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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
WonderTrader
14 documents
Alphalens
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

PricerEA is described as a trading utility for placing stop or limit pending orders at user-selected prices. It can calculate the lot size for each order automatically and can apply a trailing stop after a pending order is triggered; trailing stops are…

ExecutionPosition sizingRisk management
MQL5 code base

The document introduces BBMA, a trading approach attributed to Oma Ally that combines Bollinger Bands with moving averages to identify possible entries. It describes the strategy broadly rather than specifying indicator settings, entry triggers, exit rules,…

Technical indicatorsForexEquitiesCrypto
MQL5 code base

This description explains a signal indicator that displays current trend information derived from the Differential Average indicator at a fixed timeframe. It represents signals with a colored cloud and places colored points on the lines when a bar in the…

Technical indicatorsMomentum
MQL5 code base

The indicator collects real-time tick arrival times and Bid and Ask prices, displays the two price series in a subwindow, and can save collected observations to a tick file. It also supports keeping several nonstandard chart types active, including…

ForexMarket microstructureExecution
MQL5 code base

The Renko Range Detector is described as a chart utility for identifying the fixed open-to-close range of a Renko bar or candle. For a rising brick, its size is calculated as close minus open; for a falling brick, it is open minus close. The indicator is…

Technical indicatorsForex
MQL5 code base

This indicator description presents a Commodity Channel Index variant that can smooth its input prices with a selectable average before calculating CCI. Available average types include simple, exponential, smoothed, and linear weighted. The stated aim is to…

Technical indicatorsMean reversion
MQL5 code base

The document describes a MetaTrader 5 expert advisor that combines filtered momentum entries with a grid and hedge recovery system. Its entry rules use a Z-score, multi-timeframe trend alignment, a zero-line crossover, and a minimum slope; an overextension…

Technical indicatorsMomentumGrid tradingRisk management
MQL5 code base

This brief strategy description combines the Awesome Oscillator on a daily chart with the Stochastic Oscillator on an hourly chart. For a buy setup, it first waits for the higher-timeframe Awesome Oscillator to cross above zero, then looks for the…

Technical indicatorsMomentumForex
MQL5 code base

This Expert Advisor uses a Bezier indicator’s color change at bar close to generate trade signals. It follows the indicated trend and increases position volume when open profit, measured in points, passes a threshold set in the EA inputs. A position comment…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

This note describes a MACD variant that uses an RMA average in its calculation instead of the more familiar EMA. It characterizes the resulting values as comparatively fast and points to a potentially distinctive response after periods of high volatility.…

Technical indicatorsVolatility
MQL5 code base

This brief description outlines an Expert Advisor that processes signals from four Williams Percent Range indicators, using averaging periods of 26, 27, 29, and 30. It says the program displays text objects on the chart and maintains a log file, indicating…

Technical indicatorsForex
MQL5 code base

This Expert Advisor example applies two moving averages, MACD, and the Commodity Channel Index to USDJPY on an hourly chart. It reads indicator values from completed bars, including consecutive MACD readings, and uses trade-transaction events to track…

ForexTechnical indicatorsExecution
MQL5 code base

The AFL Winner indicator is described as a tool for identifying possible trend changes around established turnover areas at the negative and positive 50 levels. The document gives this threshold-based description as the indicator’s central trading concept,…

Technical indicatorsTrend following
MQL5 code base

The document describes the U.S. Dollar Index, also known as USDX or DXY, as a measure of the U.S. dollar’s value relative to a basket of foreign currencies. It explains the index’s direction: it rises when the dollar strengthens against the basket. ICE…

ForexMulti-asset
MQL5 code base

This Expert Advisor combines two indicators to identify trend-following entries. ColorX2MA sets the slower trend direction, while ColorJFatl signals a possible entry when the faster trend changes. A trade signal occurs at bar close when the indicator…

Trend followingTechnical indicatorsBacktestingForex
MQL5 code base

This Expert Advisor searches the previous 500 closing bars for price levels where closes cluster, then uses a cross of three moving averages of different lengths as a trend-development signal. After detecting a directional trend, it identifies the nearest…

ForexTechnical indicatorsTrend followingExecution
MQL5 code base

This indicator plots a colored histogram of the closing price’s percentage distance from a selected ZigZag pivot. It calculates the difference between the close and the pivot price, divides by that pivot price, and scales the result by 100. Positive and…

Technical indicatorsStatistics
MQL5 code base

This short specification explains how a Renko chart is constructed and how a Donchian Channel is aligned to its bricks. The horizontal axis tracks the sequence of Renko bricks rather than elapsed time. Bricks are built from incoming bid ticks using the…

Technical indicatorsTrend followingBreakout
MQL5 code base

This expert advisor trades changes in the XWAMI indicator's trend cloud. It generates a signal when a bar closes and the cloud changes color, then adjusts position size according to recent outcomes in the same direction. The stated defaults examine the last…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This brief note presents general software design principles that can inform trading-system architecture. It describes design patterns as reusable solutions developed through experience, intended to help make systems easier to extend, maintain, and support.…

Execution
MQL5 code base

This brief note describes a ribbon indicator built from a variation of the Hull moving average. Instead of comparing averages with different calculation periods, it uses the variation indicator’s speed property to create a ribbon that behaves somewhat like a…

Technical indicatorsMomentum
MQL5 code base

This document describes an adaptive Laguerre filter based on a method attributed to John Ehlers. It says the implementation supports Laguerre polynomials of different orders, with order four as the default. Adaptation can be controlled through a smoothing…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes a normalized version of the Acceleration/Deceleration oscillator. It shifts and rescales the standard indicator, with the stated aim of making its configuration more adaptable alongside other oscillators. The description identifies…

Technical indicatorsStatistics
MQL5 code base

The document critiques trend lines built from DeMark pivot points or Bill Williams fractals when key points are identified using only a minimum-bar rule. It proposes removing that minimum and defining a point's dimension as the smallest count of bars on…

Technical indicatorsTrend followingFuturesBacktesting