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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This brief document describes a customizable version of Bollinger Bands. Its distinguishing feature is that users can choose the moving average method used in the calculation and select which price series supplies the input. The listed average methods…

Technical indicatorsVolatility
MQL5 code base

The document describes a chart indicator that displays signals generated by a separate METRO_Sign indicator on a chosen timeframe. It distinguishes continued trends, shown with a colored circular symbol, from trend changes, shown with a directional arrow.…

Technical indicatorsTrend following
MQL5 code base

Zero Point Force (ZPF) is a technical indicator built from moving averages of price and volume. Its formula multiplies the moving average of volume by the difference between a shorter-period and a longer-period moving average of price, then divides the…

Technical indicatorsStatistics
MQL5 code base

This brief description covers a higher-timeframe version of a volume-weighted moving average cloud indicator. Its main feature is a user-selectable chart period, with four-hour data shown as the default example. The description implies that the indicator can…

Technical indicators
MQL5 code base

Daily BreakPoint is described as a breakout strategy that enters when price moves beyond the prior daily bar by a specified number of points. Its inputs include the breakout distance, minimum and maximum sizes for the last bar, stop loss, take profit, and…

BreakoutTechnical indicatorsPosition sizingRisk management
MQL5 code base

Binario is an Expert Advisor that calculates exponential moving averages of the same period using high and low prices. The description says these averages adjust the system’s settings, but do not generate buy or sell signals. Instead, the EA alternates long…

ForexTechnical indicatorsRisk managementExecution
MQL5 code base

The document introduces a version of the fractal dimension indicator attributed to Mark Jurik. It describes the indicator as a tool for assessing whether price changes appear to be trending or ranging, rather than predicting whether prices will rise or fall.…

Technical indicatorsStatistics
MQL5 code base

This document describes an Expert Advisor that trades from signals produced by the iRSISign indicator. A signal is generated when the indicator displays a colored icon at a bar’s close. The strategy therefore uses the indicator’s signal as its entry trigger;…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief description presents a Hull trend indicator that adds smoothing to the Hull moving average and rounds its output to a user-selected number of digits. The digit setting is an input parameter, so users can choose the displayed precision. The…

Technical indicatorsTrend following
MQL5 code base

This brief reference defines basic candlestick ranges. For a bullish candle, the body is the close minus the open; for a bearish candle, it is the open minus the close. The full high-low range is the high minus the low. The upper and lower wick ranges are…

Technical indicatorsEquities
MQL5 code base

This short description presents AnchoredMomentumCandle, an indicator that renders the output of the AnchoredMomentum algorithm as a sequence of candlesticks. It suggests this view may help analysis by making the processed price time series more informative,…

Technical indicatorsMomentum
MQL5 code base

The document describes the Zero-Lag Exponential Moving Average, a modified exponential moving average intended to reduce lag. It identifies two configurable inputs: the calculation period and the applied price. The formula adjusts the current input using a…

Technical indicatorsStatistics
MQL5 code base

This document describes two stop-management functions. A break-even rule moves the stop loss to the trade’s opening price after the market has moved favorably by more than a user-defined threshold. This is intended to remove the original price risk once the…

Risk managementExecution
MQL5 code base

The DMI Difference oscillator represents directional movement by subtracting the minus directional indicator from the plus directional indicator. A positive difference indicates that plus DI is larger, while a negative difference indicates that minus DI is…

Technical indicatorsMomentum
MQL5 code base

FloatPivot is described as an indicator that plots an estimated price channel rather than a channel derived directly from historical extrema. It applies light smoothing by averaging closing prices used in its calculations. The period should depend on the…

Technical indicatorsBreakoutMean reversion
MQL5 code base

This document describes an Expert Advisor based on the 2pbIdealXOSMA indicator. It opens a trade when the indicator’s histogram changes direction, with the signal evaluated at the close of a bar. The described setup is a rules-based technical approach whose…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes an Expert Advisor strategy that uses the XDeMarker_Histogram_Vol_Direct indicator. It opens trades when a bar closes and the indicator histogram changes direction, shown by a change in the color of its star markers. The description…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes the MIT oscillator, a momentum measure anchored to a user-selected time of day. It compares the current bar’s price with the price at the specified start time, producing a price difference that tracks movement since that anchor. Two…

MomentumTechnical indicators
MQL5 code base

This Expert Advisor uses the Fractal Weight Oscillator to generate signals at bar close. It buys when the oscillator crosses upward through its oversold level and sells when it crosses downward through its overbought level. A higher-timeframe indicator is…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

This brief description outlines an indicator-free expert advisor designed to trade sudden market moves. It places stop orders at a configured distance from the current price and adjusts them at discrete time intervals. When price moves sharply before the…

BreakoutExecutionVolatility
MQL5 code base

This document explains an expert advisor that manages a sequence of positions using a martingale volume multiplier. A new position’s size is calculated by multiplying the previous position’s volume, while user-set distances determine when the next position…

ForexPosition sizingRisk management
MQL5 code base

RiskPerTrade is described as an MT5 tool that displays trading information as percentages instead of monetary amounts. Its stated purpose is to help traders manage emotional reactions, such as holding losing trades too long or closing winners too early, by…

Risk managementPosition sizing
MQL5 code base

This indicator displays the daily change over a selected number of bars and can play configured alert sounds when the current bar reaches a specified limit. Its purpose is to make a chosen change threshold visible and noticeable on a chart. The document…

Technical indicators
MQL5 code base

This indicator counts consecutive identical candles across currency pairs and lets the user change the displayed text size. Its proposed use is to notice when a long run of matching candles may precede a correction or reversal. The description provides a…

ForexTechnical indicatorsMean reversion