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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 indicator plots two components of a moving average of volume in a separate chart window: one representing bullish volume and the other bearish volume. The user sets the averaging period and selects the moving-average calculation method. The description…

Technical indicatorsEquities
MQL5 code base

This expert-advisor strategy uses RSI threshold crossings to create trades. A buy signal occurs when RSI crosses upward through its lower level, while a sell signal occurs when it crosses downward through its upper level. Signals are checked only after a…

Technical indicatorsMean reversionExecutionRisk management
MQL5 code base

The document describes a simple trading cycle that opens a position and closes it when price moves a preset distance favorably or unfavorably. After a losing move, it reverses direction and opens a position in the opposite direction; after a profitable exit,…

ForexExecutionRisk management
MQL5 code base

The document describes a MetaTrader 5 variant of the VTS Float Pivot Smoothed indicator that lets the user select the timeframe used by the indicator through an input parameter. The example default is a four-hour period, while the description says the period…

Technical indicatorsFutures
MQL5 code base

This document describes a MetaTrader script that reverses every currently open trade across all symbols. It loops through open orders, records each order’s symbol, direction, and size, closes the existing position, and submits a new order in the opposite…

ExecutionRisk management
MQL5 code base

The document describes a color-coded version of the Gann Hi-Lo Activator SSL, a trend indicator adapted from an earlier single-color version. It suggests using the indicator line as short-term support or resistance, watching for price to break through that…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document describes a MQL5 class for retrieving and inspecting closed positions. Its methods expose position details such as opening and closing times, direction, volume, prices, stop loss and take profit, commissions, swaps, profit, symbol, comments, and…

BacktestingRisk managementExecution
MQL5 code base

The document describes an extension to the BWImp-T01 indicator that displays trend strength using colored dots on a moving average. Dot color indicates the current trend direction, while dot size signals the strength level. The indicator compares the…

Technical indicatorsStatisticsTrend following
MQL5 code base

The document explains Average Day Range (ADR) as the simple moving average of each session’s high minus low over a chosen lookback. Traders can use it to estimate an instrument’s typical intraday price span and to inform trading plans. The discussion…

Technical indicatorsVolatilityRisk management
MQL5 code base

This indicator classifies volatility as compression, normal, or expansion by ranking current ATR against its recent history. Unlike a fixed ATR cutoff, a percentile rank adapts the classification to the symbol and timeframe. The stated defaults use a…

VolatilityTechnical indicatorsBreakoutMean reversion
MQL5 code base

This indicator displays the time remaining before the current chart candle closes and a new one begins. It presents the remaining interval as minutes and seconds in the chart’s upper-left area, with a digital clock style for the latest candle. The…

Technical indicatorsExecution
MQL5 code base

The document proposes adapting the Ulcer Index, normally used to measure the depth and duration of price drawdowns from prior highs, to examine movement in the opposite direction as well. It presents this dual perspective as a possible way to assess trend…

Technical indicatorsForexStatistics
MQL5 code base

This programming note describes a function for converting timestamps stored by one broker into another broker's server time zone. It is intended for timestamps associated with bars, ticks, or economic calendar events. The function takes a source time,…

ExecutionMarket microstructureFutures
MQL5 code base

This brief note introduces a smoothed version of the Price Zone Oscillator, an indicator whose slope is described as changing too quickly in its original form. The proposed modification aims to make the oscillator easier to interpret by producing smoother…

Technical indicatorsEquities
MQL5 code base

This indicator implements a simplified version of Alexander Elder’s Triple Screen approach using three ordered timeframes: a higher, middle, and lower or current window. The document cautions against changing their order, since each screen has a distinct…

Technical indicatorsTrend followingForex
MQL5 code base

The document describes a composite indicator that combines TTM Wave A, TTM Wave B, and TTM Wave C. It says the three components differ only in their parameter settings, and provides separate parameter triplets for A, B, and C. The indicator also uses a…

Technical indicatorsMomentum
MQL5 code base

The Stochastic Momentum Index (SMI), attributed to William Blau, measures the closing price relative to the midpoint of the recent high-low range. This differs from the standard Stochastic Oscillator, which expresses the close’s position within that range.…

Technical indicatorsMomentum
MQL5 code base

The document describes a VIDYA indicator zone calculated from high, low, and median prices. It says that applying the regular VIDYA calculation separately to these prices can produce inconsistent results when their momentum differs, so this version modifies…

Technical indicatorsBreakoutTrend following
MQL5 code base

This MetaTrader expert advisor is designed to open, manage, and close trades using a No Nonsense Forex-style workflow. Its controls can open two half-sized positions with stop losses set at 1.5 times ATR, while assigning an ATR-sized take profit to one…

ForexRisk managementPosition sizingExecution
MQL5 code base

The ESM, or Elsig’s Shifting Mean, is a price indicator calculated over a user-selected number of bars. For each point, it takes the lowest and highest prices in the specified range and averages them, producing the midpoint of that range. The period is its…

Technical indicatorsStatistics
MQL5 code base

This document describes an Expert Advisor that trades when the StochasticDiff indicator’s histogram changes direction. It evaluates the signal at bar close, so an upward or downward shift in the histogram drives the entry decision. The approach is a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief description explains a chart indicator system that overlays two Adaptive RVI Cloud instances using different timeframes. The higher-timeframe instance appears as a colored cloud intended to show the broader trend. A lower-timeframe instance plots…

Technical indicatorsTrend following
MQL5 code base

The QQE_HTF_Signal indicator displays the direction of a QQE-based signal from a selected timeframe as a colored chart arrow. A right-pointing arrow represents continuation of the existing trend at the selected bar; a diagonal arrow indicates a change in…

Technical indicatorsMomentumTrend following
MQL5 code base

This Expert Advisor scans a user-selected number of recent bars to find the highest and lowest prices. When the current Ask or Bid reaches either boundary, it opens the corresponding long or short position. It is limited to one open long and one open short…

BreakoutTechnical indicators