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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 describes the components and configurable inputs of the MostasHaR15 Pivot expert advisor. Its listed indicators are ADX, two moving averages calculated from closing and opening prices, and OsMA. The code also creates and moves chart text and…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

The document explains an Expert Advisor approach to managing positions on the current trading symbol. When enabled, it can add an initial stop loss and take profit to positions that lack either setting. For buy positions, those levels are calculated from the…

Risk managementExecutionPosition sizing
MQL5 code base

This document explains an interactive chart that arranges price history in a polar coordinate display. The mouse position controls two chart parameters: moving horizontally changes the start date of the displayed history, while moving vertically changes the…

Technical indicatorsStatistics
MQL5 code base

This document describes a semaphore-style indicator built from two OsMA calculations applied to the price series’ Open and Close values. It produces a signal when the difference between those indicator values changes sign. The signal timing therefore follows…

Technical indicatorsMomentumBacktesting
MQL5 code base

The Vector indicator is described as a two-oscillator tool for assessing market state. Its fast oscillator represents trends, while its slow oscillator represents inertia. The combined values are intended to help interpret market mood, and signal events are…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document introduces JMACandle, an indicator that applies the JMA algorithm to a relevant price time series and displays the processed values as candlesticks. The proposed presentation is intended to make the transformed series more informative for…

Technical indicators
MQL5 code base

This Chinese-language note outlines an equity selection screen combining price amplitude, return on equity, and a concentration measure. The initial rule calls for amplitude above one, ROE above 15% for five consecutive years, and concentration below 20%.…

EquitiesFactor investingVolatilityRisk management
MQL5 code base

The document introduces a smoothed version of the standard deviation indicator and states that its smoothing period is three, using a moving-average routine. It distinguishes this measure from conventional standard deviation and refers to an image comparing…

Technical indicatorsVolatility
MQL5 code base

This Expert Advisor description combines a linear regression channel with two moving averages to trade in the direction of a trend. The channel is intended to act as a filter alongside the moving-average logic, while the advisor also offers configurable…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

The document describes an Expert Advisor that monitors existing horizontal chart lines and issues a signal after a candle finishes breaking through one. It is therefore a rule for detecting confirmed crossings of user-defined price levels, rather than a…

BreakoutTechnical indicatorsExecution
MQL5 code base

The iSarX4 indicator displays four Parabolic SAR calculations at once. It sets the first calculation’s step from a starting parameter, then increases the step for each subsequent calculation by a fixed increment; all four share a maximum acceleration…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The document explains a Slow Relative Strength Index indicator, describing its inputs and calculation. The user selects a calculation period, smoothing period, applied price, and upper, middle, and lower reference levels. The indicator first smooths price…

Technical indicatorsMomentumStatistics
MQL5 code base

The document describes an indicator that displays selected trading account and instrument settings, including leverage, stop levels, margin call and stop out thresholds, point value, and current spread measures. It also identifies display controls such as…

Risk managementExecutionMarket microstructure
MQL5 code base

The document describes a contract sizing method that scales contract count in steps based on account balance. It sets a maximum contract cap and a minimum capital threshold below which trading stops. A drawdown breaker can halt sizing after losses reach a…

Position sizingRisk management
MQL5 code base

The indicator implements a breakout system using the i-CAiChannel. When price moves outside the gray channel, the bar color indicates the trend direction: green for rising prices and pink for falling prices. Color brightness adds information about whether…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document describes an Expert Advisor that trades signals from the XFisher_org_v1 oscillator. A signal is formed when a bar closes with a crossing between the oscillator’s main and signal lines, accompanied by a change in the indicator cloud’s color. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a moving-average indicator that combines the ZeroLAG MA approach with TEMA calculations. Its stated purpose is to reduce the delay associated with the original ZeroLAG MA and make the resulting indicator faster than a ZeroLAG DEMA…

Technical indicators
MQL5 code base

BrakeMA is described as a simple trend indicator displayed in the form of NRTR, with use similar to Parabolic SAR. The document identifies Ivan Kornilov as the author and notes that the indicator was first implemented in MQL4 and published in 2012. It…

Trend followingTechnical indicators
MQL5 code base

This Expert Advisor trades a price channel during configured hours. At the start of the trading window, it places limit orders at both channel boundaries and sets take-profit levels toward the opposite boundary. It uses no stop loss. At the end of the…

ForexMean reversionExecutionBacktesting
MQL5 code base

This document outlines an Expert Advisor that uses a Heiken Ashi Smoothed Oscillator to generate buy and sell entries. It evaluates entry signals when a new bar appears, while checking trailing stops on each tick. The EA includes settings to enable trailing,…

Technical indicatorsForexRisk managementExecution
MQL5 code base

This note describes a smoothed version of a synthetic volatility indicator. It aims to make volatility changes easier to assess while limiting the delay that can result from smoothing an already calculated indicator. The method smooths prices before using…

VolatilityTechnical indicators
MQL5 code base

The document describes an indicator intended to distinguish trending from sideways price movement. Its configuration includes fast and slow averaging periods, a shift relative to the price chart, the averaging method, and the applied price. The available…

Technical indicatorsEquities
MQL5 code base

The document describes a ZigZag indicator intended for line charts. Its distinguishing input is closing prices rather than the high and low prices commonly used by other chart calculations. The description names one setting, ExtDepth, and says the indicator…

Technical indicatorsEquities