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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 indicator description presents a Williams Percent Range histogram with extra averaging applied to both the histogram and its dynamic overbought and oversold levels. The configurable inputs include the WPR period, volume type, upper and lower threshold…

Technical indicatorsVolatility
MQL5 code base

This note describes the Arnaud Legoux Moving Average, a moving average built from a curve based on the normal, or Gaussian, distribution. Its offset parameter shifts the curve across a range from zero to one, which the document says lets users adjust the…

Technical indicatorsTrend following
MQL5 code base

Introsort is a comparison-based array sorting method designed to pair quicksort’s typical speed with a bound on worst-case runtime. It begins with quicksort and tracks recursion depth, switching to heapsort if that depth passes a limit based on the logarithm…

Statistics
MQL5 code base

This note explains that a volume-weighted version of Wilder’s Directional Movement Index can use one of three volume inputs: no volume, tick volume, or real traded volume. With no volume selected, the indicator is equivalent to the original Wilder DMI. Tick…

Technical indicatorsForexMarket microstructure
MQL5 code base

This document describes an indicator combining the NRMA moving-average line with NRTR trailing stops, displayed as circular dots. It identifies the indicator as a variant associated with work by Constantine Kopyrkin and notes that the underlying concept has…

Technical indicators
MQL5 code base

The expert advisor compares two ways to define overbought and oversold RSI readings. Its first trigger uses fixed RSI thresholds, typically 70 and 30. Its second trigger calculates an average RSI and standard deviation from past bars, then sets upper and…

ForexTechnical indicatorsBacktestingStatistics
MQL5 code base

The Bago system is described as a trend-following approach built around a fast EMA crossing a slower EMA, with RSI providing a directional confirmation. Specifically, the raw signal combines a 5-period and 12-period EMA cross with a 21-period RSI crossing…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

The Easy Trend Visualizer is a chart indicator built around the Average Directional Movement Index (ADX). It marks the apparent start and end of trends, distinguishes periods with no trend signal, and uses visual cues to communicate those states. The…

Technical indicatorsTrend following
MQL5 code base

The document introduces an MT4 script that marks swing highs and swing lows on a chart. The stated purpose is to help a trader judge whether the market is trending or moving sideways, a distinction the author says should inform a trading plan. The described…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This short description outlines an Expert Advisor that classifies market direction from the most recently completed three bars. The trader sets a time for the analysis; the system examines the three bars preceding that time and identifies an upward or…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

WATR_Candles displays the WATR indicator as a sequence of candlesticks. The coloring distinguishes candles aligned with the indicator’s trend, shown brightly, from those moving against it, shown in darker tones. This presents trend direction in a…

Technical indicatorsTrend following
MQL5 code base

The Chande Momentum Oscillator (CMO) measures momentum by comparing the sum of recent gains with the sum of recent losses, then scaling the difference by total price movement over the period. The document identifies the indicator with Tushar Chande and his…

Technical indicatorsMomentumStatistics
MQL5 code base

The document introduces LSMA as a moving average that can be used with the same general forms of technical analysis as a conventional simple moving average. It offers little detail about how the indicator is calculated, how its outputs differ from other…

Technical indicators
MQL5 code base

This expert advisor generates trades when a fast and slow line from a custom RSI-based indicator cross. A cross below the RSI midpoint signals a buy, while a cross above it signals a sell. Signal evaluation can occur on every tick or at the start of a new…

Technical indicatorsForexPosition sizingRisk management
MQL5 code base

T3_iAnchMom is a non-normalized momentum oscillator displayed as colored dots. Its calculation compares fast and slow Tilson averages on each bar: it expresses the fast average’s deviation from the slow average as a percentage of the slow average. The…

Technical indicatorsMomentum
MQL5 code base

The Trend Analyzer Tool is described as a technical indicator that combines MACD and Parabolic SAR calculations to generate signals in trending markets. It also uses overbought and oversold levels to help identify possible trend reversals or pullbacks. The…

Technical indicatorsTrend followingMomentum
MQL5 code base

This Expert Advisor uses two moving averages of opening prices, comparing their values across the current and prior bars. The difference between the fast and slow averages is evaluated against separate thresholds to generate buy and sell signals, with the…

Technical indicatorsMean reversionPosition sizingRisk management
MQL5 code base

This chart indicator identifies an inside bar when a candle’s high and low both fall within the range of the preceding candle. It highlights detected candles on the chart, treating the pattern as a sign of consolidation that may precede a breakout. The…

Technical indicatorsBreakoutForex
MQL5 code base

This utility reports whether the following day is a working day, a day off, or a holiday. It reads holiday records from a CSV file and filters them according to the currencies in the selected symbol. For example, a GBP/JPY view can include British and…

ForexExecution
MQL5 code base

This indicator estimates directional bias by comparing fast and slow moving averages on three timeframes. Each timeframe contributes a bullish, bearish, or neutral reading, which are summed into a score from -3 to +3. The example defaults to H4, daily, and…

Trend followingTechnical indicatorsRisk management
MQL5 code base

The document describes three astrology-based indicators for trading systems: one reports the angle between two selected planets, one reports planetary declinations, and one reports planetary positions. Values are expressed in degrees, and a parameter selects…

Technical indicatorsBacktesting
MQL5 code base

LSMA_Angle is a trend indicator displayed as a histogram. It uses an angle threshold input to distinguish weak trends, which appear gray, from stronger readings. The document gives a threshold setting as an example but does not explain how the angle is…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that bases trades on the Parabolic SAR indicator. It includes a time filter and support for ECN brokers. One setting, CloseOnOpposite, determines whether positions opened under a previous signal are closed when an…

ForexTechnical indicatorsTrend following
MQL5 code base

This document explains a generic MQL5 sorter that reorders an item array according to up to three corresponding key arrays. Each key can be sorted in ascending or descending order, allowing users to set a hierarchy such as symbol first, then position open…

ExecutionStatistics