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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This strategy waits for price to break above the upper band of a Bollinger Band calculated over a long period, then enter short after price closes back below that band. It sets a stop loss at one ATR and a take profit at 1.5 ATR, using volatility-based…

BreakoutMean reversionTechnical indicatorsRisk management
MQL5 code base

This dashboard description explains how Pearson correlations across symbols and timeframes can support trading decisions. A color-coded matrix is intended to show positive and negative relationships, with selectable daily and intraday views. The examples…

StatisticsRisk managementForexCommodities
MQL5 code base

This brief note describes a higher-timeframe variant of the ColorMFI_X20 indicator. Its main feature is an input that lets the user choose the timeframe used for the indicator’s calculations, with a four-hour period shown as the default. This allows the…

Technical indicatorsEquities
MQL5 code base

Wave Weis Bar Force is a volume indicator based on Weis wave analysis. It accumulates volume as long as the market direction remains unchanged, then starts a new accumulation when direction shifts. The indicator grades a wave’s intensity by comparing its…

Technical indicatorsMarket microstructureVolatility
MQL5 code base

This brief note describes an indicator that plots price speed and acceleration, with an option to smooth the calculations using the Hull moving average (HMA). Users can also display the values as absolute magnitudes, keeping plotted values above zero. These…

Technical indicatorsMomentum
MQL5 code base

MAMACD combines three moving averages with MACD as a directional filter. Two slower averages use low prices, with periods of 85 and 75, while a five-period average uses closing prices. A trade is opened when the fast average crosses both slower averages;…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document introduces the Phase Change Index (PCI) as a technical indicator intended to identify transitions among consolidation, rising-price, and falling-price phases. It first frames these states in terms of whether prices remain relatively stable, move…

Technical indicatorsTrend followingStatistics
MQL5 code base

This brief note describes a higher-timeframe variant of the Rj Sliding Range indicator for MetaTrader 5. Its stated feature is an input that lets the user choose the indicator’s chart timeframe; the example default is H4. The note also says the underlying Rj…

Technical indicators
MQL5 code base

This indicator builds a volume profile over a recent window by dividing its price range into equal rows and assigning each bar’s volume to the row containing its typical price. The row with the greatest volume defines the Point of Control (POC). The Value…

Technical indicatorsMarket microstructure
MQL5 code base

BlauCMI_Signal is an indicator that presents trend information derived from the histogram of the Candle Momentum Index (CMI). It uses a fixed timeframe and displays the histogram color when a signal is received. Colored dots on indicator lines mark changes…

Technical indicatorsMomentum
MQL5 code base

FatlMacdCandleSign is a semaphore-style indicator built from two FatlMacd calculations, one using open prices and the other using close prices. It produces a signal when the difference between the two values changes sign. The signal therefore tracks the same…

Technical indicatorsMomentum
MQL5 code base

The Derivative Oscillator, attributed to Constance Brown, is presented as a momentum indicator built from a repeatedly smoothed relative strength index. The RSI is first smoothed with an exponential moving average and then smoothed again with a second…

Technical indicatorsMomentum
MQL5 code base

This brief description identifies an Expert Advisor based on a trading system called Pendulum. Its only stated operating constraint is that it keeps no more than three positions open at a time. The text names the idea's originator and the code author, but…

Risk managementPosition sizing
MQL5 code base

This Expert Advisor design combines two smoothed rate-of-change indicators across different timeframes. A slower indicator sets the broader trend direction from the relationship between its main and signal lines; a faster indicator times entries when its…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

This short indicator description presents a multi-timeframe version of a double-smoothed exponential moving average (EMA) for MetaTrader 5. In addition to the platform’s standard timeframe choices, it offers three relative higher-timeframe selections: the…

Technical indicatorsTrend following
MQL5 code base

This indicator highlights candlesticks when candle size multiplied by volume exceeds a configured threshold. Users can define size using either the candle body or its full high-to-low range, choose the applied volume measure, and set which bar triggers a…

Technical indicators
MQL5 code base

The document describes a technical indicator built from three moving averages: a short-term average displaced forward by three periods, a medium-term average displaced by five, and a long-term average displaced by five. It identifies the periods as 3, 7, and…

Technical indicators
MQL5 code base

The Guppy Multiple Moving Average indicator groups two sets of moving averages to compare shorter-term price behavior with longer-term market direction. Its fast group uses six averages from 3 to 15 periods, while its slow group uses six averages from 30 to…

ForexTechnical indicatorsTrend following
MQL5 code base

This expert advisor trades after a chosen number of consecutive candles share the same direction: it buys after a bullish run and sells after a bearish run. Version 6 adds configurable exits when the next candle goes against the position, an event the…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This indicator description explains a way to compare the movements of seven major currencies against the US dollar. Each series is rebased to a common starting point, allowing changes over the selected period to be viewed on a shared relative scale. An…

ForexTechnical indicators
MQL5 code base

This document introduces a chart script that supplements the standard grid with configurable horizontal price lines. Users can adjust line color, width, and spacing, while the script anchors levels to basic price increments. The stated motivation is that…

ForexTechnical indicators
MQL5 code base

This document describes a chart indicator that displays the current symbol, bid and ask quotes, swap, estimated deposit for long and short positions, floating spread, and time remaining in the current candle. It places these values in a separate chart window…

ForexExecutionMarket microstructure
MQL5 code base

This document outlines an Expert Advisor that trades signals from the BrakeExp semaphore indicator. A signal is recognized when a bar closes with an indicator color reversal accompanied by a large colored dot. The description implies entries follow this…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a one-shot pending-order method. At a user-configured time, the script places a buy stop and a sell stop a specified distance from the current price, with configured take-profit and stop-loss levels. When either pending order…

ForexBreakoutExecutionRisk management