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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

The Gann HiLo Activator is described as a trend indicator that plots a colored line based on a configurable period. It calculates simple moving averages of high and low prices. When the close rises above the average high, the direction switches upward; when…

Technical indicatorsTrend followingEquitiesFutures
MQL5 code base

Polarized Fractal Efficiency (PFE) is presented as an oscillator for identifying trend direction. Its configurable inputs are fast and slow rate-of-change periods, a moving-average period, and a scale factor. The calculation derives short- and long-horizon…

Technical indicatorsTrend followingMomentumStatistics
MQL5 code base

This document explains insertion sort, a method that builds an ordered list one item at a time by inserting each new element into its proper position among those already processed. It highlights the algorithm’s stability, constant extra-memory use, and…

ExecutionStatisticsMarket microstructure
MQL5 code base

Weekly VWAP is described as the cumulative sum of price multiplied by volume divided by cumulative volume, reset at the start of each trading week. It is plotted as a single chart line and serves as a reference for the week’s volume-weighted average trading…

Technical indicatorsExecutionTrend following
MQL5 code base

Velocity_v2 is described as a momentum oscillator that applies triple averaging and includes a signal line. The averaging is used to filter the indicator’s direction, giving traders a smoothed view of momentum. The note identifies the indicator’s original…

MomentumTechnical indicators
MQL5 code base

This chart indicator marks recurring intraday time points with vertical lines, using separate configurable colors, line styles, widths, and optional background shading. Its inputs define daily lines and three named time references, identified in the document…

Technical indicatorsExecutionMarket microstructure
MQL5 code base

The indicator combines several moving averages by comparing the fastest selected average with the others and using the resulting differences to represent trend. The user can choose periods and arrange them in any order; the indicator handles their ordering.…

Technical indicatorsTrend following
MQL5 code base

This short description covers an expert advisor that tracks how long market orders have existed and generates an alert once for each order. It can retain its state across a terminal restart, write messages to a log, and use a configurable sound file stored…

ExecutionRisk managementMarket microstructure
MQL5 code base

This document describes an exponential moving average that can incorporate a smoothed trend component. Its settings are the EMA coefficient, the trend coefficient, a switch for enabling trend adjustment, and the price series to apply. The input price is…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator adapts the Hull moving average by using a fast exponential moving average in its calculation. The standard Hull method combines weighted moving averages over different periods and applies a smoothing step based on the square root of the…

Technical indicatorsTrend followingMomentumBacktesting
MQL5 code base

This document explains an MT5 indicator that tracks runs of consecutive rising and falling bars. Separate plots show upward and downward runs, and each count resets when a bar prints in the opposite direction. A trader can set a threshold around commonly…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document describes an expert advisor that trades changes in the direction color of a PercentageCrossover indicator. It generates a signal when a bar closes and the indicator changes direction, then allows trades to be restricted to a configurable daily…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document presents an experimental stochastic oscillator that changes the averaging method used in its calculation while leaving the price inputs unchanged. It offers four variants based on simple, exponential, smoothed, and linearly weighted averages.…

Technical indicatorsStatistics
MQL5 code base

This document describes an automated trading system that seeks trades when price diverges from either the Relative Strength Index or Commodity Channel Index. It lists configurable indicator thresholds and a bar-count setting for waiting for a divergence,…

ForexEquitiesMean reversionTechnical indicators
MQL5 code base

This brief description explains a simple position-sizing calculator for MetaTrader 5. The user supplies a desired risk as a percentage and a stop distance in pips, and the indicator returns a lot size intended to fit those inputs. The document therefore…

ForexRisk managementPosition sizing
MQL5 code base

The document describes an adaptive moving average based on Perry Kaufman’s KAMA and an approach attributed to Vitali Apirine. The adaptation uses the close’s position within the high–low range, and the indicator is presented as a faster alternative to KAMA…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor follows the BlauTVI trend indicator. It generates a signal when a bar closes and the indicator histogram changes direction. Users can enable a trading window and specify its start and end times. The default schedule covers the day from…

Trend followingTechnical indicatorsForexExecution
MQL5 code base

This strategy uses the highest and lowest prices over a configurable number of recent bars to choose a trade direction. If the current bar sets the lookback high, it opens a buy; otherwise, it opens a sell. The premise is that prices often revisit recent…

BreakoutMean reversionRisk managementPosition sizing
MQL5 code base

This Expert Advisor trades when the ColorZeroLagTriX indicator cloud changes color. It forms a signal at bar close when the oscillator crosses its signal line, making the method dependent on a confirmed closing-bar crossover rather than an intrabar move. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

The indicator compares three moving averages whose configured periods must increase from the first average to the second and then the third. It colors the display green when all three averages are ordered from highest to lowest, and red when they are ordered…

Technical indicatorsTrend following
MQL5 code base

The Aroon Up and Down indicator tracks how recently a chart has made local highs and lows, using a configurable lookback period. Its lines can be used to identify when prices rise from a recent low or decline from a recent high, with line crossings presented…

ForexTechnical indicators
MQL5 code base

This chart indicator adapts the stochastic volatility concept to highlight periods when volatility is unusually low. It marks candidate bars with red lines in a separate indicator window and red candles on the price chart. The author suggests these periods…

VolatilityTechnical indicators
MQL5 code base

The Trend Risk indicator estimates a smoothed price and a smoothed high-low range, then uses a deviation multiplier to form upper and lower channel boundaries. A close above the upper boundary or below the lower boundary places the boundary value in a signal…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This document describes an Expert Advisor that combines two independent trading systems based on the Skyscraper_Fix and ColorAML indicators. It generates a signal when a bar closes and either indicator changes color, which the document treats as a change in…

ForexTrend followingTechnical indicatorsBacktesting