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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

This expert advisor uses a moving average to generate directional entries. Four consecutive declining moving-average values establish a downward trend condition, with a price rebound above the latest average triggering a sell; four rising values establish an…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This indicator presents the standard Relative Strength Index as a histogram after rounding its readings to configurable increments. The described settings range from no rounding to progressively coarser groupings, including a three-level display at zero, the…

Technical indicatorsEquitiesForex
MQL5 code base

This programming note explains how an object-oriented trading advisor can manage its configurable inputs as a structured set. It contrasts manually declaring fields and writing string conversion methods with a macro-based library that generates parameter…

ExecutionBacktestingPortfolio construction
MQL5 code base

The method treats signals from an indicator as candidate highs or lows rather than immediate trade entries. It uses zigzag-style logic to connect candidate pivots and checks whether each candidate can form a geometrically plausible leg. A candidate that…

Technical indicatorsBreakoutRisk management
MQL5 code base

This manual trading script places market or pending orders from a chart. Pending entries can be set at an absolute price or at a point distance from the current price, and can have an optional expiration. Stop loss can likewise be specified by price or…

Position sizingRisk managementExecution
MQL5 code base

This indicator displays Bollinger bands with a colored cloud. It has two configurable inputs: the calculation period and the deviation. The document describes the cloud’s color as a visual cue for price crossing a band: blue for an upper-band crossing and…

Technical indicatorsVolatility
MQL5 code base

This document describes a MetaTrader 5 utility for reviewing terminal global variables, which Expert Advisors often use to preserve state such as trade timestamps, balance references, and lock flags. Users can list or export variables, delete filtered…

ExecutionRisk management
MQL5 code base

The document explains the Generalized DEMA (GD) moving average, which combines a price’s exponential moving average with a second exponential smoothing of that average. A volume factor controls the secondary smoothing contribution, while the period and…

Technical indicatorsStatistics
MQL5 code base

This document introduces an extended version of an asymmetric bands oscillator. The stated addition is an estimate of how much weight price has within the current trend, along with an attempt to estimate the effect of that weight on trend formation. It…

Technical indicatorsTrend followingMomentum
MQL5 code base

XvaMA is described as a moving-average indicator whose averaging algorithm can be changed. The document identifies it as an MQL5 implementation and says it relies on classes from a separate smoothing-algorithms library. It points to prior documentation of…

Technical indicatorsTrend following
MQL5 code base

This note describes a candlestick presentation of the JSatl indicator. Rather than showing the algorithm’s output in its usual form, the indicator processes the relevant price time series through JSatl and displays the resulting values as a sequence of…

Technical indicators
MQL5 code base

This document describes a higher-timeframe version of the KWAN_CCC indicator for MetaTrader 5. A timeframe input lets the user choose the period from which the indicator displays its readings, with a four-hour period shown as the default example. The note…

Technical indicators
MQL5 code base

The document introduces a trading indicator built from crosses between two deviation-scaled moving averages (DSMAs). It attributes the underlying DSMA concept and the paired-cross idea to an article by John Ehlers published in TASC in July 2018. The…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an Expert Advisor that runs two SilverTrend-based trading systems, one for long positions and one for short positions. Each side has separate settings, including its own identifier, trade sizing mode, and controls for permitting…

ForexTrend followingPosition sizingRisk management
MQL5 code base

This indicator summarizes the direction of a ColorZerolagJCCX oscillator across ten timeframes. It displays a set of colored squares: pink represents a falling oscillator, light blue a rising oscillator, and gray indicates neither direction. Its readings use…

Technical indicatorsMomentum
MQL5 code base

This note describes an indicator based on a formula by Welles Wilder. It combines a fluctuation indicator with a cumulative fluctuation index and presents price movement as a colored histogram. The document identifies the indicator’s origin and says it was…

Technical indicators
MQL5 code base

This brief indicator description explains a signal built from two Commodity Channel Index calculations applied to open and close price series. It generates a semaphore-style marker when the difference between the two CCI values changes sign, matching a…

Technical indicatorsEquities
MQL5 code base

This strategy combines volatility bands, a long moving average, a short-period RSI, and a trading-hours filter to take both breakout and reversal trades. It calculates bands from an exponentially weighted mean and variance of log prices. Signals use price…

Technical indicatorsBreakoutMean reversionBacktesting
MQL5 code base

The document describes a trading expert advisor that uses fractals across two timeframes to identify support and resistance, with entries based on the open candle. It lists configurable controls for trade sizing, moving averages, stop loss and take profit,…

Technical indicatorsRisk managementPosition sizingGrid trading
MQL5 code base

The Chande Momentum Oscillator measures momentum by comparing the total gains and losses over a recent period with the total price movement. This variation replaces fixed threshold levels, commonly set at plus and minus fifty, with Discontinued Signal Lines…

MomentumTechnical indicators
MQL5 code base

This document describes a library for monitoring an Expert Advisor’s memory consumption during strategy tester optimization. Its purpose is to help identify parameter configurations that use unusually large amounts of memory and may cause optimization passes…

BacktestingExecution
MQL5 code base

BrainTrend2 is presented as a trend-following chart indicator that colors candlesticks according to whether they align with its trend signal: aligned candles appear brighter and opposing candles darker. The description says the indicator can alert users when…

Technical indicatorsTrend followingVolatility
MQL5 code base

This MetaTrader 5 expert advisor places a buy stop above the previous daily bar’s high and a sell stop below its low, with an optional price offset. It removes its existing pending orders when it begins a new trading day, then submits the new pair if trading…

FuturesBreakoutExecutionRisk management
MQL5 code base

The document describes a Polarized Fractal Efficiency overlay designed to identify price trends. It plots a main indicator line over price along with upper and lower deviation bands. The indicator combines fast and slow rates of change, a sensitivity…

Technical indicatorsTrend followingMomentumVolatility