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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 short indicator description presents a variant of Quantitative Qualitative Estimation (QQE). Instead of applying the usual QQE calculation to RSI, it uses RSI of a moving average, described in the source as Rsi(oma). The author says this substitution…

Technical indicatorsEquities
MQL5 code base

This brief description presents an indicator that plots three Chaikin oscillators using different timeframes on a single chart. It identifies the indicator as a MetaTrader 5 component and gives a basic installation location for its compiled file. The…

Technical indicatorsEquities
MQL5 code base

The document describes a Sine Wave indicator that can display its output as a colored cloud using a timeframe selected through an input parameter. It identifies two higher-timeframe variants and explains that each depends on a corresponding base indicator…

Technical indicatorsFutures
MQL5 code base

The document introduces a Relative Strength Index variant that applies a super smoother to the RSI calculation. It first outlines the usual approach of comparing summed upward and downward price changes, then notes that Wilder’s exponential smoothing is one…

Technical indicatorsStatistics
MQL5 code base

NEMA is presented as a configurable family of exponential moving averages. Its depth setting selects the number of EMA iterations: depth one corresponds to EMA, depth two to DEMA, depth three to TEMA, with further depths extending the same pattern. The…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor uses two moving averages to identify directional trades. It opens a long position when the exponential moving average is above the linear weighted moving average and both are rising; it opens a short position when the reverse relationship…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This short document describes a higher-timeframe variant of the FineTuningMACandle_Chl_Arr_StDev indicator. Its distinguishing feature is a user input for selecting the chart period from which the indicator draws its data; the example setting uses a…

Technical indicators
MQL5 code base

VWAP_Close plots the session’s volume weighted average price using cumulative volume and cumulative volume multiplied by a typical price. Because the calculation resets over an intraday trading session, the indicator is presented mainly as an intraday…

Technical indicatorsMarket microstructureExecution
MQL5 code base

The document describes an Expert Advisor that trades signals from the X2MACandle indicator. Signals are generated when a bar closes and the candle color indicates a trend change. Its position-sizing rule reviews recent trades separately for buys and sells;…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The Random Walk Index (RWI) is presented as a way to judge whether price movement reflects a statistically meaningful trend or may be consistent with random variation. It has separate high and low lines for upward and downward strength. Comparing the lines…

Technical indicatorsStatisticsTrend following
MQL5 code base

This MetaTrader Expert Advisor generates trade signals when a bar closes and the main and signal lines of the i-SpectrAnalysis_RVI oscillator cross while the indicator cloud changes color. It requires the separately compiled indicator file to operate. The…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes the architecture of an event-driven MetaTrader 5 indicator for detecting and displaying bullish and bearish order block zones. It outlines initialization, incremental historical calculations, and a rolling three-bar structure tracker…

Technical indicatorsMarket microstructureExecutionRisk management
MQL5 code base

This note describes a higher-timeframe version of the ColorXCCI_Histogram indicator. Its stated addition is a timeframe input, allowing the indicator chart period to be selected, with a four-hour period shown as the default. This can let a trader view a…

Technical indicators
MQL5 code base

The KOT indicator is described as a visual aid for deciding whether to continue holding an open position. For a buy, a line below price indicates that the position can remain open. When that line begins to fade, the trader may tighten protection by moving a…

Technical indicatorsRisk managementTrend following
MQL5 code base

This document describes a simplified ZigZag indicator intended to identify local price highs and lows and connect them into refined upward and downward swings. Such swing points can support chart constructions including trend lines, channels, and Fibonacci…

Technical indicatorsTrend followingBacktestingExecution
MQL5 code base

This indicator description explains a way to draw bullish and bearish trend lines from the nearest price extremum identified by a fractal indicator. When price breaks a fractal, the corresponding line is retained until a new extremum appears. The description…

Technical indicatorsTrend followingBreakout
MQL5 code base

WATR_HTF is a version of the WATR indicator with a timeframe selection input. The example sets the indicator period to four hours, indicating that users can request calculations from a chosen chart interval through its parameters. The description does not…

Technical indicatorsMulti-asset
MQL5 code base

ColorZerolagHLR is described as a normalized oscillator derived from five HighestLowestRange indicators. Its configurable FactorN inputs determine the unit weight assigned to each range component in the overall indicator value. The description notes that the…

Technical indicatorsVolatilityStatistics
MQL5 code base

This oscillator derives a cumulative pressure measure from price changes on bars whose volume exceeds a moving average of volume. It smooths that measure using a user-selected moving-average period and method, then smooths it again to create a signal line.…

Technical indicatorsMomentum
MQL5 code base

This indicator presents Bollinger Bands as a filled area and adds a choice between sample standard deviation and uncorrected standard deviation. It also offers the usual set of 22 price types as inputs. The central idea is to make the deviation calculation…

Technical indicatorsStatisticsVolatility
MQL5 code base

The described Expert Advisor uses the direction of a slow moving average to open positions and a fast moving average to close them. It buys when the slow average rises and exits when the fast average falls; it sells when the slow average falls and exits when…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

XChannel is described as a channel indicator built from two moving averages, one applied to price highs and the other to price lows. The two lines are displayed as a cloud, providing a visual channel around price. The document gives a brief conceptual…

Technical indicatorsTrend following
MQL5 code base

The document describes a trade-management expert advisor that modifies an existing order’s stop loss after the position reaches a user-defined minimum profit in pips. Its stated action is to move the stop loss to the break-even level; it does not open trades…

ForexRisk managementExecution
MQL5 code base

The Elliott Wave Oscillator described here is the difference between a fast and a slow moving average applied to a chosen price series. Users can configure the two averaging periods, the moving-average calculation method, and the input price. The oscillator…

Technical indicatorsMomentum