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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 MetaTrader indicator plots a price channel and Fibonacci levels using recent peaks identified by an NRTR ZigZag indicator. Its inputs let users select the calculation timeframe and ZigZag period, and control whether Fibonacci levels, Fibonacci fans, and…

Technical indicatorsTrend followingBreakout
MQL5 code base

This document describes a trading-signal module for the MQL5 Wizard that is based on a lightweight Ozymandias indicator. It presents the module as a way to add indicator signals to an Expert Advisor and specifically suggests using it as a trend filter. The…

Technical indicatorsTrend followingExecution
MQL5 code base

This Expert Advisor trades when the Karacatica indicator displays a colored arrow at a bar’s close. It relies on an external compiled indicator file and a trading library that supports brokers with nonzero spreads and setting protective orders when opening…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader indicator assistant for reviewing trading signals against historical price data. The user advances through chart history, marks buy, sell, and close decisions, and can manage positions with stop-loss and take-profit…

BacktestingExecutionForexRisk management
MQL5 code base

The document introduces an MQL5 implementation of Average True Range that calculates the indicator without calling the platform’s built-in ATR function. It explains ATR as a volatility measure derived from true range values and describes Wilder smoothing as…

Technical indicatorsVolatility
MQL5 code base

FiboBands adapts the channel idea behind Bollinger Bands by using Average True Range in place of standard deviation. It sets its outer boundaries with Fibonacci extension multipliers of 1.618, 2.618, and 4.326. The description presents boundary breaks as…

Technical indicatorsVolatilityBreakout
MQL5 code base

The document describes a variation of the TRIX oscillator that substitutes a fast exponential moving average for the regular EMA used in its calculation. TRIX is presented as a triple-smoothed indicator that can help identify potentially overbought or…

Technical indicatorsMomentum
MQL5 code base

The expert advisor builds a grid from configurable pending stop and limit orders. Traders can choose which buy and sell order types to enable, define the first order by an absolute price or a distance from the current price, and set separate spacing and…

Grid tradingExecutionRisk managementPosition sizing
MQL5 code base

This MetaTrader expert advisor trades signals from a candlestick indicator. It acts when a bar closes with a trend candle and the preceding candle was either not a trend candle or pointed in the opposite direction. The rule therefore focuses on the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a script for testing indicators, expert advisors, and other scripts across historical bars. It uses global variables to pass a bar shift and calculation count to an indicator, and can step through data from a selected starting bar…

Technical indicatorsBacktesting
MQL5 code base

WPR_DiverSign is a semaphore-style indicator that generates signals from divergence between fast and slow Williams Percent Range oscillators. The divergence is assessed using extreme points across the most recent five bars, then combined with a qualifying…

Technical indicatorsMean reversionEquities
MQL5 code base

This indicator description explains how to display current pivot levels using the prior bar from a selected calculation period. It offers Standard, Fibonacci, Camarilla, Woody, and DeMark formulas, with an hourly period as the default. Camarilla mode…

Technical indicatorsFutures
MQL5 code base

The document describes a basic Expert Advisor utility for tracking how many orders are currently open, both in total and by order type. It frames order recognition as a practical need when a trading robot can manage multiple simultaneous orders. The proposed…

ExecutionMarket microstructure
MQL5 code base

This indicator description explains a MACD-style histogram built from two idealized moving-average indicators, then smoothed using one of ten averaging methods. The choices range from simple, exponential, smoothed, and weighted averages to adaptive or…

Technical indicatorsMomentumStatistics
MQL5 code base

ATRNorm is described as a normalized Average True Range indicator intended to identify periods of relatively flat price action. Its inputs include the lookback period, a smoothing period, the type of series to normalize, a normalization window, volume type,…

Technical indicatorsVolatilityStatistics
MQL5 code base

The document describes a Fibonacci chart indicator that anchors retracement levels to confirmed market swings. Its stated design replaces a ZigZag dependency with a reverse-scan swing-detection engine; once a high or low is confirmed, the associated levels…

Technical indicatorsEquitiesFutures
MQL5 code base

This MT5 expert advisor combines candle direction with grid order placement. A bullish previous candle triggers a buy and a bearish one triggers a sell; that signal applies to later grid orders as well as the first. The description says this avoids placing…

Grid tradingMean reversionExecutionRisk management
MQL5 code base

The document describes a hybrid trading system in which an ONNX model classifies market structure and conventional rules govern trade selection and management. Model inputs include ATR-scaled momentum, distances from recent swing extremes, relative tick…

Machine learningTechnical indicatorsForexCommodities
MQL5 code base

The document explains a helper function for turning MetaTrader trade-operation return codes into readable text. It shows how the function can report the result of checking a trade request with OrderCheck, and how it can describe the result returned by…

ExecutionMarket microstructure
MQL5 code base

Fast2 analyzes the most recent three price bars using a quadratic function and presents the result as a histogram with two signal lines calculated over different periods. The described entry idea is to enter the market when those signal lines cross. This…

Technical indicatorsMomentumForex
MQL5 code base

This document introduces an indicator that displays values derived from the QQE algorithm as a sequence of candlesticks. It frames this format as a potentially more informative way to inspect the processed price series, but does not specify which situations…

Technical indicatorsForex
MQL5 code base

This document describes an Expert Advisor that uses the Relative Strength Index to open buy positions in oversold conditions and sell positions in overbought conditions. Its settings allow the trader to enable buys, sells, or both, and to choose whether…

ForexTechnical indicatorsMean reversionRisk management
MQL5 code base

The document defines a median moving average as an indicator calculated from the prices observed during a selected lookback period. Rather than averaging all values, it sorts the period’s prices and selects the middle value when the sample size is odd. For…

Technical indicatorsStatistics
MQL5 code base

This document describes an expert advisor that monitors multiple trendlines drawn by a user on a chart. It detects adjustments to those lines dynamically and uses their position relative to current price to identify a possible breakout direction: price below…

ForexBreakoutTechnical indicatorsExecution