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
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

The CCI Arrows indicator marks crossings of the Commodity Channel Index through its zero line with directional arrows, which may inform long or short decisions. Its configurable CCI period affects the balance between responsiveness and signal frequency:…

Technical indicatorsMomentum
MQL5 code base

This document describes a ColorParabolic indicator variant with an input that lets the user choose the timeframe for its calculations or display. The example default is a four-hour period, allowing the indicator to be used with a timeframe selected through…

Technical indicators
MQL5 code base

This trading system uses the XDeMarker_Histogram_Vol indicator to generate entries when a bar closes beyond an overbought or oversold level. It distinguishes two signal levels, assigning each its own order identifier and deposit share, so stronger and…

ForexBreakoutTechnical indicatorsPosition sizing
MQL5 code base

This research summary examines the low idiosyncratic volatility effect in China’s A-share market. It estimates volatility from the annualized standard deviation of residuals in CAPM, Fama–French three-factor, and Carhart four-factor regressions fitted to the…

China marketsEquitiesFactor investingVolatility
MQL5 code base

The Relative Momentum Index (RMI) adapts the Relative Strength Index by measuring price changes over a chosen momentum interval instead of comparing adjacent bars. Its calculation otherwise follows a similar structure. The momentum interval can be set to…

Technical indicatorsMomentum
MQL5 code base

This brief note describes an extension to a limit-channel indicator that displays calculated states as a colored histogram. It groups channel levels into three speeds: inner levels are fastest, middle levels are intermediate, and outer levels are slowest.…

Technical indicatorsStatistics
MQL5 code base

This document describes an implementation of a Balance of Power indicator as a color-coded histogram intended to show trend direction and strength. Histogram colors reflect configured overbought and oversold thresholds and changes in direction. The…

ForexTechnical indicatorsExecution
MQL5 code base

This document describes a chart indicator for tracking groups of long and short symbols together. Users can configure up to 50 symbols in each basket, switch the chart to a listed symbol, move the display, and select the week for its historical statistics.…

Multi-assetTechnical indicatorsRisk managementStatistics
MQL5 code base

This brief listing describes a MetaTrader Expert Advisor that bases its trading decisions on iBullsPower and iBearsPower indicator readings from the first bar. It identifies an EUR/USD five-minute test setup with a stated deposit, date range, and default…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an indicator that displays up to eight CrossIndex candlestick charts within the current chart. Users can choose which panels to show, specify a symbol for each, and set whether each chart should be inverted. The example configuration…

ForexCommoditiesMulti-assetTechnical indicators
MQL5 code base

This Expert Advisor looks for a run of identical-direction candlesticks and trades in the direction of those candles: bullish runs prompt buys and bearish runs prompt sells. The number of consecutive candles required is configurable. The fifth version adds a…

Technical indicatorsMomentumRisk managementExecution
MQL5 code base

The document describes a TDI indicator displayed as a trend index line, a direction line, and a directional histogram. Its calculation uses a configurable period and applied price. The histogram indicates the favored trade direction: upward for buying and…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This indicator presents the CMx oscillator’s status across ten timeframes in a single display. It compares each timeframe’s oscillator reading with the configured overbought and oversold thresholds, using gold for readings below the oversold level,…

Technical indicatorsMulti-asset
MQL5 code base

ColorBearsGap is described as an indicator that displays price gaps associated with ColorBearsCandle bars. The text suggests that these gaps can precede continuation of short-term price trends. It says a histogram bar becomes available for analysis after the…

Technical indicatorsMomentum
MQL5 code base

This indicator description presents a passband oscillator intended to reduce short-term fluctuations while limiting lag. It forms the oscillator from the difference between two exponential moving averages with different periods, then calculates a…

Technical indicatorsForexCommoditiesVolatility
MQL5 code base

Volume Profile displays transaction volume at each price level over a chosen time interval as a horizontal histogram. Longer bars indicate prices where more trading occurred, while shorter bars indicate lower activity. The description presents it as a…

Technical indicatorsMarket microstructure
MQL5 code base

The described indicator estimates the relative strength of a selected currency, such as the New Zealand dollar, using closing prices from seven currency pairs that contain it. A zero line represents an average over a user-chosen period. A colored histogram…

ForexTechnical indicatorsMomentum
MQL5 code base

This indicator compares each candle with the immediately preceding candle, looking for opposing changes in candle size and volume. It labels a candle as a growing divergence when its range increases while volume falls, and as a falling divergence when its…

Technical indicatorsStatistics
MQL5 code base

This MetaTrader 5 Expert Advisor trades signals from the i_Trend oscillator. A signal is generated when a bar closes and the indicator cloud changes color, making the method dependent on confirmed bar-close changes rather than intrabar movement. Running the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

POGO is described as an oscillator intended to display the mean bar size over a selected period. Its calculation begins with the difference between each bar’s open and close, then applies a moving average to those values. The user can adjust the calculation…

Technical indicatorsStatistics
MQL5 code base

The document outlines an exploratory method for studying whether historical indicator patterns relate to later price movement. It encodes a sequence of MACD values over a lookback window, uses that sequence to name a CSV file, and records how often the…

Technical indicatorsStatisticsBacktesting
MQL5 code base

The document explains how to add notifications to a color-coded MetaTrader indicator. It introduces inputs for selecting the signal bar, enabling sound, limiting alert counts, and turning email or mobile push messages on or off. Separate buy and sell…

Technical indicatorsExecutionForex
MQL5 code base

This informative chart script displays selected trading conditions for the active pair in the chart’s upper-left area. The reported fields include the order freeze level, minimum and maximum trade sizes, lot increments, the minimum distance for placing…

ExecutionMarket microstructure