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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 programming guide explains how to add notifications to a ColorParabolic semaphore indicator. It introduces inputs for selecting the signal bar, enabling sound alerts, limiting alert counts, and turning email or mobile push messages on or off. Separate…

Technical indicatorsExecution
MQL5 code base

This note describes a simple expert adviser that closes all open positions for the chart’s symbol when aggregate profit reaches a configured take-profit amount or loss reaches a configured stop-loss amount. Its two settings define those thresholds: the…

Risk managementExecution
MQL5 code base

The document briefly describes a daily support and resistance indicator built around a pivot level. It says the indicator provides 36 additional levels spanning leverage values from negative to positive percentages, but does not explain how those levels are…

Technical indicators
MQL5 code base

This indicator colors price candles according to the Williams %R oscillator. Aqua marks readings in the overbought region, gold marks the oversold region, and two shades of blue distinguish readings above the midpoint from readings below it when neither…

Technical indicators
MQL5 code base

The document describes an Expert Advisor that combines a moving average with recent high and low levels to generate contrarian buy and sell signals. It uses a weekly timeframe by default, while allowing the timeframe for the moving average and price data to…

Technical indicatorsMean reversionPosition sizing
MQL5 code base

This document describes a MetaTrader indicator that combines fast and slow TRIX calculations with a linearly weighted moving average smoothing filter. The oscillators’ relationships to one another and to the smoothing line determine both the displayed color…

Technical indicatorsTrend followingMomentumForex
MQL5 code base

This document describes an Expert Advisor for managing existing orders. Its listed functions include placing or removing take-profit levels and placing, modifying, or deleting stop losses. Traders can choose whether to manage orders individually or combine…

Risk managementExecution
MQL5 code base

This listing describes an automated trading system that seeks entries on retracements from Ichimoku levels. It says the system uses the current candle’s opening price and can run on multiple timeframes across major forex pairs and Nasdaq-listed stocks. Its…

ForexEquitiesTechnical indicatorsExecution
MQL5 code base

This short description explains a chart indicator that adds adjustable space above and below visible prices. It switches the chart to a fixed scale, finds the highest and lowest prices currently shown, applies separate top and bottom margins, and uses the…

Technical indicators
MQL5 code base

This short description introduces a semaphore arrow indicator built around the Fisher_org_v1 oscillator. It produces signals when the oscillator leaves an overbought or oversold area, using those threshold exits as the event that marks a potential change in…

Technical indicatorsMean reversion
MQL5 code base

This Expert Advisor starts by opening minimum-volume positions across a specified set of currency pairs. When a position loses, it reverses the position; when a position gains, it increases its volume. It closes all positions when their combined profit or…

ForexPosition sizingRisk management
MQL5 code base

This indicator template explains how to detect regular and hidden bullish or bearish divergences by comparing price pivots with an oscillator series. The oscillator input is replaceable, with RSI offered as an example and CCI or a custom indicator also…

Technical indicatorsMomentumRisk management
MQL5 code base

This document describes a volatility-based trading indicator or expert-advisor setup for EURUSD. It estimates volatility over a configurable bar period using either high-low ranges or open-close movement, with simple or linearly weighted smoothing. A…

ForexVolatilityRisk managementBacktesting
MQL5 code base

SpreadAudit analyzes the spread recorded for each one-minute historical bar over a selected lookback period. It reports median, 90th-percentile, and 99th-percentile spreads in price units and pips, normalizes them against hourly ATR for comparison across…

ForexExecutionBacktestingMarket microstructure
MQL5 code base

This brief trading script uses the chart price where it is dropped to decide whether to place a buy stop or a buy limit pending order. It then calculates a stop loss from a user-specified risk percentage and derives a take-profit level using a reward ratio.…

ExecutionRisk managementPosition sizing
MQL5 code base

The document describes a ZigZag indicator variant that displays turning points as fractal labels. It notes that these labels repaint in a way similar to the peaks identified by the standard ZigZag indicator, so displayed turning points can change as…

Technical indicatorsEquities
MQL5 code base

This MetaTrader indicator plots support and resistance levels on a price chart using the platform’s standard Fractals indicator, based on Bill Williams’ method. The displayed levels are intended to help traders identify nearby market targets and consider…

Technical indicatorsRisk managementExecution
MQL5 code base

The document introduces the Trend Continuation Factor (TCF), an indicator based on an article by M. H. Pee. It presents TCF as a way to identify whether a trend is present and determine its direction, with the aim of helping traders avoid positions that run…

Technical indicatorsTrend following
MQL5 code base

The expert advisor bases its signal on a change in the cloud color of the CCI Woodies indicator. It checks for that change when a bar closes, then forms a trading signal. An input option allows the user to invert the direction and trade against the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This expert-advisor strategy combines two indicator signals across timeframes. ColorX2MA defines the slower trend, while ColorJJRSX identifies a change in the faster trend. It generates an entry at bar close when the fast and slow directions agree and the…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes an alert-enabled Relative Vigor Index histogram indicator. It signals when the main and signal lines intersect and the signal cloud changes color, and it can send notifications through sound, email, or push messages. Its settings…

Technical indicators
MQL5 code base

ROCX is a rate-of-change indicator that measures the difference between an applied price now and that price a chosen number of periods earlier. The document explains three display formats: the raw price difference, the difference as a percentage of the…

Technical indicatorsMomentumStatistics
MQL5 code base

The document describes a Volatility Bands indicator as similar to standard Bollinger Bands. It lists four configurable inputs: the period used to calculate the bands, a smoothing period, a deviation factor affecting band range, and an adjustment to the lower…

Technical indicatorsVolatility
MQL5 code base

This modified Awesome Oscillator indicator displays chart arrows and can send alerts or place signal details in a chart comment. It records the price associated with the latest signal, giving traders a level to monitor. The description suggests treating that…

ForexTechnical indicatorsBreakout