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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

This document describes an Expert Advisor that combines the Awesome Oscillator (AO) with the Range Action Verification Index (RAVI). It evaluates signals only when a new bar forms and manages a single position, so it is described as compatible with both…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document describes an indicator that adds a three-level trend-strength display to ColorJFatl. It uses the standard deviation of the indicator and two configurable thresholds to show colored dots on its moving average. A small dot signals a medium…

Technical indicatorsStatisticsTrend following
MQL5 code base

This brief indicator description explains regression channels built around a fitted price trend. In the linear version, two parallel boundaries sit above and below the regression line. Their offset is set by the largest deviation of closing prices from that…

Technical indicatorsStatistics
MQL5 code base

This indicator classifies candles by dividing the distance between each bar’s high and low into three equal sections. It then compares where the open and close fall within those sections to determine a bullish or bearish pattern. The resulting display is…

Technical indicatorsStatistics
MQL5 code base

This trading expert advisor opens and closes positions at user-specified times, with the time inputs interpreted to the minute. Before opening a position, it applies a directional moving-average condition: a buy requires the fast average on the first bar to…

Technical indicatorsExecutionRisk management
MQL5 code base

This document describes a historical analysis script intended to help day traders identify the times and days when a strategy performs best. It focuses on win-loss ratio and reward-risk ratio as measures for comparing strategy outcomes across trading…

StatisticsBacktestingRisk management
MQL5 code base

This Expert Advisor trades changes in the direction of the FineTuningMA moving average. It forms a signal when a bar closes and the indicator direction has changed, making the strategy dependent on the indicator and bar-close timing. The EA requires a…

ForexTechnical indicatorsBacktesting
MQL5 code base

DayRVI is an intraday Relative Vigor Index indicator whose lookback period is set automatically from the number of bars in the current day. It is intended for chart timeframes from one minute to one day, with the recommendation to use it as an input to…

Technical indicators
MQL5 code base

This description outlines a currency trading adviser built around pullback entries after price moves a specified percentage away from the day’s low or high. It aims to enter after a strong move, then hold the initial trade toward a planned profit target. If…

ForexMean reversionGrid tradingPosition sizing
MQL5 code base

The document presents a modified Commodity Channel Index display intended to reduce the number of signals produced by the standard indicator. It converts CCI into a step chart and treats only changes large enough to cross a chosen step size as meaningful.…

Technical indicatorsMean reversionMomentum
MQL5 code base

Flat Trend is a market-state indicator that combines directional movement information from ADX with Parabolic SAR. It assigns one of four colors according to whether the directional movement signal and SAR each indicate an upward or downward state. The…

Technical indicatorsTrend following
MQL5 code base

The document explains an oscillator that tracks one lagged-return autocorrelation estimate through time. At each bar, it calculates Pearson correlation between returns in a rolling window and the same returns shifted by a configurable lag. Positive readings…

StatisticsTechnical indicatorsTrend followingMean reversion
MQL5 code base

This document describes a chart indicator that plots price levels associated with the Special Theory of Price Discovery. Users select a reference period—daily, weekly, monthly, quarterly, or yearly—and can adjust the price expansion multiples used to place…

Technical indicatorsStatisticsBacktesting
MQL5 code base

This short listing describes an End Point Moving Average indicator based on a formula published by Patrick E. Lafferty in a TASC article. It notes one modification: the implementation is intended to react to market changes faster than the original version.…

Technical indicatorsEquities
MQL5 code base

This brief indicator description explains how to display two simple moving averages on a single chart: one calculated for the chart’s current timeframe and another for a timeframe selected through an input. The user sets the moving-average period and the…

Technical indicatorsTrend following
MQL5 code base

The article defines a bounce number as the count of price touches at the two boundaries of a range before price reaches a take-profit level. It proposes measuring these counts across a symbol’s historical price data to inform lot sizing or the number of…

Grid tradingPosition sizingStatisticsRisk management
MQL5 code base

This short explanation describes a variation on the stochastic oscillator, a momentum measure that compares price with its range over a chosen lookback period. It notes that the oscillator’s responsiveness can be adjusted by changing that period or by…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes settings for an Expert Advisor and mentions tester reports for EUR/USD across a long historical period, with and without lot increases. It says stop-loss and take-profit levels are applied after a position opens, and a retry parameter…

ForexRisk managementPosition sizingBacktesting
MQL5 code base

This document describes a chart indicator for MetaTrader 4 and 5 that displays an instrument’s percentage change relative to a daily close. It can also show weekly and monthly changes, with separate text and directional arrows whose colors indicate positive,…

ForexTechnical indicators
MQL5 code base

This indicator displays a table of moving-average values across earlier bars, along with sequential value changes and distances in points. Its inputs allow users to compare moving averages with one another or with bar prices such as open, high, low, and…

Technical indicatorsStatisticsForex
MQL5 code base

The document describes an indicator that monitors candles against a channel and can issue alerts when price breaks through it. Alerts may be delivered by email or push notification, making the tool a way to monitor potential breakout events without watching…

Technical indicatorsBreakoutExecution
MQL5 code base

This note explains a CCI indicator display that classifies the indicator’s direction and position relative to overbought and oversold thresholds. Its settings include the CCI period, both thresholds, and separate buy and sell entry levels. The indicator uses…

Technical indicatorsMomentum
MQL5 code base

The document describes an indicator that gathers a trading symbol’s contract, pricing, margin, swap, execution, and session settings into a chart panel. It converts many values to account currency per standard lot, flags settings that can invalidate…

Risk managementPosition sizingExecutionMarket microstructure
MQL5 code base

The document describes an Expert Advisor based on a direction-changing moving average. A trading signal is generated when a bar closes and the moving average changes direction. The indicator is supplied as a compiled file that must be placed in the…

ForexTechnical indicatorsTrend followingBacktesting