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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 presents a position-sizing method that converts a chosen percentage of account equity into a trade volume. It estimates the loss for one lot from the entry-to-stop distance, tick size, and tick value, then divides the allowed monetary risk by…

Position sizingRisk managementExecution
MQL5 code base

This document describes an Expert Advisor built around a momentum entry signal. For a buy, it scans a series of MACD readings for a transition from negative to positive, then checks that the close of a selected bar is above its moving average by a…

ForexMomentumTechnical indicatorsRisk management
MQL5 code base

The document describes a MetaTrader 5 variant of the ColorMaRsi-Trigger indicator that adds a selectable chart timeframe through an input parameter. Its example default is a four-hour period. The indicator depends on the base ColorMaRsi-Trigger file, which…

Technical indicators
MQL5 code base

This expert-advisor example describes a reversal rule: when a position closes at its take-profit or stop-loss, the program opens a position in the opposite direction. A buy closure is followed by a sell, and a sell closure by a buy. The explanation focuses…

ExecutionPosition sizingRisk management
MQL5 code base

The document describes a moving average built with four-fold exponential moving average averaging. The indicator displays its latest value as a price label and allows the displayed indicator levels to be rounded to a selected number of digits. The rounding…

Technical indicatorsTrend following
MQL5 code base

This document describes a chart-based tool for viewing current, minimum, and maximum spreads across instruments available in a broker’s market watch. It is intended to help traders check account-specific spread conditions and identify periods of unusually…

ForexExecutionMarket microstructure
MQL5 code base

Gaus_MA is a moving-average indicator that modifies a linearly weighted moving-average approach. Instead of using ordinary linear smoothing coefficients, it calculates the weights with a radial basis function, specifically a Gaussian function. The document…

Technical indicatorsStatistics
MQL5 code base

This tool description covers a chart indicator that identifies upward, or bullish, and downward, or bearish, pinbars. Users can adjust parameters that define pinbar structure and detection logic, then display detected patterns as colored arrows. It also…

Technical indicators
MQL5 code base

This reference explains Stochastic RSI as a stochastic calculation applied to RSI values rather than directly to price. It identifies six adjustable settings: the lookback periods for the stochastic %K and %D lines, a slowing period, the RSI period, and…

Technical indicatorsStatisticsEquities
MQL5 code base

This short description presents ColorBullsCandle, a candlestick-style visualization of the ColorBulls indicator. It says the candles are generated by applying the indicator algorithm to a relevant price time series and suggests that this display may offer a…

Technical indicators
MQL5 code base

The document outlines an expert-advisor strategy that looks for a new low during a downtrend alongside an oversold RSI reading to buy, and a new high with corresponding overbought conditions to sell. Users can set the lookback period for trend conditions, a…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

The document describes a colorized Schaff Trend Cycle indicator calculated from the difference between two TriX oscillators with different periods. It identifies the underlying components and presents the indicator as a charting tool, but gives no parameter…

Technical indicatorsTrend following
MQL5 code base

The described Expert Advisor looks for directional alignment among five moving averages with periods of 10, 20, 50, 100, and 200. It opens a buy when the shorter averages are ordered above the longer ones, and a sell when their order is reversed. An ADX…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes an oscillator adaptation of the Gann High-Low Activator, an indicator attributed to Robert Krausz and described in a 1998 issue of a technical analysis magazine. It characterizes the underlying calculation as a simple moving average of…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes an on-chart presentation of the stochastic oscillator. Because the oscillator has bounded values, it can be mapped onto the price panel using a channel formed from the highest high and lowest low. This places the indicator alongside…

Technical indicatorsEquities
MQL5 code base

This MetaTrader 5 demonstration describes constructing a three-dimensional surface from a series of moving average indicators. The surface is shown in a coordinate system that can be rotated by changing the slopes of the horizontal axes. Shifting the…

Technical indicatorsEquities
MQL5 code base

SSL_NRTR is described as a trend indicator that forms a channel by smoothing the price series' highs and lows. It signals rising or falling conditions when price exits that channel, and includes a separate flat state alongside its uptrend and downtrend…

Technical indicatorsTrend following
MQL5 code base

The document defines the Historical Volatility Ratio (HVR) as the ratio of two standard deviations calculated over configurable periods. Each standard deviation is applied to the log price change, defined as the logarithm of the current applied price divided…

VolatilityTechnical indicatorsStatistics
MQL5 code base

This document describes a custom indicator that plots the Commodity Channel Index in a separate pane and marks detected divergences both there and on the price chart. Bullish and bearish divergence marks use configurable colors, allowing the two signal…

Technical indicatorsMomentum
MQL5 code base

TangoLine is a technical indicator designed to mark rapid changes in market direction and support early entries after a reversal. It plots a central line at the midpoint of the range formed by a reversal bar, together with upper and lower lines marking that…

Technical indicatorsTrend followingExecution
MQL5 code base

This document introduces a chart indicator that displays a moving average together with a colored background cloud. The moving average acts as the boundary between color regions, giving a visual way to distinguish price conditions around the average. The…

Technical indicatorsTrend following
MQL5 code base

This short description introduces a higher-timeframe version of the Color Standard Deviation indicator. Its main configurable feature is a timeframe input, with the example default set to a four-hour chart period. The document also states that the base Color…

Technical indicatorsVolatility
MQL5 code base

This document explains an indicator that displays trend direction across selected chart timeframes in one panel. For each timeframe, it independently compares a fast moving average with a slow moving average: the fast average above the slow one is bullish,…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The Absolute Strength indicator measures the relative strength of buyers and sellers in points, presenting it as an alternative to RSI, Stochastic, and DMI. The description says point-based values can show finer-grained changes in strength than…

Technical indicatorsMomentumStatistics