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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

The 4click Trade Opener describes a chart-based workflow for opening trades with position size tied to a chosen risk budget. The user sets a risk percentage or fixed risk amount, the broker's minimum lot size, the number of positions, and a maximum slippage…

Position sizingRisk managementExecution
MQL5 code base

This indicator compares momentum across as many as eight selected symbols. For each symbol, it calculates the difference between today’s moving average and the previous day’s moving average, using a configurable period, averaging method, and applied price. A…

Multi-assetMomentumTechnical indicators
MQL5 code base

This document gives formulas for a pivot point and three support and resistance levels. The central pivot is calculated from the high, low, and close. The first support and resistance levels reflect the pivot relative to the period’s high and low; the second…

Technical indicatorsBreakout
MQL5 code base

This brief indicator description introduces a market-state component based on correlation, drawing on a June 2020 TASC article about using correlation as a cycle indicator. The referenced approach presents three possible ways to determine market trend, and…

Technical indicatorsStatisticsTrend following
MQL5 code base

The described expert advisor uses two moving averages to identify a main market direction. When the averages have not crossed for a specified period and price pulls back from that direction, it opens an initial position. It can then add positions, up to a…

Technical indicatorsGrid tradingVolatilityRisk management
MQL5 code base

This document describes StochasticDiff, an indicator that calculates the smoothed difference between the Stochastic oscillator’s main line and signal line. It displays that difference as a colored histogram, giving traders a visual way to follow how the two…

Technical indicators
MQL5 code base

This brief document describes a higher-timeframe variant of the BlauTVI indicator for MetaTrader 5. It says the chart period is chosen through an input parameter, with H4 shown as the default example, allowing the indicator to use a selected timeframe. The…

Technical indicators
MQL5 code base

This document explains a modular risk-control library for MetaTrader 5 expert advisors. Its position sizer calculates lot size from stop distance and a balance- or equity-based risk allowance, floors volume to the broker’s step, and returns zero when the…

Risk managementPosition sizingExecutionBacktesting
MQL5 code base

BvsB is described as a trend-following indicator displayed as a colored cloud. Its suggested entry cue is a change in cloud color, while the lines moving steadily toward one another are said to signal that the existing trend is weakening. The underlying…

Trend followingTechnical indicators
MQL5 code base

This document describes a simple arrow-style indicator that generates alerts from the crossing of two moving averages. It says signals are evaluated at the newest completed bar and that the indicator can send them to an email mailbox. The text names Jason…

Technical indicatorsMomentum
MQL5 code base

The document explains a variant of TRIX, a momentum oscillator based on the percentage rate of change of a triple-smoothed moving average. Triple smoothing is intended to reduce the influence of small price movements. It notes that the indicator’s original…

Technical indicatorsMomentum
MQL5 code base

This note describes a Relative Volatility Index variant with optional floating threshold levels and added smoothing. Floating levels can change how the indicator behaves compared with fixed thresholds; the note presents them as useful when longer lookback…

Technical indicatorsVolatility
MQL5 code base

The document describes an Expert Advisor that opens a position only when Williams’ Percent Range and Bollinger Bands produce coincident signals. It uses Bollinger Band width and Average True Range to derive stop-loss and take-profit levels when their…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

The document describes a revised script for emulating ticks during indicator testing, with support for managing multiple indicators. It says the example demonstrates how to include an indicator using a linear regression indicator, and that the inclusion…

BacktestingTechnical indicatorsStatistics
MQL5 code base

This document outlines an Expert Advisor that trades from iStochKomposter indicator signals. A signal is recognized when a colored indicator icon appears at a bar’s close, making the bar close the stated decision point. The text also identifies a required…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a colorized JJRSX oscillator built by combining five JJRSX indicators. Its FactorN inputs set the weight assigned to each component in the combined indicator value, allowing users to adjust the components' influence. The document notes…

Technical indicators
MQL5 code base

This indicator identifies price-chart fractals at several dimensions and displays them at the same time. Its supported search range runs from 1-by-1 through 10-by-10, while minimum and maximum dimension inputs let users select which sizes to show. Upper and…

Technical indicatorsEquitiesStatistics
MQL5 code base

This document describes an automated price-action strategy built around triple tops and triple bottoms. It defines a triple top confirmation as a decline from the third peak that breaks below the lowest intervening valley. The EA combines fractal-based chart…

ForexEquitiesTechnical indicatorsBreakout
MQL5 code base

This brief indicator description explains how CronexAO_Signal presents trend information using CronexAO values from a fixed timeframe. Its signal display is based on the relative arrangement of the indicator's main and signal lines. The indicator also…

Technical indicatorsTrend following
MQL5 code base

The document describes a charting script that retrieves historical performance for PAMM accounts listed in a broker’s ranking. Users identify an account by its number, and the script can display history as either daily or hourly bars. This can help traders…

ForexBacktesting
MQL5 code base

The document describes a two-sided pending-order grid with three stages. It begins with a symmetric ladder, increases the opposite side’s pending size after the nearest level fills, and switches to a doubling sequence after either side has two fills. Filled…

Grid tradingRisk managementPosition sizingExecution
MQL5 code base

This indicator overlays four RSI-based signal indicators with different periods on a single price chart. It marks trend signals when the RSI readings enter overbought or oversold zones, with input parameters setting the upper and lower trigger levels. The…

Technical indicatorsMomentumMean reversion
MQL5 code base

This short description covers a MetaTrader utility script for calculating a properly rounded lot size from a user-specified input. It also reports auxiliary symbol constraints, including the maximum permitted lot, the lot increment, and the minimum stop…

Position sizingRisk managementExecution
MQL5 code base

The document describes an alert indicator built around the Ichimoku Kijun Sen line. It sends email and push notifications when a candle crosses the line, with the indicator changing the candle’s color to the opposite color at the crossing. The stated purpose…

Technical indicatorsBreakout