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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 document introduces nonlinear regression as fitting observations with a mathematical function, often a curve, rather than a straight line. It describes minimizing the sum of squared deviations as a way to assess fit and names logarithmic, trigonometric,…

StatisticsTechnical indicatorsBacktesting
MQL5 code base

This indicator describes a simple way to display trend direction across multiple timeframes in one window. For each timeframe, it compares the latest moving-average value with the preceding value: a higher current reading marks a bullish trend, while a lower…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that generates a signal when a bar closes and the FRASMAv2 moving-average indicator changes color. It requires the compiled indicator file to be installed in the platform’s indicator folder. A supporting library is…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

RJT Matches is described as a visual indicator for assessing trend direction and possible turning points. It draws match-like lines from the open of one bar to the close of the next; their inclination and head colors are used to infer trend evolution. The…

Technical indicatorsTrend following
MQL5 code base

This document describes a MetaTrader 5 utility for estimating the costs of a prospective trade. It combines spread, commission, and swap charges using symbol data and trader inputs such as position size, direction, commission per lot, and expected holding…

Risk managementExecutionForex
MQL5 code base

The document describes a MetaTrader 5 indicator intended to mark buy and sell points around false breakouts of support and resistance, while also displaying dynamic levels and potential market tops and bottoms. Its stated logic identifies a top when a…

Technical indicatorsBreakoutMean reversionBacktesting
MQL5 code base

The document introduces an adaptive version of the Triple Exponential Moving Average (TEMA) that uses Jurik Volty to adjust its behavior. It compares the adaptive line with a standard TEMA, with both using a period of 50, and states that the adaptive version…

Technical indicatorsVolatilityTrend following
MQL5 code base

This indicator shifts MACD values by the Average True Range (ATR): when MACD is positive, it is shifted downward by ATR; when MACD is negative, it is shifted upward. The adjustment makes a signal stand out only when MACD is large enough relative to the…

Technical indicatorsVolatilityMomentum
MQL5 code base

This document describes a MetaTrader 4 chart script for marking Elliott Wave counts through drag-and-drop placement. It tracks a sequence of motive-wave labels and corrective-wave labels automatically, allowing repeated cycles. The script has no input…

Technical indicatorsEquities
MQL5 code base

This note describes a simple account-balance-based tool for converting a chosen risk percentage, within the stated 1% to 10% range, into a monetary amount. It is intended to help manual traders relate risk sizing to stop-loss amounts and translate a desired…

Risk managementPosition sizing
MQL5 code base

The document briefly describes an oscillator indicator that displays its output as a colored cloud. Its smoothing algorithm can be changed, and the cloud’s color indicates the direction of the trend. This makes the indicator a configurable way to visualize…

Technical indicators
MQL5 code base

The author describes an unfinished attempt to build a multiple logistic regression library in MQL5 that can handle a variable number of independent data columns. Earlier functions were hard-coded for particular numbers of predictors, which the author…

Machine learningStatistics
MQL5 code base

DayBorders is a chart indicator that marks the boundaries of each calendar day, drawing vertical and horizontal lines to make the previous day's range easier to inspect across multiple instruments. It is intended to support a trading recommendation…

Technical indicatorsFutures
MQL5 code base

The document explains a simple finite-difference indicator for price charts. It first notes that estimating a derivative from the current bar and a future bar requires an unknown future price. Instead, it compares a prior bar with the current bar, producing…

Technical indicatorsStatistics
MQL5 code base

This document describes a software library for obtaining local times across major Forex market locations, converting between local, UTC, and broker server times, and checking whether configured trading sessions are open. It explains UTC offset conventions…

ForexExecutionRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from an EMA crossover semaphore indicator. It acts when a bar closes and a new colored marker appears, making the indicator’s signal event the core entry trigger. The EA depends on a separately…

Technical indicatorsForexBacktesting
MQL5 code base

This document describes an Expert Advisor that extends a standard moving-average example by using separate moving-average settings for four actions: opening and closing buy positions, and opening and closing sell positions. Each signal can have its own…

Technical indicatorsPosition sizingBacktestingForex
MQL5 code base

The document describes a multi-timeframe RSI indicator that displays readings from several chart intervals in one indicator window. It presents the readings as a way to spot potentially overbought or oversold conditions and to check short-term trades against…

ForexTechnical indicators
MQL5 code base

This listing describes an automated trading program that enters trades when it detects a pinbar pattern and offers trailing stops and take-profit settings. It says the system can be used on major forex pairs and NASDAQ stocks, across time frames, either for…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

This indicator modifies the Commodity Channel Index by changing both parts of its calculation. Instead of using a simple moving average for the central reference, it uses a Jurik Moving Average. It also replaces the usual mean deviation with an exponentially…

Technical indicatorsMean reversionStatistics
MQL5 code base

The indicator transforms moving average values for each candle component into a displayed candle series. It calculates smoothed open, high, low, and close values, giving a compact view of how the moving average evolves across the bar rather than drawing only…

ForexTechnical indicators
MQL5 code base

This strategy uses two Bollinger Band envelopes, both calculated from a 20-period simple moving average: one at two standard deviations and one at three. A long signal occurs when the ask crosses above the upper three-deviation band and price is within the…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This short indicator description explains Bollinger Bands %B as a measure of where price sits relative to the upper band, middle line, and lower band. Values above one indicate price is beyond the upper band, while one marks the upper band itself. Values…

Technical indicatorsVolatility
MQL5 code base

This document describes an indicator that marks the Sydney, Tokyo, London, and New York trading sessions on forex and gold charts. It accounts for daylight saving changes in both the broker’s server clock and the market time zones, using time zone…

ForexTechnical indicatorsExecution