Skip to content

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

The EA described combines the Adaptive Moving Average (AMA) and Relative Strength Index (RSI) in a two-stage signal. For a buy example, RSI must first fall below a configurable level of 30, and price must then cross above AMA within a configurable number of…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

This short MT4 expert-advisor note explains how Boolean buy and sell conditions can be passed into a Direction function. Its example checks whether Bollinger Band status indicates a valid green or red state, then uses those conditions to set the canBuy and…

Technical indicatorsExecution
MQL5 code base

This document describes a chart indicator that marks the Sydney, Tokyo, London, and New York trading sessions. Users can set each session’s start and end hours and choose its display color. Other controls set the session area height, whether session names…

Technical indicatorsMarket microstructure
MQL5 code base

The XMA_BBx5_Cloud indicator displays two Bollinger Band channels derived from a single moving average. The channels are drawn as a colored cloud, and the latest values can also appear as price labels. This offers a visual way to compare price with multiple…

Technical indicatorsVolatility
MQL5 code base

The document briefly introduces the Ulcer Index as a measure related to price volatility and possible drawdowns or recoveries over a selected period. It names three configurable inputs: the calculation period, an inverse-calculation option, and the price…

Technical indicatorsVolatilityRisk management
MQL5 code base

This document describes a multi-timeframe version of the ChannelsFIBO indicator. A source timeframe setting controls which chart interval supplies the channel data, so the indicator can show the same market situation on lower-period charts. For example,…

Technical indicators
MQL5 code base

Dynamic Zone RSI modifies the Relative Strength Index by setting its overbought and oversold boundaries dynamically with Bollinger Bands. Rather than relying on fixed RSI levels, the indicator uses the bands to define zones that can adapt to the RSI series.…

Technical indicatorsVolatility
MQL5 code base

This document describes a modified exponential moving average that follows a proposal by Bob Fulks and Alex Matulich, originally used as part of an improvement to the T3 calculation. The alteration changes how the EMA is calculated, with the stated aim of…

Technical indicatorsTrend following
MQL5 code base

The indicator presents trend information from the VolatilityPivot indicator on a fixed timeframe. It uses the colors of the underlying indicator lines as the signal source, displaying colored dots when a bar in the corresponding timeframe changes. This gives…

Technical indicatorsVolatilityTrend following
MQL5 code base

This indicator uses a simple moving average whose calculation period increases over time. When price crosses the moving average, the period resets and a new calculation begins. A chart label marks each new period, and the indicator has no user-configurable…

Technical indicators
MQL5 code base

This document describes a smoothed Commodity Channel Index oscillator displayed as a histogram. Its colors can indicate either a break through overbought or oversold levels, or a change in the histogram’s direction. The selected coloring behavior depends on…

Technical indicatorsMomentumBreakout
MQL5 code base

This document describes a synthetic RSI indicator built from three RSI calculations. The combined value is calculated using a method that differs from a simple average, although the exact formula and settings are not supplied. Before the RSI calculations,…

Technical indicatorsMean reversionStatistics
MQL5 code base

This document describes an indicator that presents a moving-average-based trend filter as a colored cloud. It identifies the tool’s general form and attributes its original implementation to Luis Guilherme Damiani, noting that it was first published in 2008.…

Technical indicatorsTrend following
MQL5 code base

Williams Thrust is a directional indicator that compares two Williams Percent Range readings, each calculated over a separately chosen lookback period. It also computes a moving average for each reading, with the averaging method and periods supplied as…

Technical indicatorsMomentum
MQL5 code base

The document presents a variation of a “triple” indicator that replaces the Hull Moving Average with a double-smoothed exponential moving average (DSEMA). The stated motivation is to avoid overshooting that can occur with the Hull average, while retaining a…

Technical indicatorsTrend followingMean reversion
MQL5 code base

The document describes a script that estimates where a third Elliott wave may end, following an approach attributed to Bill Williams. It uses a Fibonacci expansion object: for a bullish setup, the user places its three points at the first wave’s starting…

Technical indicatorsCommodities
MQL5 code base

This indicator compares the unmodified closing price with a transformed price calculated from the close and a shifted historical close. The user selects how many bars back to obtain the shifted close. The transformed series applies a base-10 logarithm to the…

Technical indicatorsStatistics
MQL5 code base

This indicator marks the high and low reached during two user-selected intraday time intervals. It takes start and end times for each interval, finds the extremes within both, and draws them as horizontal levels. The example settings use two windows during…

Technical indicatorsBreakoutMean reversionBacktesting
MQL5 code base

The document describes a high risk recovery approach that opens an opposite trade when price moves against an existing position by a defined pip distance. If price continues in the new direction, the gains on the newer position may eventually offset the…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

The document describes an enhanced Time Segmented Volume (TSV) indicator. It lets users select the price input instead of relying only on closing prices, and choose among volume weighting, a true-range-based pseudo-volume, or no volume weighting. These…

Technical indicatorsStatistics
MQL5 code base

The document describes a stochastic MACD oscillator displayed in a separate chart window. It identifies the indicator as a combination of MACD and stochastic calculations, but does not explain the calculation sequence, signal interpretation, or how traders…

Technical indicatorsMomentumStatistics
MQL5 code base

The document describes an Expert Advisor that trades signals from the BvsB trend indicator. A signal is generated when a bar closes and the indicator cloud changes color. For the EA to operate, the compiled indicator must be installed in the terminal’s…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The indicator identifies candidate support and resistance from rolling price extremes. Support is defined as the lowest low over a chosen period when it matches the lowest low over that period plus an additional lookback. Resistance applies the corresponding…

Technical indicatorsMean reversionBreakout
MQL5 code base

The Schaff Trend Cycle (STC) is presented as a trend indicator that combines exponential moving averages with a stochastic cycle calculation. Its purpose is to make MACD-style trend signals respond earlier by adding a cycle component intended to account for…

Technical indicatorsTrend followingForex