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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

This indicator changes two parts of a conventional RSI setup. First, it filters prices with a selectable moving average before calculating RSI, aiming to reduce false signals without adding substantial lag. Second, it assesses trends with Discontinued Signal…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This indicator example applies spectral filtering to the Average Directional Index (ADX). It transforms the ADX time series into frequency components and removes higher-order harmonics to produce a smoother series. The stated motivation is to reduce…

Technical indicatorsTrend followingStatistics
MQL5 code base

This article compares five platforms for automating cryptocurrency trades: OctoBot, CryptoHero, 3Commas, Cryptohopper, and Pionex. It describes available approaches such as grid trading, dollar-cost averaging, signal following, market making, and AI-assisted…

CryptoGrid tradingMarket makingBacktesting
MQL5 code base

This brief description introduces a Williams Percent Range indicator, commonly called WPR, that can calculate from a selected price series: close, high, or low. The main practical point is that the input price type is configurable, so the displayed…

Technical indicators
MQL5 code base

The document describes an Expert Advisor that trades signals from the AMkA indicator. It checks for a newly colored point when a bar closes and requires the latest point and the two preceding points to have different colors. The text indicates that this…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor generates signals from intersections of TDI-2 indicator lines, evaluated when a bar closes. It follows the direction of the signal and adds to an existing position when the profit from the most recent trade, measured in points, exceeds a…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This brief description introduces a semaphore-style signal indicator built from crossovers between lines of the Digital CCI Woodies indicator. It identifies the indicator’s author and notes that its implementation relies on a SmoothAlgorithms library for…

Technical indicatorsEquities
MQL5 code base

The document describes a variant of an indicator called RVITrend_x10. Its distinguishing feature is that users can customize the input parameters separately for each RSI oscillator used to display current trends. This offers a way to tune the component…

Technical indicatorsMomentum
MQL5 code base

This brief indicator description identifies a tool that draws support and resistance levels using daily charts. It names the original author and notes that an earlier implementation was published in 2008. Beyond its stated purpose and daily-chart basis, the…

Technical indicatorsEquities
MQL5 code base

WPR3 displays three Williams Percent Range oscillators in one indicator window. Each oscillator uses closing, high, and low prices from the same timeframe, allowing the reader to view three versions of this range-based momentum measure together. The document…

Technical indicatorsMomentum
MQL5 code base

The indicator aims to reduce the lag of a simple moving average by incorporating price velocity. It offers three ways to measure velocity: central velocity for a smoother value, forward velocity referenced to the current bar for greater sensitivity to recent…

Technical indicatorsTrend following
MQL5 code base

This document describes a modified Bill Williams zone-trading indicator built around the Awesome Oscillator and Accelerator Oscillator. Compared with standard AO and AC settings, it allows the user to configure the moving-average periods, applied price, and…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes an ADXVMA-based trend indicator that represents market direction through calculated trend values. It says the measure resembles ADX-based values but differs enough to produce different readings, so it should not be assumed to match a…

Technical indicatorsTrend following
MQL5 code base

The document describes a semaphore-style indicator that uses two JFatl indicators, one based on open prices and the other on close prices. It produces a signal when the difference between their values changes sign. This event is said to correspond to a…

Technical indicatorsForex
MQL5 code base

The document outlines an expert advisor that combines three indicators sampled on different timeframes. MACD on a five-minute chart supplies the trade signal, RSI on an hourly chart checks whether conditions are overbought or oversold, and the Alligator on a…

Technical indicatorsForexMomentum
MQL5 code base

The document describes an indicator for visualizing pair trading by overlaying one instrument’s price series on another. When the two series diverge, the example strategy sells the relatively higher pair and buys the lower one; both positions are closed when…

ForexPairs tradingMean reversionTechnical indicators
MQL5 code base

This indicator displays candles from a higher timeframe as filled rectangles over a chart. It colors the candle body and shadows according to the direction signaled by the VolatilityPivot indicator, using distinct palettes for the two trend directions. The…

Technical indicatorsTrend following
MQL5 code base

This MetaTrader 5 Expert Advisor generates trades from an Oracle indicator that can redraw its historical signals. At bar close, it can trigger when the signal line crosses the zero level, changes direction, or crosses the indicator line, depending on the…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document describes a weighted price average in which each bar receives weight according to its high minus low range. It places this method within a general weighted-average framework: price observations are multiplied by weights and divided by the sum of…

Technical indicatorsVolatility
MQL5 code base

This document describes an unnormalized oscillator using a Fisher transform in a RAVI indicator. Its stated signal occurs when the oscillator breaks through an upper or lower trigger level, which is set in the indicator parameters. The example configuration…

Technical indicatorsBreakoutForex
MQL5 code base

This document describes a display indicator for the Commodity Channel Index (CCI). It presents the oscillator value for a user-selected period across multiple timeframes in a text panel, with options to adjust the panel size and font and hide timeframes that…

Technical indicators
MQL5 code base

DayDeMarker adapts the DeMarker indicator’s calculation period to the number of bars elapsed in the current day. It is presented for intraday decision support and is available on timeframes from one minute through one day. The description notes that…

Technical indicatorsStatistics
MQL5 code base

This short page describes a simple way to view the intraday performance of individual currencies. Users can adjust line appearance and choose the hour and minute that define the start of a trading day, so the comparison can be aligned to a preferred session…

ForexTechnical indicators
MQL5 code base

This brief indicator note describes ATRratio_HTF, a version of the ATRratio indicator that lets the user choose the chart period through an input parameter. The example period shown is four hours, illustrating that the indicator can be configured to use a…

Technical indicatorsVolatility