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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 indicator description presents a trendless oscillator inspired by Joe DiNapoli’s book Trading with DiNapoli Levels. Its output is rendered as a colored histogram, and the final indicator value is smoothed. The description places it in the…

Technical indicatorsStatistics
MQL5 code base

This document explains a Bollinger Bands squeeze indicator that compares Bollinger Bands with a Keltner Channel. A squeeze is present when the Bollinger Bands fit inside the Keltner Channel, which the description interprets as unusually low price dispersion…

Technical indicatorsVolatilityBreakout
MQL5 code base

This document describes an indicator that adds a three-level trend-strength display to a rounded moving average. It uses the standard deviation of the moving-average indicator and compares that value with two user-set thresholds. When the value lies between…

Technical indicatorsStatistics
MQL5 code base

The document describes a MetaTrader 4 class for analyzing incoming tick prices. Its listed measurements include elapsed time, distance traveled, movement speed, acceleration, direction, and an estimated remaining path based on acceleration. An example expert…

ForexHigh-frequency tradingMarket microstructureTechnical indicators
MQL5 code base

The ColorCoppock description outlines a long-term Coppock indicator built from weighted moving averages of two price-change measures, using periods of 14 and 11 in the classic configuration and a 10-period weighted moving average for smoothing. The platform…

Technical indicatorsMomentumTrend following
MQL5 code base

The Difference2 indicator plots the change between the selected price and its value a chosen number of periods earlier. It presents the result as a histogram and offers a period input, a calculation mode, and a choice of applied price. This makes the same…

Technical indicatorsStatistics
MQL5 code base

This document describes an expanded version of a MACD slope divergence indicator. Its stated additions are optional background coloring for possible channels and support for multiple timeframes. Alongside standard MetaTrader 5 timeframes, it offers three…

Technical indicatorsMomentumStatistics
MQL5 code base

The document describes three MetaTrader 5 scripts for changing stop-loss and take-profit levels across groups of pending orders and open positions. Separate scripts cover buy and sell limit orders, buy and sell stop orders, and existing buy or sell…

Risk managementExecution
MQL5 code base

The document describes a tool that delays activation of a trailing stop until price reaches a user-defined trigger. The trigger can be specified either as a price entry or as a point-based movement. Its purpose is to avoid starting the trailing stop too…

Risk managementExecution
MQL5 code base

This page outlines an Expert Advisor built around the TrendValue indicator. It enters a trade when a diamond of the corresponding color appears at a bar close, making the indicator’s colored markers the system’s entry trigger. The page says the reported test…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator description explains a ZigZag variant that uses fractal points as reference peaks. When the most recent pivot is based on a downward fractal and a newly detected downward fractal is lower, the indicator moves the ZigZag endpoint to that newer…

Technical indicatorsTrend followingMean reversionExecution
MQL5 code base

The document describes an indicator that constructs a sequence of four price corridors based on time zones. The initial corridor is formed over four hours, and the corridor expansion spans sixteen hours. Users can configure the starting local hour, a time…

Technical indicatorsBreakoutForex
MQL5 code base

This document describes a MACD-based expert advisor that can be configured for single trades or a hedging grid. It says the system trades using the open price of the current candle and lists configurable controls for MACD and moving-average periods, trade…

ForexTechnical indicatorsGrid tradingRisk management
MQL5 code base

This indicator classifies volatility as compression, normal, or expansion by ranking current average true range against its values over a rolling lookback window. Percentile thresholds define the regimes, so the classification adapts to the instrument and…

VolatilityTechnical indicatorsBreakoutMean reversion
MQL5 code base

This page explains how the Candels High Open signal module represents its output for use in an MQL5 Expert Advisor. Its buffer has three possible states: positive one for a buy signal, zero when there is no signal, and negative one for a sell signal. The…

Technical indicatorsExecution
MQL5 code base

The document introduces EF_distance as a variation on moving averages and lists its configurable inputs: smoothing length, averaging power, applied price, horizontal bar shift, and vertical point shift. These settings indicate that the indicator transforms a…

Technical indicators
MQL5 code base

This Expert Advisor uses signals from the ColorXTRIX_Histogram indicator. A signal is generated when a bar closes and the histogram changes direction, so the described system responds to a shift in the indicator rather than acting on an intrabar movement.…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document distinguishes two ways to combine smoothing with the Relative Strength Index. In the first, RSI is calculated from the original price series and then smoothed. In the second, a moving average is calculated first and RSI is applied to that…

Technical indicatorsMean reversionMomentum
MQL5 code base

The Volume Accumulation indicator transforms each bar’s volume according to where the close falls within that bar’s high-low range. It multiplies volume by a normalized candle-position term: the close’s distance above the low is compared with its distance…

Technical indicatorsMarket microstructure
MQL5 code base

This note explains an Expert Advisor that manages take-profit orders on already-open positions. When a new position has no take profit, the advisor sets one using a configured distance. It then moves the target as price advances beyond a specified trailing…

ExecutionRisk managementPosition sizing
MQL5 code base

This document describes an expert advisor that trades from a custom Williams Percent Range indicator. It evaluates signals only when a new bar appears and holds no more than one position at a time, allowing it to operate on both hedging and netting accounts.…

Technical indicatorsMean reversionExecution
MQL5 code base

The document describes a chart indicator that plots the main lines of two Stochastic Oscillators, one configured as fast and one as slow, in a shared subwindow. It fills the area between the lines to make their relationship easier to see and includes…

Technical indicatorsMomentum
MQL5 code base

This document describes operating parameters for an expert advisor that takes signals from bars one and two of the Alligator indicator. It evaluates signals only when a new bar appears. The source notes that limiting the maximum number of positions to one…

Technical indicatorsPosition sizingRisk managementExecution