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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 short listing describes XWAMI_HTF, a version of the XWAMI indicator with a selectable chart timeframe in its input settings. The example default is a four-hour period, indicating that users can choose the timeframe on which the indicator operates. It…

Technical indicators
MQL5 code base

This document describes a chart indicator that displays trend direction and trade signals derived from the UltraWPR indicator on a selected bar. It uses a colored background: pale shades mark trend continuation, while brighter shades distinguish buy and sell…

Technical indicatorsTrend following
MQL5 code base

This document outlines a proposed position-sizing engine for algorithmic trading. It combines Kelly sizing, which uses estimated win rate and payoff ratio, with volatility adjustment based on Average True Range and tick value. The stated goal is to reduce…

Risk managementPosition sizingVolatility
MQL5 code base

This document outlines a trend indicator that uses a crossover involving a pivot level and its median. It defines the pivot level from the maximum and minimum prices over a specified number of bars together with the closing price. The described calculation…

Technical indicatorsTrend following
MQL5 code base

The document describes a ZigZag indicator built from XMACandles indicator candles. It characterizes the result as a smoothed form of ZigZag, which presents price movement as swings using the underlying candle representation. This is an indicator description…

Technical indicators
MQL5 code base

The Simple_Grid expert adviser places pending orders at preset intervals above and below the current price. Users choose either stop orders or limit orders, set the distance to the first order, the grid spacing, the number of orders on each side, a…

Grid tradingExecutionRisk management
MQL5 code base

This expert adviser seeks pivot points using only the current and previous bars, then enters market orders when price appears to attempt a trend reversal. It does not use technical indicators. Orders can have configured take-profit and stop-loss levels;…

Mean reversionTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The indicator presents RSI conditions across ten timeframes to give a compact view of trend-related oscillator readings. Each line represents one timeframe: it turns red below the oversold threshold, blue above the overbought threshold, and gray between…

Technical indicators
MQL5 code base

The document describes a price oscillator modified by incorporating volume before the indicator's final smoothing step. Because this changes the oscillator's scale and smoothing behavior, the overbought and oversold thresholds must be recalculated for the…

Technical indicatorsVolatilityStatistics
MQL5 code base

The document explains a price channel indicator built from the highest and lowest bar values over a configurable lookback. Its upper boundary tracks the maximum, its lower boundary tracks the minimum, and its middle line is the average of those two…

Technical indicators
MQL5 code base

The document describes an XFisher indicator that displays twenty Fisher indicator series in a single window with additional smoothing. Its settings include an initial averaging depth and step, a selectable smoothing method, smoothing length and phase, and…

Technical indicators
MQL5 code base

The document describes a reverse MACD indicator intended to identify a possible market turning point before the MACD Zero Lag indicator reaches its own return point. It says the indicator’s external values match those of MACD Zero Lag, though it does not…

Technical indicators
MQL5 code base

This post proposes selecting stocks with a daily range threshold, substantial prior-day trading activity, and a pattern described as an engulfing reversal. The range and turnover filters are presented as ways to focus on actively traded, volatile shares,…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

This expert-advisor design turns four RSI readings into a single weighted perceptron score. It uses RSI periods of 12, 36, 108, and 324, rescales each indicator around zero, and combines them with weights selected through optimization. The trading threshold…

ForexMachine learningTechnical indicatorsTrend following
MQL5 code base

This MQL5 demonstration illustrates supervised classification with a support vector machine (SVM), using a fictional animal-recognition task to explain labeled examples and learned decision boundaries. It generates seven-feature observations with rule-based…

Machine learningStatisticsBacktesting
MQL5 code base

The document describes a trend oscillator that estimates the dominant direction of candlestick closing prices over a selected period. It identifies two user settings: the lookback period and a calculation method. This positions the indicator as a way to…

Technical indicatorsTrend following
MQL5 code base

The note describes a way to smooth a relative strength index: apply Jurik-style smoothing to prices before calculating RSI. The stated motivation is to reduce false signals while keeping the result responsive to market changes. It presents the smoothed RSI…

Technical indicatorsMomentum
MQL5 code base

The document describes a price gap indicator that displays gaps as a histogram. It assigns red bars to upward gaps, which it suggests may fill downward, and blue bars to downward gaps, which it suggests may fill upward. The proposed gap-filling direction is…

Technical indicatorsMean reversionBacktesting
MQL5 code base

This indicator defines a modified Detrended Price Oscillator as the closing price minus a moving average. Users can adjust the moving average period, calculation method, and applied price, allowing them to change the resulting curve. The description says…

Technical indicatorsMean reversionTrend following
MQL5 code base

This document describes a configurable chart indicator for identifying bullish and bearish divergence between price and an oscillator. It also includes hidden divergence, support and resistance lines, and optional channel displays. Users can select from a…

Technical indicatorsMomentumBreakout
MQL5 code base

This document describes an example of a multicurrency Expert Advisor that processes symbols one at a time in a loop. It uses a timer event to run trading logic independently of ticks arriving for any particular symbol, and Bollinger Band values provide the…

ForexTechnical indicatorsExecution
MQL5 code base

The document describes an Expert Advisor that trades when the i-KlPrice histogram crosses an overbought or oversold level. A signal is confirmed at bar close, so the strategy acts on completed-bar threshold breaks rather than intrabar movement. The advisor…

Technical indicatorsForexBacktesting
MQL5 code base

The document explains that MetaTrader 5 exposes generic, loss-side, and profit-side tick values for each symbol, and that these values may not be identical. This matters when an expert advisor calculates trade size from a risk budget: using a tick value that…

Risk managementPosition sizingForex
MQL5 code base

The document outlines a MetaTrader 5 expert advisor that combines moving average crossover signals with grid entries. It describes using fast and slow simple moving averages on an hourly chart, with volume and volatility checks to filter signals. Additional…

ForexGrid tradingTrend followingRisk management