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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

Cronex_T_DeMarker_GF is described as a trend indicator that displays two lines and a histogram. Its stated entry signal occurs when the lines cross, while the indicator also highlights divergence. The text characterizes signal recognition as straightforward…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes GannZIGZAG, an indicator that combines ZigZag swing structure with Gann angles. It identifies the tool and its author, Profi_R, and notes that it was originally written for MQL4 before publication in the MQL4 Code Base in 2007. The…

Technical indicators
MQL5 code base

The document describes a MetaTrader 5 dashboard for separating the results of multiple expert advisors running in one account. Each robot’s trades carry a numeric magic number, allowing the dashboard to group activity by strategy instead of relying on…

Risk managementExecutionStatistics
MQL5 code base

This brief indicator description presents a single-window display of three smoothed Average True Range series calculated across different time frames. ATR measures price movement range, so comparing the three series can offer a compact view of volatility at…

Technical indicatorsVolatilityForex
MQL5 code base

The Float indicator analyzes prior chart history to estimate the current trend situation for a currency pair. It marks the apparent beginning and end of trends in a separate chart window and shows Fibonacci retracement and DiNapoli levels on the main chart.…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This GBPUSD expert advisor description outlines a system that opens four positions with separate take-profit levels. Stop-loss and take-profit distances are scaled using ATR coefficients. Once a position reaches its target, the remaining positions are moved…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

SimpleBars_V2 is a chart indicator that colors candlesticks according to the highs and lows of earlier bars. Its stated visual convention marks candles judged to move against the prevailing trend in yellow, offering a quick way to distinguish countertrend…

Technical indicatorsTrend following
MQL5 code base

StepMA 3D is described as a trend indicator that combines three moving averages with Average True Range calculations. The green line acts as a fast trend measure, while the red and blue lines represent the slower trend. The stated directional rule is…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document presents a custom chart indicator that measures the difference between each bar’s opening price and the preceding bar’s close. It converts that difference into points by dividing by the instrument’s point size, then places positive and negative…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

This brief note describes a variation on the Keltner Channel. A conventional channel places bands at an average true range distance above and below a simple moving average. The proposed variant replaces that center average with a Non Lag moving average,…

Technical indicatorsVolatilityForex
MQL5 code base

This document describes an Expert Advisor that trades changes in the ColorJLaguerre oscillator. A signal is generated at bar close when the oscillator changes color in relation to its overbought and oversold levels. The strategy therefore uses an indicator’s…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Highest Lowest indicator marks local extremes: a bar is identified when its high exceeds highs on both sides, or when its low is below lows on both sides. It displays these signals with arrows. The description focuses on how the indicator evaluates price…

Technical indicatorsMarket microstructure
MQL5 code base

This note describes a variation on the Commodity Channel Index. Instead of calculating the indicator from the moving average of typical price, the variant uses the median line of a Step Channel. The channel line is described as reflecting the balance between…

Technical indicatorsVolatilityStatistics
MQL5 code base

This document describes configurable settings for a MetaTrader 5 position risk monitor panel. Users can adjust where the panel appears on a chart, how often it refreshes, and how many open positions it displays. It also lists risk percentage thresholds used…

Risk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor that trades signals from the BBSqueeze indicator. It opens a transaction when a bar closes and the indicator histogram changes color, using that change as the entry trigger. The document gives no further detail about…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief description presents a higher-timeframe variant of the XMA_BBx7 indicator. A timeframe input lets the user select the chart period from which the indicator should draw its information; the provided example selects a four-hour period. The stated…

Technical indicatorsMulti-asset
MQL5 code base

This moving-average modification lets a trader define the input price as a weighted combination of open, high, low, and close rather than choosing only from standard price constants. Four coefficients determine each component’s contribution; components with…

Technical indicatorsBacktesting
MQL5 code base

This indicator describes an empirical way to classify bar direction and identify gaps in price quotes. Rather than relying only on whether a bar closes above or below its open, it evaluates the candle’s total height and body against statistical…

Technical indicatorsStatisticsForex
MQL5 code base

This document describes an indicator that plots stop-loss levels based on Average True Range. It provides an adjustable multiplier and ATR period, and includes helper functions so the calculation can be called from other code. The author says it can be used…

Risk managementTechnical indicatorsVolatility
MQL5 code base

This document presents a programming approach for working with millisecond timestamps in a trading platform. It extends a date-time structure with a millisecond field and methods to convert between milliseconds since the Unix epoch and ordinary date-time…

High-frequency tradingMarket microstructureExecution
MQL5 code base

KI_signals_v2 is described as a trend indicator that derives trade signals from the XMACD histogram. The document identifies the signal source and points to a smoothing library used by the implementation, but it does not explain how histogram values are…

Technical indicatorsTrend followingMomentum
MQL5 code base

This tutorial describes a grid market-making strategy for dYdX v4. It places buy and sell limit orders at geometrically spaced prices around the mid, then shifts the full grid according to net inventory: a long position moves quotes lower, while a short…

CryptoMarket makingGrid tradingOn-chain data
MQL5 code base

This document describes a MetaTrader 4 order-management system in which an Expert Advisor monitors trades and chart scripts create or adjust entry, stop-loss, and take-profit lines by drag and drop. Because the lines are monitored on the trader’s computer…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This document describes a MetaTrader indicator for calculating a euro currency index from five euro exchange rates: EUR/USD, EUR/JPY, EUR/GBP, EUR/SEK, and EUR/CHF. Each rate is raised to a specified weight and multiplied by a constant to form the index. The…

ForexTechnical indicatorsStatistics