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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 description presents Zero Lag Stochastic (ZLS) as a composite of five stochastic oscillators. Each component can use its own %K and %D periods, slowing value, calculation method, price field, and weight; a shared smoothing period applies to…

Technical indicatorsEquitiesStatistics
MQL5 code base

The document explains a forex scalping system based on price briefly crossing a confirmed swing high or low, then closing back through it. The system marks the sweep candle as a potential order block and waits for a later candle to break back through its…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

The document describes an indicator formed by calculating the Relative Strength Quality Index (RSX) and then feeding that calculated series into a second RSX calculation as though it were price data. It attributes the underlying idea to Mark Jurik,…

Technical indicatorsMomentum
MQL5 code base

CandleStop_System is described as a chart indicator that colors candlesticks when they move beyond the limits of a CandleStop channel. The color also communicates the candle’s relationship to the prevailing trend: brighter fills mark candles aligned with the…

Technical indicatorsTrend followingBreakout
MQL5 code base

KLines is a technical indicator that plots support and resistance levels using the high and low extremes of periods across five timeframes. Its central idea is to use recent or timeframe-specific extremes as reference prices where the market may encounter…

Technical indicators
MQL5 code base

The document describes a stochastic expansion oscillator as a variation on the conventional stochastic oscillator, with a distinct calculation and display. It identifies three inputs: the %K lookback period, a slowing period, and a noise filter period used…

Technical indicatorsStatistics
MQL5 code base

The document describes an indicator derived from PanPrizMA Sin leverage 72 that calculates a wave’s phase and amplitude. Phase is expressed in degrees across a full cycle, with a complementary antiphase representation; amplitude is measured in price points.…

Technical indicatorsStatisticsTrend following
MQL5 code base

The document explains a MetaTrader volume profile indicator that groups trade counts or reported volume by price over chart intervals or a user-selected range. Users can choose range boundaries, data source timeframe, histogram style, and which reference…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This document describes a smoothed Money Flow Index oscillator displayed as a histogram. Its values are mapped to a symmetric range from -50 to +50 to make the display easier to read. Histogram colors can be configured to highlight either breaks beyond…

Technical indicatorsMomentum
MQL5 code base

The document describes a chart indicator that displays three JFATL smooth fast digital filters, each using a different timeframe. Its stated function is to let users view the filters together on one chart, potentially offering a multi-timeframe perspective…

Technical indicatorsTrend following
MQL5 code base

This document introduces a VWAP indicator for intraday trading and describes its use in judging price relative to a volume-weighted average. It notes that algorithmic and institutional traders use VWAP as a reference, while day traders may use it to assess…

Technical indicatorsExecutionMarket microstructure
MQL5 code base

The Quantitative Qualitative Estimator (QQE) combines a smoothed Relative Strength Index with fast and slow trailing levels. These levels are based on the variability of the smoothed RSI rather than directly on price ranges. To construct them, the method…

Technical indicatorsVolatilityMomentum
MQL5 code base

A Recursive Moving Average applies repeated smoothing to a price series, with the number of iterations controlling how smooth the result becomes. The description connects this approach to indicators such as double and triple exponential moving averages and…

Technical indicatorsMomentumStatistics
MQL5 code base

This description outlines an expert advisor that adds orders at set grid intervals after an initial position is opened. Traders can configure whether order size increases as the grid expands, and can use RSI and CCI signals at grid steps to filter additional…

Grid tradingTechnical indicatorsPosition sizingForex
MQL5 code base

This document describes a Tom DeMark-inspired moving average indicator that identifies a likely trend from changes in recent highs or lows. A bullish condition occurs when the current low exceeds prior lows over a configurable trend period; a bearish…

Technical indicatorsTrend followingEquities
MQL5 code base

This document explains a chart indicator that builds Fibonacci levels from successive swings identified by the ZigZag indicator. Keyboard controls move through swings, while users can show, hide, drag, or extend a Fibonacci drawing and edit its levels.…

Technical indicatorsVolatilityForex
MQL5 code base

This short description presents a modified display of the Parabolic Stop and Reverse indicator in a separate chart window. Its additional function checks whether the charted instrument has an open position and issues an alert when the SAR signal moves…

Technical indicatorsRisk managementExecution
MQL5 code base

This brief description introduces a Parabolic Moving Average indicator that displays standard deviation bands. It identifies three user-adjustable inputs: the moving-average period, the price series used for the calculation, and the band deviation. Together,…

Technical indicatorsVolatility
MQL5 code base

This expert advisor concept uses candle size as a trade filter: when a candle exceeds a configurable pip threshold, it opens a buy trade. If that trade loses, the next trade uses a larger lot, with the scaling factor controlled by the user. The author frames…

ForexRisk managementBacktesting
MQL5 code base

This brief document describes a higher-timeframe version of the HVR indicator. A user selects the indicator’s chart period through an input setting, allowing the HVR display to use a timeframe different from the chart where it is viewed. The description says…

Technical indicators
MQL5 code base

This document describes an expert advisor built around crossovers between two moving averages, with a third moving average used as a filter. It exposes settings for each average’s period, shift, method, and display color, and describes plotting the averages…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

The document briefly introduces r_Gator as an analogue of the Alligator technical indicator, with the stated aim of reducing signal lag. It notes that the indicator was first implemented in MQL4 and published in 2008. No formula, parameter settings, chart,…

Technical indicatorsTrend following
MQL5 code base

This indicator description combines the Williams %R oscillator with Bollinger Band boundaries to define overbought and oversold areas. The band thresholds are intended to adapt to the oscillator’s behavior, rather than relying only on fixed levels. The…

Technical indicatorsForexMean reversionVolatility
MQL5 code base

This Chinese-language post describes an equity screening rule using RSI below 65, a three-candle pattern described as three consecutive down candles, and prior-day turnover above 8%. It frames RSI and the candle sequence as signs of weakness, while high…

EquitiesTechnical indicatorsSentiment