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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

ChannelAnt is a moving-average-based channel indicator built around a central balance line and surrounding lines that serve as potential support or resistance depending on the balance line’s position. For Forex channel construction, the description cites…

ForexTechnical indicatorsMean reversionBreakout
MQL5 code base

This Expert Advisor describes a level-based strategy that opens a buy when price crosses a support level under specified bar-close and prior-bar conditions; sell entries use the opposite conditions. It places stop loss and take profit orders at support or…

Technical indicatorsRisk managementPosition sizingExecution
MQL5 code base

The document describes a linear regression line indicator designed to be applied to data from another indicator in MetaTrader 5, rather than only to ordinary price series. It explains the practical motivation: a regression channel drawn as chart objects must…

Technical indicatorsStatistics
MQL5 code base

This document describes a higher-timeframe version of an RSI Histogram oscillator. A user can choose the indicator’s calculation or display period through an input setting, with a four-hour period shown as the default. The indicator depends on a separate RSI…

Technical indicatorsEquities
MQL5 code base

This Expert Advisor trades signals from the SuperWoodiesCCI indicator. It opens a trade when the indicator crosses the zero level, with the signal evaluated after the bar closes. The advisor can add the indicator to the chart automatically, using the same…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document defines a fair value gap as a price imbalance across a three-candle pattern, within the framework of ICT-style smart money concepts. For a bullish pattern, it identifies a gap of at least one point between the first candle’s high and the third…

Technical indicatorsMarket microstructure
MQL5 code base

The document describes smoothing a DeMarker indicator series by filtering higher-order harmonics in its spectrum. It presents this as a general technique that can also be applied to other indicator outputs. The stated advantage is very low latency, making…

Technical indicatorsStatistics
MQL5 code base

MaRsi-Trigger is an indicator that classifies an asset into three states: rising, falling, or flat. It encodes those states as plus one, minus one, and zero, respectively. Its signals combine two moving averages with two RSI oscillators that use different…

Technical indicatorsMomentumStatistics
MQL5 code base

The Flat Channel expert advisor seeks breakouts after detecting a narrow or slowing market range. It places a pending order in anticipation of a move beyond the channel and sets the stop distance to twice the channel width. The description recommends EUR/USD…

ForexBreakoutVolatilityRisk management
MQL5 code base

The document describes a chart indicator that displays pivot levels for three separately configurable periods. It is intended to let a trader view levels such as daily, weekly, and monthly pivots together. Settings allow the user to change pivot and…

Technical indicators
MQL5 code base

The document describes a MetaTrader 5 indicator wrapper for SilverTrend NRTR that lets the user choose the indicator’s calculation timeframe through an input parameter. Its example sets that timeframe to four hours. The indicator can alert the user and send…

Technical indicatorsTrend following
MQL5 code base

The document describes an expert advisor that manages stop loss, take profit, and trailing-stop levels on the trader’s computer rather than placing those levels with the broker. Its trailing stop uses three settings: the distance behind price, the profit…

Risk managementExecutionPosition sizing
MQL5 code base

This Pine Script indicator plots a volume-weighted moving average as its center line and builds six upper and six lower bands from the standard deviation of the selected price source. The bands use Fibonacci-related fractions of a scaled deviation, from…

Technical indicatorsVolatilityStatistics
MQL5 code base

This stock screen selects shares with a daily price range above a stated threshold, a condition described as prior-day major-player control, and a circulating share count no greater than 5.5 billion. The article interprets the range as a sign of active…

EquitiesTechnical indicatorsChina marketsRisk management
MQL5 code base

The document describes one Expert Advisor that runs three independent trading systems based on ColorJFatl_Digit indicator color changes. It generates signals when a bar closes and an indicator changes color, treating that as a trend change. Each system has…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This trading script description presents a two-part exit plan. It calculates position size from account balance, stop distance, and a chosen percentage risk, then splits the position between an earlier profit target equal to the stop distance and a farther…

ForexPosition sizingRisk managementExecution
MQL5 code base

This document describes an expert advisor that checks for trading signals when a new bar appears and only when it has no open position for the current symbol and its magic number. It averages the Bulls Power and Bears Power indicator readings across two…

ForexTechnical indicatorsRisk management
MQL5 code base

This MetaTrader expert advisor uses the Blau Ergodic MDI oscillator to generate trades. The described entry choices include reacting to a histogram direction change, a zero-line crossover, or a change in the signal cloud’s color. A configurable time window…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document sketches a simple breakout trading example based on candlesticks alone, without technical indicators. It refers to a buy entry shown in an image and says the sell entry would reverse that setup. The supplied text does not include the image, so…

BreakoutTechnical indicatorsBacktesting
MQL5 code base

This document describes a method for turning a set of conditions associated with an ideal uptrend or downtrend into a trend-strength percentage. Each condition that holds earns a point; the total is divided by the maximum possible score and expressed as a…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes an alert-enabled version of a Spearman rank correlation histogram indicator. It can notify a trader when the histogram crosses zero, breaks through an overbought or oversold threshold, or exits one of those extreme zones. The alert…

Technical indicatorsStatisticsExecution
MQL5 code base

This brief note describes an Ichimoku variant that substitutes a moving average for the midpoint of a Donchian price channel. It specifies median price as the input and lists simple, exponential, and weighted moving average choices. The author says the…

Technical indicatorsTrend following
MQL5 code base

This short description presents an Expert Advisor that closes every position open in an account once the broker server time passes a configured deadline. Its inputs include the closing time and a maximum permitted price deviation, indicating that the close…

Risk managementExecution
MQL5 code base

This indicator combines a conventional MACD with a smoothed momentum measure and two event notifications. MACD is defined as the difference between fast and slow exponential moving averages; a moving average of MACD forms the signal line, and subtracting…

Technical indicatorsMomentumStatistics