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
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

The document describes a trend-strength indicator that uses changes in a smoothed relative strength index to judge whether price movement has become significant enough to count as a trend. Its stated aim is to distinguish meaningful directional movement from…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor uses the wlxBWWiseMan-2 semaphore indicator. It generates a trade signal at bar close when a graphical object in the corresponding signal color appears. The document also notes that the compiled indicator must be installed in the…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This Expert Advisor describes a framework for overlay hedging across currency pairs listed in the trading platform’s Market Watch. It calculates correlations between symbols and Average True Range ratios for possible hedge combinations, assigning distinct…

ForexVolatilityStatisticsRisk management
MQL5 code base

The Didi Index is described as a moving-average indicator intended to help identify potential reversal points. It uses three moving averages, including periods of 8 and 20, displayed around a center line at zero. A signal feature called a “needle” appears…

Technical indicatorsEquities
MQL5 code base

The document describes a chart indicator that detects regular and hidden divergences between price swings and RSI. It marks bullish and bearish signals with arrows and labels, and offers a dashboard that counts each signal type on the current timeframe.…

Technical indicatorsMean reversionMomentum
MQL5 code base

The document describes a charting indicator intended to count down the time remaining in a bar without pauses. Its timing logic uses the computer's current system clock rather than server time, allowing the countdown to continue during periods when data…

Technical indicatorsExecution
MQL5 code base

The document outlines a two-sided stepped grid strategy. It sets a grid distance, opens a long after a decline by that distance and a short after a rise by the same distance, then closes a position when price has moved two grid distances upward. Initial…

Grid tradingPosition sizingBacktestingCrypto
MQL5 code base

The r_Ma indicator combines multiple ways of calculating a classical moving average. For a chosen period, it calculates twenty-eight versions, formed from four averaging methods and seven possible input prices, then averages those results into a single…

Technical indicatorsStatistics
MQL5 code base

This indicator presents two versions of Rate of Change for viewing price momentum. The standard version expresses the price change relative to the closing price from an earlier period, so the measure is a percentage. The second version scales ROC by Average…

Technical indicatorsMomentumVolatility
MQL5 code base

This MetaTrader indicator marks candles whose price changes exceed user-set limits. It reports changes in points and percentages, with separate display colors for gains and losses. The threshold settings let users filter out smaller moves, and a bar limit…

ForexTechnical indicators
MQL5 code base

This brief description introduces WaveMTF, a MetaTrader 4 indicator that displays bull and bear signals on a chart. It offers signal notifications through on-screen alerts, email, and push messages, with options to show trader information and signals on the…

Technical indicatorsForex
MQL5 code base

The document describes an Expert Advisor that places buy and sell orders at expanding Fibonacci-based intervals, adjusting grid spacing and position sizes to market conditions. Its proposed filters combine Market Profile value areas with ADX trend strength…

Grid tradingForexCommoditiesTechnical indicators
MQL5 code base

This brief note describes a modified FRAMA indicator that adds floating levels to help identify trend direction. Its motivation is to avoid relying on the slope of FRAMA alone, which the author says can generate false signals, particularly when the fractal…

Technical indicatorsTrend following
MQL5 code base

This brief description explains an indicator that displays a volume-weighted moving average as a sequence of candlesticks. The candlesticks are generated by processing a relevant price time series through the Volume-Weighted-MA algorithm. The stated purpose…

Technical indicatorsEquitiesFutures
MQL5 code base

This document describes a Schaff Trend Cycle indicator calculated with Jurik Volty Adaptive RSX, a member of the RSI and momentum indicator family. Its central idea is to use an adaptive version of RSX within the cycle calculation, rather than relying on a…

Technical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that generates trades from the RVI_Histogram indicator when a bar closes. A selectable trend-detection mode uses either a crossover between the indicator’s main and signal lines together with a cloud-color change, or…

ForexTechnical indicatorsBacktestingMomentum
MQL5 code base

This description outlines an Expert Advisor that checks for signals when a new bar appears. Its displayed decision rules open a long position when the fast moving average is above both the normal and slow averages and two Parabolic SAR readings are below the…

Technical indicatorsTrend followingExecutionRisk management
MQL5 code base

This document explains a utility for assigning and recognizing magic numbers used by trading Expert Advisors. Magic numbers help an EA distinguish its trades from trades opened by other EAs, including when the same EA runs on the same symbol and timeframe…

ExecutionMarket microstructure
MQL5 code base

This description explains a single-use trading robot that sets stop-loss and take-profit levels for positions on the current symbol. The user can choose which side of the market to target—buy, sell, or both—and specify the stop and target values. Once it…

Risk managementExecution
MQL5 code base

This description outlines additions to a revised RSI-based expert advisor: more detailed indicator settings, two moving averages, martingale sizing, and lot calculation as a percentage of account balance. The underlying RSI trading principle is not restated,…

Technical indicatorsMean reversionPosition sizingRisk management
MQL5 code base

This expert advisor combines ADX and MACD to identify trade entries. It looks for the MACD main and signal lines to move in the same direction over a configurable number of bars: upward movement supports buys, while downward movement supports sells. The main…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This document introduces a semaphore-style arrow indicator that marks potential trading times with colored dots. It identifies the tool’s basic purpose but does not explain the signal rules, the meaning of each color, or how a trader should interpret the…

Technical indicators
MQL5 code base

This document describes a chart indicator that highlights the price range associated with a chosen day of the week. The trader selects a weekday in the indicator settings, and the tool paints that weekday’s range with colored rectangles. The setting makes…

Technical indicatorsStatistics
MQL5 code base

This document describes a semaphore-style trading indicator built from the VolatilityQuality indicator algorithm. It identifies the indicator’s general basis and notes that it relies on classes from a smoothing library, which must be available in the…

Technical indicatorsVolatility