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
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 an updated step stochastic indicator and lists changes to its implementation and configuration. It says the calculation has been rewritten as a reusable function, with alert support and multi-timeframe operation. Users can choose among…

Technical indicatorsVolatilityBacktesting
MQL5 code base

The document describes a simple time filter for an expert advisor (EA). The function takes a start time and an end time, checks the current time against that interval, and returns a result indicating whether trading is permitted during the specified window.…

Execution
MQL5 code base

This MetaTrader 5 tutorial explains how to instrument an Expert Advisor so an optimization workflow can save balance and equity data and attach custom criteria to each test pass. It describes adding calls in tick and tester lifecycle functions, recording…

BacktestingStatisticsRisk management
MQL5 code base

The iWPRSign_HTF_Signal indicator displays the trend direction or trade signal produced by iWPRSign for a selected bar using colored arrows. A right-pointing arrow marks continuation of the existing trend, while a diagonal arrow marks a change and indicates…

Technical indicatorsForexFutures
MQL5 code base

This indicator adapts channel boundaries using a Euclidean-distance basis. It displays an upper red boundary and a lower blue boundary, alongside a gray standard Donchian channel for comparison. The description frames the adaptive channel as a way to respond…

Technical indicatorsVolatility
MQL5 code base

This indicator description explains how a Heiken-Ashi smoothed volatility-step histogram can highlight a chosen trading session. Users set session start and end times and a trigger level. Bars outside the session appear pale gray; within it, bars above the…

Technical indicatorsVolatilityExecution
MQL5 code base

This overview explains a classical Keltner Channel as a three-line, volatility-based indicator. The middle line is a moving average of typical price, while upper and lower bands are formed by adding or subtracting a moving average of the high-low range. The…

Technical indicatorsVolatilityBreakoutTrend following
MQL5 code base

The document describes an Expert Advisor that trades signals from the BBands_Stop_v1 indicator. A transaction signal is generated when a bar closes and the indicator changes position and color. The advisor depends on the compiled indicator being available in…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Aroon indicator is presented as a tool for assessing the direction of a security’s trend and the possibility that the trend may reverse. Its two components are Aroon Up, which tracks upward trend strength, and Aroon Down, which tracks downward trend…

Technical indicatorsTrend following
MQL5 code base

The document describes a simple expert advisor that monitors the combined profit or loss of open trades after it is attached to a chart. It offers two modes: close all trades once profit exceeds a configured fixed amount, or close them once profit exceeds a…

Risk managementExecutionPosition sizing
MQL5 code base

This Expert Advisor strategy uses color changes in XDPOCandle indicator bars to trigger trades. A signal forms at bar close when the indicator changes from orange to light green or in the reverse direction. The document identifies the required compiled…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The Imbalance Finder identifies bullish and bearish Fair Value Gaps, also called imbalances, using a three-candle pattern: the first and third candles' wicks do not overlap around the middle candle. It draws the resulting zones on a chart and monitors later…

Technical indicatorsMarket microstructure
MQL5 code base

The indicator displays the trend state or trade direction produced by NRatioSign, calculated on a selectable timeframe. A horizontal arrow marks continued trend direction, while a diagonal arrow indicates a change and points in the corresponding deal…

Technical indicatorsTrend following
MQL5 code base

The document describes a trade-copying setup in which one MetaTrader expert advisor exports order requests and another imports and executes them. The systems can run in the same terminal or separate terminals on the same computer. The importer can target a…

ExecutionMarket microstructureFuturesSpot markets
MQL5 code base

This short description presents a color-coded version of the Commodity Channel Index (CCI). When the indicator enters overbought or oversold territory, its color reflects the direction of the trend: green for a rising trend and red for a falling trend. The…

Technical indicatorsMomentum
MQL5 code base

This document describes a Forex expert advisor that combines trend-following, breakout, and volatility filters to generate trades. It identifies an ADX threshold as a trigger for allowing trades, and says the system can close positions when opposing signals…

ForexTrend followingBreakoutVolatility
MQL5 code base

This ProRealCode indicator plots how frequently rounded values of RSI, Stochastic, Williams %R, or ADX have occurred over a chosen historical period. The user selects an indicator and its settings, optionally chooses a start date, and can display a simple…

Technical indicatorsStatistics
MQL5 code base

The Trend Continuation Factor is presented as an indicator for identifying whether a market trend is present and determining its direction. The author motivates it by noting that positions opened against the prevailing market can lose quickly, so recognizing…

Trend followingTechnical indicators
MQL5 code base

QQEA is described as a Forex oscillator built from moving averages and the Relative Strength Index. Its stated purpose is to provide a technical indicator for assessing market movement, and the document says users consider it less lagging than other…

ForexTechnical indicators
MQL5 code base

This brief article proposes using pivot points to help identify when a market may be ranging or beginning a trend. Its starting premise is that markets move between bounded ranges and breakout phases, and that an indicator can make these potential…

Technical indicatorsBreakoutTrend following
MQL5 code base

This expert advisor manages trailing stops for all positions on the current trading symbol. Its configurable inputs include an initial stop-loss distance, the profit distance at which trailing begins, the increment used to adjust the stop, and the maximum…

Risk managementExecution
MQL5 code base

This indicator description presents a step-chart version of RSX, the Relative Strength Quality Index, intended to reduce the number of signals and make changes easier to interpret. The user sets a step size as a percentage of RSX; changes smaller than that…

Technical indicatorsMomentumBacktesting
MQL5 code base

The William Blau candlestick momentum indicator is described as the difference between a selected price and that price from a specified number of periods earlier. Its two inputs are the lookback period and the applied price, allowing the calculation to use…

Technical indicatorsMomentumStatistics