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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

This brief note describes a modification to an existing Expert Advisor that lets users set RSI and Momentum parameters. Its concrete example is an RSI buy restriction: when the configured limit is 70, the system will not place a pending buy order while RSI…

Technical indicatorsMomentumExecution
MQL5 code base

This indicator identifies swing highs and lows by comparing each candidate bar with a fixed number of bars on either side. A high must exceed the highs to its left and meet or exceed those to its right; lows use the mirrored rule. The indicator waits until…

Technical indicatorsBacktesting
MQL5 code base

This brief description presents a configurable-timeframe version of the classic zigzag indicator. It lets a trader display zigzag swings calculated from a selected higher timeframe on a chart using a lower timeframe. The stated purpose is visual analysis…

Technical indicatorsMarket microstructure
MQL5 code base

The document explains a MetaTrader class for calculating and accessing MACD values through a ring buffer. Initialization options cover fast, slow, and signal periods; their moving-average methods; buffer capacity; and array indexing orientation. The class…

Technical indicatorsTrend followingEquities
MQL5 code base

The document describes a configurable Triple Exponential Moving Average indicator intended as a lower-lag alternative to conventional moving averages. It explains that the indicator combines single, double, and triple smoothing stages, and exposes separate…

Technical indicatorsEquitiesTrend following
MQL5 code base

The document briefly introduces Murrey levels as a charting framework for interpreting possible changes in price movement. It attributes the method to ideas derived from Gann theory, specifically an eight-by-eight square used to relate price movement to…

Technical indicatorsBacktesting
MQL5 code base

This document describes an MT5 footprint indicator that breaks higher-timeframe bars into price-level activity using lower-timeframe tick or real-volume data. It calculates buy-versus-sell volume delta and displays features including point-of-control…

Market microstructureExecutionFuturesTechnical indicators
MQL5 code base

This document explains how to estimate a broker's server time zone and daylight-saving status from historical quote data. The method examines the distribution of weekly market opening times, using recurring peaks in inferred offsets to distinguish standard…

ForexStatisticsExecutionBacktesting
MQL5 code base

This brief note describes an extended version of a deviation-scaled moving average. It says the earlier formulation uses a filter based on the difference between the current close and the close two bars earlier. The extension changes that filter so the…

Technical indicatorsStatistics
MQL5 code base

This indicator displays the trend state or trade direction generated by a companion ForexProfitBoost signal indicator. It represents continuation with a horizontal arrow and a changed trend with a diagonal arrow; color and direction convey the bias. The…

ForexTechnical indicatorsTrend following
MQL5 code base

This read-only tool estimates how far an averaging or grid position chain can move against an account before broker stop-out. It accounts for cumulative floating losses across the legs, margin locked by open trades, the broker’s stop-out threshold, and the…

Grid tradingRisk managementPosition sizingStatistics
MQL5 code base

This Expert Advisor is a configurable framework for studying trade management around a moving-average bias. It can switch between long and short positions, restrict trading to one direction, or add positions as price moves either with or against the existing…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This tutorial explains four pending-order types used in an Expert Advisor: buy limit and sell limit orders placed away from the current price for a potential reversal, and buy stop and sell stop orders placed beyond the current price for a potential move…

ExecutionForexPosition sizing
MQL5 code base

The document describes ADXm as a variation on the Average Directional Index intended to communicate market direction as well as trend strength. It distinguishes this from standard ADX, whose value indicates trend conditions but does not itself show whether…

Technical indicatorsTrend following
MQL5 code base

The document introduces an indicator built from a deviation-scaled moving average, described as an extension of the exponential moving average. It adds self-adjusting levels that can either be recalculated or inherit previously computed values, creating…

Technical indicatorsTrend followingStatistics
MQL5 code base

This note describes a variation of the Commodity Channel Index that uses exponential moving averages in place of the simple moving averages used in the original formulation. The change is the central methodological detail; the document does not explain how…

Technical indicatorsCommodities
MQL5 code base

This expert advisor uses the Ichimoku Kinko Hyo system. It opens a long or short position when the Chikou Span crosses price, then requires confirmation from price and Chikou Span relative to the Kumo cloud. It also filters entries by a user-set minimum…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document describes an MQL5 Expert Advisor signal module that combines bullish or bearish reversal candlestick patterns with the Stochastic oscillator. It proposes entering long after a bullish pattern with the oscillator’s signal line below 30, and…

Technical indicatorsMean reversionBacktestingForex
MQL5 code base

This indicator description explains how a moving average can display trend direction and relative strength through colored dots. It calculates the standard deviation of the ColorXPWMA_Digit indicator and compares that value with two configurable thresholds.…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes a simple automated strategy using a fractal RSI oscillator. It opens a short position when the oscillator crosses downward through an overbought threshold and opens a long position when it crosses upward through an oversold threshold.…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a Fractal Keltner indicator that expands the width of a Keltner channel. Its stated purpose is to reduce false entry and exit signals by requiring price movement to clear a wider channel boundary. This makes it a channel-based…

Technical indicatorsVolatility
MQL5 code base

This expert advisor closes open positions for the chart’s symbol when price reaches or crosses the Kijun Sen. In Stealth Mode, a buy closes when Bid is at or below the line, while a sell closes when Ask is at or above it; a price gap triggers closure at the…

ExecutionTechnical indicatorsRisk management
MQL5 code base

The document explains the T3 moving average, attributed to Tim Tillson, as a smoother intended to reduce lag while filtering price noise. Its calculation cascades six exponential moving averages, then combines the final stages using coefficients derived from…

Technical indicatorsTrend following
MQL5 code base

This brief description presents XDPOCandle, an indicator that displays the output of the XDPO algorithm as a sequence of candlesticks. The indicator processes a relevant price time series and renders the resulting values in candle form, which the document…

Technical indicators