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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 short technical note describes a higher-timeframe version of the T3_TRIX indicator. A timeframe input lets the user select the chart period from which the indicator operates; the example default is a four-hour period. The note also states that the…

Technical indicatorsTrend following
MQL5 code base

The Elder Impulse System classifies market conditions by combining the direction of an exponential moving average with the direction of the MACD histogram. The indicator has three configurable periods: one for the EMA and two for the fast and slow MACD…

Technical indicatorsTrend followingMomentum
MQL5 code base

This brief description outlines an expert advisor that builds a series of trades in one direction. The direction is set by the first position, and subsequent positions are opened at what the description calls the best price while increasing trade volume. It…

ForexPosition sizingRisk managementTechnical indicators
MQL5 code base

This document describes an Expert Advisor that predicts a future price from a sequence of past prices using linear prediction. Burg’s method estimates model coefficients by reducing mean-square prediction error over a training window. The strategy’s…

StatisticsMachine learningRisk managementBacktesting
MQL5 code base

This indicator identifies the maximum price over a specified search period using data from a selected timeframe. The example settings use a four-hour chart period, a five-bar search period, and a starting-bar offset of zero. Other parameters control the…

Technical indicatorsBreakoutStatistics
MQL5 code base

This brief description identifies NRTR_ATR_STOP as a trend indicator that uses the Average True Range (ATR) technical indicator and presents it in NRTR form. It offers only this high-level characterization, without explaining the formula, parameters, signal…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document describes Super Signals, an indicator that marks potential trend changes with arrows derived from price extremums over a period. It notes that the indicator was first implemented in MQL4 and published in 2007. The text provides a brief…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes a price channel indicator that plots the highest and lowest prices over a selected number of bars from a higher timeframe. It allows the lookback periods for the upper and lower channel boundaries to be set independently, so each side…

Technical indicatorsBreakout
MQL5 code base

This indicator description explains how ZigZag swing highs and lows can define resistance and support areas. A configurable confirmation delay is used to validate pivots before zones are drawn, aiming to reduce repainting. Instead of drawing thin levels, the…

Technical indicatorsBreakoutVolatility
MQL5 code base

The strategy uses the close at a chosen hour and weekday as a reference price. It buys or sells when price moves beyond a user-set fraction of the average daily range, with stop-loss and take-profit distances also defined as fractions of that range. The…

BreakoutPosition sizingRisk managementBacktesting
MQL5 code base

This expert advisor combines Heikin-Ashi color changes with a Keltner-style channel to time reversal entries. A color flip arms a signal, but entry waits for price to close back into or through the channel in the new direction. Signals expire after a…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

This indicator applies RSI to a moving average rather than directly to raw price. The input average can be a simple, exponential, smoothed, or weighted moving average. It then uses double-smoothed Wilder exponential averaging in the RSI calculation,…

Technical indicatorsMean reversionMomentum
MQL5 code base

This document describes a chart indicator that marks a set of named candlestick formations: bullish and bearish hammers, bullish and bearish engulfing patterns, dark cloud cover, a bullish dark cloud variant, a bearish cloud gap, and a doji. The patterns are…

Technical indicatorsEquities
MQL5 code base

This document outlines an Expert Advisor that trades from signals produced by the Arrows_Curves indicator. It evaluates signals when a bar closes: a newly appearing colored point or a cross can trigger action, with points used for both opening and closing…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes a trading script that sets stop-loss and take-profit levels for open positions using a chosen risk–reward ratio. The trader specifies a stop distance in pips, and the script calculates a corresponding take-profit distance. It can…

ForexRisk managementPosition sizing
MQL5 code base

This indicator description covers applying a stochastic calculation to several RSI variants, including Cuttler’s, Ehlers’ smoothed, Harris’, Rapid, RSX, Slow, and standard RSI. It also describes an option to smooth prices with one of four basic average…

Technical indicatorsStatistics
MQL5 code base

HLCrossSigForRSI is presented as a trend-following indicator that aims to make trade decisions more systematic. It combines a breakthrough range with Heiken Ashi and RSI filters, and uses ATR and nearby highs or lows in calculating volatility and entry…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

The document describes a MetaTrader script that checks tick-history availability month by month before a backtest. It classifies each month as having real ticks, partial tick coverage, bars without ticks, or no stored data. The distinction matters because a…

BacktestingMarket microstructureRisk management
MQL5 code base

The document describes a chart-based dashboard for monitoring bid and ask prices in real time. It summarizes consecutive price movement, tracks directional strength with decay, and displays market pressure in a color-coded histogram. Tick-driven updates are…

Market microstructureTechnical indicatorsExecution
MQL5 code base

The document explains a simple automated strategy that opens a position only when none are active, then chooses buy or sell through a pseudo-random even-or-odd result. It describes how the order uses configured trade size, slippage, stop-loss, and…

StatisticsRisk managementExecution
MQL5 code base

This indicator description modifies the Hull moving average to address overshooting and frequent slope changes that can generate numerous signals. A divisor parameter controls the average’s speed: the standard setting reproduces the original Hull average,…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This indicator overlays candlesticks from a higher timeframe as filled rectangles behind the chart. It uses the FrAMA candle indicator’s data and colors candle bodies according to direction, with separate colors for the shadows. The description identifies…

Technical indicators
MQL5 code base

This MetaTrader indicator displays how much of a selected bar’s duration has elapsed, expressed as a percentage. Its input settings allow the user to choose a fixed timeframe, so the progress shown can refer to bars from a timeframe different from the chart…

Technical indicatorsExecution