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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
WonderTrader
14 documents
Alphalens
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 Expert Advisor bases its trading signals on the BlauTVI trend indicator. It enters when the indicator histogram changes direction, with the signal checked after a bar closes. The rule therefore treats a shift in histogram slope or direction as a…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor uses the ColorSchaffMFITrendCycle oscillator to generate trades when its position crosses an overbought or oversold level. Signals are evaluated when a bar closes, so the described trigger depends on a completed bar rather than an…

ForexTechnical indicatorsBreakoutBacktesting
MQL5 code base

The Expert Advisor is described as a pure hedging system that places and manages two opposing market orders. It is intended for currency pairs traded through brokers with tight spreads and low commissions; the stated cost guideline is a combined spread and…

ForexExecutionRisk management
MQL5 code base

The document describes a third generation moving average designed to reduce the delay of a conventional moving average by increasing the moving average period according to a simple procedure. It attributes the method to Manfred G. Dürschner and says the…

Technical indicatorsTrend followingStatistics
MQL5 code base

The document briefly introduces Walter Downs’ Point of Balance Oscillator, describing a bar-color display intended to show the prevailing trend in the current balance. The color marks the balance associated with the current trend. An opposite-color signal is…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The Market Capture strategy starts with a market sell, then adds positions at fixed grid intervals as price moves. An upward move from the initial sell triggers a buy; continued movement adds further buys at intervals from the previous buy. If price reverses…

Grid tradingPosition sizingRisk managementExecution
MQL5 code base

The document introduces a higher-timeframe version of the TrendValue indicator. Its stated feature is a user-selectable chart period, with four-hour candles shown as the default setting. This lets the indicator use a timeframe chosen through its input…

Technical indicators
MQL5 code base

FlatTrend is described as an indicator that classifies the market state as either flat or trending. The document identifies its idea author and MQL5 code author, and notes that interpretation of the histogram’s color buffers depends on the selected signal…

Technical indicatorsTrend following
MQL5 code base

This note presents a variation of the discontinued signal line approach applied to RSI. The original method uses a presumed central level, such as the RSI midpoint, as a reference for oscillator signals. The author questions whether such fixed reference…

Technical indicatorsMomentumTrend following
MQL5 code base

The document describes an automated trading system that can enter on RSI divergence or on classic overbought and oversold reversals. Bullish divergence means price makes a lower low while RSI forms a higher low; bearish divergence means price reaches a…

Technical indicatorsMean reversionMomentumRisk management
MQL5 code base

This brief note describes an extended MetaTrader 5 version of the Ozymandias higher-timeframe indicator. The extension adds controls for the price-band width through an ATR multiplier and for the ATR lookback period. It also states that the higher-timeframe…

Technical indicatorsVolatility
MQL5 code base

The document defines an Average Modified Moving Average indicator with two inputs: a calculation period and the price series to apply. Each new value combines the previous indicator value, weighted by the period minus two, with the current and prior prices,…

Technical indicatorsEquitiesStatistics
MQL5 code base

This short indicator description presents Time Averaged Price as a line calculated from prices over a selected period. It identifies two settings: the calculation period and the applied price. Examples are shown for close, high, low, median, and weighted…

Technical indicatorsStatistics
MQL5 code base

This excerpt introduces a section of a book about building applications in MQL5 for MetaTrader 5. It outlines topics including program events, access to timeseries, chart operations, graphical objects, and interactions with the terminal. The material is…

Technical indicators
MQL5 code base

The document describes an indicator concept that searches across moving-average periods and selects one using historical trade expectancy, combining win rate with average reward. It also proposes using maximum favorable excursion to estimate a typical trend…

Technical indicatorsTrend followingStatisticsBacktesting
MQL5 code base

This document describes an Expert Advisor that opens trades when the DynamicRS_C indicator changes direction. It gives a practical setup requirement: the compiled indicator must be placed in the platform’s indicators folder. It also notes that a supporting…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a modified chart indicator for practicing and reviewing manual trading strategies on historical data. It produces operation reports in tables and charts and saves chart templates, with and without annotations. The stated purpose is to…

BacktestingRisk managementPosition sizingExecution
MQL5 code base

The document outlines a divergence trading setup that uses RSI to restrict when MACD divergence signals can open trades. A bullish divergence is considered for a long entry when RSI is below 30; a bearish divergence is considered for a short entry when RSI…

Technical indicatorsMomentumRisk management
MQL5 code base

Last ZZ50 is a rule-based trading approach built around the two most recent ZigZag segments, labeled AB and BC. It places pending orders at the midpoint of each segment: an order associated with AB is intended to enter in the direction of the trend indicated…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This short description presents an experimental modification of the Chaikin Volatility indicator: applying a stochastic transformation to it. The author notes that the result has limited resemblance to the original indicator, framing it as an interesting…

Technical indicatorsVolatility
MQL5 code base

The document describes a modular MetaTrader expert advisor organized around the ICT Daily Bias method. It identifies bullish, bearish, or revising market bias across timeframes as the directional input for trades. A risk-management component supports daily,…

ForexRisk managementTechnical indicatorsExecution
MQL5 code base

This indicator method looks for divergence by fitting linear regression channels to price and to an oscillator, using RSI as the example. It compares the slopes of the two channels: when they differ, the indicator changes the color of the channel's middle…

Technical indicatorsStatisticsMean reversion
MQL5 code base

The Donchian Ultimate indicator extends the classic channel, which tracks recent price extremes, with adjustable periods, bar shifts, and five ways to calculate its upper and lower boundaries. It can display a higher-timeframe channel on a lower-timeframe…

Technical indicatorsTrend followingBreakoutForex
MQL5 code base

True Range Bands are described as an alternative to Bollinger Bands that uses Average True Range. The document identifies the indicator as originally written in MQL4 and later presented for MetaTrader 5, where it relies on a smoothing-algorithm library. It…

Technical indicatorsVolatility