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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

The Laguerre indicator described here plots a weighted trendline in a separate chart window and is presented as a possible aid for simple entry and exit signals. It is custom-built and does not depend on the standard MetaTrader indicators. The page says…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This document explains a way to identify binary options symbols among instruments listed in MetaTrader 4’s Market Watch. Broker naming conventions vary: some append a suffix, others use a different marker, and some may follow another pattern. As a result,…

OptionsExecutionMarket microstructure
MQL5 code base

This document describes a simple indicator that expresses an asset’s recent high-low price range in points. For each averaging period, it sums the maximum prices and subtracts the sum of the minimum prices; the result is averaged using a selectable…

VolatilityTechnical indicatorsStatistics
MQL5 code base

This document describes a date-based function for classifying a timestamp as summer or winter time. It assumes the European daylight-saving calendar described in the text: summer time begins on the last Sunday in March and ends on the last Sunday in October.…

ForexExecution
MQL5 code base

This brief indicator description explains how StepMA_3D_v3 visualizes the relationship between three trend speeds. It colors the area between the medium and slow trends, then changes the fast trend line’s color according to its position. The display is…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor uses changes in the direction of a moving average associated with the Balance of Power Histogram to generate trading signals when a bar closes. The document frames the strategy around a directional shift in the indicator rather than a…

ForexTechnical indicatorsBacktesting
MQL5 code base

Ease of Movement Value (EMV), developed by Richard W. Arms Jr., is a technical indicator intended to describe how easily price moves. It relates the change in the midpoint of the current high-low range to trading volume adjusted by the current range. Larger…

Technical indicators
MQL5 code base

TrendChannel is a technical indicator that draws two trend lines based on the closest price extremes. The description identifies the indicator’s author and notes that an earlier version was implemented in MQL4 and published in a code library. Its stated…

Technical indicatorsEquities
MQL5 code base

This indicator description presents an adaptation of a double-smoothed Wilder exponential moving average. It adds a volatility-ratio mode to adjust the average and a correction method attributed in the source to Alexander Uhl. The suggested use is similar to…

Technical indicatorsVolatilityTrend following
MQL5 code base

The indicator described here combines readings from seven HighsLowsSignal indicators calculated on different timeframes. It displays a separate line for each component, with line color reflecting the direction of that indicator’s most recent signal. The…

Technical indicatorsTrend following
MQL5 code base

This indicator description defines a moving average built from Heiken Ashi candle values. It exposes two settings: the calculation period and the averaging method. First, it calculates a moving average of the Heiken Ashi close; it then applies the same…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator measures weekend price gaps for a selected instrument and timeframe to assess whether fading a gap may be viable. It divides observations into recent gaps, the last twelve months, and the full available history. For each period, it reports gap…

StatisticsMean reversionRisk managementTechnical indicators
MQL5 code base

This Expert Advisor trades changes in the direction shown by the ColorJJRSX indicator. It opens a position when the indicator changes color at a bar close, then can close the position once its holding time exceeds a configured limit. The holding-time exit is…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

The document describes a tick-data compressor that stores changes in bid, ask, and time rather than repeating full tick records. Small price and time changes can fit into a compact representation, while larger differences use additional bytes. It also offers…

Market microstructureExecutionHigh-frequency tradingStatistics
MQL5 code base

The Elliott Wave Oscillator is presented as a tool to help confirm an Elliott wave count made by the trader. It does not identify or count waves automatically. The indicator uses differently colored bars to make possible trend changes easier to notice and…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor trades signals from the Fisher_org_v1_Sign indicator. A signal is taken when a colored indicator icon appears at a bar close, so decisions are made using completed bars. The EA requires the compiled indicator file to be installed in the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes an Expert Advisor that trades signals from an RSIOMA histogram. Depending on its selected mode, a signal is evaluated at bar close when the histogram breaks support or resistance, changes direction, or crosses its signal line. An…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The HWC indicator is described as a channel around a Holt-Winters moving average. Its upper and lower boundaries are formed by adding and subtracting a scaled estimate of dispersion from the central average. The moving average uses parameters for smoothing…

Technical indicatorsVolatilityTrend following
MQL5 code base

This document describes a static zigzag built from crossings between fast and slow moving averages. A bullish cross starts a green leg, while a bearish cross starts a red leg. The proposed interpretation treats a downward red leg as a buy signal in…

Technical indicatorsTrend following
MQL5 code base

This indicator places fast and slow Relative Strength Index lines in a subwindow and shades the areas extending from the window boundaries toward those lines. It offers three display modes: shading based on the fast line, the slow line, or the highest and…

Technical indicators
MQL5 code base

This short indicator note introduces William Blau’s double-smoothed stochastic, attributing it to a 1990 article. It identifies the calculation’s inputs as the current close, the lowest low and highest high over a lookback period, and exponential moving…

Technical indicatorsMomentumStatistics
MQL5 code base

The document introduces a color-histogram implementation of William Blau’s Q-period Stochastic Index, an indicator described in his book on momentum, direction, and divergence. It identifies the indicator’s general form and points to a smoothing-algorithm…

Technical indicatorsMomentum
MQL5 code base

This expert advisor monitors open positions across symbols and magic numbers. After a position has been open for a configurable number of seconds, it checks whether profit has reached a configured threshold in points. If the threshold is met, the advisor…

ExecutionRisk managementPosition sizing
MQL5 code base

The expert advisor combines MACD divergence with stochastic confirmation and Bollinger Band trade exits. For buys, the stochastic main line must be above its signal line and remain within the configured oversold range for a specified candle period. The sell…

Technical indicatorsForexRisk management