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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 document describes an indicator that can display stochastic values for a user-selected symbol, rather than only for the chart’s current instrument. Multiple instances can be added with different symbol inputs, allowing a trader to view several pairs…

ForexTechnical indicatorsPairs trading
MQL5 code base

This document describes an expert advisor that trades manually drawn support and resistance lines in either of two modes: entering after a retreat from a line or when price breaks through it. The trader places the lines with a chart trend-line tool. In…

BreakoutTechnical indicatorsRisk managementExecution
MQL5 code base

The note describes Larry Williams' Pro-Go oscillator as an indicator for daily charts. It focuses on a comparison between a Professional line and a Public line, interpreting their divergence as a possible discrepancy between professional activity intended to…

Technical indicatorsEquitiesFutures
MQL5 code base

This note describes an extension to a limit-channels indicator that adds colored histogram states. It proposes calculating those states at three nested levels: outer levels respond most slowly, middle levels are intermediate, and inner levels respond…

Technical indicatorsBreakout
MQL5 code base

Four_MA_Strength uses four moving averages to represent both the direction and power of a trend. It assigns values across four levels for rising and falling conditions, with the levels intended to distinguish stronger from weaker trends. The document…

Technical indicatorsTrend followingMomentum
MQL5 code base

The Median indicator builds a channel from average true range deviations measured around the midpoint of a range defined by price extremes. It displays that midpoint and a signal line as a colored cloud, providing a visual reference for price location and…

Technical indicatorsVolatility
MQL5 code base

This note describes a filtered version of a deviation-scaled moving average, an indicator characterized as relatively fast. It identifies a practical drawback of using changes in the average’s slope as trading signals: during range-bound markets, the slope…

Technical indicatorsMean reversion
MQL5 code base

This indicator description presents a modified Commodity Channel Index (CCI). Instead of scaling price deviation with mean absolute deviation, the described version uses standard deviation. It also applies a Hull moving average to prices before calculating…

Technical indicatorsStatistics
MQL5 code base

The FIR indicator is a finite impulse response filter that smooths an applied price using four observations with symmetric weights. Its calculation assigns weights of one, two, two, and one to the current and three prior price values, then divides the…

Technical indicatorsStatistics
MQL5 code base

This indicator colors part of each price bar according to the candle’s direction. For a rising candle, it marks the segment from the open to the high in light green; for a falling candle, it marks the segment from the open to the low in pink. The display…

Technical indicatorsEquities
MQL5 code base

This indicator is a variation on Bollinger Bands that uses bar highs and lows, rather than closing prices, when calculating standard deviation. The change alters the price input to the band calculation while retaining the indicator’s general volatility-band…

Technical indicatorsVolatility
MQL5 code base

This brief description concerns a software class implementing the classical Donchian channel, a technical indicator based on channel highs and lows. It says the class initializes its arrays and then constructs two output arrays, one for the upper channel and…

Technical indicatorsBreakout
MQL5 code base

This document describes a candlestick indicator that marks hammer-shaped and inverted-hammer-shaped candles. It classifies the two forms by the position of the candle body within its range: the body is in the upper or lower half. The indicator uses blue for…

Technical indicatorsEquities
MQL5 code base

This document describes a higher-timeframe version of the ColorZeroLagTriXOSMA indicator. It says users can select the indicator’s chart period through an input setting, with a four-hour period shown as the default example. The stated use is to view this…

Technical indicators
MQL5 code base

The document describes an MT4 indicator based on John Ehlers’ Fisher Transform. It frames the method as a way to reshape price data so that extreme moves stand out more clearly than they may in bounded oscillators such as RSI, Stochastic, or CCI. The…

Technical indicatorsStatistics
MQL5 code base

The Edge Drift Detector compares closing-deal outcomes from a live Expert Advisor with a backtest baseline to assess whether average per-deal performance has weakened. Its central method is a cumulative-sum alarm calibrated by resampling baseline deals, with…

StatisticsRisk managementBacktestingMachine learning
MQL5 code base

This indicator description presents a variation on the stochastic oscillator that applies the calculation to a moving average instead of directly to price. The stated motivation is to reduce noise in price-based readings. Users can choose among simple,…

Technical indicatorsMean reversion
MQL5 code base

This MetaTrader indicator is designed to classify market conditions as directional, mixed, or choppy. It combines Kaufman’s Efficiency Ratio with a direction signal based on price relative to a moving average and the moving average’s slope. The score is…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document outlines an automated strategy that trades breakouts from a price range during configurable trading hours. Its settings cover start dates, position volume, risk per order, stop-loss placement, take profit, trailing stops, partial exits, and…

BreakoutRisk managementPosition sizingBacktesting
MQL5 code base

This document describes an indicator that marks recurring price levels on currency charts. It groups levels ending in 00 and 50 separately from those ending in 20 and 80, and lets traders show or hide either group. It also explains how to conceal an…

ForexTechnical indicators
MQL5 code base

This indicator adapts an exponential moving average using phase information derived from a Hilbert Transform. The document describes the transform as splitting price information into in-phase and quadrature components using current and prior price…

Technical indicatorsTrend followingStatistics
MQL5 code base

The indicator displays trend information from the CronexAC indicator on a fixed timeframe. It derives its signal from the relative positions of the indicator’s main and signal lines, and shows the source indicator’s cloud color. Stars on the line mark…

Technical indicatorsTrend following
MQL5 code base

The custom NHNL_Divergence indicator plots a high-low index line in a separate pane and marks detected divergences both there and on the price chart. It is based on the NHNL indicator, which tracks new highs and new lows, and is intended to make divergence…

Technical indicatorsEquitiesStatistics
MQL5 code base

This expert advisor trades signals from an Anchored Momentum Candle indicator. A signal is generated when a bar closes and the indicator’s candle color changes; the document says the advisor uses that event to initiate trades. It also notes that a…

ForexTechnical indicatorsBacktesting