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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

The document introduces Wilder's RSI, describing it as a standard relative strength index calculated with Welles Wilder's moving average smoothing. It identifies four configurable inputs: the calculation period, the price series used, and the overbought and…

Technical indicatorsStatistics
MQL5 code base

The document briefly introduces the EVWMA, or elastic volume-weighted moving average, as an averaging method whose effective period is determined by volume rather than fixed in advance. It argues that using volume, or time as represented through volume, can…

Technical indicatorsStatistics
MQL5 code base

This MetaTrader 5 indicator marks swing highs and lows using a configurable number of bars on either side of a candidate turning point. It labels a break of structure when price closes beyond the latest swing in the prevailing trend direction, and a change…

Technical indicatorsBreakoutMarket microstructure
MQL5 code base

This indicator presents confirmed ZigZag turning points as a visual reference for examining price movement and comparing other indicators on the main chart or in subwindows. For each confirmed swing, it can show the swing period, the high or low price,…

Technical indicatorsStatistics
MQL5 code base

CandleTrend_x10 is a chart indicator that displays price direction across ten selectable timeframes, ranging from hourly intervals through monthly bars. It marks upward movement in green, downward movement in red, and no change in gray, presenting the…

Technical indicatorsTrend following
MQL5 code base

This indicator scans chart candles and highlights those whose size exceeds a user-defined threshold measured in points. It can mark only the current candle or display qualifying candles across the chart. An optional alert notifies the user when the current…

Technical indicatorsVolatility
MQL5 code base

This Expert Advisor follows trend changes signaled by the JFatlCandle indicator. It acts after a bar closes and identifies a new direction when the candle color changes. Position size is adjusted using recent trade outcomes, with separate settings for buys…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This indicator guide describes placing up to six configurable vertical lines on a chart and repeating them across historical days. Traders can use the lines to mark session opens or closes, scheduled news releases, or other time-based events. Each line can…

Technical indicatorsEvent-driven
MQL5 code base

This note describes a modified correcting method for a T3 moving-average indicator. The method is attributed to Alexander Uhl, whose original approach used standard deviation to adjust moving-average values and filter signals. This version substitutes EMA…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document introduces a simple trading signal built around Bollinger Bands and explains how to make it available in the MQL5 Expert Advisor Wizard. It says the signal is intended as a reusable component for wizard-generated robots, rather than a…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a candlestick analysis script that labels each candle as bullish, bearish, or neutral by comparing its open and close. It also identifies the five largest-amplitude bullish candles and the five largest-amplitude bearish candles within…

Technical indicatorsRisk management
MQL5 code base

The Volume-Weighted Price Displacement Oscillator measures how far the current close is from a rolling volume-weighted average price, then divides that difference by rolling price volatility. This produces a z-score-like reading centered on the VWAP anchor:…

Technical indicatorsMean reversionMomentumVolatility
MQL5 code base

The Currency Strength Index (CSI) compares the relative momentum of eight major currencies by mathematically decorrelating 28 currency pairs. It uses percentage differences in linearly weighted averages of closing prices to help distinguish whether a pair’s…

ForexTechnical indicatorsTrend followingMean reversion
MQL5 code base

The document explains a “zero lag” super smoother built by applying the double exponential moving average (DEMA) adjustment to a super smoother. It places the name in context: “zero lag” is commonly used for averaging methods adjusted to respond with less…

Technical indicatorsTrend following
MQL5 code base

This script places a pending Sell Stop order and exposes inputs for money management, allowed price deviation, entry distance, stop loss, take profit, retry count, and the pause between attempts. The settings let a user configure the order’s size and the…

ExecutionRisk managementPosition sizing
MQL5 code base

This expert advisor is described as a system that generates a signal when a bar closes and the ColorMETRO_Stochastic indicator’s cloud changes color. The description implies that the color transition determines the trading signal, but it does not specify the…

Technical indicatorsForexBacktesting
MQL5 code base

This note explains a chart indicator that marks each daily bar according to whether its close is above or below its open. It copies daily timestamps, opens, and closes into arrays, then draws a filled rectangle across each day’s time span between those…

Technical indicatorsForex
MQL5 code base

This indicator estimates price resistance using candle size and tick volume. It can measure candle movement as either the open-to-close difference or the high-to-low range, then divide that measure by volume to estimate lower resistance. Reversing the ratio…

Technical indicatorsStatistics
MQL5 code base

The document describes an MT4 script that gathers market and symbol details into one view. It combines MarketInfo values with validated symbol properties, including margin requirements and leverage, so traders can inspect conditions for a selected instrument…

ForexFuturesRisk managementMarket microstructure
MQL5 code base

This note presents a Chinese stock-selection screen using price amplitude, the presence of an outstanding convertible bond name, and positive afternoon large-order net inflow. Its rationale treats amplitude as a measure of price movement, bond issuance as a…

EquitiesChina marketsVolatilityMarket microstructure
MQL5 code base

The document describes a grid approach that repeatedly opens equal-directional Buy and Sell positions, then closes the profitable side as price moves between levels. It illustrates the idea with a move from 100 to 200 and back: realized gains on selected…

Grid tradingPosition sizingRisk management
MQL5 code base

This indicator description presents an experimental oscillator named CCI that substantially changes the classical Commodity Channel Index calculation. Because the output differs from the original, the usual practice of interpreting fixed CCI thresholds is…

Technical indicatorsStatistics
MQL5 code base

This brief indicator description applies the idea of trend strength to a non-oscillator chart study. It uses Ehlers’ deviation-scaled moving average (DSMA) as the basis for a trend-strength calculation and displays both the strength value and the DSMA on the…

Technical indicatorsTrend following
MQL5 code base

Fractional Bands is a technical indicator that modifies price changes using a fractal Brownian motion model. The description contrasts this approach with conventional Bollinger Bands, which are based on standard Brownian motion, presented as a special case…

Technical indicatorsStatistics