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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This description outlines a MetaTrader expert advisor that trades from price action around the open candle and can send mobile push notifications. It identifies hourly charts, major forex pairs, and NASDAQ stocks as intended markets, and recommends trying…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes a MetaTrader trading panel built with the MasterWindows interface library. It displays a probability-style scale derived from price database analysis and allows a user to submit market orders, close positions, toggle stop-loss…

ExecutionPosition sizingRisk managementTechnical indicators
MQL5 code base

This brief description presents an Expert Advisor that trades from the ICHI_OSC indicator. It generates a signal when a bar closes and the direction of the indicator histogram changes, making the histogram’s turn the central entry trigger. The system relies…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that trades changes in trend direction as indicated by the ColorLeManTrend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The page also notes where to place the compiled…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

HaDelta is presented as a momentum indicator built from Heiken Ashi candlesticks. The document explains that Heiken Ashi began as a graphical aid alongside standard price charts and later developed into a candlestick method of its own. HaDelta uses the…

Technical indicatorsMomentum
MQL5 code base

The document introduces DMH, John Ehlers’s proposed update to the traditional directional movement indicator. It describes applying Hann windowing to directional movement calculations as a way to modernize an established technical analysis method. The…

Technical indicatorsTrend following
MQL5 code base

This expert advisor trades after finding a configurable run of identical candlesticks: it buys following bullish candles and sells following bearish candles. Its inputs include the required run length, trade size, take-profit and stop-loss distances,…

FuturesTechnical indicatorsTrend followingRisk management
MQL5 code base

The Relative Strength Oscillator (RSO) is presented as a centered form of the Relative Strength Index. The transformation subtracts 50 from RSI, moving its midpoint to zero while preserving the original indicator’s behavior. This puts the familiar RSI…

Technical indicatorsMomentumMean reversion
MQL5 code base

The CheckMark pattern is presented as a way to classify the next candle as bullish or bearish. It compares the shape formed by the closing prices of the latest three bars with the shape of the corresponding three oscillator values. The pattern is identified…

Technical indicatorsStatistics
MQL5 code base

This document describes an Expert Advisor that uses the ColorMETRO_DeMarker indicator. It generates a trading signal when a bar closes and the indicator’s cloud changes color. The system therefore bases its entry signal on a change in the indicator display,…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document introduces the Hull Moving Average (HMA) as an approach to making a moving average respond more quickly to price while retaining a smooth curve. It gives the construction: take a weighted moving average of twice the half-period weighted moving…

Technical indicators
MQL5 code base

This brief document shows part of an adviser’s position-opening logic for GBP/CHF. It compares two MACD-related series on consecutive bars and checks that both are on the same side of zero. When both are positive and the first series crosses above the…

ForexTechnical indicatorsMomentum
MQL5 code base

ColorZZ modifies the FastZZ indicator by coloring each ZigZag segment according to how its range compares with the range of the preceding segment. Five thresholds map increasing relative sizes to red, gold, lime, aqua, and blue, with blue reserved for the…

Technical indicators
MQL5 code base

This expert advisor monitors open positions across symbols and adjusts their stop losses as profit thresholds are reached. It supports up to three staged thresholds, each paired with a stop level to move to, and can optionally close one third of a position…

Risk managementPosition sizingExecution
MQL5 code base

The document presents four functions for translating between chart pixel coordinates and market data: horizontal position to time, vertical position to price, and the inverse conversions. The time calculations use bar spacing, the chart’s first visible bar,…

ExecutionMarket microstructureStatistics
MQL5 code base

This document describes a chart indicator that displays three Slow Volume Strength Index (SVSI) series from different timeframes on one chart. Its purpose is to let a trader compare volume-strength readings across time horizons without changing the chart…

Technical indicatorsMulti-assetMarket microstructure
MQL5 code base

ExtremLine is described as a simple trend indicator that compares the current bar’s extreme with the corresponding extreme from a user-set number of bars earlier. It identifies a downtrend when the current minimum is lower than the earlier minimum, and an…

Technical indicatorsTrend following
MQL5 code base

This document describes a simple Expert Advisor built to demonstrate timer-based trading. When a timer event arrives, the program opens a trade in a randomly chosen direction, provided there are no open positions. If a position is already open, it ignores…

Execution
MQL5 code base

This document describes an indicator that identifies price levels where four fractals lie close together horizontally. It searches within a configurable bar window, whose right edge can be shifted, and outputs the closest qualifying fractals as levels.…

Technical indicatorsMarket microstructure
MQL5 code base

The document introduces a Stochastic CG Oscillator indicator with an input that lets a user select the chart timeframe used for its calculation. The example default is a four-hour period, so the indicator can present higher-timeframe oscillator information…

Technical indicators
MQL5 code base

Linda's Coil is a chart indicator for marking a current candlestick that is engulfed by a comparison candle. It has three settings: the lookback period, whether to accept only engulfment or also equality, and whether to compare with the immediately preceding…

Technical indicatorsStatistics
MQL5 code base

The document describes an indicator that combines ZigZag lines with Fibonacci levels. ZigZag marks apparent price-cycle turns, while Fibonacci lines are intended to show potential support and resistance areas. It offers this as a charting aid for traders…

Technical indicators
MQL5 code base

This document describes a modified MetaTrader 4 indicator that draws a horizontal line from a selected session start. It extends an earlier daily-open indicator by allowing the start time to include minutes, and adds limits on the hour and minute inputs.…

ForexTechnical indicators
MQL5 code base

This brief document describes a trading strategy built around the Average Directional Index (ADX), a moving average, and the close of the first bar. It also notes that the system uses different take-profit, stop-loss, and trailing levels for buy and sell…

ForexTechnical indicatorsRisk management