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
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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

ShadeOpen visualizes a user-selected trading period with colored rectangles. One rectangle spans the period’s open and close, representing the candle body; two others represent its upper and lower shadows. The display therefore makes the period’s candle…

Technical indicators
MQL5 code base

This indicator calculates RSI using a super smoother, an alternative to the Wilder smoothing used in the conventional RSI calculation. The document says its output resembles RSX, while differing enough to be treated as a separate RSI variant. It does not…

Technical indicatorsMean reversion
MQL5 code base

This indicator description explains a configurable Keltner Channel whose center line can use SMMA, EMA, or LWMA smoothing. Channel boundaries can be based either on the high-low range or on average true range, with a multiplier controlling their distance…

Technical indicatorsVolatility
MQL5 code base

This brief technical note describes an iRSIOnArray function for calculating the Relative Strength Index from an array in MQL4 or MQL5. It presents the function as an alternative to the built-in MT4 version, citing a reported edge case in which a steadily…

Technical indicatorsStatistics
MQL5 code base

This article describes a chart indicator that displays slope-based trend direction across nine timeframes in one panel. It explains how the indicator uses an existing slope-direction method, with a selectable second moving-average smoothing method. The…

Technical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that creates a synthetic position in one symbol by opening two component positions. For example, a long EUR/USD exposure can be approximated by buying EUR/GBP and GBP/USD in adjusted lot sizes. The same idea can…

ForexExecutionMarket microstructureArbitrage
MQL5 code base

This document introduces an MQL5 port of ALGLIB, a cross-platform numerical analysis library, and outlines how its packages can support quantitative research. Covered methods include linear algebra, equation solving, interpolation, optimization, Fourier…

StatisticsMachine learningBacktesting
MQL5 code base

This document describes a MetaTrader utility for monitoring spreads with one sample taken each second. That time-based sampling gives each second equal weight, unlike tick averages that can underrepresent quiet periods when spreads may widen. The panel…

ForexMarket microstructureVolatilityExecution
MQL5 code base

The document describes a technical indicator that plots an exponential moving average of true range together with an offset based on the exponential moving average of deviations. This combines a smoothed measure of price range with a related measure of how…

Technical indicatorsVolatility
MQL5 code base

The document describes an expert adviser that checks the current account balance against user-defined risk and profit percentages. It can close trades when either percentage condition is reached, offering a basic way to manage open positions through…

Risk managementPosition sizing
MQL5 code base

This MQL5 script places a configurable series of pending orders below the current market price. Inputs set the initial gap, spacing, order type, order count, volume, stop loss, and take profit. The order type can be a buy limit or a sell stop, so the grid…

ForexGrid tradingExecutionPosition sizing
MQL5 code base

This document explains how to install and display an MT4 indicator that adapts MetaQuotes’ iExposure tool to show open positions. It describes placing the indicator in a secondary chart window, adjusting column spacing and font weight, and interpreting its…

ForexTechnical indicatorsRisk management
MQL5 code base

This document describes an automated or manual pair-trading robot that opens positions in two symbols when their correlation meets a configured threshold. It distinguishes pairs, whose charts move similarly, from mirror symbols, whose charts move in opposite…

Pairs tradingForexStatisticsRisk management
MQL5 code base

The document describes a higher-timeframe variant of the CoppockHist indicator for MetaTrader 5. It exposes a timeframe input so a user can select the chart period from which the indicator should obtain its data; the example setting uses a four-hour period.…

Technical indicators
MQL5 code base

This brief note describes a version of the Williams Percent Range indicator with a configurable chart period. The user selects the timeframe in the indicator inputs, with a four-hour period shown as the default, allowing WPR values to be viewed using data…

Technical indicatorsMean reversion
MQL5 code base

This MetaTrader indicator displays signals generated by an Elliott Wave Oscillator variant calculated on a selectable timeframe. It distinguishes continuation from a change in trend: a right-pointing marker indicates that the existing direction persists,…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document describes an Expert Advisor that trades from signals produced by the Stopreversal indicator. It generates a signal when a colored indicator arrow appears at a bar close, and requires the compiled indicator file to be available in the platform's…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This expert-advisor strategy enters trades when a bar closes and the Open Oscillator Cloud changes color, which the document treats as a trend change. It adjusts trade volume according to recent outcomes in each direction: after a specified run of losing…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The indicator displays the DeMarker oscillator in a separate chart window after smoothing it with a moving average. It places arrow markers where the smoothed indicator intersects, presenting those intersections as potential trading signals. The document…

Technical indicatorsForex
MQL5 code base

This description identifies Aeron as an Expert Advisor using a martingale technique and says its parameters are customizable. It offers a sizing illustration based on the broker’s minimum lot, the margin needed to open that lot at 100:1 leverage, and a…

ForexPosition sizingRisk management
MQL5 code base

This document describes a trading robot that sets position volume and stop loss using market volatility. The trader can choose the volatility lookback period, smoothing method, and whether volatility is measured from open and close prices or from the high…

VolatilityRisk managementBacktesting
MQL5 code base

DayWPR is a version of Williams Percent Range whose lookback period is calculated automatically from the number of bars in the current trading day. The stated aim is to adapt the indicator calculation to the day’s bar count, and the document recommends using…

Technical indicatorsMomentum
MQL5 code base

This document describes a semaphore indicator that marks trade signals when Heiken Ashi Smoothed candles change direction. Its central idea is to use a smoothed candle series to identify directional turns, then display a signal as the direction shifts. The…

Technical indicatorsTrend following
MQL5 code base

This document describes a MetaTrader indicator based on a Fisher series, with background fills marking overbought and oversold regions. Users can adjust the upper, middle, and lower threshold levels, as well as the fill's size and position. The description…

Technical indicatorsMean reversion