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
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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This indicator lets the user construct an input price series by combining the open, high, low, and close prices with four configurable coefficients, then applies a moving average to that series. The approach extends conventional moving-average inputs by…

Technical indicatorsStatistics
MQL5 code base

The indicator presents trend direction across ten timeframes using the direction of a ColorZerolagTriXOSMA indicator. It displays one line per timeframe: purple indicates the oscillator is rising, pink indicates it is falling, and gray represents other…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor trades signals from an X-period candle channel system. A signal is generated when a bar closes after breaking through the channel, and the system can close an open position once it has been held longer than a configured time limit. The…

ForexBreakoutExecutionBacktesting
MQL5 code base

The indicator described here anchors Fibonacci analysis to confirmed swing highs and lows rather than arbitrary chart points. It calculates retracement and extension references, then compares them across three configurable timeframes. When multiple levels…

Technical indicatorsStatisticsRisk management
MQL5 code base

This indicator description explains a signal based on the intersection of three moving averages ordered from fastest to slowest. It separates arrows for crosses that occurred on an earlier bar from “ghost” arrows marking an intersection on the current bar.…

Technical indicatorsMomentumExecution
MQL5 code base

This Expert Advisor uses a moving average to generate directional trading signals. When the current ask is above the moving-average value from the prior bar, it signals a buy; when the current bid is below that value, it signals a sell. The description…

Technical indicatorsTrend followingExecutionRisk management
MQL5 code base

This document describes an Expert Advisor that opens trades when a bar closes and the TSI_CCI indicator cloud changes color. It identifies the signal timing and notes that the indicator file must be installed for the advisor to run. A trading library is…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This brief indicator description concerns a semaphore-style signal tool that marks breakouts through a dynamic price channel. Its stated purpose is to form signals when price breaks that channel, offering a technical mechanism for identifying possible trend…

Technical indicatorsBreakoutTrend following
MQL5 code base

This brief description identifies SMI_Correct as a variation of the Stochastic Momentum Index, drawing on William Blau’s work on momentum, direction, and divergence. It attributes the indicator to an author and notes that the implementation uses reusable…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes a version of the Commodity Channel Index smoothed with Tillson’s algorithm. Its defining behavior is recalculation on every incoming tick, with the indicator drawn in real time. The description also notes an implementation detail:…

Technical indicatorsStatistics
MQL5 code base

This document describes an Expert Advisor signal based on price breaking through a level set at a distance from the CorrectedAverage moving average. A trade signal is generated at the close of a bar when price crosses that offset threshold. The distance is…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This document introduces a version of William Blau’s Ergodic Oscillator that lets the user choose the timeframe from the indicator’s input settings. The example setting selects a four-hour chart period, illustrating how the indicator can be configured to…

Technical indicators
MQL5 code base

This Expert Advisor tests a time-based breakout approach. At 15:00 Moscow time, it places a buy stop and a sell stop 100 points from the current price, with a 200-pip stop loss on each order and no take-profit target. If one order triggers, the other remains…

BreakoutExecutionRisk managementBacktesting
MQL5 code base

This expert-advisor design periodically searches recent price history for RSI or MFI thresholds that produced the greatest simulated monetary profit. It tests buy and sell signals separately across candidate indicator levels, using crossings of oversold and…

ForexTechnical indicatorsMachine learningBacktesting
MQL5 code base

BoDi measures the distance between the upper and lower Bollinger Bands and displays that width as a histogram. Because the bands widen as volatility rises and contract as it falls, the author interprets expansion as an active directional impulse and…

Technical indicatorsVolatilityTrend followingBreakout
MQL5 code base

The document outlines the construction of the Klinger Oscillator, a volume-oriented technical indicator attributed to Stephen Klinger. It first calculates typical price from the high, low, and close. Turnover is then assigned a positive or negative sign…

Technical indicatorsEquitiesFutures
MQL5 code base

This document describes an indicator that displays Heiken Ashi candlesticks in a separate chart subwindow. The separate pane is intended to let traders inspect the candles without placing them over the main price chart. It also allows customization of candle…

Technical indicatorsForex
MQL5 code base

This document describes a MetaTrader indicator that identifies bullish and bearish pinbar candlestick patterns using price action, without relying on standard technical indicators. It marks bullish patterns below their candles and bearish patterns above…

Technical indicatorsForexStatistics
MQL5 code base

This note describes a pivot-point indicator that adds four ways to calculate the central pivot from the previous session’s high, low, and close, with some variants also incorporating the current open or giving the previous close additional weight. These…

Technical indicatorsEquitiesFutures
MQL5 code base

This brief entry describes a technical indicator intended to display the relative power of bullish and bearish market forces. It identifies the indicator as an MQL4-origin work later associated with a MetaTrader 5 implementation, and notes that the…

Technical indicatorsStatistics
MQL5 code base

The document describes a higher-timeframe variant of the iAnchMom indicator for MetaTrader 5. Its input allows the user to select the chart period used by the indicator, with a four-hour period shown as the default example. This makes it possible to consult…

Technical indicatorsMomentumFutures
MQL5 code base

This document describes an alert-enabled signal indicator built around the classic Money Flow Index. It marks signals when the oscillator exits overbought or oversold territory, then adds configurable sound alerts, email messages, and mobile push…

Technical indicatorsForexExecution
MQL5 code base

The Balance of Power indicator, attributed to Igor Livshin, estimates the relative ability of buyers and sellers to push prices toward their extremes. The page says this implementation follows the indicator as described in an article published in Stocks and…

Technical indicatorsMarket microstructure