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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
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 short description introduces Whistler's Active Volatility Energy Price Mass indicator, attributed to Mark Whistler's book on volatility. It lists twelve configurable inputs: periods, shifts, and deviations for fast and slow bands; a calculation period…

Technical indicatorsVolatility
MQL5 code base

CMx is described as a technical indicator that combines two moving averages with the Commodity Channel Index, Average Directional Index, and Fibonacci levels. The text credits Alexandr as the author and says the indicator was originally written in MQL4 and…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document introduces Ian Copsey’s Relative Spread Strength indicator, described as having appeared in Stocks & Commodities in October 2006. It lists seven configurable inputs: fast and slow exponential moving-average periods, an RSI period, a smoothing…

Technical indicatorsMomentumStatistics
MQL5 code base

This short note describes a price-smoothing construction attributed to John Ehlers. First, it computes an exponential moving average of price, with a three-pole filter offered as an alternative. It then measures the difference between price and that smoothed…

Technical indicatorsStatistics
MQL5 code base

This document introduces a modified form of the Random Walk Index, referring to the older name “Drunkard’s walk.” It says the calculation is changed while retaining the original concept, with the aim of making the indicator easier for traders to use. The…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes an Expert Advisor that places a grid of pending Buy Stop and Sell Stop orders around the current market price. Users can enable either order type, set the maximum number of pending orders of each type, and choose the distance from the…

Grid tradingExecutionPosition sizingRisk management
MQL5 code base

This system uses two CG Oscillators for different jobs. A slower oscillator sets the prevailing trend direction from the relationship between its main and signal lines, while a faster oscillator supplies entry timing when its lines cross or touch. A trade…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This document introduces a simple moving-average indicator that calculates an average price for a selected instrument over either an hourly or daily period. Comparing current price with the daily average can help show whether price is trading above or below…

ForexTechnical indicatorsTrend following
MQL5 code base

This short note describes a planned next revision of an Awesome Oscillator trading system. The author says the new version will add stop-loss and take-profit levels calculated from Average True Range (ATR). The prior version is described as already including…

Technical indicatorsRisk managementPosition sizingBacktesting
MQL5 code base

This indicator example smooths the Accumulation/Distribution (A/D) time series by filtering higher-order harmonics in its spectrum. The document presents the method as a way to smooth other indicator outputs as well, with the stated advantage of practically…

Technical indicatorsSpot markets
MQL5 code base

This MQL5 library provides reusable classes for managing stop losses on open positions. A simple trailing method maintains a fixed offset from price, while indicator-based methods can follow levels from Parabolic SAR, adaptive and exponential moving…

Technical indicatorsRisk managementExecution
MQL5 code base

This Expert Advisor trades breaks of a selected prior candle, with the candle timeframe configurable from minute charts through monthly charts. It checks the previous completed bar and allows an offset from its high or low, moving average filters, stop loss,…

BreakoutRisk managementPosition sizingTechnical indicators
MQL5 code base

This indicator draws bars or candlesticks for a user-selected interval measured in seconds. Its settings include the interval and the number of days to calculate; requesting more historical days can make calculation take longer. The author says the resulting…

Technical indicatorsHigh-frequency trading
MQL5 code base

Renko charts represent price movement with fixed-size bricks and do not use elapsed time to determine when a new brick appears. This indicator adapts that display for a regular live chart, avoiding the separate offline-chart conversion typically used to…

Technical indicatorsForexExecution
MQL5 code base

The document explains how the Supertrend indicator displays trend direction on a price chart. Its line appears green below price during an uptrend and red above price during a downtrend. A basic method buys when the line is green and sells when it turns red.…

ForexTrend followingTechnical indicators
MQL5 code base

The document introduces a stochastic oscillator displayed directly on a price chart. With its default inputs, it is said to calculate in the same way as a standard stochastic based on high and low prices. Its distinguishing feature is the option to use…

Technical indicatorsVolatility
MQL5 code base

This document describes a demonstration MQL5 interface for manual and automated trading across EUR/USD, USD/JPY, and GBP/USD. Each currency pair has a panel block that displays an estimated movement probability as a scale and percentage, accepts a lot size,…

ForexExecutionMarket microstructure
MQL5 code base

This indicator description outlines a channel built around an average price line, with upper and lower bands calculated using high and low historical volatility. It distinguishes this construction from bands based on a single, regular historical-volatility…

Technical indicatorsVolatility
MQL5 code base

This document presents xoshiro256**, a fast pseudorandom number generator with a 256-bit internal state, as an option for trading software that needs repeated random draws. It outlines an interface for integer and floating-point values, booleans, normally…

StatisticsBacktestingOptionsMachine learning
MQL5 code base

This trading robot is described as entering trades when it detects an engulfing candlestick pattern. It offers trailing stops and take profits, and the listing says it can be used across timeframes on major forex pairs and NASDAQ stocks. The configurable…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the Fisher_org_v1 oscillator. A signal is considered when a bar closes with the oscillator’s main and signal lines crossing while the indicator cloud also changes color. The strategy…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a Fan WRSI indicator: a separate-window oscillator based on multiple RSI calculations, accompanied by a smoothed average line. Its values are scaled to oscillate between positive and negative one. The fan is built by varying RSI…

Technical indicatorsMean reversion
MQL5 code base

The document describes a code-level optimization for an MQL5 Expert Advisor that runs on every tick. Its main idea is to retrieve indicator and time-series data only when a new bar appears, while retaining variables between calls using static storage. This…

ForexBacktestingExecution