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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
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 brief describes a version of the LaguerreVolume indicator that lets a user choose the chart timeframe through an input parameter. The example setting uses a four-hour period, indicating that the indicator can be configured to calculate or display…

Technical indicatorsFutures
MQL5 code base

This indicator labels intraday candles with their sequence number from a selected market’s cash open. It converts the exchange’s local session time through UTC to broker server time, accounting for different daylight saving schedules in Frankfurt, London,…

Technical indicatorsExecutionEquities
MQL5 code base

The document explains a chart indicator that draws a vertical marker once per day at a user-specified time. It describes placing the marker on the main price chart or dragging it into a separate indicator pane, making it a visual aid for locating recurring…

Technical indicatorsExecution
MQL5 code base

This description outlines an expert advisor that combines three moving averages with candle-based trailing stops and take-profit controls. It says the system trades using the open price of the current candle and presents major forex pairs and NASDAQ stocks…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

AutoDayFibs automatically plots Fibonacci levels using the high and low of a selected daily range. Its settings determine whether the indicator shifts to the current day’s prices, when that adjustment occurs, and how far back to look for the high and low…

Technical indicatorsFutures
MQL5 code base

The document introduces an oscillator based on the inverse Fisher transform, described as an extension of John Ehlers’s approach. It notes that this version lets users choose the price input and adjust the periods instead of relying on a fixed oscillator…

Technical indicatorsStatistics
MQL5 code base

This brief strategy description uses 15-minute bars and combines Parabolic SAR, MACD, and a simple moving average. SAR provides the initial directional cue, while MACD is used as an early indication of direction. For a buy setup, the description looks for a…

Technical indicatorsMomentumForexFutures
MQL5 code base

This indicator description explains a simple way to view trend context with two moving averages: one calculated on the chart’s current timeframe and another on a higher timeframe. The higher-timeframe setting is said to change automatically when the chart…

Technical indicatorsTrend following
MQL5 code base

The BHS Expert Advisor uses an adaptive moving average (AMA) and nearby round-number prices to choose an initial pending order. When the current bar's close is above the indicator, it places a Buy Stop at the next upper round price; when the close is below,…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document introduces a currency strength indicator for MT4 intended to rank currencies by their relative readiness to break out. It presents the tool as a way to identify stronger and weaker currencies and to help assess whether a breakout may be genuine…

ForexBreakoutTechnical indicators
MQL5 code base

The document describes an indicator that projects the conventional RSI reference levels of 30, 50, and 70 onto the price chart. Rather than displaying RSI only in a separate oscillator panel, it aims to express the corresponding oversold, midpoint, and…

Technical indicatorsMomentumEquities
MQL5 code base

The document describes a William Blau stochastic indicator and its configurable inputs: a lookback period, three successive smoothing periods, and the price series used in the calculation. It first measures the current price relative to the lowest price in…

Technical indicatorsEquities
MQL5 code base

FibSR is a chart indicator that marks potential support and resistance areas with colored rectangles. The document identifies Eli Hayun as its author and says the indicator was first implemented in MQL4 and published in 2008. It offers no explanation of how…

Technical indicators
MQL5 code base

This short description presents a trading zone indicator attributed to Bill Williams. It classifies the current zone by comparing the direction of the Accelerator Oscillator (AC) and Awesome Oscillator (AO) bars: when both are moving upward, the zone is…

Technical indicatorsMomentumTrend following
MQL5 code base

This brief description covers a MetaTrader 4 indicator that plots two linear regression trend lines and reports the angle or degree of the shorter line. It also provides alerts when the trend line changes direction and displays a Fibonacci price level for…

Technical indicatorsTrend following
MQL5 code base

This document describes a higher-timeframe variant of the ColorXDerivative indicator. Its distinguishing feature is an input that lets the user select the chart period used by the indicator; the stated default is H4. This makes the indicator’s timeframe…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that uses a universal Bezier curve to generate trading signals. It checks for a change in the curve’s direction and forms a signal when a bar closes. The approach is therefore based on curve direction changes rather…

Technical indicatorsForexBacktesting
MQL5 code base

This brief note describes a version of the Super Trend indicator that lets the user choose the calculation timeframe through an input parameter. The example default is a four-hour period, allowing the indicator to be used on a chart with a different display…

Technical indicatorsTrend following
MQL5 code base

This document describes a native MQL5 library for creating, training, and running feedforward neural networks inside MetaTrader 5. It outlines dense matrix operations, activation functions, layers with dropout and gradient clipping, optimizers, learning rate…

Machine learningEquitiesTechnical indicatorsRisk management
MQL5 code base

EMVCandle presents the Ease of Movement indicator as a sequence of candlesticks. The underlying price time series is processed by the EMV algorithm, and the resulting values are displayed in candle form. The document’s central idea is that this…

Technical indicatorsEquities
MQL5 code base

This document describes a MetaTrader expert advisor that combines a moving average with a Momentum indicator. It evaluates signals when a new bar forms, uses the previous bar's close and the current bar's open when opening positions, and refers to prior…

ForexMomentumTechnical indicatorsBacktesting
MQL5 code base

The document describes an indicator that measures the distance between price and the Parabolic SAR, then divides that distance by the width of an Envelope channel. This normalization expresses the separation relative to the channel’s size; a magnitude of one…

Technical indicatorsMomentumBreakout
MQL5 code base

This script places a configurable sequence of pending orders above the current price. Inputs control the initial gap, spacing between orders, order type, number of orders, trade volume, stop loss, and take profit. The example uses buy-stop orders on AUDCAD,…

ExecutionGrid tradingForexRisk management
MQL5 code base

This note describes an RSI filter that reduces the indicator to three states. It marks an upper state after RSI clearly breaks above 70 and carries that state forward from the previous bar; it marks a lower state after a clear break below 30 and likewise…

Technical indicatorsMomentum