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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

This short indicator note describes a higher-timeframe variant of the Color QEMA Envelopes Digit indicator for MetaTrader 5. Its timeframe is selected through an input parameter, with the example configured to use a four-hour period. The note says the…

Technical indicators
MQL5 code base

This document describes an indicator that displays Aroon Oscillator status across ten time frames. It uses the oscillator values from the most recently closed bars and marks each time frame with a colored square: pale pink when the oscillator is below its…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The document describes a variation of the Schaff Trend Cycle calculation. In the usual construction described here, the indicator is based on MACD, which is formed from the difference between two exponential moving averages. This version substitutes a NonLag…

Technical indicatorsTrend following
MQL5 code base

This indicator displays candlestick size as a histogram in a separate chart window. Its calculation can use either the distance between the open and close, which represents the candle body, or the distance between the high and low, which represents the full…

Technical indicatorsVolatilityStatistics
MQL5 code base

The indicator identifies confirmed fractal swing highs and lows, then checks later completed bars for wicks that pass beyond those levels and close back across them. A wick below a swing low followed by a close above it is marked as a potential bullish…

Technical indicatorsMarket microstructure
MQL5 code base

Greatest Swing Value (GSV) compares recent upward and downward price movement measured from each session’s open. The indicator concept sums or averages moves from the open to the high and from the open to the low over recent periods, then flags a swing from…

Technical indicatorsStatisticsMulti-asset
MQL5 code base

This document describes an automated trading system built around the ColorMETRO_XRSX indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The text also specifies that the indicator files must be installed in the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document introduces a high-low channel indicator with an input that lets the user choose the timeframe used by the indicator. The example sets that input to H4, illustrating that the indicator can reference a period different from the chart’s current…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that enters trades when the WPR_Histogram changes from neutral gray to red or blue at a bar’s close. The color transition indicates that the Williams Percent Range oscillator has moved into an overbought or oversold…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader 5 chart indicator that displays time remaining until the next candlestick while a market is open, or until the next market opening while it is closed. It says the countdown adjusts for weekdays and weekends and uses…

Technical indicatorsExecution
MQL5 code base

This utility describes managing each open order with virtual profit and loss thresholds. When an order reaches its configured level, the tool closes it, allowing a trader to apply exit rules without placing a conventional stop loss or take profit order. It…

Risk managementExecutionPosition sizing
MQL5 code base

This brief set of trading notes describes how to manage signals from an EMA crossover system. It advises closing a losing position when an opposite signal appears, on the premise that later gains may offset losses. It also gives conditions for standing…

Technical indicatorsMomentumRisk management
MQL5 code base

This indicator guide explains how to visualize daily high-low ranges for Sydney, Tokyo, London, and New York sessions on a chart, with a separate outline for the London–New York overlap. Labels compare each session’s range with the average of recent…

CommoditiesForexTrend followingBreakout
MQL5 code base

The document describes an indicator that marks the hours during which a manual intraday trading system may operate. A trader sets a start time and a stop time, and the indicator draws that interval as a rectangle on the chart. Its stated purpose is to make…

Execution
MQL5 code base

This document describes a chart indicator that plots two ColorJFatl lines from different timeframes and fills the space between them with a cloud colored to represent market trend direction. The example defaults to hourly and four-hour timeframes. Inputs…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

Power Measure is an oscillator intended to relate price changes to volatility over a configurable period. It calculates percentage change from the previous close to the current close, and a second percentage measure using the current high and the previous…

Technical indicatorsStatisticsVolatility
MQL5 code base

This indicator classifies MACD conditions using the relationship between the MACD line, its signal line, and the zero line. It marks a bullish condition when the signal line is below MACD while MACD is above zero. It marks a bearish condition when the signal…

Technical indicatorsMomentumTrend following
MQL5 code base

This document describes a chart-based trading assistant that lets a user place market orders with keyboard commands and configure pending buy-stop, sell-stop, buy-limit, and sell-limit orders by selecting entry, stop-loss, and take-profit prices on a chart.…

ExecutionPosition sizingRisk managementForex
MQL5 code base

The document describes Roboost, a MetaTrader 4 expert advisor for major forex pairs on an hourly timeframe. It combines ideas from common forex robots, including RSI-based half-scalping, and can run on multiple pairs with separate settings. Its configurable…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This brief note describes a demonstration of labeling recently closed trades with their profit or loss. The example expert advisor places dummy trades so the labels can be seen in a strategy tester. It offers two rendering approaches: drawing with a Canvas…

ExecutionRisk management
MQL5 code base

The document introduces FRASMAv2 as an adaptive moving average that uses fractals. It identifies the indicator as an MQL4 work first published in 2016 and notes that it was translated from Russian. No calculation details, parameter guidance, chart…

Technical indicatorsTrend following
MQL5 code base

This indicator adds a three-level strength display to the ColorJ2JMA moving average. It uses the standard deviation of the indicator and two configurable thresholds: values between the thresholds produce a small dot, while values above the upper threshold…

Technical indicatorsVolatilityTrend following
MQL5 code base

This expert-advisor description outlines a trading system that acts when a bar closes and the AverageChangeCandle indicator changes direction. It identifies the indicator file needed for the advisor to run and notes that its trading library assumes brokers…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

XStdDevSpeed_direction displays market-volatility information based on values from the XStdDevSpeed indicator at a fixed timeframe. Its histogram color provides the initial signal context, while colored squares along the line mark bars when the corresponding…

Technical indicatorsVolatility