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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This indicator combines the Relative Vigor Index oscillator with Bollinger Bands to define overbought and oversold boundaries. The bands are intended to adjust the reference thresholds to changing conditions, so oscillator extremes are evaluated relative to…

Technical indicatorsVolatilityMean reversion
MQL5 code base

JMASlope measures the rate of price change after smoothing it with the JMA averaging method. The document positions it as a more responsive counterpart to Bill Williams’ Awesome Oscillator, offering a way to view changes in price momentum with smoothing…

Technical indicatorsMomentum
MQL5 code base

This brief indicator description explains a channel display derived from a price histogram. It marks the histogram's upper boundary with a red line, highlights a central area where 60% of trades occur, and shows a wider area covering 90% of trades. Blue…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This document describes a basic simulator for practicing manual trades against historical price bars. A user chooses a starting bar and playback speed, then enters a long or short position, closes it, pauses, or ends the run. The simulator reports net profit…

BacktestingExecution
MQL5 code base

This indicator presents three related series: a colored Fish histogram, a simple moving average of that series, and a second line formed by linearly weighted smoothing of the first average. The Fish value is calculated from a selected price constant, and the…

ForexTechnical indicatorsMomentumTrend following
MQL5 code base

This indicator defines zones near the current day’s high and low as percentages of the daily price range. Users can adjust the percentages and choose to display the zones as filled areas, paired histograms, lines, arrows, or hidden values. Line and arrow…

Technical indicatorsVolatilityExecution
MQL5 code base

This MetaTrader 5 expert advisor combines Supertrend direction with ADX trend strength and the relative positions of +DI and −DI. It checks signals once per new signal-timeframe bar using the prior completed candle. A long or short entry requires the…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

i-DivergenceBar is described as an indicator that marks potential reversal bars using the Profitunity system associated with Bill Williams. The note says its method excludes the angle of the Alligator indicator’s mouth, so the signal description does not…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document describes a chart-based planning aid for traders using MetaTrader 5. It is intended to help assess current market conditions and estimate the size of a hypothetical trade before the trader places an order manually or starts a separate trading…

Risk managementPosition sizingTechnical indicators
MQL5 code base

BB MACD is presented as a variation on the Moving Average Convergence Divergence indicator. It combines a colored MACD value line with Bollinger bands arranged as a channel around the indicator. The stated purpose is to make changes in MACD within that…

Technical indicatorsTrend followingVolatility
MQL5 code base

This Chinese-language case study describes using an AI coding assistant to reproduce and modify a high-frequency volume factor for Chinese equities. The source factor uses intraday volume’s Fourier spectrum to measure energy in a short-period band, with…

China marketsEquitiesFactor investingHigh-frequency trading
MQL5 code base

This note describes a smoothed version of the Stochastic indicator. After calculating the main and signal lines, it applies an averaging algorithm to filter their values, with the stated aim of making the indicator’s directional signal clearer. The document…

Technical indicators
MQL5 code base

This guide explains how to create a non-standard chart period by aggregating a standard period in MetaTrader. Its example creates an H3 chart from H1 data: the user attaches a period conversion script to an H1 chart, sets the multiplier to three, and opens…

Technical indicatorsBacktesting
MQL5 code base

This indicator adapts the Commodity Channel Index by placing Bollinger Band boundaries around it to define overbought and oversold areas. Its inputs include the CCI lookback length, applied price, band deviation, optional smoothing, and horizontal shift. The…

Technical indicatorsStatistics
MQL5 code base

This brief note introduces a Color Parabolic indicator based on the iSAR indicator and describes its application to the Relative Vigor Index oscillator. Its central idea is that iSAR uses current price time-series data and can therefore be applied to other…

Technical indicatorsStatistics
MQL5 code base

This document describes an XRSI histogram indicator that can notify users when several types of signal occur: a histogram crossing zero, a change in its direction, a move through an overbought or oversold threshold, or an exit from one of those zones. The…

Technical indicatorsExecution
MQL5 code base

The document briefly identifies an idea credited to Eugene and MQL5 code authored by Vladimir Karputov: analyze open, high, low, and close values on bars numbered 0 through 3. This implies comparing OHLC data for the current bar and the three preceding bars,…

Technical indicatorsStatistics
MQL5 code base

KWAN_RDP is described as a two-color histogram oscillator built from the iDeMarker, iMFI, and iMomentum indicators. Its calculation combines the current readings of the three indicators, scales the product of DeMarker and MFI by 100, divides by Momentum, and…

Technical indicatorsMomentumMean reversion
MQL5 code base

The document explains tick volume as a proxy for intraday trading activity, especially in futures markets where reported contract volume may arrive with a delay. It counts the number of deals or ticks within a chosen interval, making it available sooner than…

FuturesMarket microstructureTechnical indicators
MQL5 code base

The document describes an MQL5 calculator for translating a chosen account risk percentage and stop-loss distance into a lot size for the current trading symbol. Its purpose is to make position sizing consistent with the account balance and planned exit…

Risk managementPosition sizing
MQL5 code base

The document describes a configurable expert advisor for scalping multiple currency pairs. It uses RSI, the Stochastic Oscillator, and Bollinger Bands, either separately or in combination, and offers trend-following and countertrend interpretations of…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This indicator plots account balance and equity over trading history, with optional displays for used margin and free equity. It can also show period returns, maximum drawdown in absolute and percentage terms, profit factor, and recovery factor. Filters…

Risk managementStatisticsFuturesForex
MQL5 code base

The document describes an Expert Advisor that trades signals from the BrakeParb indicator. A trade signal occurs at a bar close when the indicator reverses, changes color, and displays a prominent dot. The EA uses the changed indicator state to decide when…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document shows how to display a daily account profit or loss percentage on a MetaTrader chart. Its calculation selects account deal history, sums the current day’s realized trading profit together with commission and swap, and adds current open profit to…

Risk managementPosition sizing