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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
WonderTrader
14 documents
Alphalens
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

Gaussian Bands is described as a volatility-band indicator similar in purpose to Bollinger Bands. It filters both the centerline and deviation lines with a Gaussian method, and displays two deviation levels above and below the centerline. The document…

Technical indicatorsVolatility
MQL5 code base

This document describes an indicator that flags candles breaking through Bollinger Bands. It can mark the signal on a chart, color the candle, display the bands, and show an alert message. The indicator offers two breakout definitions: a candle may open…

Technical indicatorsBreakoutVolatility
MQL5 code base

The document describes a mathematical library function for calculating Pearson correlation values between an input signal series and a supplied pattern. It presents the function as producing an array of coefficients, with each value reflecting a comparison…

StatisticsTechnical indicators
MQL5 code base

The Fisher indicator is described as a histogram for identifying trend direction, strength, and possible changes. It derives its values from the highest and lowest prices over a lookback period, then transforms the current price’s relationship to that range.…

Technical indicatorsTrend following
MQL5 code base

The Range Ratio compares the distance between the highest high and lowest low in a chosen period with the sum of each bar’s high-low range. A strongly directional move should produce a ratio closer to one because the net span approaches the accumulated bar…

Technical indicatorsMomentumTrend following
MQL5 code base

The MultiCMxTrend_x10 indicator displays CMx oscillator conditions across ten separate timeframes. Each line represents one timeframe, letting a trader compare whether the oscillator is below its oversold threshold, above its overbought threshold, or between…

Technical indicatorsMulti-asset
MQL5 code base

This brief indicator description explains a John Ehlers trendline plotted on a price chart. It defines the instantaneous trendline as a moving average of price adjusted by half of a smoothed slope. The slope is the difference between the current price and…

Technical indicatorsTrend following
MQL5 code base

Root mean square (RMS), also called the quadratic mean, is computed by squaring observations, averaging those squares, then taking the square root. The note introduces RMS as a standalone calculation and discusses applying it to a rolling set of…

Technical indicatorsStatistics
MQL5 code base

The document promotes viewing trading results and risk in percentage terms. This framing can help traders compare decisions across account sizes and develop a consistent way to think about gains and losses, rather than treating the same cash amount as…

Risk managementPosition sizing
MQL5 code base

This script places a sell stop-limit order using trigger levels measured from the current price, then attaches stop-loss and take-profit levels measured from the open price. It also offers an MM input that scales deal volume according to a chosen fraction of…

ExecutionPosition sizingRisk management
MQL5 code base

The document explains a simple oscillator formed by comparing a linear-weighted moving average with a simple moving average over the same period. It defines the output as the weighted average divided by the simple average, minus one, and displays the…

Technical indicatorsStatistics
MQL5 code base

The Money Flow Index is presented as a volume-aware momentum oscillator, similar in construction and interpretation to the Relative Strength Index. It combines price movement with volume to indicate the pace of money flowing into or out of a security. The…

Technical indicatorsMean reversionMomentum
MQL5 code base

This indicator draws a price-chart line by applying polynomial interpolation between two node lines. Its purpose is to create a smoothed or shaped path from the selected price series, with the nodes set at a chosen distance in bars. The available controls…

Technical indicatorsStatistics
MQL5 code base

This document describes a modified version of a standard moving average expert advisor. It adds configurable stop-loss and take-profit settings, each disabled when set to zero. The lot parameter also supports a fixed-size mode: entering a negative value…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

The document presents an indicator-processing method that smooths the Bears Power time series by filtering higher-order harmonics in its spectrum. It suggests that the same approach can be applied to other indicator outputs. The stated advantage is…

Technical indicatorsStatistics
MQL5 code base

The document describes a four-hour EURUSD crossover system using exponential moving averages with periods 2 and 35. A cross above triggers a buy and closes a sell; a cross below triggers a sell and closes a buy. It also specifies stop-loss, take-profit, and…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This educational strategy template trades breakouts of the high and low formed during a defined period after the session opens. It places stop orders on both sides of the range and cancels the opposite order after one triggers, limiting the approach to one…

BreakoutRisk managementPosition sizingUS markets
MQL5 code base

CloseProfit v2 is described as an expert advisor that closes positions when an aggregate profit or loss reaches a configured threshold. It also removes pending orders when that trigger is reached. A scope setting determines whether the advisor operates…

Risk managementExecutionBacktesting
MQL5 code base

This document describes an Expert Advisor that combines Murrey levels with a Stochastic oscillator, candlestick conditions, and Bollinger Bands. Its stated buy setup treats a break of the upper 8/8 level with Stochastic above 70 as an oversold condition,…

Technical indicatorsBreakoutTrend followingRisk management
MQL5 code base

This document describes an extended fractal indicator that lets users set how many candles to examine on each side of a potential turning point. It also includes a minimum-distance input for distinguishing the extreme point from adjacent peaks. Separate…

Technical indicatorsStatistics
MQL5 code base

This document describes an indicator for identifying price breaks beyond an intraday channel. The user specifies the time segment used to calculate the channel, and the indicator checks whether price crosses its upper or lower boundary. Its intended use is…

Technical indicatorsBreakout
MQL5 code base

The document describes an MQL5 indicator called i-KlPrice_Vol_Direct. It adds colored labels to the histogram bars of the related i-KlPrice_Vol indicator to show the direction in which those bars are moving. The stated purpose is to make the histogram’s…

Technical indicatorsMarket microstructure
MQL5 code base

This indicator description explains an extension to a previously published Rocket RSI study: it calculates pivot levels from the RSI series itself and displays them alongside the oscillator. The user can choose to show only the pivot, or the pivot with one,…

Technical indicatorsMean reversionMomentum
MQL5 code base

The document describes an RSI swings indicator derived from RSI(OMA), with its behavior tied to the zone occupied by the calculated values. It says users can choose among simple, exponential, smoothed, or linear weighted moving averages for the RSI(OMA)…

Technical indicators