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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This document describes a MetaTrader 5 account-level risk manager intended for proprietary trading evaluations. It monitors all positions, regardless of whether an expert advisor or manual trading opened them, and can close positions and remove pending…

Risk managementPosition sizingExecutionForex
MQL5 code base

This document describes a version of a period-candle indicator with a user-selectable timeframe input. The example configuration sets the chart period to four hours by default, while the input permits selection of another timeframe. The purpose is to make…

Technical indicatorsMulti-asset
MQL5 code base

This Chinese-language post outlines a screen for mainland Chinese equities in the metaverse theme. It selects stocks reported on the previous day’s trading list and requires the 30-day moving average to be rising versus its prior value. The post also…

EquitiesChina marketsTechnical indicatorsBacktesting
MQL5 code base

This document describes a CCI histogram indicator that adds averaging to the histogram and to its dynamic overbought and oversold levels. Its inputs allow the user to set the CCI period, applied price, volume type, threshold levels, smoothing method and…

Technical indicatorsStatisticsVolatility
MQL5 code base

This brief entry identifies FractalSystem as an indicator based on fractals. It credits Maloma as the original author and notes that the indicator was first implemented in MQL4 and published in 2007. The entry refers to an illustration of the indicator, but…

Technical indicators
MQL5 code base

This short description introduces a three-pole Butterworth filter used to smooth price or another selected input series. It characterizes the indicator as providing smoothing while using modest processing resources, making it a potential alternative for…

Technical indicators
MQL5 code base

The Slope Direction Line is described as a colored moving average intended to show the market’s average direction. Its configurable inputs are a lookback period, a moving-average method, and the price series used in the calculation. The calculation first…

Technical indicatorsTrend followingStatistics
MQL5 code base

This expert advisor uses the Williams Percent Range indicator for contrarian entries: it sells when the indicator is overbought and buys when it is oversold. It was designed for EUR/USD on the one-minute timeframe, with a five-digit price feed, though the…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

The document introduces the higher highs and lower lows stochastic (HHLLS), a momentum oscillator attributed to Vitali Apirine’s February 2016 article. It describes several possible uses: spotting emerging trends, identifying corrections, anticipating…

Technical indicatorsMomentumTrend following
MQL5 code base

BreakTrend is described as an indicator for grid strategies, which can suffer losses when an early entry goes against a strong developing trend. The indicator waits until a sizable move has occurred, then signals when a reversal or pullback may be possible.…

ForexTechnical indicatorsGrid tradingMean reversion
MQL5 code base

This MetaTrader utility evaluates whether splitting a position into multiple exits improved the outcome relative to holding the full position until the final exit. It reads closing-deal records from a CSV and reports three measures: value added versus that…

ExecutionRisk managementStatistics
MQL5 code base

This utility displays an instrument’s swap values on a chart, using different text colors for positive and negative values. It also shows the instrument name and the date and time at which the values were captured. Because swap rates can change, the…

FuturesForexExecution
MQL5 code base

The Wide Range Body indicator marks candles whose body is larger than the bodies of a configurable number of preceding candles. Its default comparison range is three bars. It distinguishes consecutive bullish candles, consecutive bearish candles, and…

Technical indicatorsBreakout
MQL5 code base

This document describes an MQL5 class for calculating and accessing upper and lower Bill Williams fractals using a ring buffer. A fractal is identified around a price extremum by comparing bars on either side; the class lets users set how many bars to…

Technical indicatorsMarket microstructure
MQL5 code base

This brief indicator description explains a channel built around percentage price deviation. Its width is controlled by a percentage setting, and the channel is displayed as a filled background or cloud. The document identifies an original author and says…

Technical indicatorsStatistics
MQL5 code base

The document describes an Expert Advisor that uses recent Bollinger Band Width values in a neural network method. Band Width is presented as the percentage spread between the upper and lower Bollinger Bands, normalized by the middle band in the…

Technical indicatorsMachine learningVolatilityBacktesting
MQL5 code base

The document describes an oscillator that measures price deviations from a moving average (MA). Its configurable inputs are the MA period, calculation method, applied price, and frame size. Within each frame, the indicator searches for the largest deviation…

Technical indicatorsMean reversion
MQL5 code base

The document describes a trading system that combines the Alligator indicator with Fractals. Its basic entry idea is to detect a particular grouping of Alligator lines and confirm the signal with a fractal. The system also offers configurable indicator exits…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

The document describes a chart display modification for the Parabolic SAR indicator. It adds a filled area between price and the SAR line, making the gap between them easier to see at a glance. It also draws a rectangle on the right side of the chart that…

Technical indicators
MQL5 code base

This indicator adapts MACD by filtering price observations according to trading volume. It updates an analysis buffer only when current tick volume exceeds its average, then calculates the moving averages from the retained data. The intended idea is to give…

Technical indicatorsMomentumMarket microstructure
MQL5 code base

This expert advisor uses the standard MACD indicator to generate directional entry signals. It marks a buy condition when the MACD main line has declined or remained level across the three most recent indexed readings, and a sell condition when those…

Technical indicatorsMomentum
MQL5 code base

This indicator replaces the moving averages in MACD with QWMA, a parameterized average whose speed setting changes its weighting behavior. The document describes speed 0 as equivalent to a simple moving average, speed 1 as equivalent to a linear weighted…

Technical indicators
MQL5 code base

This page describes an expert advisor that measures the current spread, displays spread statistics on a chart, and prints collected statistics to the trading journal when it stops. The journal output can be used with a strategy tester to inspect historical…

ExecutionMarket microstructureBacktestingRisk management
MQL5 code base

The document describes a chart indicator that marks recent price highs and lows over a chosen lookback period. These extrema can serve as possible support and resistance areas and help outline a trend channel. It explains how alert functionality can be added…

Technical indicatorsTrend followingExecution