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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

The document briefly describes an indicator built from two Double Exponential Moving Averages applied to averaged high and low price series. Together, these averages form a channel. Candles that move beyond the channel receive a color associated with the…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document explains how to create synthetic currency strength instruments in MetaTrader 5. For each currency, it combines readings from several currency pairs, where each reading represents the close price’s position within the recent high-low range. The…

ForexTechnical indicatorsMulti-asset
MQL5 code base

This brief description presents a utility for showing the time remaining before the current candlestick closes. It is aimed at chart intervals that may be less intuitive to track, including intraday and multi-hour periods. The practical purpose is to let a…

ExecutionTechnical indicators
MQL5 code base

This document describes an indicator that displays power-weighted moving averages calculated on three selectable timeframes over a price chart. A trader can set the calculation period and power, choose how the values are drawn, and select the timeframes for…

Technical indicatorsTrend following
MQL5 code base

This brief description introduces a MetaTrader indicator that displays trend information from the SimpleBars indicator at a fixed timeframe. It mirrors the source indicator’s bar colors, with marks on the signal line appearing when a bar in the selected…

Technical indicatorsTrend following
MQL5 code base

This expert advisor uses the Chaikin Oscillator to classify conditions as flat or trending, then looks for directional entries when the market is not classified as flat. It examines a configurable run of oscillator readings and labels the market flat when a…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This document describes adapting a semaphore-style indicator based on the DeMarker oscillator so it can notify a trader when its buy or sell signal buffers contain a signal. The alert logic checks a selected bar, tracks a counter, and can issue a sound…

Technical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor that combines an indicator signal from three timeframes: M1, M5, and H1. The H1 indicator value selects the permitted position direction, either buying or selling. The two shorter timeframes then provide entry…

Multi-assetTechnical indicatorsExecution
MQL5 code base

The document describes two ways to construct a Lagrange polynomial in an indicator tool. One option detects local maxima and minima automatically and uses those points as the basis for the polynomial. The other builds the polynomial from points chosen by the…

Technical indicatorsStatistics
MQL5 code base

This short description introduces an indicator that uses the X2MA moving average as the price series for an iSAR, or parabolic SAR, calculation. The stated aim is to smooth the parabolic indicator through the moving average, with the intention of making its…

Technical indicatorsTrend following
MQL5 code base

This brief technical note discusses implementing an exponential moving average (EMA) in a trading indicator. It focuses on execution speed and code reuse, noting that the calculation is relatively simple and that an implementation without nested loops should…

Technical indicatorsExecutionHigh-frequency trading
MQL5 code base

This indicator description presents large and small trigger lines as a visual aid for reading market direction alongside an existing trading strategy. It frames the large lines as a proxy for the broader or higher-timeframe trend and the small lines as a…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor description explains how to configure separate long and short trading systems around changes in the color of the XDidi Index Cloud indicator. Each side has its own magic number, position sizing settings, and entry and exit switches,…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document explains a chart utility that derives standard timeframe charts from one-minute data and can optionally recreate the one-minute volume series before conversion. A configurable parameter controls the treatment: negative values below a threshold…

Market microstructureBacktestingTechnical indicators
MQL5 code base

The document describes a chart indicator built around a TimeZonePivots channel. It marks candlesticks that extend beyond the channel’s upper or lower limits, using candle colors to distinguish whether the move agrees with the prevailing trend. Trend-aligned…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document describes a MetaTrader indicator that marks five price-action concepts: breaks and changes in market structure, order blocks, fair value gaps, equal highs and lows, and buy or sell signals. Swing pivots use a configurable lookback; a break…

Technical indicatorsBreakoutRisk management
MQL5 code base

This MetaTrader Expert Advisor uses a custom Breakout Bars Trend indicator to trade trend reversals. It opens a position when the indicator changes direction, or can wait until the current reversal follows a configured number of false signals. A signal is…

ForexTrend followingBreakoutRisk management
MQL5 code base

The document describes a support and resistance indicator based on the prior candle’s high, low, and close. For daily levels, it uses the previous day’s candle and applies the resulting levels to charts below the daily timeframe; levels are recalculated each…

ForexTechnical indicatorsStatistics
MQL5 code base

This note describes a utility that trails an open position’s stop loss using Parabolic SAR on a selected timeframe. For a buy position, it considers moving the stop when the prior bar’s SAR is above the entry price and below that bar’s low. For a sell…

Technical indicatorsRisk managementExecution
MQL5 code base

The document introduces John Ehlers’ Center of Gravity indicator as a finite impulse response filter applied to price, with a configurable calculation period. It presents the indicator as a low-lag tool for spotting potential turning points. The basic signal…

Technical indicatorsMean reversionStatistics
MQL5 code base

The document describes a lightweight reporting setup for MetaTrader accounts. An expert advisor writes account balance and position change information to text files, while a separate ICQ bot responds to user commands by sending the contents of selected…

ExecutionRisk management
MQL5 code base

The document outlines an expert advisor for EURUSD that trades around the European and American sessions. It identifies session start and end times as configurable inputs and describes a minimum European-session range, stop loss, take profit, and a lot-size…

ForexBreakoutRisk managementPosition sizing
MQL5 code base

This description outlines an Expert Advisor based on the MALR indicator. It opens short positions when price crosses the indicator’s upper line downward and opens long positions when price crosses its lower line upward. Optional controls include adding a…

ForexTrend followingPosition sizingRisk management
MQL5 code base

This brief description introduces a linear regression indicator for estimating prices from historical observations. It says the indicator fits a straight line to price points using the least-squares method, with the number of bars as an input parameter. A…

StatisticsTechnical indicators