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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 document explains configuration options for a chart overlay that displays broker time alongside five adjustable time zones. The broker server time is fixed, while the other zones can be changed. Users can rename the labels, hide zones they do not need,…

Technical indicatorsForexEquities
MQL5 code base

This indicator adds a three-level trend-strength cue to BinaryWave. It calculates the standard deviation of the BinaryWave indicator and compares it with two user-set thresholds. When the value falls between the thresholds, a small dot appears on the moving…

Technical indicatorsStatisticsTrend following
MQL5 code base

The document describes parameters for an automated trading program built around CCI(100) signal levels. A global signal threshold determines when a position opens, while a separate reverse threshold signals a position reversal. Other inputs cover stop-loss…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

The EA begins by placing a sell limit just above a recent high and a buy limit just below a recent low, using a configurable lookback. If neither side has opened a position, it can refresh those orders after a set number of bars. Trading-day and…

ForexBreakoutMean reversionPosition sizing
MQL5 code base

The document describes ColorSRoC, a smoothed version of the S-RoC indicator for relative price increments, attributed to Fred Shutsman. It identifies the calculation as a comparison between an exponential moving average on the current bar and the same EMA…

Technical indicatorsMomentum
MQL5 code base

This brief overview introduces the Zero Loss Zone concept within the BBMA trading approach developed by Oma Ally. BBMA combines Bollinger Bands with moving averages, and the described zone is intended to help identify possible re-entry areas in an existing…

ForexTechnical indicatorsTrend following
MQL5 code base

This Expert Advisor combines three independent systems that use ColorXPWMA_Digit indicators. Each system signals a potential trend change when a bar closes and its indicator changes color. The systems can be enabled or disabled separately, allowing their…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document describes an Expert Advisor that uses the CronexAO oscillator. It generates a trading signal when a bar closes and the indicator’s cloud changes color. The description also notes that the compiled indicator must be installed in the platform’s…

ForexTechnical indicatorsBacktesting
MQL5 code base

TradeBreakOut is a technical indicator for tracking how far price is from breaking a recent local high or low, with those levels defined by local maximums and minimums. It can calculate distance using the close or the high and low prices. An upward-moving…

Technical indicatorsBreakout
MQL5 code base

The indicator estimates the direction of a price or derived series by fitting a regression line to a selected set of observations and measuring its slope. Inputs can include closing, high, or low prices, as well as moving averages, and the tool is described…

ForexTechnical indicatorsStatisticsTrend following
MQL5 code base

The document describes an MQL5 utility for calculating pip values and position sizes from a target account-currency risk and stop-loss distance. It addresses cross-currency instruments by first using the platform’s symbol tick-value and tick-size properties,…

ForexPosition sizingRisk managementExecution
MQL5 code base

This indicator estimates whether the next candlestick may move in the same direction as the current one. It calculates a candle measure from the difference between close and open divided by volume, scales that value, and compares it with its moving average…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes an MT5 indicator that constructs a classic Renko chart within a standard chart window. It builds completed bricks from incoming tick data, with each brick representing a fixed price movement rather than a fixed time interval. The…

Technical indicatorsFutures
MQL5 code base

The document describes a TRIX indicator variant that allows the user to change the averaging algorithm used in its calculations. This option concerns how price data is smoothed before or during indicator computation, so different choices may alter the…

Technical indicators
MQL5 code base

The document introduces a modified historical Camarilla indicator and explains how Camarilla levels are organized around the prior session’s closing price. It describes two groups: lower levels labeled L and upper levels labeled H, each numbered from one to…

Technical indicatorsFutures
MQL5 code base

This Expert Advisor uses the Awesome Oscillator to generate buy and sell signals from changes in histogram color and the relative height of consecutive bars. It opens orders at each bar and closes the group of positions on an opposite signal. The oscillator…

ForexTechnical indicatorsMomentumPosition sizing
MQL5 code base

The document describes an Expert Advisor that trades signals from an XDPO histogram. A signal is generated when a bar closes and the histogram changes direction. The system relies on a compiled indicator file, and the text notes that a supporting…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document introduces a higher-timeframe version of a WPR_Histogram_Vol indicator. Its central setting lets a user select the chart timeframe used by the indicator, with a four-hour period shown as the default. The text identifies the compiled indicator…

Technical indicatorsVolatility
MQL5 code base

This document explains a workflow for extending a MetaTrader 4 condition scanner. A new scan is assigned an identifier, then organized into custom indicators, chart and panel indicators, and an include file that returns a value for each tested bar. The…

Technical indicatorsExecutionHigh-frequency trading
MQL5 code base

This sample configuration describes portfolio-level risk controls for a Chinese-market trading engine. It enables an intraday trailing-stop monitor that tracks dynamic equity and reduces the target position after a specified drawdown from the intraday high.…

Risk managementPosition sizingExecution
MQL5 code base

This document describes an on-chart trading panel for placing market and pending orders, managing position size, and automating exits. Traders can size positions using manual lots, a percentage of equity, or a fixed cash risk amount. The panel also supports…

ExecutionPosition sizingRisk managementTechnical indicators
MQL5 code base

The document defines a technical indicator that combines Bollinger Band width with average true range. Its stated calculation takes the distance between the upper and lower Bollinger Bands and subtracts average true range multiplied by a configurable…

Technical indicatorsVolatilityStatistics
MQL5 code base

This document introduces the Trend Continuation Factor (TCF), an oscillator intended to help identify market direction and trend state. It attributes the indicator to M. H. Pee and describes three configurable inputs: the rate-of-change calculation period, a…

Technical indicatorsTrend followingMomentum
MQL5 code base

Pivot_Fibs_Custom is an indicator that plots Fibonacci-based pivot levels using candles from a timeframe chosen in its inputs. The listed settings include a chart period, three Fibonacci ratios, and a horizontal shift measured in bars. The supplied defaults…

Technical indicatorsFutures