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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 explains a support and resistance tool built from the most recent tops identified by ZigZag_NK. The levels can be used as reference points for reading price structure, including areas where price may encounter resistance or…

Technical indicatorsBreakout
MQL5 code base

The document explains quantiles as values that divide ordered observations or a probability distribution into groups with equal or nearly equal probability. For q groups, there are q minus one internal cutpoints; quartiles and deciles are familiar examples.…

Statistics
MQL5 code base

The document describes an indicator that automatically draws support and resistance trendlines using fractals calculated on a selected timeframe. Its base timeframe input determines which fractals the indicator uses to construct the lines. Traders can also…

Technical indicatorsTrend following
MQL5 code base

The document describes an expert advisor rule for managing a basket of open positions. A user sets a position-count threshold, n. Below that threshold, the advisor takes no action. When the count reaches n, it closes the existing positions if their combined…

Risk managementPosition sizing
MQL5 code base

The note presents an adaptive alternative to standard deviation for measuring market variation, which traders commonly use as a proxy for current volatility. Instead of basing its mean on a simple moving average, this method uses exponential moving average…

VolatilityTechnical indicatorsStatistics
MQL5 code base

A volume-weighted moving average assigns more influence to prices recorded with greater volume and less to prices recorded with lighter volume. Volume may refer to tick volume or actual traded volume, depending on what data the broker supplies. The note…

Technical indicatorsStatistics
MQL5 code base

This indicator extends standard MACD readings by measuring the gap between the MACD and signal lines and the change between the latest two MACD bars. The author interprets a rising or falling MACD bar as directional movement on the current timeframe, while…

Technical indicatorsForexStatistics
MQL5 code base

This expert advisor trades signals from the CandleStop_System indicator. It opens a position when a bar closes after breaking through a channel, then can close the position once its holding time reaches a preset limit. The time-based exit is configurable,…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This document describes a chart indicator that marks price fractals using independently chosen bar counts on either side of a central bar. Traditional fractals use matching left and right dimensions, while this indicator allows the two sides to differ. Its…

Technical indicatorsEquities
MQL5 code base

The document describes a chart indicator that displays five moving averages. Users can configure each line’s smoothing method, period, timeframe, and horizontal offset. The available smoothing methods include simple, smoothed, exponential, and linear…

Technical indicatorsEquities
MQL5 code base

MultiMartin is a multi-symbol expert adviser built around a reversal strategy that increases trade size after each loss. The sequence continues until a profitable trade occurs or a configured multiplication limit is reached, after which the next trade…

ForexMulti-assetMean reversionPosition sizing
MQL5 code base

The document identifies IDayIIndex as an Intraday Intensity Index oscillator and lists two user settings: whether to calculate a normalized version of the index and the period used in its calculation. These controls allow the user to switch normalization on…

Technical indicatorsEquities
MQL5 code base

AutoFibAutoTrend is a chart indicator that draws a price channel and Fibonacci levels from recent ZigZag peaks. Its settings let the user choose the calculation timeframe and adjust the ZigZag depth, deviation, and backstep parameters. Display options…

Technical indicatorsTrend following
MQL5 code base

This indicator description explains how to display four ZigZag series from different timeframes—hourly, four-hour, daily, and weekly—together on one chart. The chart should use the shortest of those timeframes for the display to align correctly. The author…

Technical indicatorsMulti-asset
MQL5 code base

This indicator summarizes trend direction across seven Slow Stochastic indicators calculated on different timeframes. It displays one line for each timeframe, using dark green when that indicator’s cloud signals an uptrend and orange when it signals a…

Technical indicatorsTrend following
MQL5 code base

This read-only Expert Advisor measures several components of trading cost for a broker account and symbol: live spread from distinct tick quotes, swap for long and short positions, and commission inferred from the account’s closed deals. It compares the live…

ExecutionMarket microstructureBacktestingRisk management
MQL5 code base

The Kijun-Sen is introduced as a central line in the Ichimoku system and a way to assess medium-term momentum. Its calculation resembles the Tenkan-Sen calculation, but uses a longer lookback period to reflect longer-term price movement. The source does not…

Technical indicatorsMomentum
MQL5 code base

This indicator uses Heiken Ashi open and close values to determine each Heiken Ashi candle’s direction, then displays that direction as a colored bar on a price chart. Bar color also compares the Heiken Ashi direction with the direction of the chart’s…

Technical indicatorsTrend following
MQL5 code base

This indicator compares the direction of a Moving Average with that of a Slope Direction Line and displays a color-coded pointer in a separate window. A green pointer indicates that both lines point upward, while a red pointer indicates that both point…

Technical indicatorsTrend followingForex
MQL5 code base

This brief description introduces an indicator called iFXAnalyser, which displays three indicators formed from simple linear combinations of differences between fast and slow moving averages on the same chart. It identifies the original author and notes that…

Technical indicatorsForexTrend following
MQL5 code base

This document describes a forex expert advisor that checks for Williams %R signals when a new bar appears. It sells when the indicator is in an overbought zone and buys when it is in an oversold zone. The position size is fixed by a Lots parameter, and stop…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

This short note describes an Average True Range band indicator converted from TradingView to MQL4. It suggests using ATR as a guide for setting a stop loss or exit when an entry is not based on a reversal. It also identifies trailing stops, including a…

Technical indicatorsVolatilityRisk management
MQL5 code base

This note describes an indicator that displays trend direction or a potential trade signal produced by AroonHornSign, calculated on a selectable timeframe. The default calculation timeframe is six hours, and the indicator period is nine. A right-pointing…

Technical indicatorsTrend followingForex