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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 Expert Advisor opens either a long or short position at a configured hour and minute, then closes it at a separately configured time. Users can set trade volume, stop loss and take profit in points, allowable slippage, and a spread multiplier for stop…

ForexExecutionRisk managementBacktesting
MQL5 code base

This document describes a forex and stock Expert Advisor that identifies trend lines from fractals and combines them with two moving averages to trade breakouts after a correction in the main trend. The trend lines are intended to filter signals in live…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

This brief describes an adaptation of the Commodity Channel Index (CCI) that uses digital filtering. It identifies the indicator’s author and notes that the implementation relies on a separate smoothing library for intermediate calculations. The document…

Technical indicators
MQL5 code base

This document explains an indicator that counts how often candlesticks fall into selected size ranges for their bodies and upper or lower shadows. It displays the frequencies as visual scales on a chart, which can help identify whether large, small, or…

Technical indicatorsStatistics
MQL5 code base

This short indicator description introduces the Parabolic Moving Average, a moving-average calculation based on parabolic regression. It states that the method is designed to have less delay than many conventional moving averages and attributes the…

Technical indicatorsStatistics
MQL5 code base

This note describes an Absolutely No Lag LWMA indicator with a selectable timeframe. It can alert the user when the indicator changes color, providing a visual state change and notification as its output shifts. The selected period is controlled through an…

Technical indicators
MQL5 code base

This note describes an MFI oscillator with a selectable chart period. The timeframe is set through an input parameter, allowing the indicator to use a period such as a four-hour chart. The displayed indicator is shifted down by fifty units for visual…

Technical indicators
MQL5 code base

This note describes an RSI oscillator displayed directly on the price chart alongside a classical moving average. The moving average is used to calculate the RSI’s overbought and oversold levels, combining the oscillator with a chart-based reference for…

Technical indicators
MQL5 code base

The document describes an indicator that isolates the velocity component of a Kalman filter calculation. It presents this intermediate component as a standalone measure with a momentum-like interpretation, rather than as the filter’s final value. The…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes an Expert Advisor that enters a market when the ColorZerolagJJRSX indicator cloud changes color. A signal is formed at bar close when the oscillator crosses its signal line. The text identifies two compiled indicator files required…

Technical indicatorsForexBacktesting
MQL5 code base

The document describes a MetaTrader indicator that displays how much time has elapsed since the current chart bar began, expressed as a share of that bar’s full duration. It uses current-timeframe data, adds a sound alert when a new bar starts, and is…

Technical indicators
MQL5 code base

The document describes an indicator that plots horizontal levels at the most recent upward and downward fractals. It also displays information about the resulting fractal channel in the chart’s upper-left area. This offers a visual way to identify recent…

Technical indicatorsBreakout
MQL5 code base

The document describes an indicator called VolMA. It uses an RSI calculated from tick volume data to determine the period of a moving average, making the average’s lookback responsive to volume-derived RSI rather than fixed at one period. Users can set the…

Technical indicatorsStatistics
MQL5 code base

This document describes a technical indicator presented as an alternative to Bollinger Bands. It plots an upper, middle, and lower channel, fills the space between channel lines as a cloud, and can display the latest level values as price labels. The user…

Technical indicatorsForex
MQL5 code base

This document describes an Expert Advisor that opens trades when the KWAN_CCC indicator changes direction, identified by a change in indicator color. The signal is evaluated at the close of each bar. It notes that the compiled indicator file must be…

FuturesTechnical indicatorsBacktesting
MQL5 code base

This document describes a chart indicator that displays candlesticks from a larger timeframe as filled rectangles. It uses the values of a 3-Line Break indicator to determine the rectangle colors: the candle body and shadows each receive colors based on…

Technical indicatorsTrend following
MQL5 code base

This document describes an expert advisor that trades from signals produced by the WPR Custom Cloud indicator. It opens a buy position when the indicator leaves its lower zone and a sell position when it leaves its upper zone. The advisor checks for a signal…

Technical indicatorsForexExecution
MQL5 code base

The document describes a corrected moving average (CMA) that uses a volatility dependent threshold to decide whether the average should move. It compares variance with the squared difference between the corrected and regular averages; the current time series…

Technical indicatorsVolatility
MQL5 code base

The document describes a MetaTrader utility class for reading settings from set files and applying them to separate instances of an Expert Advisor. The example use case is an EA running on several charts, where each chart needs symbol- or timeframe-specific…

Execution
MQL5 code base

FX5_SelfAdjustingRSI is an oscillator indicator that applies Bollinger Bands to RSI values to define changing overbought and oversold boundaries. Rather than relying only on fixed RSI thresholds, the band levels adjust with the recent distribution of the…

Technical indicatorsMean reversionStatistics
MQL5 code base

This brief note describes a modification to the Cronex T Demarker GF indicator. Its stated change is visual: the divergence histogram’s color is determined by the direction of movement of the histogram on the preceding bar. The document provides no…

Technical indicatorsStatistics
MQL5 code base

This Expert Advisor trades two currency pairs that share a quote currency and are expected to have positive long-term correlation. It examines recent bar history without indicators, looks for both pairs to rise in one portion of the window and fall in…

ForexPairs tradingMean reversionRisk management
MQL5 code base

This document describes an indicator that displays the size of CaudateXPeriodCandle candlesticks in points. It identifies the indicator’s purpose but does not explain the calculation, define its period settings, or discuss how traders might interpret the…

Technical indicators
MQL5 code base

The Speed Indicator description explains a double histogram that displays separate averages for positive and negative moving average speed. The positive average is shown in green and the negative average in red. A user-selected averaging period controls how…

Technical indicatorsStatisticsMomentum