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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

VFractals marks fractal levels when the bar forming a fractal has volume greater than the average volume of the three bars preceding that fractal. The volume condition acts as a filter: the indicator highlights qualifying fractals rather than describing…

Technical indicatorsMarket microstructure
MQL5 code base

The Dynamic High/Low Band Overlay places two bands on a price chart using the high and low range over a chosen period. Its inputs are the lookback period and an expansion factor. The upper band is positioned from the rolling minimum toward the maximum by the…

Technical indicatorsBreakout
MQL5 code base

The document describes an indicator that represents a MomentumCandle oscillator as a sequence of candlesticks and places a Keltner Channel around its average value. This combines a momentum-style display with channel bands, so the oscillator can be viewed in…

Technical indicatorsMomentumVolatility
MQL5 code base

This document describes an alert layer for the Volatility2Step indicator. When the indicator crosses a user-defined trigger level, the program can issue notifications. Inputs let a trader set the threshold, choose which bar to evaluate, set the number of…

Technical indicatorsExecution
MQL5 code base

The document describes a MetaTrader-style expert advisor that combines Standard Deviation Channel Lines with two moving averages to trade in the direction of a trend. The channel is intended to act as a filter, and the EA also offers configurable take-profit…

ForexEquitiesTechnical indicatorsTrend following
MQL5 code base

The document describes a directional filter for automated trading based on the MACD signal line. Long conditions are enabled when the signal line is above zero and its latest completed bar is higher than the prior bar. Short conditions are enabled when the…

Technical indicatorsMomentum
MQL5 code base

The document introduces two indicators derived from an article on automated support and resistance: the Widner Support Oscillator (WSO) and Widner Resistance Oscillator (WRO). Each compares the current closing price with the six most recent levels of its…

Technical indicatorsStatistics
MQL5 code base

This MetaTrader expert advisor describes a forex strategy that enters after a candle closes beyond a trendline connecting recent ZigZag peaks or troughs. Buy and sell rules mirror one another. A moving average filter requires price to be on the matching side…

ForexBreakoutTrend followingTechnical indicators
MQL5 code base

The document introduces the Vortex indicator through its relationship to Wilder’s Directional Movement Index. It explains directional movement by comparing each bar’s high and low with the prior bar: upward movement measures extension above the previous…

Technical indicatorsTrend followingStatistics
MQL5 code base

This indicator description explains a histogram version of the Williams Percent Range (WPR) oscillator. It rounds oscillator values within the standard range from minus 100 to zero into discrete levels, with the selected input controlling the rounding…

Technical indicatorsVolatility
MQL5 code base

The Elder Impulse System is a technical indicator intended to identify transitions in which a price trend accelerates or weakens. It combines an exponential moving average with the MACD histogram: the moving average represents trend direction, while the…

Technical indicatorsTrend followingMomentum
MQL5 code base

This entry describes an Expert Advisor that uses the Center of Gravity indicator. It generates a signal when a bar closes with the indicator crossing its signal line, making the bar close the stated confirmation point. The entry specifies that the compiled…

Technical indicatorsForexBacktesting
MQL5 code base

This document describes an Expert Advisor that uses a Slow Stochastic oscillator for entry decisions. It offers alternative signal modes based on the oscillator changing direction, crossing the 50 level, or a change in the signal-line cloud color. The…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

RSIOMA combines two moving averages with a Relative Strength Index calculation, then smooths the resulting RSI with another moving average. The indicator displays the RSI-based line and its smoothing in a separate panel, along with a histogram intended to…

Technical indicatorsMomentumTrend following
MQL5 code base

The document describes a simple momentum indicator paired with a moving average of that indicator. Its trading rule watches for the two lines to cross and uses their position relative to the 100 level to choose a direction: a crossover below the level…

MomentumTechnical indicators
MQL5 code base

SizeBar measures bar size in points while accounting for the spread and the maximum movement in one direction. The author recommends comparing its readings across charts to identify bars that are relatively large. This makes it a descriptive chart-analysis…

Technical indicatorsMarket microstructure
MQL5 code base

This indicator displays the opening level of the trading day on chart timeframes shorter than two hours. It allows the user to shift the start time used to define the day, which can help align the displayed level with a broker's trading-session convention. A…

Technical indicatorsMarket microstructure
MQL5 code base

This indicator searches for upper and lower fractals on moving average lines rather than directly on price. It uses two moving averages, with separate applied-price settings for locating upper and lower formations. The configurable inputs are the…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that trades when the Bear Bulls Power histogram changes color. It checks for a color change at bar close and uses that change as the entry signal. The page notes that the strategy depends on a separately compiled…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a forex Expert Advisor that places market orders in one direction at fixed price intervals. A configured maximum price sets the top of the trading range; the examples show a range extending ten yen or ten cents below that level. The…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

The VKW_Bands_Modify indicator is described as a timing aid for placing pending orders. It draws a channel using thick pink and light green boundary lines, alongside a fast blue line from the METRO indicator. The proposed setup occurs when that fast line…

Technical indicatorsExecutionBacktesting
MQL5 code base

This document explains a MetaTrader 4 script that builds an offline chart for a user-defined basket of instruments and updates it as new ticks arrive. It calculates basket prices using a geometric mean, allows directional weights—including fractional…

Multi-assetPortfolio constructionForexEquities
MQL5 code base

The document describes a chart indicator that plots three Bollinger Band channels derived from one moving average and displays the latest values as price labels. It is a visualization tool for viewing multiple volatility envelopes around a smoothed price…

Technical indicatorsVolatility
MQL5 code base

This document describes a histogram version of Trend Envelopes that lets the user calculate the indicator from smoothed or filtered prices instead of raw prices. The filtering method is a parabolic weighted moving average, which the author characterizes as…

Technical indicatorsTrend following