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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

This brief description presents an Envelopes indicator that fills the space between its channel lines as a cloud. It can display the latest channel values as price labels and round channel levels to a user-selected number of digits. The digit setting is an…

Technical indicatorsEquities
MQL5 code base

This document describes a utility library for working with floating-point numbers in trading software. Its functions cover approximate comparisons, rounding to decimal places or increments, normalization and range mapping, clamping, safe division, binary…

StatisticsExecutionGrid tradingRisk management
MQL5 code base

AnchoredMomentum_x10 displays the state of the AnchoredMomentum oscillator across ten timeframes. It uses the most recently closed bar from each timeframe, so the display reflects completed-bar readings rather than values that may change during an unfinished…

Technical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that runs grid trading in finite, restartable cycles. At each restart, it selects an anchor and grid, then closes the cycle when a profit target, drawdown limit, age limit, or weekend rule is reached. The design aims…

Grid tradingRisk managementVolatilityPosition sizing
MQL5 code base

This note describes a trend indicator based on the correlation between a security’s price history and an idealized straight-line trend. The underlying approach, attributed to John Ehlers, is intended to identify the beginning of trends and recognize when…

Technical indicatorsTrend followingBacktestingStatistics
MQL5 code base

The document describes a chart indicator built around a five-fold exponential moving average. It displays the latest indicator value as a price label and allows the plotted levels to be rounded to a user-selected number of digits. The rounding setting is an…

Technical indicators
MQL5 code base

Leading_Signal is a MetaTrader indicator that presents trend and signal information in a separate, narrow chart window. It renders the current trend as a straight line in one of two colors and marks signals with colored stars. Its calculations use values…

Technical indicators
MQL5 code base

This MetaTrader 5 example demonstrates an EMA crossover Expert Advisor designed to illustrate implementation practices rather than a trading edge. It evaluates signals on closed bars and acts on a new bar, closing an existing position and opening in the…

Technical indicatorsRisk managementPosition sizingExecution
MQL5 code base

This expert advisor generates buy and sell signals from overbought and oversold readings across the M15, H1, and H4 timeframes. It compares two ways to set those thresholds. The conventional approach uses fixed RSI levels of 70 and 30. The alternative places…

Technical indicatorsMean reversionBacktestingForex
MQL5 code base

This indicator estimates volatility by finding the highest and lowest prices over a user-selected lookback period. It calculates their difference in points, then averages that range and displays the result in a separate chart window. The documented default…

Technical indicatorsVolatility
MQL5 code base

The HighestLowestRange indicator is presented as a histogram that marks entry into overbought and oversold zones with color changes. Its first bar in a newly entered zone receives a brighter color when the move follows an opposite trend, drawing attention to…

Technical indicatorsStatisticsRisk management
MQL5 code base

MultiVote OBV modifies standard On Balance Volume by using changes in the high, low, and close rather than relying on closing-price direction alone. For each bar, it assigns a positive vote when a price component rises from its previous value and a negative…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes a Fibonacci pivot indicator for MetaTrader 5. It can draw a user-selected number of levels on supported chart timeframes. Traders specify the levels as a semicolon-separated list, with the defaults set to 38.2%, 61.8%, and 100%; those…

Technical indicators
MQL5 code base

The Price Zone Oscillator (PZO) is introduced as a companion to the Volume Zone Oscillator. The text attributes its basis to an article by Walid Khalil and David Steckler, and describes its directional input: a close above the prior close contributes a…

Technical indicatorsMomentum
MQL5 code base

The document briefly describes a volatility indicator that reports the range of price movement over a selected number of periods, measured in points. This gives traders a basic way to view how much prices have moved within a lookback window. It identifies…

VolatilityTechnical indicators
MQL5 code base

Candle_Ratio is an indicator that compares bullish and bearish candlestick movement over a chosen lookback period. For bullish candles, it records the close-minus-open amount as upward movement and assigns zero downward movement. For bearish candles, it…

Technical indicatorsStatisticsMomentum
MQL5 code base

The Step Chart Histogram is described as an indicator that tracks price movement in pips and determines whether the movement is large enough to register a new step. It presents the resulting values in a separate histogram window, adapting the step chart…

Technical indicatorsTrend followingForex
MQL5 code base

This document lists moving average methods offered in an indicator titled Averages MTF V2. The examples include simple, exponential, smoothed, weighted, and regression-based averages, as well as less common variants such as Hull, Alexander, and zero-lag EMA.…

Technical indicators
MQL5 code base

This document describes an indicator that adds a trend-strength display to the Gaus_MA moving average. It uses the standard deviation of the indicator and two user-set thresholds to classify the reading. When standard deviation lies between the thresholds, a…

Technical indicatorsStatisticsTrend following
MQL5 code base

This indicator represents a volume-adjusted CCI-style calculation as candles rather than a conventional line. It uses configurable settings for the CCI period, volume type, upper and lower levels, a point gap, and horizontal shift. The stated default levels…

Technical indicatorsVolatilityEquities
MQL5 code base

The Sine Weighted Moving Average is a price smoother that takes a finite window of observations and assigns weights based on sine values. The weights correspond to positions across the window, with the oldest and newest observations receiving different…

Technical indicatorsStatistics
MQL5 code base

The USDX indicator estimates a dollar index from six exchange rates: EUR/USD, USD/JPY, GBP/USD, USD/CAD, USD/SEK, and USD/CHF. It applies fixed exponents to each rate and multiplies the result by a constant, producing a composite value intended to track the…

ForexTechnical indicatorsMulti-asset
MQL5 code base

This description outlines an Expert Advisor that opens and closes orders at configured times. The user sets the opening and closing day, hour, and minute, chooses whether to open buy orders, sell orders, or both, and specifies lot size. Optional take profit…

ExecutionPosition sizingRisk management
MQL5 code base

This document describes a chart indicator that marks trend turning points using changes in the Relative Strength Index (RSI). With the stated default settings, it draws a point when RSI falls from the upper threshold of 65 or rises from the lower threshold…

Technical indicatorsTrend followingMomentum