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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This brief note describes a version of a modified optimum elliptic filter indicator that adds a user-selectable chart timeframe. The example default is a four-hour period, while the input is intended to let a trader choose another timeframe for the…

Technical indicators
MQL5 code base

The indicator measures each candle’s body relative to its full range, using the ratio to classify candles as strong, weak, or neutral. It presents the current candle’s body and wick proportions alongside a lookback summary of average body ratio and…

Technical indicatorsMomentumStatistics
MQL5 code base

This document describes a utility script for viewing open forex positions’ profit or loss in pips. It says the tool does not place or close trades, and reports four outputs: aggregate pip P&L across positions, the pip result for each position, the sum of…

ForexRisk management
MQL5 code base

This document describes a higher-timeframe version of the Fisher_org_v1 indicator for MetaTrader 5. Its stated addition is a timeframe input, allowing the user to select the chart period from which the indicator draws its readings while viewing another chart…

Technical indicators
MQL5 code base

The Percentage Price Oscillator (PPO) expresses the gap between a short and a long exponential moving average as a percentage of the long average. The document uses nine-day and 26-day averages, making the value comparable across instruments with different…

MomentumTechnical indicators
MQL5 code base

This indicator description explains how to display the range of a chosen time interval and carry that range forward until the next session. The resulting corridor is marked with dot-dash lines and a change in background color, making the original interval…

Technical indicatorsBreakout
MQL5 code base

This brief description introduces a semaphore-style indicator that signals when price crosses the Ichimoku Kijun Sen line. The stated concept is a direct line-break trigger: a price move through the Kijun Sen produces an indicator signal. It does not explain…

Technical indicatorsBreakout
MQL5 code base

This XAUUSD indicator description outlines a multi-timeframe method for locating liquidity and order blocks across daily, H4, M30, M15, and M5 charts. It marks areas where higher-timeframe liquidity aligns with M5 levels, then looks for a sweep followed by…

CommoditiesBreakoutTechnical indicatorsRisk management
MQL5 code base

The document describes an indicator that highlights candles whose closing prices fall within overbought or oversold zones. It identifies the indicator as an updated version of an earlier candle-highlighting tool and names a supporting MQL5 library used for…

Technical indicatorsVolatility
MQL5 code base

The document presents a stock-selection rule combining three conditions: RSI below 65, first-level bid volume greater than ask volume, and a weekly five-period moving average crossing above the ten-period average. It interprets the RSI threshold as a…

EquitiesTechnical indicatorsMomentumMarket microstructure
MQL5 code base

This document describes a trading indicator that tracks price changes during the period after it starts. It reports counts of upward and downward ticks alongside the corresponding price movement in points. The example compares total volume with tick counts…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This adaptive moving average method builds on Perry Kaufman’s KAMA and incorporates where the closing price sits within the high–low range when adjusting the average. The document attributes the updated approach to Vitali Apirine and says the indicator…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The Smoothed Simple Trend Detector applies a three-pole Butterworth filter, attributed to Witold Wozniak, to create a smoothed version of the indicator. The document describes its use as similar to the Relative Strength Index or DeMarker, suggesting an…

Technical indicatorsTrend following
MQL5 code base

The TicksVolume indicator tracks upward and downward price-change counts and the corresponding price movement over the period since the indicator starts. It reports tick counts alongside price changes in points, making it possible to compare how often price…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This short indicator description says that the display reports the spread, its exponential moving average, its maximum and minimum, and market speed measured as ticks per second. A version identified as 1.01 uses a normal average instead of a moving average.…

Market microstructureExecutionTechnical indicators
MQL5 code base

The document introduces algorithms for generating every selection of k items from a set of N, either with order ignored (combinations) or preserved (permutations). It frames exhaustive enumeration as a brute-force way to search for an optimal solution when…

StatisticsArbitrage
MQL5 code base

This document outlines an Expert Advisor strategy that combines custom moving-average levels with a custom stochastic indicator. It evaluates signals when a new bar appears. A sell condition occurs when the prior close is below the lower moving-average level…

Technical indicatorsTrend followingMomentumRisk management
MQL5 code base

The document explains the motivation for Stochastic RSI: ordinary RSI can remain between overbought and oversold thresholds for long periods without reaching an extreme, leaving traders without a trigger under a simple threshold approach. It attributes the…

Technical indicatorsMean reversionEquities
MQL5 code base

This indicator presents a Bollinger Bands style envelope using two deviation settings and shades the region between the resulting band values. The cloud makes the gap between the two volatility-based envelopes visible on a chart. Its adjustable inputs are…

Technical indicatorsVolatility
MQL5 code base

This trading utility estimates the deposit-currency profit or loss of open market orders on the current chart symbol at a hypothetical price. The trader places a horizontal line named LP, and the calculation updates as the line moves, showing the projected…

Risk managementPosition sizing
MQL5 code base

The note introduces an ATR-based range indicator used by an associated grid expert advisor. Its central idea is that a period of low volatility may precede an impulse move, and that the subsequent move can be approached with a flat breakout strategy. The…

ForexVolatilityBreakoutTechnical indicators
MQL5 code base

BoDi measures the distance between the upper and lower Bollinger Bands and displays that difference as a histogram. The document explains that the bands tend to widen during strong upward or downward price impulses and narrow as the movement loses force. It…

Technical indicatorsVolatilityForex
MQL5 code base

This document briefly describes a Murrey levels indicator that places level values in indicator buffers and adds visual text identifying those levels. It attributes the indicator to Vladislav Goshkov and notes that it depends on a font-name library file…

Technical indicators
MQL5 code base

The indicator records the highest and lowest prices during a chosen opening window, then extends those levels across the session. It derives profit targets as multiples of the opening range and can mark breakouts, retests, and failed retests. Its…

BreakoutMean reversionTechnical indicatorsRisk management