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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

The document describes an expert advisor that evaluates reversal signals when a new bar appears, while trailing activity continues on each tick. It uses ATR to set a volatility distance by multiplying the ATR value by a volatility coefficient. For a buy…

FuturesVolatilityTrend followingTechnical indicators
MQL5 code base

The document explains a geometric method for finding the shortest distance from a point to a line defined by two points. It first derives the line’s slope and intercept, then represents the perpendicular through the given point using the negative reciprocal…

Statistics
MQL5 code base

This indicator modifies the Commodity Channel Index by using standard deviation in place of the mean absolute deviation used by the conventional CCI. It also applies double-smoothed Wilder exponential averaging before generating signals, with the aim of…

Technical indicatorsStatistics
MQL5 code base

The document describes a custom moving average indicator that accepts a line color parameter, helping traders distinguish multiple moving averages in the MetaTrader visual strategy tester. It says that moving averages accessed through the standard iMA…

Technical indicatorsBacktesting
MQL5 code base

The Volty Channel Stops indicator, originally attributed to Igor Durkin, combines average true range (ATR) with monetary risk to derive a price level whose breach signals a possible trend change. The document presents a modified version that lets users…

Technical indicatorsVolatilityRisk managementTrend following
MQL5 code base

This brief description presents FatlSatlOsmaCandle, an indicator that renders the output of the FatlSatlOsma algorithm as a sequence of candlesticks. The candles are generated by processing a relevant price time series through the algorithm, offering a…

Technical indicatorsTrend following
MQL5 code base

GlowTrend Pro is described as a trend-following indicator that applies a smoothed moving-average algorithm to price data and changes color according to the slope. Its stated purpose is to make trend direction easier to read while filtering some short-term…

Trend followingTechnical indicators
MQL5 code base

The document describes a chart indicator that sends an alert at user-selected times. Its example uses a chart based on GMT server time and sets a reminder for five minutes before an H4 candle closes, with the alert time interpreted in local time. Users can…

Technical indicatorsExecution
MQL5 code base

The described expert advisor applies two modified Williams indicators to hourly EURUSD data. It opens a buy when the Awesome Oscillator's green bars cross above zero and the Accelerator Oscillator has produced three consecutive positive green bars. The sell…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an indicator that plots the Relative Strength Index in the main price chart alongside a smoothed moving average. A channel marks the configured upper and lower RSI levels, making it possible to compare the RSI line with its average…

Technical indicatorsForex
MQL5 code base

The document describes an expert advisor that adjusts position size across fixed-size groups of trades. After a group ends with consecutive losses, it scales the lot size upward by a configured factor; after a group of consecutive wins, it resets sizing.…

ForexPosition sizingRisk managementBacktesting
MQL5 code base

This indicator displays candlesticks from a larger timeframe as filled rectangles in the chart background. The rectangle colors are determined by BrainTrend2 values: candle bodies use one color for each trend direction, and the shadows use corresponding…

Technical indicatorsTrend following
MQL5 code base

This indicator description presents a modified Commodity Channel Index intended to filter price noise and help identify trends. It differs from conventional CCI by using standard deviation in its calculations instead of mean absolute deviation. It also…

Technical indicatorsCommoditiesTrend following
MQL5 code base

The CMH, or Clear Method Histogram, is a price-only indicator intended to display the current swing direction. It has no adjustable parameters. The calculation tracks running swing reference levels from highs and lows, then changes the swing state when price…

Technical indicatorsTrend following
MQL5 code base

This brief trading model uses a change of market structure, labeled CHoCH, to identify a possible reversal. A bullish shift occurs when price moves above a prior confirmed lower high; a bearish shift occurs when it falls below a prior confirmed higher low.…

Technical indicatorsBreakoutRisk management
MQL5 code base

The document describes a trading robot that uses the previous day’s candle high and low as part of its trading logic. It says the EA operates on the open candle and is intended for H4 and daily charts, particularly major forex pairs and NASDAQ stocks. Its…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

Adaptive Market Level (AML) classifies market conditions as flat, uptrend, or downtrend. Its description combines fractal smoothing with a discrete filter intended to ignore small price changes. The filter compares a smoothed price movement with a deadband…

Technical indicatorsTrend followingStatistics
MQL5 code base

ColorMETRO_XRSX is described as an oscillator-style display built from the XRSX technical indicator. It plots XRSX in blue and changes the surrounding cloud color according to the indicated trend direction: lime represents a buy signal, while red-pink…

Technical indicatorsTrend following
MQL5 code base

The document describes a workaround for a strategy tester that can display only one indicator at a time. Instead of using the indicator-specific tester, it proposes loading indicators through an expert advisor and running that in visual mode. This setup lets…

Technical indicatorsBacktesting
MQL5 code base

BollingerBands_Box is a chart display utility that shows closed values of the Bollinger Bands indicator using colored rectangles and background fills. Its inputs let users choose the calculation timeframe, bar number, period, standard deviation, applied…

Technical indicatorsVolatility
MQL5 code base

The Range Position indicator expresses the latest close as a percentage of the high-low range observed over a configurable lookback period. It finds the highest and lowest prices within that period, then measures how far the close lies above the low relative…

Technical indicatorsStatistics
MQL5 code base

T3_TRIX_Signal presents the current trend using values from the T3_TRIX indicator on a fixed timeframe. The selected analysis mode determines whether signals come from the indicator histogram or a colored cloud. Histogram signals use color to indicate…

Technical indicatorsTrend following
MQL5 code base

The document describes a scalping expert advisor that uses the Money Flow Index to identify overbought and oversold conditions. It is presented for five-minute charts, with stated compatibility across other timeframes and instruments including major forex…

CryptoForexEquitiesTechnical indicators
MQL5 code base

This page describes a chart indicator that marks Japanese candlestick formations. It lists bearish patterns such as shooting stars, evening stars, dark cloud patterns, and bearish engulfing formations, alongside bullish hammers, morning stars, piercing…

Technical indicatorsEquitiesFutures