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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 NRTR_Gator, a chart indicator derived from the NRTR indicator. Its stated addition is a new candlestick coloring scheme intended to make the indicator easier to read visually. The note identifies the author and says the indicator…

Technical indicators
MQL5 code base

The MACD Histogram is defined as the difference between the MACD line and its signal line. Its bars therefore show how far apart those two indicator lines are. The document presents changes in bar length and position relative to the zero line as a way to…

Technical indicatorsMomentum
MQL5 code base

The document discusses replacing MQL4’s iBarShift function in MQL5. It says MQL5 provides lower-level functions for implementing the same operation and reviews four community versions written as alternatives. According to the author, those versions return…

StatisticsBacktesting
MQL5 code base

This MetaTrader indicator displays upper and lower candle wick lengths directly on a chart, measured in pips or percentage points. Traders can set thresholds to show longer or shorter wicks, choose separate colors for bullish and bearish candles, and…

ForexTechnical indicatorsExecution
MQL5 code base

The document describes a synthetic RSI-style indicator that substitutes RSX for RSI. It says the RSX calculation produces a smoother signal, avoids adding lag, and removes some false signals compared with the RSI version. The suggested use is to treat a…

Technical indicatorsTrend following
MQL5 code base

This book section surveys advanced MQL5 capabilities for building MetaTrader 5 software. Topics include custom financial symbols, economic calendar events, networking, databases, cryptography, libraries, software packages, and organizing related programs…

ExecutionMachine learningStatisticsTechnical indicators
MQL5 code base

The document describes an MQL5 indicator variant that lets the user choose the timeframe from an input parameter. The illustrated default is a four-hour chart period. The central idea is to make the SSL_NRTR indicator available for a timeframe selected…

Technical indicatorsTrend following
MQL5 code base

Fast3 is described as a semaphore-style indicator that places trade signals on a chart as arrows. Its signal calculations are said to follow the approach of a related indicator called Fast2; the stated distinction is the arrow presentation. The document does…

Technical indicatorsExecution
MQL5 code base

The document describes a way to display the Relative Strength Index on the main price chart rather than in a separate indicator pane. It says this version uses a highest-high and lowest-low channel to map the oscillator onto the chart, allowing RSI and price…

Technical indicatorsEquities
MQL5 code base

This brief description concerns a trading robot that acts on market sentiment and recommends using it with volatile instruments, giving Brent and Sberbank as examples. Its update describes two conditions for closing a position: trading volume falls below a…

SentimentVolatilityExecution
MQL5 code base

The Balance of Power indicator is presented as an oscillator for gauging relative buying and selling pressure and spotting possible trend reversals. Its calculation compares the close with an earlier open, then scales that difference by the high-low range…

Technical indicatorsStatistics
MQL5 code base

This Expert Advisor uses the Money Flow Index (MFI) as a threshold-crossing signal. It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. Signals are evaluated at bar close, so…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a MetaTrader-style utility that closes matching open orders when calculated losses reach a user-set percentage of account balance. A caller supplies a drawdown threshold and a magic number to select orders; using zero is described as…

Risk managementExecution
MQL5 code base

This document describes a trade-management utility for open positions rather than a signal generator or strategy. It can add missing stop-loss and take-profit levels, move stops to break even as trades become profitable, and apply trailing stops to help…

Risk managementPosition sizingExecution
MQL5 code base

Internal Strength is an oscillator intended to show where the close sits within the day’s high-low range. In its HLC mode, it calculates the close’s position as a fraction of the range, using the high, low, and close. In its RSI mode, it applies RSI to that…

Technical indicatorsEquities
MQL5 code base

This indicator guide explains how to build a synthetic spread from two price series and use its deviations to identify possible pair-trading entries. Users choose the instruments, combine their series with an arithmetic operation, and can reverse,…

Pairs tradingForexTechnical indicatorsMean reversion
MQL5 code base

The document introduces a volatility ratio as a way to distinguish quieter market conditions from more volatile ones. It contrasts this approach with standard deviation, arguing that a ratio with a reference level can make relative volatility states easier…

VolatilityTechnical indicatorsStatistics
MQL5 code base

This document outlines a simple automated trading rule based on comparing the opens and closes of the two most recent completed candles. When no position is open, it enters a buy if the newer candle opens above the older candle but closes below the older…

Technical indicatorsExecutionPosition sizingBacktesting
MQL5 code base

This brief indicator note describes a higher-timeframe variant of Float_Pivot_Digit. It highlights an input parameter that lets the user select the chart period used by the indicator, with a four-hour period shown as the default. The practical concept is to…

Technical indicatorsFutures
MQL5 code base

The document describes a price-derived oscillator that displays the difference between price and a Delta measure as a histogram. It specifies no user-adjustable input parameters. The calculation begins with the average of the open, high, low, and close…

Technical indicatorsStatistics
MQL5 code base

This indicator uses an RSI-adaptive exponential moving average ribbon to help assess market conditions. Its author says the underlying adaptive EMA can also be translated into a MACD calculation, while displaying the ribbon components directly may make…

Technical indicatorsTrend followingEquities
MQL5 code base

The Percentage Volume Oscillator (PVO) compares a fast and a slow moving average of tick volume to describe changes in volume momentum. The indicator can display its main line, a signal line, and a histogram, with configurable periods and moving-average…

Technical indicatorsMomentumStatistics
MQL5 code base

The document introduces Markov chain Monte Carlo as a numerical approach for approximating Bayesian posterior distributions when analytical integration is impractical, especially in models with many parameters. It explains the Metropolis algorithm as a basic…

StatisticsMachine learning
MQL5 code base

This document describes a chart utility for viewing groups of long and short symbols together. Users can configure each basket with up to 50 symbols, select a symbol to display on the chart, and review per-symbol and total statistics. These include weekly…

Multi-assetMarket microstructureRisk managementTechnical indicators