatility
MQL5 code base

This document describes a trading system based on the XMA Range Bands indicator, identified as a universal Keltner channel. It says the system generates a trade signal when a bar closes with price inside the channel boundaries. The description gives the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator description isolates the trend component of Holt’s double exponential smoothing rather than displaying the smoothed on-chart value used in a typical presentation. It proposes reading that component as an oscillator for trend seeking, with…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator signals when price moves farther than a fixed point threshold from a moving average. Its stated purpose is to mark moments when the trend force, measured by price deviation from the average, exceeds the configured limit. The threshold is set…

Technical indicatorsTrend following
MQL5 code base

This short description covers a script that automatically draws the high and low levels of the intraday FORTS trading session. An optional setting adds high and low levels from the night session when those levels extend beyond the intraday range. The display…

FuturesTechnical indicatorsMarket microstructure
MQL5 code base

The document describes a chart indicator that detects and draws linear price channels across available timeframes. It analyzes a configurable number of bars, with controls for the starting bar, channel width, modeling accuracy, filtering, and minimum or…

Technical indicatorsEquities
MQL5 code base

This indicator applies Symbolic Aggregate approXimation (SAX) to search for historical price windows resembling the latest closed-bar window. It z-normalizes each window to emphasize shape, compresses it into segment averages, and encodes those values as a…

StatisticsTechnical indicatorsBacktestingRisk management
MQL5 code base

RFractals is an indicator that detects fractals using a configurable range. Its range input is expected to be an odd number of at least three; if an even value is supplied, the indicator increases it by one to make it odd. The page notes that the standard…

Technical indicatorsBreakout
MQL5 code base

This script is a utility for opening orders with configurable risk and identification settings. It allows the user to choose a fixed position size or calculate position size from a risk percentage and the selected stop-loss distance. Stop loss and take…

Risk managementPosition sizingExecution
MQL5 code base

This indicator identifies candlesticks whose upper or lower shadow meets a selected size threshold relative to the candle body. For each shadow, the user can enable filtering and choose whether the shadow must be at least a specified percentage of the body…

Technical indicators
MQL5 code base

The indicator identifies a potential order block by first confirming a fractal swing high or low, then waiting for a decisive close beyond that level with a sufficiently large candle body. It searches backward from the break for the last candle closing in…

Technical indicatorsBreakoutMarket microstructure
MQL5 code base

This document outlines an expert advisor intended for EURUSD on the hourly chart during the quieter interval after the American session closes and before the Asian session opens. Its configurable inputs include take profit, trailing stop and step, opening…

ForexMean reversionVolatilityPosition sizing
MQL5 code base

The document describes 2MoHLC as a chart indicator that plots two channel averages derived from high and low prices over different periods. The two plotted lines are displayed as cloud areas, and the indicator uses separate buffers and lines to render the…

Technical indicatorsEquities
MQL5 code base

This expert advisor adapts an existing M1 forex system for multi-currency trading. It can trade as many as five currency pairs together and lets the user set a maximum position count for each pair. The document describes the configurable properties as pair…

ForexExecutionRisk managementPosition sizing
MQL5 code base

DivergenceBar is described as an indicator for identifying potential reversal bars using Bill Williams’ Profitunity system. It marks bullish reversal bars in green as buy signals and bearish reversal bars in red as sell signals. The indicator omits the…

Technical indicatorsTrend following
MQL5 code base

This indicator combines a moving average with upper and lower bands set using the Average True Range. The moving average serves as a baseline for judging trend direction, while the bands show price levels adjusted for recent volatility. Users can configure…

Technical indicatorsVolatilityTrend following
MQL5 code base

This Expert Advisor concept changes trade direction in response to take-profit, stop-loss, and trailing-stop levels. It opens positions in stages, with each new position pointing opposite to the previously opened one. The description says the system uses no…

ForexPosition sizingRisk management
MQL5 code base

This Expert Advisor concept attempts to bring losing positions back to profit by locking positions. Its configurable inputs include a target profit percentage, an initial lot size, a secondary lot increment, and the spacing between locking steps. The…

Position sizingRisk management
MQL5 code base

This document describes a trading assistant that draws an angled trend line on a chart and supports trading on a price break through the line or in the direction of the trend. It also includes manual trade controls, batch closing, and configurable stops and…

Trend followingBreakoutTechnical indicatorsRisk management
MQL5 code base

MACD-v measures the spread between fast and slow exponential moving averages relative to average true range, then scales the result. A smoothed signal line and histogram provide momentum direction and change. The document describes oscillator, histogram, and…

Technical indicatorsMomentumVolatilityTrend following
MQL5 code base

The document describes a MetaTrader 5 expert advisor that connects an account to a Google Sheets dashboard through a Google Apps Script web app. It pushes account balance, equity, margin, and open-position details to the sheet, then polls a Commands tab for…

ExecutionRisk managementMarket microstructure
MQL5 code base

The document describes a revised ColorPEMA indicator that reduces computational work by limiting the chart bars it processes, the frequency of recalculation on the current bar, or both. Users can set a bar-count limit and a minimum interval between…

Technical indicators