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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

7,090 documents

MQL5 code base

This document describes a MetaTrader 4 Expert Advisor that closes open market positions, removes pending orders, or does both at a specified local computer time. Users can target all eligible orders or narrow the action by symbol, magic number, or ticket…

ExecutionRisk managementForex
MQL5 code base

This document describes a position-sizing calculator that converts a cash risk budget, entry price, and stop price into a trade volume using the broker's symbol specifications. It uses tick size and tick value to estimate the loss per lot, then rounds the…

Position sizingRisk managementExecutionBacktesting
MQL5 code base

The document explains a swing-chart method associated with W. D. Gann. It classifies each price bar by comparing its high and low with the preceding bar, then marks swing peaks and troughs when the bar direction changes. The proposed trading rules use higher…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This document describes a MetaTrader 5 variant of the i-CAi indicator that lets the user select its chart period through an input parameter. The example sets the indicator period to four hours, illustrating that the selected timeframe can differ from the…

Technical indicators
MQL5 code base

This document describes an MQL4 implementation of calculations from an existing PNB indicator. The author says the calculations were transferred from a spreadsheet and marked in the code to correspond to spreadsheet cells, while noting that the original…

Technical indicatorsMomentum
MQL5 code base

This indicator is designed to display price information from three different timeframes on one screen. Its practical purpose is to let a trader compare shorter-term and longer-term price action without switching chart settings. The document gives only this…

Technical indicators
MQL5 code base

This expert advisor runs separate long and short systems using signals from the ColorMaRsi-Trigger indicator. The two directions can be configured independently, including how trade volume is set and how recent trade outcomes affect the next position. When a…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The document introduces the Intraday Momentum Index, an oscillator that compares directed price movement with total price movement over a selected period. Its adjustable settings are the calculation period and the overbought and oversold thresholds. The…

Technical indicatorsMomentumStatistics
MQL5 code base

WASD_FR is described as a fractal indicator formed from three previous bars. The current bar is excluded from the calculation, so the stated design avoids redrawing the already calculated fractals as the current bar develops. The document identifies WASD as…

Technical indicatorsBreakout
MQL5 code base

This brief indicator description defines the Cauchy difference as the difference between the arithmetic mean and geometric mean of price over a chosen period. For each bar, it first represents price using the average of open, high, low, and close, then…

Technical indicatorsStatistics
MQL5 code base

The note describes an indicator that applies Noise Elimination Technology, characterized as a rolling Kendall rank correlation coefficient, to determine the trend of a simple moving average. This trend measure is distinct from the moving average’s slope, so…

Technical indicatorsStatisticsTrend following
MQL5 code base

This document contrasts MQL’s built-in MathRand generator with a class wrapping a 32-bit PCG pseudorandom number generator. It characterizes MathRand as a limited linear congruential generator and says its statistical flaws make it unsuitable for large Monte…

StatisticsBacktestingMachine learning
MQL5 code base

This document describes an indicator that displays buy and sell signals from three tools: the Parabolic SAR, RSI, and moving average. It presents their readings across nine timeframes and includes the indicator’s settings. The concept is a compact way to…

Technical indicators
MQL5 code base

The Cumulative Rotation Factor (CRF) is presented as a parameter-free indicator for distinguishing rising, falling, and consolidating market states. It starts from the previous CRF value and adjusts that value by comparing the current bar’s high and low with…

Technical indicatorsTrend following
MQL5 code base

The document outlines an Inner Circle Trader view of intraday session behavior: liquidity builds during the Asian session, may be manipulated around the London open, and is distributed during the New York Killzone. It describes an MT4 indicator intended to…

ForexMarket microstructureTechnical indicatorsExecution
MQL5 code base

This brief note proposes using normalized Average True Range (ATR) to make a double-smoothed exponential moving average adaptive. Rather than calculating the indicator with a fixed period, the ATR measure is intended to adjust its calculation as market…

Technical indicatorsVolatility
MQL5 code base

The document describes a PriceChannel calculation that tracks the highest and lowest prices over a selected period. Its library updates on every tick, allowing channel calculations without relying on standard chart bars, including custom-duration bars and…

Technical indicatorsMarket microstructureBacktesting
MQL5 code base

The AML indicator is described as a way to display reference prices for the current market state and help identify when the market is moving sideways. Its method uses fractal adaptive smoothing, associated with FRAMA, together with a discrete filter that…

Technical indicatorsVolatility
MQL5 code base

The author describes using Camarilla pivot levels after finding standard pivot lines too widely spaced for their purposes. They propose replacing the standard pivot point calculation with the midpoint of the first resistance and support levels, so the…

Technical indicators
MQL5 code base

This document describes a technical indicator that identifies the maximum price over a user-selected period of bars. Its inputs include the lookback period and starting bar, along with settings for the plotted level’s name, comment, color, line style, and…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from the JSatl_Digit_System indicator. It enters when a bar closes with a colored signal bar, provided the preceding bar had the opposite color or no color. The strategy therefore uses a change in…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a currency-strength indicator that estimates the relative strength of a currency from closing prices across seven pairs containing it. For a pair, the user plots the base currency’s indicator and then the quote currency’s indicator to…

ForexMean reversionTechnical indicators
MQL5 code base

This document describes a semaphore signal indicator based on an Elliott Wave Oscillator algorithm. It exposes a mode setting for the signal-defining algorithm, two configurable moving averages, applied-price choices, and a horizontal shift. The listed…

Technical indicatorsMomentum
MQL5 code base

This indicator lets a user set a multiplication factor to detect hammer and inverted hammer candlestick patterns. For a hammer, the example requires the shadow to be at least the selected multiple of the candle body; the inverted-hammer condition applies the…

Technical indicatorsEquitiesMean reversion