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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

ASCV is described as an expert advisor that trades signals from the BrainTrend1Sig indicator. Its configurable indicator inputs include ATR and stochastic averaging periods, a stochastic smoothing method, and a price type. The advisor checks for a signal…

ForexTechnical indicatorsExecution
MQL5 code base

This script description explains how to prepare a buy or sell order while a market is closed and submit it when trading resumes. Users can set the direction, order size, stop parameters, and an optional start time, so an order may be delayed until a chosen…

ExecutionRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor that trades signals from the SilverTrend_CrazyChart indicator. It enters when a bar closes and the indicator cloud changes color, using that change as a directional signal. The document notes that the compiled…

ForexTechnical indicatorsBacktesting
MQL5 code base

This note describes a modified phase change index attributed to P. H. Pee. The version is inverted relative to the original: where the original indicates values associated with a phase change and the opposite of the trend, this variant reverses that…

Technical indicatorsTrend following
MQL5 code base

The document introduces a chart indicator that plots a step channel using volatility measured by smoothed standard deviation. This links the channel's construction to the variability of the price series, rather than describing fixed channel boundaries. The…

VolatilityTechnical indicatorsStatistics
MQL5 code base

The document describes an MT4 indicator that adds a menu for switching the symbol shown on a chart. Users can configure a suffix for broker-specific symbol names, enter futures symbols as complete names, and use spare input slots for additional markets. It…

ForexFuturesExecution
MQL5 code base

This document describes a trading volume indicator that displays buying and selling volume for the current bar, or an average over a chosen number of recent bars. It distinguishes the two measures with green and red colors and presents them simultaneously,…

Technical indicatorsMarket microstructure
MQL5 code base

This document describes a single-symbol chart indicator that displays the current spread and tracks the widest and tightest observed spreads, along with the times when those records occurred. The displayed high and low records change when a new extreme is…

ExecutionMarket microstructure
MQL5 code base

The indicator combines stochastic threshold crossings with engulfing candlestick patterns to mark potential signals. It draws a downward arrow when a bearish engulfing candle occurs as the stochastic signal line crosses an overbought or oversold boundary,…

ForexTechnical indicatorsMean reversionMomentum
MQL5 code base

This indicator example smooths the Bulls Power time series by filtering out higher-order harmonics. The described approach can also be applied to the output of other indicators. Its stated advantage is near-zero latency, which is relevant when smoothing…

Technical indicatorsStatistics
MQL5 code base

This indicator description explains how a double-smoothed stochastic can be configured with four averaging methods: simple, exponential, smoothed, or linear weighted. Exponential smoothing is the default, while changing the average types creates alternative…

Technical indicatorsMean reversionStatistics
MQL5 code base

This indicator combines three versions of Fibo Bars 2, each using a different period. It treats the longest period as the main trend and signals alignment when both shorter-period bars share its color. If either shorter period begins to oppose the…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document introduces SmoothStep as a way to normalize values into a bounded range. It describes the function as sigmoidal and clamping, producing values between zero and one. The author says the indicator resembles a subset of the built-in stochastic…

Technical indicatorsStatistics
MQL5 code base

The document describes a trading indicator that plots an equidistant channel using a calculation period set by the user. It identifies the indicator as an earlier MQL4 publication, but provides no formula, parameter guidance, or explanation of how the…

Technical indicators
MQL5 code base

The document defines a linear regression moving average indicator and gives its calculation in terms of two familiar price averages. For a selected period, it takes three times the linear weighted moving average of closing prices and subtracts twice the…

Technical indicatorsStatistics
MQL5 code base

The document describes a MetaTrader expert advisor for testing trading algorithms associated with a particular rule based approach. It outlines configurable indicator inputs, testing across multiple symbols, parameter optimization, and exporting results to a…

BacktestingRisk managementTechnical indicators
MQL5 code base

This description presents an expert advisor that trades signals from an ATR Normalize Histogram indicator. A signal is generated at bar close when the indicator crosses an overbought or oversold threshold and enters the corresponding extreme zone. The…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document defines an open-to-close logarithmic return as the natural logarithm of the closing price divided by the opening price. By the logarithm quotient identity, this is equivalent to subtracting the log of the open from the log of the close. The…

StatisticsArbitrageTechnical indicators
MQL5 code base

The document describes an Expert Advisor built around the RJTX_Matches_Smoothed indicator. It separates long and short trades into two independently configured systems, each with its own magic number, position sizing settings, and permissions to open or…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The expert advisor described here monitors real tick data and waits for price to move a specified number of points within a specified number of ticks. This defines a short-horizon price impulse condition: the strategy is triggered by the speed and size of a…

MomentumHigh-frequency tradingExecutionRisk management
MQL5 code base

The document identifies the Vegas indicator as a set of price envelopes with fixed shifts. It gives attribution to its author and notes that the indicator was originally written in MQL4 and published in 2007. This provides basic context for the tool, but no…

Technical indicators
MQL5 code base

VR Donchian Lite is presented as a classic Donchian Channel indicator for MetaTrader. It classifies an upward trend when successive local highs and lows rise above their previous counterparts, and a downward trend when both fall below prior levels. When…

Technical indicatorsTrend followingRisk management
MQL5 code base

This indicator plots separate potential stop-loss levels for long and short positions. Its distance from the closing price is set by a percentage input, offering an alternative to an ATR-based trailing stop. The document describes the calculation as a…

Technical indicatorsRisk managementTrend following
MQL5 code base

This document gives basic setup guidance for using CSV trade signals with an Expert Advisor. Its sample data shows fields for trade identifiers, opening and closing times and prices, stop and profit levels, order type, and symbol. The practical instruction…

ExecutionForex