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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

This brief description explains a position sizing function that calculates lot size from the distance to a stop loss and a specified risk budget. Its example states that a 2% risk setting combined with a stop 40 points away yields a lot size intended to lose…

Position sizingRisk managementExecution
MQL5 code base

This Expert Advisor identifies trend conditions with three moving averages and uses Parabolic SAR to trigger orders. It can close a position on an opposite signal, trade only on selected days, reverse its signal, or keep a position open when an opposite…

Trend followingTechnical indicatorsPosition sizingRisk management
MQL5 code base

The MultiBullsBearsEyesTrend indicator presents the BullsBearsEyes oscillator state across ten timeframes at once. Each line represents one timeframe’s indicator reading, giving the user a compact way to compare whether oscillator conditions are aligned or…

Technical indicatorsMulti-asset
MQL5 code base

This document describes a chart indicator that displays a bar’s size as the difference between two selected price fields, such as high and low or close and open. Users can choose the fields being compared, set text colors for bullish and bearish bars, adjust…

Technical indicators
MQL5 code base

The document describes a Keltner Channel indicator with a timeframe input, allowing the indicator to use a chart period selected through its parameters. The example sets a higher timeframe, illustrating how the channel can be configured to reference data…

Technical indicatorsVolatility
MQL5 code base

The document describes an Expert Advisor that trades signals from an MFI_Slowdown indicator. A signal is recognized when a colored arrow appears, and the system generates its signal at the close of the bar. The advisor depends on the compiled indicator being…

Technical indicatorsBacktestingForex
MQL5 code base

The document presents an Expert Advisor for managing positions opened manually or by another automated system. Its trailing stop is based on Average True Range (ATR), so the stop distance can respond to changing volatility instead of remaining a fixed number…

VolatilityRisk managementPosition sizing
MQL5 code base

The document explains how to add alert delivery to an existing MetaTrader indicator that already records buy and sell signals in buffers. Separate routines check the selected bar for a nonempty signal and can issue a terminal sound alert, send an email, or…

Technical indicatorsExecution
MQL5 code base

This indicator displays candles from a higher timeframe as filled rectangles, using the color state of the CronexRSI cloud to indicate trend direction. It colors candle bodies and shadows differently for the cloud’s two directions, allowing the…

Technical indicatorsTrend following
MQL5 code base

This document describes a script for submitting a buy stop-limit order and a sell stop-limit order at equal distances from the current price. Its configurable inputs cover trade size, price deviation, order distance, stop-limit offset, stop loss, take…

ExecutionRisk managementPosition sizing
MQL5 code base

This guide describes a MetaTrader 5 script that creates a prompt file for customizing an AI assistant’s response language, persona, and numbered menu. Users can generate the file, apply it in the assistant, and edit the instructions, menu labels, and actions…

ExecutionRisk managementMachine learning
MQL5 code base

The document explains the construction of the i_Trend indicator. Its green line represents the difference between a selected price and a chosen line of the Bollinger Bands. Its red line is formed from the combined Bulls Power and Bears Power values,…

Technical indicatorsVolatilityMomentum
MQL5 code base

This trading indicator description adapts a method associated with Larry Williams by adding a trend moving average to determine trade direction. It plots the indicator in a separate window after normalizing price by the trend average. Separate short-period…

Technical indicatorsTrend followingEquities
MQL5 code base

This note outlines the Abstract Factory software design pattern, which creates families of related products through a common factory interface. It contrasts that role with Builder: a builder assembles a complex object through multiple steps and returns it…

Statistics
MQL5 code base

Track Cyclical is an oscillator that expresses the applied price’s percentage deviation from a moving average. Its calculation compares the selected price with a simple moving average over a configurable period, divides the difference by that average, and…

Technical indicatorsStatistics
MQL5 code base

The document explains how to size a forex position so that a stop-loss represents a chosen amount of account-currency risk. It distinguishes three currency relationships: a pair whose quote currency matches the account currency, a pair whose base currency…

ForexPosition sizingRisk managementExecution
MQL5 code base

This brief description introduces an indicator that constructs Keltner Channels around the average value of the XRSX oscillator, represented as a sequence of candlesticks. It therefore applies a channel-style technical indicator to oscillator values rather…

Technical indicatorsVolatility
MQL5 code base

This document describes a custom indicator that compares price swings with the Awesome Oscillator (AO) to identify potential bullish and bearish divergences. It presents a bullish case when price makes lower lows while the oscillator makes higher lows, and a…

Technical indicatorsMomentumStatistics
MQL5 code base

This MetaTrader indicator combines price and RSI divergence detection with a panel projecting higher-timeframe candles. It marks bullish divergence when price forms a lower low while RSI forms a higher low, and bearish divergence when price forms a higher…

Technical indicatorsMomentumForex
MQL5 code base

This indicator applies Ehlers’ nonlinear filter to high, low, and median prices to estimate the current instrument’s trend. It displays a neutral zone when the filtered high and low slopes are out of phase, and uses colored zones to represent other…

Technical indicatorsTrend following
MQL5 code base

This document describes a moving-average indicator that applies multiple passes of an averaging process. It frames the method as a simple digital filter and says its implementation avoids explicit coefficient handling for simplicity and efficiency. A single…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The document describes T3 Bands as a variation on Bollinger Bands. It replaces the simple moving average used for the central line with a T3 smoother, and uses a T3-based deviation in place of standard deviation to define the upper and lower bands. The…

Technical indicatorsVolatility
MQL5 code base

This note describes an alternative implementation of Average True Range. It says the example provided with MetaTrader 5 approximates a simple moving average of true range to reduce execution time, producing results that are very close to an SMA but not…

Technical indicatorsVolatilityExecution
MQL5 code base

This indicator classifies market conditions into four states by combining a selectable oscillator trigger with measures of trend strength. The user can choose stochastic, CCI, RSI, MACD, or momentum as the source for trend detection. Histogram colors…

Technical indicatorsTrend followingVolatility