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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
WonderTrader
14 documents
Alphalens
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 indicator description explains how standard deviation can add a trend-strength cue to a Bezier indicator. When the Bezier indicator’s standard deviation exceeds a configurable threshold, the indicator plots a colored dot on the moving average; the dot’s…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document introduces an indicator built around a double exponential moving average. It defines the first average as an EMA of price, the second as an EMA of that first average, and the double EMA as twice the first value minus the second. The indicator…

Technical indicatorsTrend following
MQL5 code base

The document describes a chart indicator that draws two lines to form a price channel. Each line can be configured to use one of four OHLC price series: open, high, low, or close. By plotting a pair of selected price series, the indicator provides a visual…

Technical indicatorsEquities
MQL5 code base

This expert advisor opens market orders using pseudo-random decisions and does not rely on a custom indicator. It places take-profit and stop-loss levels after execution, can trail stops after a configured threshold, and increases position size after a loss…

ForexExecutionPosition sizingRisk management
MQL5 code base

This MetaTrader expert advisor checks for signals when a new bar appears on the M15 timeframe. It opens a position using a configured lot size and places stop loss and take profit levels immediately. Its entries combine Commodity Channel Index (CCI),…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document describes a simplified expert advisor that trades intersections between two custom moving average indicators configured for another timeframe. It compares the indicator values on the previous completed bar and the current bar to identify a…

Technical indicatorsTrend followingPosition sizing
MQL5 code base

This brief note describes a divergence indicator that marks peaks in an underlying indicator and compares its direction with price. It says an upward blue bar is interpreted as a rising-price signal, while a downward bar points lower. Red bars mark maximum…

Technical indicatorsMomentum
MQL5 code base

This overview explains why algorithms for generating combinations and permutations are useful when selecting groups or orderings from a set of objects. A brute-force search can enumerate the possibilities and compare them to find a candidate solution. The…

ForexArbitrageStatistics
MQL5 code base

This indicator searches chart history for user-defined sequences of bullish, bearish, or unrestricted candles and marks matches on the chart. A pattern is entered as a string: U denotes a bullish candle, D a bearish candle, and N allows either type. For…

Technical indicatorsStatistics
MQL5 code base

This expert advisor starts a cycle by comparing the latest two bar closes: it opens a buy after an upward change and otherwise opens a sell. It then places a pending stop order in the opposite direction, a configurable distance from the current price. If…

ForexPosition sizingRisk managementExecution
MQL5 code base

The document describes an indicator that estimates the index of a selected currency using the USD index and closing prices from six currency pairs: EURUSD, USDJPY, GBPUSD, USDCAD, USDSEK, and USDCHF. It gives examples of converting the USD index into EUR and…

ForexTechnical indicatorsStatistics
MQL5 code base

This indicator develops a zigzag view from a Donchian-style channel. It identifies pivots when the channel becomes flat, then uses a depth setting to confirm that flatness before marking a pivot and connecting it to the next zigzag leg. The pivot logic does…

Technical indicatorsTrend followingBreakout
MQL5 code base

This indicator combines ADX, directional movement (DMI), the Commodity Channel Index (CCI), and fractal pivots to generate buy and sell alerts. Its configurable inputs include the calculation periods for ADX and CCI, bullish and bearish CCI thresholds, and…

Technical indicatorsTrend followingMomentumBacktesting
MQL5 code base

The document describes adding withdrawal tracking to an Expert Advisor running on an account, with the aim of adapting its position size when the account balance falls because of a withdrawal. It highlights a problem with recovery-style sizing: an EA may…

ForexPosition sizingRisk management
MQL5 code base

This expert advisor describes a Stochastic-based approach for EUR/USD on a four-hour chart. It uses signals within the 20–80 range and starts trades at a configured minute. The listed parameters include the number of orders, a stop-loss setting, a balance…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The indicator described combines John Ehlers’s Instantaneous Trendline and Cyclic Component into one series by adding their values. It accepts a calculation period and an applied price, which determines the price input used in the calculations. The document…

Technical indicators
MQL5 code base

This description outlines a currency scalping Expert Advisor based on moving averages and Parabolic SAR on a one-minute timeframe. It reports a risk/reward setting of 15 pips to 10 pips and lists several version 1.03 changes: a fix related to closing orders…

ForexTechnical indicatorsRisk management
MQL5 code base

The document describes a William Blau trend momentum indicator with one input, a calculation period. For each bar, it compares the current high with the high from that many bars earlier, and the earlier low with the current low. Negative values in either…

Technical indicatorsMomentumTrend following
MQL5 code base

Ilan 1.6 Dynamic is a forex expert advisor that averages into losing positions, increasing trade size as price moves against the initial entry. It sets the next entry distance from the recent high–low range, then seeks a small reversal to close the basket at…

ForexGrid tradingMean reversionPosition sizing
MQL5 code base

The document briefly describes CryptoTrend 1.00, an automated expert advisor for Bitcoin trading, and says it was optimized for 2024. Its stated adaptive component tracks counts of winning and losing trades and uses those statistics to adjust a trend-entry…

CryptoTrend followingMachine learning
MQL5 code base

ExVolV2 measures the difference between the summed bodies of rising candlesticks and the summed bodies of falling candlesticks over a chosen interval. It is an indicator based on candle body size, with the net difference intended to show which direction…

Technical indicatorsMomentumStatistics
MQL5 code base

This note describes an oscillator built from the slow stochastic indicator. It centers the stochastic D value by subtracting 50, smooths that centered value with a simple moving average over the D period, and plots the difference between the centered value…

Technical indicatorsMomentumMean reversion
MQL5 code base

Wiseman1 is described as a candlestick coloring indicator that compares each bar with prior price extremes over a period. It colors a bar green when its high exceeds the period's previous high while its close is below the bar's midpoint. It colors a bar pink…

Technical indicatorsEquitiesMomentum
MQL5 code base

This description outlines an expert advisor that opens positions across two forex pairs and calculates direction and lot size from recent price history, using the last 60 bars without technical indicators. The stated premise is that the selected pairs should…

ForexPairs tradingRisk managementPosition sizing