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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 brief description introduces an expert advisor that places and manages pending orders. Its version 5.5 is described as working only with pending stop orders, so the stated trading mechanism is order placement rather than a fully explained entry or exit…

ForexExecutionMarket microstructure
MQL5 code base

The Damping Index is presented as an oscillator intended to indicate whether directed price movement is slowing. Its calculation compares the difference between moving averages of high and low prices with the corresponding high-low average range from one…

Technical indicatorsStatisticsVolatility
MQL5 code base

This document describes a read-only MetaTrader 5 indicator for reviewing a proposed buy stop or sell stop on the chart’s current symbol. It compares the entered price and volume with broker contract details, including tick size, volume limits and increments,…

ExecutionRisk managementMarket microstructure
MQL5 code base

The document describes an Expert Advisor that generates a signal when a bar closes and the i4_DRF_v2 indicator histogram changes color. It therefore uses a confirmed bar-close signal rather than reacting to an unfinished bar. Running the advisor requires the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a Bollinger Band stop indicator intended to help identify trend direction and possible trend changes. It says that the usual approach derives a stop line from deviation-based risk, but a single line may not suit every use. The…

Technical indicatorsTrend followingRisk management
MQL5 code base

This document describes additions to a DeMarker-based trading strategy in its second version. It introduces configurable stop-loss and take-profit levels, plus a trailing activation threshold. The activation threshold is intended to move the stop to a…

Technical indicatorsRisk managementExecution
MQL5 code base

This short indicator description explains that ColorRSI_X20_Cloud can calculate using a timeframe selected through an input parameter, with a four-hour period shown as the default. This lets a trader view the indicator on a chart while basing its calculation…

Technical indicators
MQL5 code base

The eFibo Expert Advisor is presented as a manual trading aid that automatically executes a constant-step grid in a chosen direction. As price moves favorably, it adds positions at successive levels whose lot sizes can follow Fibonacci values, such as 1, 2,…

ForexGrid tradingTrend followingPosition sizing
MQL5 code base

This indicator concept applies min-max normalization to Average True Range, a commonly used measure of market volatility. ATR itself is unbounded, so its raw value does not provide a fixed scale for deciding whether volatility is near a relative high or low.…

Technical indicatorsVolatilityStatistics
MQL5 code base

This Expert Advisor design runs separate long and short systems based on ColorSchaffJCCXTrendCycle signals. Each side has its own settings and magic number, allowing the trader to configure or test them independently. The document emphasizes that the two…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document explains quantiles as cutpoints that divide a probability distribution or sample into groups with equal, or nearly equal, probability or observation counts. For a division into q groups, there are q − 1 cutpoints. It names familiar cases such as…

StatisticsTechnical indicators
MQL5 code base

This expert advisor uses the Acceleration/Deceleration oscillator to generate buy and sell signals. It evaluates the indicator when a new bar appears and allows only one open position at a time, which supports both hedging and netting account modes. The…

Technical indicatorsMomentumPosition sizingRisk management
MQL5 code base

This short description explains an on-chart presentation of a Volatility Quality indicator. It can render the indicator values as bars, candles, or lines, allowing the trader to view the same measure in different visual forms. For line display, the plotted…

VolatilityTechnical indicators
MQL5 code base

This note describes an indicator that marks a selected time interval on a price chart and draws the interval’s high and low levels. Those boundaries can help traders see the range established during that window and monitor for a possible breakout beyond it.…

Technical indicatorsBreakout
MQL5 code base

The document describes an indicator that calculates percentage changes in both price and margin. This offers a way to view changes in relative terms, which can help users compare movements across different price or margin levels. The description does not…

Technical indicatorsStatistics
MQL5 code base

This brief description introduces an Expert Advisor that bases trades on signals from two moving average indicators and one Parabolic SAR indicator. One moving average uses a daily timeframe setting that is fixed in the code. The stated example concerns…

Technical indicatorsTrend following
MQL5 code base

DonForex MinInfo is a MetaTrader indicator for displaying basic market and chart information. It shows the current price in a large font, highlights the last digit, changes price color with movement direction, displays the spread, and estimates the time…

ForexExecutionMarket microstructure
MQL5 code base

Ticker_FATL is a chart indicator that draws a colored cloud between price and a fast digital filter line. The description explains the visual construction but does not provide filter parameters, calculation details, or rules for interpreting the cloud as a…

Technical indicators
MQL5 code base

This brief describes LeManTrendHist, an indicator that displays as a histogram the smoothed difference between the LeManTrend signal lines. It points to a smoothing-algorithm library used by the indicator and notes that the supporting averaging methods are…

Technical indicatorsTrend followingEquities
MQL5 code base

This short indicator description proposes calculating a stochastic oscillator from an adaptive, averaged price series instead of raw prices. The filtering step is intended to suppress some price noise before the stochastic calculation, with the adaptive…

Technical indicatorsMean reversionMomentum
MQL5 code base

This document describes a trading script that places a buy stop and a sell stop at equal distances from the current price. Its input settings cover trade size, allowed price deviation, entry distance, stop loss, take profit, retry count, and the pause…

ExecutionBreakoutRisk management
MQL5 code base

This document describes an MQL5 indicator that estimates downside tail risk using the Peaks-Over-Threshold method. It converts price changes into loss magnitudes, selects a high quantile as a threshold, and fits a Generalized Pareto Distribution to losses…

StatisticsRisk managementVolatilityTechnical indicators
MQL5 code base

This document describes an indicator that marks crossings among three moving averages with arrow objects on a chart. Its stated behavior is that a crossing detected on the current bar can leave a signal behind even if the intersection later disappears. That…

Technical indicators
MQL5 code base

This document describes a variation on the Commodity Channel Index (CCI). Instead of calculating the indicator from the usual typical-price moving average, it uses the average line of a Volatility Step Channel as its input. The channel line is described as…

Technical indicatorsVolatility