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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

This brief description outlines a forex system that trades price reversals and restricts trading to Thursday and Friday. Its adjustable inputs include fixed lot size, stop loss, take profit, trailing stop and trailing step, a price corridor, and a weekday…

ForexMean reversionExecutionBacktesting
MQL5 code base

The document briefly describes a technical indicator for MetaTrader 4 built from six lines around a high-price moving average. The outer line is offset by twice the ATR multiplied by a configurable multiplier; inner lines use progressively smaller ATR-based…

Technical indicatorsVolatility
MQL5 code base

This brief description introduces an MQL4 indicator that plots pivot levels for daily, weekly, and monthly periods and includes a backtesting component. It identifies the indicator’s author and notes that the original version was published in 2008, with the…

Technical indicatorsBacktesting
MQL5 code base

This brief description outlines a MetaTrader 5 expert advisor that forms two currency pairs from three currencies and trades them as a correlated pair, with EUR/USD and EUR/GBP given as an example. It opens four initial orders across the two pairs, split…

ForexPairs tradingGrid tradingRisk management
MQL5 code base

Trend Interruption Average summarizes the lengths of consecutive rising and falling closing-price sequences. It maintains an up counter that increases when the current close exceeds the previous close and resets when the close falls. A down counter behaves…

Technical indicatorsStatisticsMomentum
MQL5 code base

This indicator combines rank autocorrelation measures calculated from open, close, high, and low prices into a single display. It uses the open-to-close correlation to determine candle colors as a representation of trend direction, while correlations…

Technical indicatorsStatisticsVolatilityMomentum
MQL5 code base

The document describes a conceptual behavioral model for trading systems, representing fear, greed, motivation, stress, confidence, and activity as values that can guide decisions. It proposes using fear, stress, activity, and motivation to help decide…

Risk managementPosition sizingSentimentStatistics
MQL5 code base

This indicator overlays three Dynamic Trend readings from selected timeframes on the current chart. Its adjustable settings control the calculation period, strengthening percentage, drawing style, step behavior, slope display, and the timeframe used for each…

Technical indicatorsTrend following
MQL5 code base

NTK 07 is an expert adviser that starts by placing two pending orders around the current price. When one activates, the other is removed. The EA then adds another pending order in the direction of price movement at a specified step, increasing lot size by a…

ForexTrend followingBreakoutPosition sizing
MQL5 code base

This extended M-Oscillator version addresses a range issue in the original indicator description. The original claim that the oscillator stays between positive and negative fourteen applies only when its main period is fourteen; other periods produce…

Technical indicatorsMomentumStatistics
MQL5 code base

The indicator builds a price channel from two AbsolutelyNoLagLWMA averages, one calculated from high prices and the other from low prices. It uses the channel as a visual way to distinguish price movement beyond the upper or lower boundary from movement…

Technical indicatorsTrend following
MQL5 code base

The document introduces linear regression as a way to represent the relationship between an explanatory variable and a dependent variable with a fitted straight line. Its trading-indicator notes clarify that line coloring reflects the slope of the regression…

Technical indicatorsStatistics
MQL5 code base

The document outlines a pattern-based method for forecasting future RSI values. It stores historical RSI sequences of a selected length together with the RSI value observed a specified number of bars later. For the current sequence, it searches the stored…

Technical indicatorsStatisticsMachine learning
MQL5 code base

The document explains a charting tool built around a 25-period exponential moving average, colored price envelopes, readings across seven timeframes, and the Average Directional Index (ADX). It frames the envelopes as a way to spot prices stretched above or…

Technical indicatorsTrend followingMean reversionMomentum
MQL5 code base

The document describes an Expert Advisor that trades when the Color Zero-Lag RVI indicator cloud changes color. It says a signal is confirmed at bar close when the oscillator crosses its signal line. The text also notes that the compiled indicator file must…

ForexTechnical indicatorsBacktesting
MQL5 code base

This H1-only indicator compares the current hourly candle’s range, shown as a percentage, with a range estimate derived from historical averages. The display uses a histogram for the actual candle range and a line for the statistically calculated estimate.…

Technical indicatorsStatisticsVolatility
MQL5 code base

This indicator description presents a Bollinger Bands tool whose calculation period adjusts automatically according to the number of bars in the current day. It is intended for chart intervals from one minute through one day, with the author recommending it…

Technical indicatorsVolatility
MQL5 code base

The expert advisor described here increases the volume of an existing position when the profit, measured in points from the most recent trade, advances beyond a threshold set in the advisor’s inputs. Its additions are therefore conditional on movement in the…

Position sizingRisk managementTrend following
MQL5 code base

The document describes an indicator that places the Money Flow Index in the main chart window alongside a smoothed moving average. It also displays a channel whose boundaries are based on a configurable deviation, with default overbought and oversold…

Technical indicatorsMean reversionStatistics
MQL5 code base

This short note describes a basic expert advisor template intended to satisfy minimum market validation requirements before publication. It identifies a Signal function as the place to define the input and output conditions that trigger orders. The template…

ExecutionRisk management
MQL5 code base

The document introduces John Ehlers’ Dual Differentiator as an indicator intended to measure market cycles or periods. It characterizes the indicator as a regime-reading tool rather than a directional signal: rising values are described as a trending mode,…

Technical indicatorsMomentumStatistics
MQL5 code base

This chart indicator overlays Williams %R (WPR) in the main price window alongside a moving average. The description distinguishes the oscillator, average, and a light channel whose boundaries correspond to the default overbought and oversold levels. Inputs…

Technical indicatorsMean reversion
MQL5 code base

This indicator presents Darvas Boxes as a filled cloud, making the channel between its upper and lower levels visible on the price chart. It also displays the latest level values as price labels and can round channel levels to a chosen number of digits, with…

Technical indicatorsBreakout
MQL5 code base

The document describes an adaptive RSX indicator based on the Hilbert Transform. The transform separates price movement into in-phase and quadrature components, and this version accumulates one-bar in-phase values to estimate how many bars are needed to…

Technical indicatorsStatistics