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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 note explains a modified Stochastic oscillator that adds a sensitivity setting to the usual parameters. The added threshold is intended to ignore price fluctuations smaller than a specified number of points, so the indicator does not react to every…

Technical indicatorsStatistics
MQL5 code base

This document describes a read-only MetaTrader 5 script that records terminal, account-mode, symbol, and trading-environment settings. Traders and developers can use its structured report to compare a functioning setup with one where an Expert Advisor is…

ExecutionRisk management
MQL5 code base

This indicator description outlines a semaphore-style signal based on divergence between fast and slow Commodity Channel Index oscillators. It compares the oscillators at extreme points within the most recent five bars and requires a suitable candlestick…

Technical indicatorsMomentumStatistics
MQL5 code base

Ultra Trend is presented as a trend-detection indicator built from multiple Jurik-smoothed price series. The described procedure calculates several smoothed values, checks the slope of each, and combines the upward and downward slope readings to determine…

Technical indicatorsTrend following
MQL5 code base

DS Stochastic is described as a version of the Stochastic Oscillator that applies exponential moving average smoothing. The entry identifies it as an indicator and notes that its implementation relies on a smoothing library for intermediate calculations. It…

Technical indicatorsStatistics
MQL5 code base

The Gann High-Low Activator tracks separate averages of recent highs and lows. The document says the close determines which curve is displayed, and describes the resulting line or channel as a level that price must break to signal a possible trend change.…

Technical indicatorsTrend followingBreakout
MQL5 code base

This brief indicator description presents Stowell’s upper and lower three-bar net line patterns. It explains the indicator’s interpretation: a breakout of the three-candle line is treated as a possible trend change. The description distinguishes between…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document describes a chart indicator that organizes price swings into higher highs, higher lows, lower highs, and lower lows. For each completed move, it displays the distance in pips, the number of bars, and the retracement percentage. A Market Story…

Technical indicatorsStatistics
MQL5 code base

This expert advisor trades within a configured time interval and uses the highest and lowest prices observed over a chosen number of bars as breakout levels. According to the description, a break below the low triggers a buy, while a break above the high…

ForexBreakoutExecutionRisk management
MQL5 code base

ColorBears presents Bears Power as a colored histogram, with an option to choose Open, Close, High, or Low prices for its calculation. It also smooths the resulting indicator, allowing users to view a less jagged series. The document describes the…

Technical indicators
MQL5 code base

This expert advisor is built on the idea that price crossing a moving average and traveling a specified distance may continue in that direction. It places Buy Stop and Sell Stop pending orders, then updates their distance from a long-period moving average at…

ForexTrend followingBreakoutExecution
MQL5 code base

This document describes an indicator built from a single simple moving average that displays a channel on a chart. Users can choose between two plot styles: lines or bars. The indicator is presented as a visual way to classify the prevailing direction of a…

Technical indicatorsTrend following
MQL5 code base

This indicator displays the current Relative Strength Index alongside RSI calculated on a second, user-selected timeframe. Its period parameter controls the RSI calculation length, while a separate timeframe parameter selects the additional interval. The…

Technical indicatorsMomentum
MQL5 code base

The Trend Strength Index describes trend direction and linear consistency by calculating the Pearson correlation between closing prices and bar indices over a chosen lookback. The coefficient ranges from -1 to 1: values near 1 indicate a strong upward linear…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document explains a MetaTrader indicator for monitoring three price conditions: a rise above a chosen level, a fall below a chosen level, or a touch at an exact level. It maps those conditions to separate chart lines and offers popup, email, and mobile…

ExecutionForexTechnical indicators
MQL5 code base

This document outlines an automated system that places pending buy and sell orders at intervals above and below the current market price. The grid is intended to capture price oscillations in either direction. It supports stop orders, which can enter on a…

Grid tradingRisk managementExecution
MQL5 code base

This document describes a custom MACD indicator that plots the MACD line in a separate window and marks detected divergences both there and on the price chart. Unlike the standard MACD display described in the document, it uses a simple line rather than a…

Technical indicators
MQL5 code base

This document describes an expert advisor that closes open trades and pending orders when account-equity thresholds for profit or loss are reached. The thresholds are stated in account currency: a profit target should be above current equity, while a loss…

ForexRisk managementExecutionPosition sizing
MQL5 code base

NxBars is described as a semaphore-style indicator that displays a prediction signal on a bar separated from the current bar. An input parameter sets the number of bars used for analysis and therefore controls that distance. The document identifies the…

Technical indicatorsStatistics
MQL5 code base

The SR Cloud indicator estimates resistance and support by measuring how far price moves from a bar's open. For each daily or weekly bar, its minimum swing is the smaller of the distance from the open to the high and the distance from the open to the low.…

Technical indicatorsStatisticsVolatilityRisk management
MQL5 code base

This expert advisor defines a daily price range over a configurable sliding window, excluding the current bar. The range can be calculated as the highest high minus the lowest low, or as the mean absolute change between consecutive closes. It recalculates…

BreakoutVolatilityRisk managementExecution
MQL5 code base

The document describes a foreign-exchange chart panel that combines technical sentiment, trend stage and momentum, volatility, breakout status, swap carry, and upcoming economic events. It overlays moving averages, Bollinger Bands, and Donchian channels. The…

ForexTrend followingBreakoutCarry
MQL5 code base

This expert advisor combines a moving average with MACD to open trades and add to losing positions. It checks for signals or additions when a new bar appears. A sample buy setup requires MACD below zero, its main line above its signal line, and price above…

ForexTechnical indicatorsPosition sizingRisk management