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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
Quantpedia
86 documents
TqSdk
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

The document describes a MetaTrader indicator that can issue alerts when several XFisher signal events occur: a zero-line crossing, a change in histogram direction, a move through overbought or oversold levels, or an exit from those regions. Users can…

Technical indicatorsMomentumVolatility
MQL5 code base

The document explains an Expert Advisor that uses arrows from a Candle shadow percent indicator to open trades. At the start of a new bar, an upper-shadow signal on the prior completed bar triggers a sell, while a lower-shadow signal triggers a buy. Position…

Technical indicatorsPosition sizingRisk management
MQL5 code base

The document describes an Expert Advisor that generates a signal when the i-CAi indicator changes direction, interpreted as a change in moving-average direction. The EA checks for the signal when a bar closes, then trades based on that change. It requires…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This MT5 tool monitors the chart symbol for changes in selected broker-reported contract properties. It compares each valid observation with a saved baseline associated with the account server, login, and symbol. Watched fields include price precision and…

Risk managementExecutionMarket microstructure
MQL5 code base

This document describes an Expert Advisor that checks for signals when a new bar appears. It identifies direction from a crossing of two moving averages, with a minimum separation threshold that can be set independently for buy and sell trades. After a…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

The Tango Line is described as a reversal-oriented chart indicator intended to signal sharp changes in direction and allow earlier entries. Its central line marks the midpoint of the range formed after a reversal bar, while accompanying bands mark the…

Technical indicatorsMean reversion
MQL5 code base

This document describes a modified Laguerre RSI indicator that adapts its behavior using average true range and applies a Laguerre filter to smooth the RSI values. The author characterizes both the adaptation and smoothing as dynamic features, with the…

Technical indicatorsVolatilityMean reversion
MQL5 code base

This document describes an Expert Advisor built around the iCCI_NR indicator. It opens a position at bar close when the indicator breaks its support or resistance levels and changes color. A position exit is signaled when the indicator crosses its mean line.…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

The document describes an indicator that applies extended Fibonacci levels to standard Bollinger Bands. It identifies the underlying indicator as the standard iBands calculation, with Fibonacci levels used to draw the bands. This suggests a charting…

Technical indicatorsVolatility
MQL5 code base

This Expert Advisor uses an RSI custom smoothing indicator and calculates a regression before generating a trading signal. The description focuses on how the EA manages exits rather than specifying the exact signal rules or regression method, so those parts…

Technical indicatorsRisk managementBacktesting
MQL5 code base

The MultiStochasticTrend_x10 indicator displays the Stochastic oscillator state across ten separate timeframes. Each line represents one timeframe’s oscillator, giving a compact view of whether readings are in oversold, overbought, or intermediate territory.…

Technical indicatorsMomentumMulti-asset
MQL5 code base

This document introduces an alternative MACD indicator and lists configurable inputs: fast and slow exponential moving-average periods, a signal simple moving-average period, an option to plot arrows, and a histogram threshold. These settings describe the…

Technical indicatorsMomentum
MQL5 code base

This FAQ explains operational limits and practical considerations for running the Freqtrade cryptocurrency trading bot. It describes supported spot and selected futures trading, short positions in futures when the strategy and configuration support them, and…

CryptoSpot marketsFuturesBacktesting
MQL5 code base

This indicator combines the Commodity Channel Index (CCI) with an exponential moving average signal line. Its four adjustable inputs control the CCI lookback, the EMA lookback, and the overbought and oversold thresholds. The signal line is described as a…

Technical indicatorsMean reversion
MQL5 code base

This document describes a MetaTrader 4 expert advisor for trading around scheduled news releases. The user must enter the release time, lot size, stop-loss, and take-profit settings, with the start time intended to be set one minute before the announcement.…

Event-drivenForexExecution
MQL5 code base

This brief example outlines a two-sided automated strategy based on a 14-period RSI calculated from closing prices. It opens a buy when RSI falls below 25 and closes that position once RSI rises above 50. For short trades, it opens when RSI rises above 75…

Technical indicatorsMean reversionRisk management
MQL5 code base

This document describes an indicator for Smart Money Concepts traders that identifies Fair Value Gaps, also called imbalances or inefficiencies. It defines a gap as a three-candle pattern in which the wick ranges of the first and third candles do not…

Technical indicatorsEquitiesFutures
MQL5 code base

The document explains how the plus and minus directional indicators, +DI and -DI, form part of Wilder’s Directional Movement Index. Unlike ADX, which measures the strength of a move without indicating its direction, these lines compare upward and downward…

Technical indicatorsMomentumTrend following
MQL5 code base

This document describes a chart indicator that fills the area between two moving averages calculated from high and low prices. The resulting band appears as a colored histogram on the price chart, providing a visual envelope around price based on the…

Technical indicatorsVolatility
MQL5 code base

The document describes a script for comparing computer and terminal performance in MetaTrader 4 and MetaTrader 5. It combines 45 tests covering calculations, arrays, sorting, strings, procedural and object-oriented code, chart-object operations, canvas…

StatisticsBacktestingExecution
MQL5 code base

The document describes an Expert Advisor concept for EURUSD that aims to capture a substantial part of a typical weekly move. It cites historical observations that most days had an average price change above 60 points and that weekly movement exceeded 200…

ForexTrend followingBreakoutRisk management
MQL5 code base

This document outlines an expert adviser that receives data from six indicators: CCI, fast and slow moving averages, MACD, Stochastic, and RSI. Each indicator is instantiated across six chart periods ranging from one minute through four hours, giving the EA…

Technical indicatorsMulti-assetMomentum
MQL5 code base

This programming demonstration shows how an MQL5 client can dispatch lengthy calculations to separate worker threads associated with chart objects. A helper header creates those objects and applies a worker expert adviser; after a task finishes, its chart…

ExecutionHigh-frequency trading
MQL5 code base

The document describes a universal oscillator indicator intended to bring several popular oscillators together in one display. Alongside fixed reference levels, it adds two dynamic level types: one derived from a moving average and another from Bollinger…

Technical indicatorsVolatility