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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 describes a rule for generating entry signals on Monday. It uses the HourOpenPos input to choose the hour when the signal is formed, then evaluates price movement from the previous day’s open through the current value. The document gives a…

ForexTechnical indicators
MQL5 code base

This document outlines a simple foreign exchange Expert Advisor built around Williams Percent Range (WPR). It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. The signal is…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document describes a script that writes closing prices for all symbols available on a trading platform to a CSV file. The user can choose the output filename and select which bar’s close to export, making the script a basic way to collect a cross-section…

BacktestingStatistics
MQL5 code base

The Random Walk Index (RWI) is presented as a way to assess whether price movement is more consistent with a statistically meaningful trend or with random, choppy behavior. It compares observed price ranges over a chosen period with a range expected under a…

Technical indicatorsStatisticsTrend following
MQL5 code base

DI Cluster overlays three versions of an ADX-family indicator calculated with separate periods. Rather than applying fixed threshold levels, it uses intersections among the three lines to define changing reference points. The display can show the ADX…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document describes an automated strategy that places buy-stop and sell-stop orders around the current price. It uses a configurable initial distance and checks the spread before placing orders; if the spread is above a set limit, it skips placement. The…

ExecutionRisk managementBacktestingBreakout
MQL5 code base

This document describes a MetaTrader 5 indicator that adds a timeframe input to an average bar size indicator. The user can select a chart period, with a four-hour period shown as the default, so the indicator can present average bar size information from a…

Technical indicatorsStatistics
MQL5 code base

The document describes a variant of the Hull moving average (HMA) that lets users adjust its speed through an HMASpeed parameter. It explains the direction of the adjustment: lower parameter values make the HMA slower, while the original HMA uses a speed…

Technical indicators
MQL5 code base

The document explains the U.S. Dollar Index as a weighted geometric measure of the dollar against six major currencies. It lists the basket weights and gives a formula that combines the exchange rates, with negative exponents for EURUSD and GBPUSD and…

ForexMulti-assetStatistics
MQL5 code base

The proposed A-share screen combines turnover between 3% and 12%, market capitalization below 10 billion yuan, nonnegative earnings, and a newly formed KDJ golden cross. The crossover condition is presented as a way to find potential opportunities among…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document explains a Kagi chart variant plotted on the chosen timeframe so that the timing of line formation is visible. Its construction depends on price moving a specified distance and breaking prior local highs or lows, rather than on moving averages…

Technical indicatorsTrend followingBreakoutBacktesting
MQL5 code base

The document briefly describes an indicator that draws three Bollinger Band channels around a moving average as a colored cloud. It can show the latest band values as price labels and round those values to a user-selected number of digits. The stated digit…

Technical indicatorsVolatility
MQL5 code base

This document describes the William Blau Stochastic Momentum indicator and its configurable inputs: lookback period, three smoothing periods, and the applied price. It first finds the midpoint of the highest and lowest prices across the lookback window, then…

Technical indicatorsMomentum
MQL5 code base

The document introduces a ZigZag indicator that displays its values as fractal labels. It notes that these labels repaint in a manner similar to the turning-point extremes of the original ZigZag. The material is a brief feature description rather than a…

Technical indicatorsStatistics
MQL5 code base

The document describes an indicator that combines a smoothed line chart with tick volume to represent market direction. Its stated purpose is to reduce the visual impact of short, noisy price movements compared with a basic line chart. The smoothing amount…

Technical indicatorsTrend followingMarket microstructure
MQL5 code base

The document presents the Repulse oscillator as an indicator for identifying possible price rebounds or pullbacks near strong levels. It has a Repulse period and a signal period, which control the oscillator calculation and its signal line. The calculation…

Technical indicatorsMean reversionStatistics
MQL5 code base

The document explains the Guppy multiple moving average indicator as two groups of exponential moving averages. One group uses periods 3, 5, 8, 10, 12, and 15 to represent short-term trading activity; the other uses periods 30, 35, 40, 45, 50, and 60 to…

Technical indicatorsTrend followingEquities
MQL5 code base

The document describes an indicator that constructs a sliding line using fourth-degree polynomial interpolation, then extrapolates it with a sine wave. It refers to alternative shapes for the extrapolated line, including nearly constant behavior and a…

Technical indicatorsStatistics
MQL5 code base

The document describes a way to distinguish results when multiple Expert Advisors (EAs) and manual trades share one account. An account-level equity curve combines their activity, making it hard to see which systems generated gains, stopped trading, or…

ExecutionStatistics
MQL5 code base

This Chinese-language summary introduces TS-Boost, a machine-learning framework for equity factor selection. It identifies two challenges in financial data: observations may not share the same distribution over time, and market signals can have low…

EquitiesMachine learningFactor investingPortfolio construction
MQL5 code base

EES Hedger is a utility for MetaTrader that opens a position opposite to a trade initiated manually or by another expert advisor. It detects trade events through the platform’s transaction mechanism and uses configured parameters to set the new position’s…

ForexExecutionRisk management
MQL5 code base

This indicator modifies the Heikin Ashi open calculation by making its smoothing period adjustable. The document describes the standard open as an exponential moving average of total price with a fixed smoothing factor, then explains that users can select…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document briefly describes an Expert Advisor called OpenTicks. At each new bar, it evaluates the previous four bars, though it does not explain the exact signal rules or how those observations determine entries. It also describes a position-management…

Risk managementPosition sizing
MQL5 code base

This indicator presents Heikin-Ashi values as two lines on a chart: a dotted line for the open and a solid line for the close. The motivation is that Heikin-Ashi charts can make trends look clearer by reducing visual noise, while their displayed candle…

Technical indicators