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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 introduces a currency strength meter that compares percentage price changes across periods. Its stated purpose is to help traders distinguish trending markets from consolidating ones by assessing relative currency strength. The material gives…

ForexTechnical indicatorsTrend followingBreakout
MQL5 code base

The document describes an Expert Advisor organized as separate long and short systems, each with its own entry and exit switches, settings, and trade identifier. It uses signals from the ColorSchaffJJRSXTrendCycle indicator and allows long and short…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This note describes a modified Aroon indicator for MetaTrader 5. It says the version addresses a common implementation issue in which the indicator does not reach the zero level, and adds the ability to view Aroon readings from multiple time frames. In…

Technical indicatorsTrend following
MQL5 code base

This indicator fits a Lagrange interpolating polynomial to selected price points on a chart, then uses the polynomial to calculate subsequent points. The user selects a starting bar and an ending bar for the analysis, along with the number of bars to…

Technical indicatorsStatistics
MQL5 code base

This document describes an Expert Advisor that trades signals from the FX Fish 2MA indicator, with EURUSD on an hourly chart given as its example. It buys when the Fish value is below zero and crosses its average, and sells when the Fish value is above zero…

ForexTechnical indicatorsRisk management
MQL5 code base

The Coppock indicator is a momentum measure intended to flag the start of bullish market trends. Its underlying formula was introduced by Edwin Sedgwick Coppock in 1962. A signal occurs when the indicator rises through zero, which is interpreted as a…

Technical indicatorsMomentumTrend following
MQL5 code base

This indicator displays the Relative Strength Index state across ten timeframes using a row of colored squares. Red marks a timeframe where the oscillator is below its oversold threshold, medium blue marks one where it is above its overbought threshold, and…

Technical indicatorsMean reversion
MQL5 code base

The document describes an adaptive moving average that uses the efficiency ratio to adjust how an EMA responds to price movement. It attributes the efficiency ratio to Perry Kaufman and presents this version as a simplified alternative to his adaptive moving…

Technical indicatorsVolatilityStatistics
MQL5 code base

This indicator highlights the bars with the largest and smallest high–low ranges within a user-selected search range. The user can independently choose whether to display the widest bar, the narrowest bar, or both. The description labels the widest bar as a…

Technical indicatorsVolatility
MQL5 code base

This brief description introduces an indicator that marks fractals on a price chart and can display the bar number used to determine each fractal. Its input includes a configurable candle period, allowing the user to set the number of candles involved in the…

Technical indicators
MQL5 code base

This brief note describes a higher-timeframe version of a Change of Volatility indicator. Its main feature is a user-selectable chart period, with a four-hour period shown as the default. The indicator is intended to display volatility-change information…

Technical indicatorsVolatility
MQL5 code base

The document describes an indicator that modifies a simple moving average using a configurable lag reduction factor. Users choose the lookback period, applied price, and factor. The calculation raises the ratio of the current moving average to its previous…

Technical indicatorsStatistics
MQL5 code base

The document introduces a recursive median oscillator based on John Ehlers’s discussion of recursive median filters. Median filtering is presented as a way to reduce the influence of extreme price or volume observations that can distort conventional…

Technical indicatorsStatistics
MQL5 code base

This Expert Advisor variation chooses each initial trade direction randomly, opening either a buy or a sell from a random-number draw. It starts with a configured base lot size, while stop loss and take profit can be disabled. The position-sizing rule…

Position sizingRisk managementExecution
MQL5 code base

This short description presents an indicator that compares a fast and a slow zero-lag triple exponential moving average. Their cross is used to signal a change in the indicator's view of market direction, making the pair a simple trend-reading tool based on…

Technical indicatorsTrend following
MQL5 code base

The document explains an automatic take-profit and stop-loss feature that attaches predefined exit levels to each newly opened position. The trader can set thresholds using a fixed pip distance, a percentage of account balance, or technical price levels.…

Risk managementPosition sizingExecutionForex
MQL5 code base

This document describes an indicator that measures the size of recent highs and lows over configurable lookback periods, using a calculation likened to a price channel. Its histogram separates high-range readings from low-range readings and colors bars…

Technical indicatorsVolatilityBreakoutBacktesting
MQL5 code base

This note describes a Rate of Change (ROC) oscillator paired with a moving average signal line. ROC measures the percentage change in closing price relative to the close a chosen number of bars earlier; the signal line smooths the ROC series using a selected…

Technical indicatorsMomentumStatistics
MQL5 code base

The strategy combines five-bar fractals with the Alligator’s Teeth to identify breakout entries. A buy fractal is a local high with two lower highs on either side; a sell fractal is a local low with two higher lows on either side. When a buy fractal forms…

ForexBreakoutTechnical indicatorsTrend following
MQL5 code base

This brief document introduces an oscillator intended to show price velocity and acceleration. Its configurable inputs are the period used to calculate velocity, the period used to calculate acceleration, and the applied price series. The description does…

Technical indicatorsMomentum
MQL5 code base

The document describes an expert advisor that looks for price discrepancies among EURUSD, USDJPY, and EURJPY. It multiplies the ask prices of EURUSD and USDJPY to estimate an implied EURJPY price, then compares that estimate with the direct EURJPY price. A…

ForexArbitrageExecution
MQL5 code base

The document introduces a MACD variation that uses double exponential moving averages (DEMA) in place of standard exponential moving averages (EMA) for its calculation. It attributes the idea to Patrick Mulloy’s 1994 article on smoothing data with faster…

Technical indicatorsMomentum
MQL5 code base

This description covers a calculator intended specifically for forex currency pairs. It supports direct quotes, indirect quotes, and cross rates, and estimates the monetary value of one point for a currency pair. It also calculates the maximum stop loss for…

ForexPosition sizingRisk management
MQL5 code base

The Math-System indicator presents a set of target support and resistance levels for an anticipated price move. The document points readers to related Murrey Math indicators, placing this tool in a family of chart-based level systems. It states that the…

Technical indicatorsRisk management