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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 expert advisor trades using two moving averages and lets the user choose between fixed-lot sizing and sizing based on a percentage of free margin. Stop loss, take profit, and trailing stop features can each be enabled or disabled. A…

Technical indicatorsPosition sizingRisk managementBacktesting
MQL5 code base

The Beginner custom indicator marks selected local highs and lows on a chart with colored points. It calculates maxima and minima over a specified period, compares them with the currency pair's trading range, and marks a peak or trough when it is considered…

ForexTechnical indicatorsMean reversion
MQL5 code base

The indicator applies a Stochastic calculation to the Commodity Channel Index (CCI). The stated rationale is that CCI does not have fixed upper and lower limits, making its level harder to interpret against standardized thresholds. Applying Stochastic to CCI…

Technical indicatorsStatistics
MQL5 code base

The document briefly introduces a version of a double-smoothed exponential moving average indicator that adds floating levels. It says users can choose how the indicator colors are determined: by crossings of the outer levels, by crossings of the middle…

Technical indicatorsMomentum
MQL5 code base

The Know Sure Thing (KST) is presented as a momentum oscillator combining four rate-of-change series measured over different periods. Each series is smoothed with a simple moving average, then weighted and combined; a further moving average forms the signal…

Technical indicatorsMomentumStatistics
MQL5 code base

This document explains an Expert Advisor that builds a channel around a moving average and opens a buy when price reaches the lower boundary or a sell at the upper boundary. A qualifying bar must touch the boundary after the preceding bar remained on the…

ForexMean reversionTechnical indicatorsGrid trading
MQL5 code base

The document describes an update to a MetaTrader 5 Bollinger Bands indicator that alerts users when price moves beyond either outer band. It can play a WAV sound while price remains outside the bands, optionally send an email alert, and display arrows when…

Technical indicatorsVolatility
MQL5 code base

This document describes an indicator that displays the output of the XKRI algorithm as a sequence of candlesticks. Rather than presenting the processed price time series in another form, the indicator maps it into candle-style bars that may provide a…

Technical indicatorsTrend following
MQL5 code base

This document describes a recursive moving average attributed to Mark Jurik, with two user-adjustable inputs: the calculation period and the applied price. It gives a sequence of equations in which the current smoothed value depends on a prior smoothed value…

Technical indicatorsTrend following
MQL5 code base

This document describes an implementation of John Welles Wilder Jr.’s Average True Range (ATR), a technical indicator for measuring price movement. It distinguishes this version from a common platform implementation by using Wilder’s smoothed moving average…

Technical indicatorsVolatility
MQL5 code base

This document describes a keyboard-driven tool for sending, modifying, and closing or deleting trading orders. Its examples focus on forex orders and show that a command can specify a side, volume, price, stop loss, and take profit. A final execution key…

ExecutionForex
MQL5 code base

The document describes an indicator that applies the Relative Strength Index calculation to a price time series and displays the resulting values as candlesticks. Its purpose is to show RSI movement in a candle format, which the author suggests may make some…

Technical indicatorsVolatility
MQL5 code base

The document describes TTM Trend as a visual charting method based on Heikin-Ashi candles. It aims to smooth irregularities in ordinary candlesticks so traders can more easily distinguish trends from consolidations. The explanation focuses on changing bar…

Technical indicatorsTrend following
MQL5 code base

The document explains a volume accumulation oscillator that summarizes where trading volume occurs within each candle’s high-low range. For each bar, it weights volume by the close’s position relative to the high and low, producing a signed contribution:…

Technical indicatorsStatistics
MQL5 code base

This semi-automatic trading assistant lets a user place grids of buy-stop, sell-stop, buy-limit, or sell-limit orders, then close positions by side or all at once. Users set the order count and spacing for each grid type, as well as the initial lot size and…

Grid tradingPosition sizingExecutionRisk management
MQL5 code base

This educational MQL4 expert advisor uses a moving-average crossover as an example entry signal and demonstrates how orders can be managed across currency pairs. Each order receives a distinct magic number, allowing the program to identify and manage its…

ForexTechnical indicatorsPosition sizingExecution
MQL5 code base

This note proposes calculating the Relative Strength Index from a filtered price series instead of raw prices. It suggests that smoothing can suppress some short-lived price fluctuations before they affect the RSI, while an adaptive lookback average can make…

Technical indicatorsStatistics
MQL5 code base

The document describes a simple chart indicator that plots the highest and lowest price levels for a selected symbol. Traders can use these lines as visual reference points for potential support and resistance, then consider them when planning entries,…

Technical indicatorsRisk management
MQL5 code base

The Random Walk Index is presented as a technical indicator for judging whether observed price movement is consistent with random variation or more suggestive of a statistically significant trend. The description frames it as a way to distinguish…

Technical indicatorsStatisticsTrend following
MQL5 code base

The ZZ Color Retracement indicator extends a basic ZigZag approach by classifying detected price swings according to their length. It compares the latest ZigZag move with an average of prior moves: sufficiently longer swings are marked as impulses,…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes an RSI indicator that allows the user to choose among four types of smoothing averages for its calculation. It contrasts this flexibility with conventional RSI smoothing and notes that the indicator can use two additional moving…

Technical indicatorsMomentumStatistics
MQL5 code base

This brief indicator note describes a higher timeframe variant of a Bear and Bull Power candle indicator. It exposes the chart period as an input parameter, with a four-hour period shown as the default, allowing the user to select the timeframe used by the…

Technical indicators
MQL5 code base

The document introduces Stochastic Momentum as an indicator combining momentum and the stochastic concept. It distinguishes an unsmoothed Stochastic Momentum version from an Average Stochastic Momentum version, which applies smoothing. The description lists…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes a MetaTrader 5 version of the FX Sniper Ergodic CCI indicator that lets the user choose the indicator's calculation timeframe through an input parameter. The example default is a four-hour period. In practical terms, the setting…

ForexTechnical indicatorsBacktesting