Skip to content

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

The document describes a version of the Chande Momentum Oscillator (CMO) indicator that lets the user select the timeframe from its input settings. The example setting uses a four-hour chart period. This supports viewing the indicator on a timeframe that may…

Technical indicatorsMomentum
MQL5 code base

This educational note describes organizing a moving average calculation so it can be reused in larger indicator projects. It emphasizes portability: the calculation is placed in a function call from the indicator’s calculation routine, making the component…

Technical indicators
MQL5 code base

The document describes a MetaTrader indicator for tracking the drawdown of automated or semi-automated strategies. A trader can filter positions by magic number, compare live drawdown with a manually entered historical maximum, and choose whether the…

Risk managementBacktesting
MQL5 code base

The document describes utility functions for handling floating-point values in MetaTrader 4. Its central lesson is that decimal values produced through different calculations may differ at tiny binary precision levels, making direct equality and boundary…

StatisticsExecutionRisk management
MQL5 code base

The document introduces a lightweight order flow indicator that tracks cumulative buy and sell volume, per-bar net delta, and optionally smooths delta with an exponential moving average. A configurable session reset lets traders align the cumulative measure…

Technical indicatorsMarket microstructure
MQL5 code base

This document describes a MetaTrader 5 indicator intended to reproduce the MACD presentation used by TradingView. Its histogram uses four colors to distinguish whether values above zero are rising or falling and whether negative values are moving toward zero…

Technical indicatorsMomentum
MQL5 code base

This document explains an indicator that combines two XMUV moving averages with Momentum calculations using SMA and EMA smoothing. The momentum values are scaled to a range from -100 to +100, and a cloud displays the direction of the trend. Colored points…

Technical indicatorsMomentumTrend following
MQL5 code base

The document describes a five-minute chart script that checks several technical indicators before displaying a buy or sell alert. A bullish condition requires price to be above the Bollinger middle band, two exponential moving averages, and Parabolic SAR,…

Technical indicatorsMomentumTrend followingExecution
MQL5 code base

This article outlines a screening process for narrowing a large cryptocurrency universe to candidates for intraday trading. It uses asset ranking data to examine trading volume as a liquidity proxy, hourly price change as a measure of recent volatility, and…

CryptoMomentumVolatilityBacktesting
MQL5 code base

This document describes an MT4 expert advisor intended to place and close trades automatically using user-supplied Fibonacci-related price levels. Its five inputs are prices for the 50%, 61%, and 100% levels on a five-minute chart, a second target on an…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The indicator described here plots Relative Strength Index values for four user-selected instruments in a shared indicator window. Users can choose the instruments, set a separate display color and style for each, and configure the RSI period and applied…

Technical indicatorsForexMulti-asset
MQL5 code base

This brief description presents a semaphore-style signal indicator for traders who use the Didi Index. It says the indicator applies an algorithm based on crossovers of two moving averages to mark signals. The document offers no parameter settings, entry or…

Technical indicators
MQL5 code base

The document describes a Hilbert Oscillator indicator attributed to John Ehlers and presents it as a tool for spotting major market turning points. Its stated signal logic is based on the relationship between a blue and a red line: a crossover is interpreted…

Technical indicatorsTrend following
MQL5 code base

This brief document identifies an indicator that places a linear regression line in an indicator buffer, making the calculated line available as data for a trading platform. It attributes the indicator to an earlier MQL4 implementation and notes that it was…

Technical indicatorsStatistics
MQL5 code base

The document describes an automated XAUUSD strategy on four-hour bars. It enters long when a completed candle breaks above the prior 20-bar high, provided the close is above a 200-period EMA. Position size is calculated from a one-percent balance risk and a…

BreakoutTrend followingRisk managementBacktesting
MQL5 code base

This short description identifies Slope Direction Line as a trend indicator used by an automated trading system. It lists configurable inputs for calculating its moving averages: a period of 32, a filter size of 2, a linear-weighted averaging method by…

Technical indicatorsTrend following
MQL5 code base

The indicator defines a liquidity void as a bar whose range substantially exceeds its recent average while tick volume falls below its own recent average. Each detected zone begins with a score of 100. Later bars reduce that score in proportion to how much…

ForexTechnical indicatorsMean reversionMomentum
MQL5 code base

This indicator description explains a support and resistance method based on price fractals. Instead of relying on a built-in fixed fractal period, the described version allows the user to select the period used to identify potential support and resistance…

Technical indicatorsBreakout
MQL5 code base

The document outlines a price-straddle order approach using buy-stop and sell-stop orders placed a chosen number of points above and below current price action. The orders are intended to expire after a specified period, making the setup time-limited. It…

BreakoutExecutionRisk management
MQL5 code base

The indicator identifies a price pivot point using candlestick wick alignment. Its underlying observation is that when several candles form a pattern in which a single line can pass across all their wicks, price is expected to reverse. The document describes…

Technical indicatorsMean reversionEquities
MQL5 code base

ClusterBox presents tick-volume distribution within each candlestick by dividing its price range into clusters of a configurable point height. Since candle heights vary, the number of clusters varies from candle to candle. Labels show the tick count in each…

ForexMarket microstructureTechnical indicators
MQL5 code base

This document describes the calculation for John Ehlers' Cyclic Component oscillator. It identifies two inputs: a period that sets the calculation interval and an applied price series. The method first derives a high-pass component from price changes and the…

Technical indicatorsStatistics
MQL5 code base

The document describes a compact artificial neural network with one hidden layer, trained using backpropagation, and a chart indicator that visualizes price movement while projecting future closes. The indicator uses recent open prices as inputs, compares…

Machine learningStatisticsTechnical indicators
MQL5 code base

This brief note introduces a regularized exponential moving average (REMA) attributed to Cris Satchwell. It identifies two user inputs: the period and the price series to apply the calculation to. The stated calculation uses an alpha based on the period and…

Technical indicatorsStatistics