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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 variation of the Jurik Moving Average (JMA) that uses the Average True Range (ATR) to add another layer of adaptation. It notes that JMA already adapts to market volatility, so incorporating ATR makes the indicator “double adaptive.”…

Technical indicatorsVolatilityTrend following
MQL5 code base

StepSto is presented as a trend indicator that uses the position of its histogram and signal line relative to the zero level to help identify trend direction. The document also describes crossings between the signal line and histogram, accompanied by a…

Technical indicatorsTrend following
MQL5 code base

This short indicator description explains a simple way to characterize price action: calculate the percentage of bullish and bearish bars within a chosen interval. The user sets a calculation period and an applied price, which determines the price input used…

Technical indicatorsStatistics
MQL5 code base

This A-share screening idea combines a metaverse industry classification with appearance on the prior day's trading leaderboard, a close below the five-day moving average, and a count condition involving down candles over the latest 20 sessions. The article…

EquitiesTechnical indicatorsChina marketsRisk management
MQL5 code base

CronexRSI is described as a MACD-style indicator that operates on RSI values instead of directly on price. Its output is displayed as a colored cloud, offering a visual way to examine changes in the momentum of the RSI series. The document identifies the…

Technical indicatorsMomentum
MQL5 code base

This short indicator note describes modifications to a ZeroLag MACD display. It says the histogram bars are colored according to how each bar compares with the previous one, making changes in the indicator easier to see. It also scales the fast and slow EMA…

Technical indicatorsMomentum
MQL5 code base

This brief note describes ExVolV2_HTF, a version of the ExVolV2 indicator with a user-selectable chart timeframe. The timeframe is exposed as an input parameter and defaults to a four-hour period, allowing the indicator to reference a chosen interval. The…

Technical indicatorsMulti-asset
MQL5 code base

This MetaTrader indicator monitors a user-selected price level and defines a tolerance band around it using a deviation measured in points. It draws horizontal lines for the trigger level and band boundaries, with configurable colors and styles. When price…

Technical indicatorsExecutionMarket microstructure
MQL5 code base

This indicator plots a set of Murrey Math pivot levels on a trading chart, with additional lines and configurable display options. Traders can use the levels as potential support, resistance, or reference points for entries and exits. The tool can alert when…

Technical indicatorsBreakoutExecution
MQL5 code base

This document describes an MQL4 indicator based on the Squeeze approach discussed in John Carter’s trading book. It tracks compression using Bollinger Bands and Keltner Channels, with changes to their calculations in this revision. Compression values are…

Technical indicatorsVolatilityMomentumBreakout
MQL5 code base

This document describes a smoothed fast digital filter indicator that displays its latest value as a price label. An input parameter controls how many digits are used when rounding the channel levels, with three digits given as the default. The described…

Technical indicators
MQL5 code base

The RSI Summed indicator evaluates a set of RSI readings across user-specified periods. It marks an upward state when every reading is above a chosen upper threshold, a downward state when every reading is below a chosen lower threshold, and a neutral state…

Technical indicatorsMomentum
MQL5 code base

The document briefly describes an Expert Advisor that combines the Relative Strength Index with a small neural network. It says the system processes market data in OHLC mode during optimization and only acts when a new bar appears. An EURUSD five-minute…

ForexTechnical indicatorsMachine learning
MQL5 code base

This indicator combines MACD with support and resistance levels displayed on the price chart. It offers three ways to define a signal-related color change: a MACD crossing the zero line, a change in MACD slope, or a cross between MACD and its signal line.…

Technical indicatorsTrend followingExecution
MQL5 code base

The document explains average trading volume and introduces a volume indicator that expresses current volume as a percentage of the average over a selected period. This normalization makes it easier to compare activity with a baseline rather than relying on…

Technical indicatorsMarket microstructureExecution
MQL5 code base

This report tool exports one CSV row for each closed position, grouping deals by position identifier. Its fields include symbol, direction, entry and exit details, profit points, maximum favorable excursion (MFE), maximum adverse excursion (MAE), capture…

Risk managementBacktestingStatistics
MQL5 code base

This Expert Advisor waits for a control bar whose opening hour matches a configured start hour, then searches a specified number of bars for the highest and lowest prices. Based on the chosen order type, it places pending limit orders or stop orders around…

ForexBreakoutExecutionMarket microstructure
MQL5 code base

CandleRange is a chart indicator that displays two histograms to summarize price movement around each candle's open. The upper histogram represents an averaged difference between the high and open, while the lower histogram represents an averaged difference…

Technical indicatorsVolatilityStatistics
MQL5 code base

This Expert Advisor evaluates the opening price alongside MACD, Stochastic, and RSI values when a new bar forms. It permits only one open position at a time and supports both netting and hedging account types. The indicator calculation timeframe is…

Technical indicatorsBacktesting
MQL5 code base

This Expert Advisor uses the XMA Range Channel indicator to generate trades when a bar closes and its candle color changes from neutral to green or purple. Those changes represent a breakout through the channel formed by the indicator lines. The page…

ForexTechnical indicatorsBreakoutBacktesting
MQL5 code base

This indicator description explains how to emphasize price candles that fall within a chosen time window on a chart. The user sets the session’s starting hour and its duration in hours; candles inside that interval receive the indicator’s colored display,…

Technical indicatorsEquities
MQL5 code base

This document describes an expert advisor that manages open positions for the chart symbol on which it runs. It monitors position profit and loss against configured take-profit and stop-loss levels, then closes positions at market when a threshold is…

ExecutionRisk managementFutures
MQL5 code base

INERCIA_bars is a chart indicator that colors each price bar according to the size and direction of its price change relative to a user-supplied threshold, measured in points. Bars are blue when the rise exceeds the threshold, red when the fall exceeds it,…

Technical indicatorsMomentumEquities
MQL5 code base

The document describes a low-latency container for storing a fixed number of recent market ticks. It indexes the newest observation at position zero and discards the oldest observations when new ticks push the series beyond its configured capacity. The…

High-frequency tradingStatisticsTechnical indicators