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
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

This indicator variation aims to reduce false or excessive signals from a stochastic oscillator. It applies a step chart filter to the calculated stochastic: a user-set step size determines the minimum change treated as significant, and changes in the step…

Technical indicatorsStatistics
MQL5 code base

This MetaTrader expert advisor applies a simple perceptron to three forex symbols: EURUSD, GBPJPY, and AUDNZD. At a synchronized new bar, it evaluates selected values from the Acceleration/Deceleration oscillator and combines them with four parameter-derived…

ForexMachine learningTechnical indicatorsPosition sizing
MQL5 code base

This document describes an Expert Advisor for MetaTrader 5 that uses signals from a BuySell semaphore indicator. It opens a trade when a bar closes and the indicator reverses direction, indicated by a color change and a large colored square. The document…

ForexTechnical indicatorsBacktesting
MQL5 code base

MinPriceChange is an indicator for identifying a possible transition from a flat market into a breakout or reversal. It sums bar-to-bar close changes over a configurable period, then compares the current sum with sums from an earlier lookback. A new signal…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document presents a swing-point detector based on pullbacks rather than fixed candle patterns such as three-bar fractals. While searching for a high, it tracks the highest high and the low of the candle that set it; the high is confirmed when price…

Technical indicatorsBreakoutTrend following
MQL5 code base

This expert advisor demonstrates using Wilder’s Parabolic Stop and Reverse as a trailing stop for existing positions. On each new bar, it updates the stop level toward the position’s favorable price extreme. The acceleration factor rises in fixed increments…

Technical indicatorsTrend followingRisk managementPosition sizing
MQL5 code base

This charting script marks the Sydney, Tokyo, London, and New York forex sessions with colored rectangles. Users set each session’s opening hour and duration, allowing past session windows to be overlaid on price data. The colored regions can help traders…

ForexVolatilityTechnical indicators
MQL5 code base

This brief description presents a candle-based indicator that tracks runs of candles moving in the same direction. When several consecutive candles share a direction, it colors the current candle to match that direction, making the sequence easier to see on…

Technical indicatorsMomentum
MQL5 code base

The document describes a chart indicator that applies the XRSX algorithm to a relevant price time series and displays the processed values as a sequence of candlesticks. The stated purpose is to make the indicator’s information more useful for visual…

Technical indicators
MQL5 code base

This brief description presents an example of plotting a function’s spectrum using a Fast Fourier Transform library. The input can be either a test signal formed by summing three sinusoids with differing parameters or market closing prices. This outlines a…

StatisticsTechnical indicators
MQL5 code base

The Fibo ZigZag indicator identifies successive price highs and lows, measures the distance between them, and plots retracement percentages from the swing extremes. The listed levels are 23.6%, 38.2%, 50%, and 61.8%. It is described as a revised version of…

Technical indicatorsRisk management
MQL5 code base

This indicator uses a smoothed Average Directional Movement Index to mark trend direction and apparent strength on the price chart. It compares the positive and negative directional lines: when the positive line is higher, the chart displays a lime dot; when…

Technical indicatorsTrend following
MQL5 code base

This product description explains an MT5 chart indicator for estimating pip value and position risk. For the current symbol, it displays the pip value of one standard lot in the account’s currency and accommodates different quote precisions and several asset…

ForexRisk managementPosition sizingExecution
MQL5 code base

This document describes a version of the XCCX standard deviation indicator that lets the user select the timeframe used for its calculations. The example input sets the indicator to a four-hour period, while leaving the chart timeframe as a separate choice.…

Technical indicatorsVolatility
MQL5 code base

The document explains a position-sizing function that estimates lot volume from a chosen percentage of account balance and the distance to a stop loss. Its stated calculation first converts the risk percentage into an account-currency risk amount, then…

Position sizingRisk managementForexExecution
MQL5 code base

The document briefly describes an indicator that combines the Commodity Channel Index (CCI) with Tilson’s ratio. It also notes that the implementation limits its calculations to a maximum of 100,000 bars and mentions an expert advisor that implements the…

Technical indicators
MQL5 code base

The document introduces a simple chart indicator that displays support and resistance lines. It recommends considering the lines in range-bound markets and says the indicator can be applied on any timeframe. No calculation method, parameter settings, chart…

Technical indicatorsMean reversion
MQL5 code base

The document describes an oscillator that plots the width of a Donchian channel in a separate window. It defines width as the highest high minus the lowest low over a selected lookback period, providing a simple measure of the price range covered by that…

Technical indicatorsVolatility
MQL5 code base

The document describes a MetaTrader 4 testing workflow for expert advisors that trade multiple symbols and evaluate results by total pips rather than account currency. It says this helps compare symbols with different pip values and avoids relying on swap…

BacktestingRisk managementPosition sizing
MQL5 code base

This indicator description presents a Money Flow Index display that combines three configurable timeframes and offers an average. Its adjustable inputs include the MFI calculation period and volume basis, overbought, median, and oversold levels, each…

Technical indicatorsVolatility
MQL5 code base

This brief indicator description combines a standard Relative Strength Index display with support and resistance levels drawn on the chart. It says the RSI can be used in the usual way and that changes in the indicator's color may also be treated as signals.…

Technical indicatorsEquitiesMean reversion
MQL5 code base

This MQL5 example shows how to extract MACD values over a chosen date range, identify zero-line crossings, and save each signal with its timestamp in a CSV file. A crossing from below zero to zero or above is labeled as a buy signal; a crossing from above…

Technical indicatorsForexExecution
MQL5 code base

This document describes a read-only MetaTrader 5 diagnostic for sizing a hypothetical trade to a cash-risk budget. It estimates the loss on one lot between an entry and stop with the terminal’s profit calculator, subtracts a user-entered reserve for costs,…

Position sizingRisk managementExecution
MQL5 code base

Woodies CCI is described as a technical indicator that combines two Commodity Channel Index calculations using different lookback periods. The document identifies its author and notes that the indicator was originally written in MQL4 and published in a…

Technical indicators