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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
WonderTrader
14 documents
Alphalens
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

The document discusses a bar-style presentation of John Ehlers's Detrended Synthetic Price indicator, described as a basic oscillator displayed as colored bars on the main price chart. It contrasts this version with an approach that relies on fixed threshold…

Technical indicatorsTrend following
MQL5 code base

This document outlines a long-only breakout strategy attributed to an earlier system by Chuck LeBe and David Lucas. It uses a rising long-period moving average as a directional filter. A buy signal occurs when the closing price crosses upward through the…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

The document describes an indicator that presents trend information from the CronexChaikin indicator on a fixed timeframe. It derives its signal from the relative positions of the indicator’s main and signal lines, and displays the source indicator’s cloud…

Technical indicatorsTrend following
MQL5 code base

This document describes a one-minute EUR/USD scalping example built around virtual pending orders. A library simulates buy-stop and sell-stop orders, including stop-limit variants, by checking whether price or an indicator crosses specified thresholds.…

ForexTechnical indicatorsExecutionMarket microstructure
MQL5 code base

This Expert Advisor uses a fixed alternating direction: it starts with a buy and switches between buys and sells on successive trades. It opens trades at candle starts and applies stop loss and take profit settings. After a losing trade, the next position…

ForexPosition sizingRisk managementBacktesting
MQL5 code base

This MetaTrader 5 Expert Advisor is a position-management utility for traders who enter trades manually. It does not create entry signals or open positions. For buys, it places an initial stop beyond a recent swing low; for sells, beyond a recent swing high.…

Risk managementPosition sizingTechnical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor that uses the TrendContinuation indicator to generate trade signals. It checks for a change in the indicator’s direction, identified by a color change, when a bar closes. The document also gives a setup note for…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader indicator that annotates candles with price gains or losses when a configured threshold is exceeded. It reports changes both in points and percentage, with two calculation modes: current close versus open, or current…

Technical indicatorsForex
MQL5 code base

The Gann High Low Activator is described as a channel built from moving averages of prior-period highs and lows. The close determines which of the two curves is plotted, producing a line that can be used to track the boundary a price move would need to cross…

Technical indicatorsTrend followingBreakout
MQL5 code base

This indicator description explains how to plot a moving average calculated on one timeframe over a chart using another timeframe. It lists inputs for the calculation period and method, the applied price, the calculation timeframe, and the drawing mode. The…

Technical indicatorsEquities
MQL5 code base

Moving Average Bands Width (MABW) is described as a volatility indicator based on the percentage distance between moving average bands. Wider bands correspond to rising volatility, while narrower bands correspond to declining volatility. Changes in width may…

Technical indicatorsVolatility
MQL5 code base

This indicator combines smoothed Heiken-Ashi candles with two color-filled channels. The channels are based on mean-square deviations calculated from the indicator candles’ highs and lows. Its configurable parameters include the smoothing method and depth, a…

Technical indicatorsVolatility
MQL5 code base

This note describes a modified MACD that smooths a normalized version of the indicator and adds bounds based on minimum and maximum values. It briefly reviews conventional MACD, formed from the difference between fast and slow exponential moving averages,…

Technical indicatorsTrend followingMomentum
MQL5 code base

Aegis Quantum Lite is described as an educational MetaTrader 5 expert advisor using completed-candle signals. It opens a buy when the fast exponential moving average is above the slow average and RSI exceeds its configured buy threshold; a sell uses the…

ForexTechnical indicatorsTrend followingExecution
MQL5 code base

The document describes a variation on the Commodity Channel Index (CCI) intended to reduce its rapid, jagged movements. Instead of smoothing the finished CCI series, it filters the input prices first and then calculates CCI from those filtered prices. The…

Technical indicators
MQL5 code base

This document explains a chart indicator that displays the direction of a trend or a potential deal signal generated by a separate trend-arrow indicator. It distinguishes continuation from a change in trend: continuation appears as a horizontal…

Technical indicatorsTrend followingExecution
MQL5 code base

This Expert Advisor seeks possible trend changes by tracking the difference between two moving averages. It applies a cubic nonlinear transformation to that difference, amplifying larger departures from zero relative to smaller ones, then uses upper and…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor trades signals from the F2a_AO semaphore indicator after filtering them by the direction of a closed candle on a higher timeframe. The timeframe and candle index are configurable, with daily timeframe and the most recently closed bar as…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document explains an expert advisor approach for managing stop loss, take profit, and trailing exits locally on a trader’s computer. Because the stop orders are virtual, they are not sent to the broker. The article also says the system ignores broker…

Risk managementExecutionPosition sizing
MQL5 code base

The document describes an enhancement to the EMAVFS indicator that marks trend strength with colored dots on its moving average. The dot color indicates the current trend direction, while the standard deviation of the indicator determines whether a dot…

Technical indicatorsStatisticsTrend following
MQL5 code base

KWAN_NRP combines values from the stochastic, relative strength index, and momentum indicators into a two-color histogram. Its stated interpretation is directional: rising indicator values and green bars accompany asset growth, while falling values and pink…

Technical indicatorsMomentum
MQL5 code base

The indicator evaluates a family of AbsolutelyNoLagLwma smoothed price series across periods generated by an arithmetic progression. At each update, it determines the direction of each smoothed series, counts positive and negative directions, and smooths…

Technical indicatorsTrend followingVolatility
MQL5 code base

This MQL5 library controls when an Expert Advisor processes incoming ticks. At startup it reads or constructs trading-session schedules for each day of the week, supporting up to ten sessions per day. The example creates a session-control object for the…

ExecutionMarket microstructure
MQL5 code base

The Ehlers Filter is presented as an indicator for following the common price trend and trading in its direction. It exposes three settings: the period used for smoothing, the momentum lookback, and the applied price series. Its calculation takes moving…

Technical indicatorsTrend followingMomentum