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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
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

The document describes an indicator that combines a smoothed Heiken Ashi volatility measure with averaged volume. Its stated construction uses the volatility step without rounding and multiplies it by averaged volumes. Inputs allow the user to select a…

Technical indicatorsVolatility
MQL5 code base

This indicator displays the open, high, low, close, and time for a bar selected on the chart symbol. The user can choose a bar by clicking it, entering its index, or adjusting the displayed bar and timeframe with chart controls. The indicator can also…

Technical indicatorsStatistics
MQL5 code base

TATR is presented as a simplified average true range measure focused on tick data. For standard bars, true range is the largest of the high–low range and the absolute gaps between the current high or low and the previous close. For tick data, the document…

Technical indicatorsVolatilityStatistics
MQL5 code base

The Open Oscillator tracks how the current open relates to the highest and lowest open prices in a chosen lookback range. It derives two values from those extremes and the current open, then smooths each with an exponential moving average to create signal…

Technical indicatorsStatistics
MQL5 code base

The document describes the classic Keltner Channel indicator, attributed to Chester Keltner and dated to 1960. It explains that the channel has a central moving average of typical prices, calculated from the high, low, and close, with upper and lower…

Technical indicatorsVolatility
MQL5 code base

This indicator displays trend information by combining seven JFatlSpeed readings from different timeframes. Each reading is represented by its own line: the line changes to dark lime when that oscillator rises and to pink when it falls. Colored dots mark…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The Volume Price Momentum Oscillator combines trading volume with the direction and size of the latest close-to-close price change. It first forms a raw measure by multiplying volume by the difference between the current close and the previous close. It then…

Technical indicatorsMomentum
MQL5 code base

This brief note describes an NRatio indicator variant that lets the user choose a chart calculation timeframe through an input parameter. The example defaults to a four-hour timeframe, so the indicator can be configured to use data from a timeframe different…

Technical indicators
MQL5 code base

This document describes a MetaTrader 5 repeater indicator that lets users choose the timeframe used by the XMA-XN indicator. Its example sets the input to a four-hour chart period, while the timeframe itself can be selected through the indicator’s…

Technical indicators
MQL5 code base

This trading system uses changes in the color of a Directed Movement Candle indicator to trigger trades. A signal occurs when a bar closes and the indicator changes from blue to pink or from pink to blue. The document describes an Expert Advisor setup that…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator modifies a ZigZag tool by automatically drawing Fibonacci retracement and projection levels from detected swing highs and lows. The user can choose which swing in the ZigZag sequence supplies the anchor points, such as the first, second, or…

Technical indicatorsBreakout
MQL5 code base

This document describes a version of a DeMarker histogram indicator that lets the user select the chart timeframe used for its calculations. The provided default is a four-hour period, while the timeframe can be changed through an input parameter. This…

Technical indicators
MQL5 code base

This brief indicator description explains a chart transformation that moves price data into a new coordinate system by shifting the price axis. To use it, the trader first creates a trendline object on the chart, then supplies that object’s name as the…

Technical indicatorsForex
MQL5 code base

The document describes a simple signal indicator based on crossovers between moving averages with different periods. It frames the indicator as most appropriate when prices are trending, because repeated false triggers in a flat market can make its use…

Technical indicatorsTrend following
MQL5 code base

RIND is a range indicator that compares the daily high-to-low range with the gap between the current close and the previous close. Its stated interpretation is that larger intraday movement relative to the interday change can signal that a trend is ending,…

Technical indicatorsVolatilityTrend following
MQL5 code base

The indicator presents Stochastic oscillator readings from ten timeframes together in a color-coded display. For each timeframe, it uses the latest closed bar: pink marks a reading below the oversold threshold, green marks one above the overbought threshold,…

Technical indicatorsMomentum
MQL5 code base

The document describes a technical indicator that identifies fractal points using a configurable number of bars on each side of a central candlestick. Its single setting controls that window size, allowing the same method to detect patterns such as 1-by-1 or…

Technical indicators
MQL5 code base

The document describes an Expert Advisor that trades signals from the TSI DeMarker trend indicator. It generates a signal at bar close when the indicator cloud changes color. The setup depends on installing the compiled indicator in the trading terminal’s…

CommoditiesTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor uses a color change in the Chaikin Volatility Stochastic indicator as its trading signal. It evaluates the signal when a bar closes and opens a trade when the indicator’s cloud changes color. The required compiled indicator must be…

ForexVolatilityTechnical indicatorsBacktesting
MQL5 code base

The Damiani Volatmeter is presented as an indicator for distinguishing trending conditions from flat or quiet markets. Its settings include two lookback periods called viscosity and sedimentation, a threshold, an optional lag suppressor, and the price series…

Technical indicatorsVolatilityTrend following
MQL5 code base

The ms-Candle Index estimates the direction and strength of each price bar using its range, body, and possible gaps. It is presented as a continuation of an earlier candle indicator, motivated by the limits of judging direction from open and close prices…

Technical indicatorsStatisticsMomentum
MQL5 code base

This document describes a variation of the Relative Strength Index that can apply a moving average to its input before calculating the indicator. The available smoothing choices are simple, exponential, smoothed, and weighted moving averages. Setting the…

Technical indicatorsEquitiesStatistics
MQL5 code base

The document describes a chart dashboard for viewing trading hours across major financial centers. It brings together broker server time, a user's local time, and UTC, alongside the current time and open or closed status for Sydney, Tokyo, London, and New…

Multi-assetMarket microstructureExecution