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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

The document describes a chart script that emulates successive ticks to preview how an indicator, expert advisor, or other script behaves across historical data. It supports manual movement of the test point and automatic iteration from a chosen bar toward…

Technical indicatorsBacktestingStatistics
MQL5 code base

This expert advisor trades EURUSD on four-hour bars using a 14-period RSI threshold of 50. When RSI is below 50, it opens a short position and closes a long; when RSI rises above 50, it opens a long and closes a short. The listed parameters include a stop…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

The document describes a breakout indicator that builds a channel from high and low prices processed with a Volume_Weighted_MA_Digit algorithm. The channel’s latest displayed upper and lower values serve as breakout levels. When price moves outside the gray…

BreakoutTechnical indicatorsTrend following
MQL5 code base

This Expert Advisor uses the SimpleBars trend indicator and generates a signal when a completed bar changes color. It describes the required compiled indicator placement and notes that a supporting trade library can accommodate brokers with nonzero spreads…

CommoditiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator colors price candles according to the Money Flow Index (MFI), making the oscillator’s broad market zones visible on a price chart. Teal marks overbought readings, while deep pink marks oversold readings. Pale green indicates MFI above 50 but…

Technical indicatorsEquities
MQL5 code base

The document describes an Average True Range Bands indicator that plots bands based on average true range. It identifies four configuration areas: the ATR calculation period, band deviation or channel width, the price mode used for calculations, and whether…

Technical indicatorsVolatility
MQL5 code base

The document describes a higher-timeframe option for the XFisher_org_v1_Candle indicator. A timeframe input lets the user select the chart period from which the indicator operates; the provided default is a four-hour period. The feature allows the candle…

Technical indicatorsMulti-asset
MQL5 code base

This indicator presents a breakout system based on the PercentageCrossoverChannel. When price moves outside a gray channel, candle colors change to indicate the inferred trend direction: blue for rising prices and pink for falling prices. Bright and dark…

Technical indicatorsBreakoutTrend following
MQL5 code base

This indicator overlays candles from a larger timeframe as filled rectangles and colors them according to the XD-RangeSwitch indicator. Candle bodies use one color for each trend direction, while shadows use separate colors, helping distinguish the…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor uses the FlatTrend indicator to classify market conditions as flat or trending. With the signal timeframe set to the current chart period, the EA checks the indicator's histogram buffers on the current bar and opens a buy or sell position…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This indicator description explains a way to plot support and resistance levels from recent tops identified by a Gann ZigZag calculated on a selected higher timeframe. The timeframe can be fixed by the user, allowing the turning-point calculation to be based…

Technical indicatorsFuturesForex
MQL5 code base

This document describes an Expert Advisor that trades crossovers between a faster and a slower moving average. A signal is evaluated when a bar closes: a move above the fast average triggers a buy, while a move below it triggers a sell. The EA can add volume…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The expert adviser described here seeks retracements after unusually strong price movements in USD-based currency pairs. It combines the premise that sharp moves can be followed by pullbacks with a Momentum indicator trigger, including an AUDUSD example…

ForexMomentumMean reversionTechnical indicators
MQL5 code base

The E-Friday expert advisor uses the prior daily candle’s direction to choose a trade: it buys when that candle closed above its open and sells when it closed below its open. It permits only one open position at a time, making the stated approach compatible…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document describes an indicator that draws expanding time-zone corridors, fills the area between them with color, and includes an average line. It sends alerts, email, or push notifications when price breaks out of an expanded corridor. The examples…

Technical indicatorsBreakout
MQL5 code base

This indicator uses peaks in price histograms to draw potential support and resistance levels. It presents four lines based on different histogram horizons: a gold line for one day, plus red, magenta, and blue lines for short-, medium-, and long-term…

Technical indicatorsMarket microstructureEquities
MQL5 code base

This document describes an alert-enabled version of the XFisher_org_v1_Vol_Supr_Zer indicator. It can notify users when the main line crosses zero, the signal cloud changes color to indicate a trend-direction change, or the indicator crosses or exits…

Technical indicatorsTrend followingVolatility
MQL5 code base

The Absolute Strength Histogram (ASH) is presented as a trend-following indicator derived from the Absolute Strength Oscillator. It plots the difference between smoothed bull and bear strength. Bull strength is based on the applied price relative to the…

Technical indicatorsTrend following
MQL5 code base

The document describes vaMA, an indicator built from price shifts and exponential smoothing. It uses increments from the first three orders, with step size proportional to the smoothing period, to produce a smoothed indicator and a faster companion. The…

Technical indicatorsTrend following
MQL5 code base

This brief description concerns a variant of the Hans Cloud System indicator. Its stated change is to extend the indicator’s plotted levels through the end of the trading session, controlled by an input setting that enables or disables the extension. The…

Technical indicators
MQL5 code base

This brief description introduces an Accumulation/Distribution indicator implementation with three selectable calculation variants: Classical, Classical Incremental, and Trade Station Incremental. The incremental approaches differ in how the indicator…

Technical indicatorsStatistics
MQL5 code base

The document briefly describes a MetaTrader Expert Advisor that calculates a trade lot size from a user-set risk percentage of free margin. Its example heading refers to a 100% risk setting, but no worked calculation, formula, or demonstration is included.…

ForexPosition sizingRisk management
MQL5 code base

This indicator compares a candle’s price movement with its tick volume and plots the result as a histogram with a smoothed moving-average signal line. The calculation can use either the absolute open-to-close difference or the high-to-low range, divided by…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This document describes an indicator that overlays candles from a larger timeframe as filled rectangles on a lower-timeframe chart. It uses the ColorStepXCCX indicator to determine direction-based colors: candle bodies appear in brick red or blue, while…

Technical indicators