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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 describes an advanced Parabolic SAR indicator with configurable price selection, acceleration-factor settings, and a noise filter. It identifies controls for choosing the price input, setting the starting acceleration value and its increment,…

Technical indicatorsTrend following
MQL5 code base

This indicator displays time-based price corridors as a cloud, with a middle line and eleven expanding bands. The description says each formed corridor spans four hours and that corridor expansion proceeds over sixteen hours. Its settings include the local…

Technical indicatorsBreakoutVolatility
MQL5 code base

The WMAO is a momentum-style oscillator formed by subtracting a slower Wilder moving average from a faster Wilder moving average. Its three settings select the fast averaging period, the slow averaging period, and the price series used as input to both…

Technical indicatorsMomentum
MQL5 code base

This document describes an AdaptiveRenko chart indicator that combines Renko-style price bricks with a moving-average-based channel and support and resistance levels. It adds a minimum brick-width setting to reduce switching to very thin bricks in quiet…

Technical indicatorsVolatilityTrend following
MQL5 code base

The document describes an expert advisor for applying stop-loss and take-profit levels to manually opened positions. It can manage only positions on the chart's pair or positions across all pairs from a single chart. Settings specify the stop and target…

ForexRisk managementExecution
MQL5 code base

This MetaTrader indicator displays the classic Relative Strength Index alongside a histogram that colors each bar according to whether RSI is rising, falling, or nearly unchanged. A minimum-change filter suppresses color changes caused by small fluctuations.…

Technical indicatorsMomentumMean reversion
MQL5 code base

This brief document describes an indicator that derives support and resistance levels from the most recent tops identified by a Gann ZigZag. It offers a compact concept: use swing highs detected by the ZigZag as reference prices for potential areas of…

Technical indicators
MQL5 code base

The document explains the classic Keltner Channel, a volatility based indicator with a moving average of typical price at its center and bands offset by an average of the high-low range. The described platform version allows adjustment of the moving-average…

Technical indicatorsBreakoutTrend followingVolatility
MQL5 code base

This short description outlines an Expert Advisor inspired by variants of Dealers_Trader. Its stated trigger is the stochastic indicator entering an overbought or oversold region, at which point the system opens an initial lot. It also mentions operating…

Technical indicatorsMean reversionPosition sizing
MQL5 code base

This document describes a trading signal module based on the Commodity Channel Index. It produces a signal when price crosses above an upper threshold or falls below a lower threshold; the defaults are +100 and −100. A reverse setting can invert the…

Technical indicators
MQL5 code base

This MetaTrader expert advisor manages open positions using virtual take-profit, stop-loss, and breakeven levels. It detects orders on a chart and displays the corresponding exit prices as labels, with separate colors identifying breakeven, stop-loss, and…

ExecutionRisk managementPosition sizingForex
MQL5 code base

This document describes a slow stochastic oscillator displayed in a separate chart window. It first calculates a fast stochastic value from the close's position within the recent high-low range, then applies a simple moving average over the D period. A…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes an expert advisor that trades relative to a moving average and holds at most one market position. With reversed signals disabled, it opens a buy when the ask price is above the moving average on the current bar by a configurable…

Technical indicatorsTrend followingExecution
MQL5 code base

This document explains a chart indicator that displays signals from ChandelExitSign on a chosen timeframe. A right-pointing arrow represents continuation of the existing trend; a diagonal arrow marks a change and indicates trade direction. Arrow colors…

Technical indicatorsTrend following
MQL5 code base

This brief description introduces an indicator formed by applying the Inverse Fisher Transform to a nonlag-smoothed RSX oscillator. It notes that RSX is presented as a smoother alternative to RSI and that nonlag smoothing can be turned off by setting its…

Technical indicatorsMomentumStatistics
MQL5 code base

This short note describes an indicator that applies the Inverse Fisher Transform to a nonlag-smoothed version of RSX, a momentum oscillator related to RSI. It characterizes RSX as smoother than RSI and says the nonlag smoothing can be disabled by setting its…

Technical indicatorsMomentumStatistics
MQL5 code base

This trading script opens a sell position with a stop loss and take profit set at fixed point distances from the current price. Its key risk-management feature is sizing the position from a user-selected loss amount expressed as a percentage of the account…

Risk managementPosition sizingExecution
MQL5 code base

This document describes a reversible trading system based on crossings between the positive and negative Vortex indicator lines. A crossing identifies a potential direction, while the system waits for price to confirm the signal by breaking the high or low…

Technical indicatorsBreakoutTrend following
MQL5 code base

This document describes an MQL5 Expert Advisor that records closed positions to a CSV alongside market indicators sampled at both entry and exit. The recorded context includes RSI, Stochastic, price distance from two exponential moving averages, Bollinger…

BacktestingExecutionTechnical indicatorsMarket microstructure
MQL5 code base

This document describes a chart indicator that overlays the DeMarker oscillator with a moving average. It identifies the plotted lines and shows default overbought and oversold levels as the boundaries of a channel. The listed inputs let users set the…

Technical indicators
MQL5 code base

The document defines a Turkish lira basket index as the equally weighted average of the USDTRY and EURTRY exchange rates. It presents the index as a line in a separate chart window and describes two optional, customizable moving averages applied to a…

ForexTechnical indicatorsMulti-asset
MQL5 code base

This indicator presents volatility estimates for several lookback lags: 3, 4, 5, 6, 8, 10, and 13. A bold red line summarizes volatility across these periods, while separate colored lines show the estimate for each lag. The indicator includes a…

VolatilityTechnical indicators
MQL5 code base

The document identifies the Relative Strength Index as an indicator developed by John Welles Wilder Jr. and describes it as following the treatment in his 1978 book. It says the implementation uses a revised equation intended to reduce computational work…

Technical indicators