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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 document describes an interactive chart crosshair indicator for MetaTrader that displays candle information while the cursor moves across a chart. Its information line can show bar distance, OHLC prices, total range, body and wick proportions, tick…

Technical indicatorsMarket microstructureExecution
MQL5 code base

This short description introduces Average of ATR, a custom MetaTrader 4 indicator that compares the Average True Range with its own average. ATR is presented as a measure of market volatility over a selected period, and the comparison is suggested as a way…

Technical indicatorsVolatilityRisk management
MQL5 code base

This document outlines an Expert Advisor that enters trades using signals from the BinaryWave oscillator. Signals are evaluated when a bar closes: the selected mode can trigger on a move through the zero level or on a change in the direction of a moving…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document makes two claims about the T3 indicator. It describes the T3 version as smooth without extra smoothing and contrasts it with versions that add Jurik Moving Average smoothing. It also says the Hot setting can be changed to control the indicator’s…

Technical indicatorsMomentum
MQL5 code base

The document describes an Expert Advisor that trades when the Dots indicator changes color at a bar close. It gives a high-level entry signal rule based on that change, and notes that the strategy requires a compiled indicator file to run. A supporting…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This Expert Advisor trades signals from the TSI_WPR oscillator. It acts when a bar closes and the indicator cloud changes color, using that change as its entry signal. The document also notes that the compiled indicator must be installed for the EA to…

Technical indicatorsBacktestingCommodities
MQL5 code base

This document describes an Expert Advisor that generates trades from the 2MoHLC indicator. At bar close, it can signal when the indicator crosses its zero level, the cloud changes color, or price breaks through the cloud; the selected trigger depends on the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a daily channel indicator that displays a daily period according to a selected time zone. Its settings let users choose local and daily time zones, set the period’s color and line style, and adjust the visual styles for the high, low,…

Technical indicatorsCommodities
MQL5 code base

The document gives brief rules for interpreting the Cyber Cycle indicator. It treats values above zero as an uptrend and values below zero as a downtrend, and describes buying when the indicator line is green and selling when it is red. No calculation…

Technical indicatorsTrend following
MQL5 code base

This note presents an extended version of on-balance volume (OBV), a momentum indicator that accumulates volume according to whether price rises or falls. It argues that conventional OBV often reverses direction frequently and lacks clear signal levels. To…

Technical indicatorsMomentumBreakoutEquities
MQL5 code base

This document proposes a forex indicator inspired by the physics formula for linear momentum: mass multiplied by velocity. It maps mass to trade volume or tick volume, preferring tick volume because it is easier to obtain than total market-wide traded…

ForexMomentumTechnical indicators
MQL5 code base

This document describes an Expert Advisor that uses the XMACandles indicator to generate trades. A signal occurs when a bar closes and the indicator’s candle color changes. Running the advisor requires the compiled indicator, and an auxiliary library is…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The script opens a buy and a sell market order shortly before a news release, aiming to capture a sharp move in whichever direction price breaks. The proposed setup uses stop losses so that an adverse move can close the losing side while the surviving…

ForexEvent-drivenBreakoutRisk management
MQL5 code base

DeltaForce is described as an indicator that displays two histograms in a single window to show how overbought or oversold a financial asset may be. The document identifies the tool’s intended reading but does not explain its calculation, input settings,…

Technical indicatorsMean reversion
MQL5 code base

The document describes a reusable class for smoothing an array of double-precision values with a classical moving-average approach. The user supplies an input array, a smoothing period, and the array dimension; initialization prepares the required arrays,…

Technical indicatorsStatistics
MQL5 code base

The RJT Matches indicator is described as a visual aid for assessing trend strength and possible turning points. It draws each match as a line connecting one bar’s opening price with the following bar’s closing price. The inclinations of individual lines,…

Technical indicatorsTrend followingMomentum
MQL5 code base

This brief indicator description presents a smoothed KRI oscillator in color-histogram form. It identifies two moving-average components used in the implementation and points to a separate discussion of averaging price series for intermediate calculations.…

Technical indicatorsMomentum
MQL5 code base

The document describes a MetaTrader 5 utility for recording real-time ask and bid ticks to a CSV file. Users can choose the output filename, column delimiter, and timestamp format. The timestamp records local computer time when each tick arrives, with…

Market microstructureHigh-frequency tradingExecution
MQL5 code base

The document outlines an expert advisor that uses the Commodity Channel Index, ZigZag, and Impulse indicators. Its configurable inputs include initial position size, stop loss, take profit, trailing stop and step, a shared averaging period for Impulse and…

Technical indicatorsRisk managementPosition sizingBacktesting
MQL5 code base

This note describes a Laguerre RSI variation that uses Average True Range (ATR) to adapt its calculation period rather than keeping that period fixed. The intended effect is greater responsiveness when volatility is high and smoother readings when volatility…

Technical indicatorsVolatility
MQL5 code base

This indicator presents crossings of the XCCI_Candle_Vol oscillator’s zero line as candle-style signals. It uses color labels to distinguish the signal and can issue audio alerts when a candle crosses the zero level. Two settings control the total number of…

Technical indicatorsBreakout
MQL5 code base

This trading system opens a position when a bar closes with a caudate candlestick signal from the CaudateXPeriodCandle indicator. It can also close the position after a preset holding period, making elapsed time an explicit exit rule. The example…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This note describes a Laguerre RSI variant that adjusts its calculation period using Average True Range (ATR). The adaptation is intended to make the indicator respond more quickly during high volatility and produce smoother readings during quieter periods.…

Technical indicatorsVolatilityRisk management
MQL5 code base

This Expert Advisor contains two similarly structured systems based on the Chande Momentum Oscillator crossing its zero line: one for long trades and one for short trades. Separate input groups control each side, including distinct magic numbers and position…

ForexTechnical indicatorsMomentumBacktesting