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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 simple way to remove objects cluttering a chart while keeping the chart itself. It suggests placing a cleanup script in the platform’s scripts folder and dragging that script onto the chart. The intended result is a fresh chart…

ExecutionTechnical indicators
MQL5 code base

This Expert Advisor trades signals from the Volume_Weighted_MA_StDev indicator. A colored point appearing at a bar’s close forms a signal, while a change in the indicator’s direction against an open position is described as an exit signal. The system…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This Expert Advisor uses colored arrows from the XD-RangeSwitch indicator to make trading decisions. The described input controls whether trades follow the arrow direction or take the opposite direction. The document also notes that a supporting library can…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document briefly explains the QQE, or Quantitative Qualitative Estimator, as an indicator built from a smoothed Relative Strength Index and two volatility-based trailing levels, commonly described as fast and slow. These components provide a way to track…

Technical indicatorsVolatilityMean reversion
MQL5 code base

This document describes a rule-based strategy that enters a trade when the RSI crosses above 73 or below 27. It uses the RSI signal to initiate a buy or sell position, then relies on average true range (ATR) to set and adjust exits. The initial stop is…

ForexCommoditiesBreakoutTechnical indicators
MQL5 code base

This chart indicator marks the days of the week and the starts of months and years with lines and text labels. Its purpose is to make calendar boundaries easier to see while reviewing price charts. The description lists controls for showing or hiding…

Technical indicatorsExecution
MQL5 code base

This short description covers a chart script that calculates and displays breakeven levels separately for open buy positions and open sell positions. It is a position-monitoring aid: traders can see the level at which each side of their open exposure reaches…

ExecutionRisk management
MQL5 code base

The document describes an indicator that combines the Jurik Moving Average (JMA) with a standard-deviation-based display of trend strength. It places colored dots on the moving average when the standard deviation falls within a configurable band, with dot…

Technical indicatorsStatisticsTrend following
MQL5 code base

The document describes an expert advisor that monitors open positions and closes those meeting configured conditions. Position selection can be filtered by magic number or by result, and the tool can be used to implement hidden stop-loss and take-profit…

Risk managementExecution
MQL5 code base

The document describes an indicator that displays a histogram for the session’s reported buy-order and sell-order volumes. It uses the platform’s current total-volume fields for each side and plots their minimum and maximum values, providing a compact view…

Technical indicatorsMarket microstructure
MQL5 code base

XEnvelopes is presented as a version of the classic Envelopes indicator. It uses universal averaging algorithms to form a price channel and fills the channel area with color. This gives a visual way to view price relative to an averaged reference and its…

Technical indicatorsEquities
MQL5 code base

This indicator applies a selected RSI calculation to prices filtered with an adaptive T3 average. It offers seven RSI variants, including Cuttler’s, Ehlers’ smoothed, Harris’, Rapid RSI, RSX, Slow RSI, and a standard RSI. The T3 calculation can use either…

Technical indicatorsMean reversionStatistics
MQL5 code base

This trading advisor uses the Relative Strength Index to identify possible entries. It examines a configurable recent window of candles and buys when RSI reaches its minimum within that window, or sells when RSI reaches its maximum. Positions are closed at…

Technical indicatorsMean reversionPosition sizingRisk management
MQL5 code base

Anchored Momentum is a technical indicator attributed to Rudy Stefenel and introduced in 1998. It measures the percentage difference between two moving averages, with the result scaled by 100. The two averages can use different periods and calculation…

Technical indicatorsMomentum
MQL5 code base

Extent is described as a histogram showing the difference between a selected price and a moving average. Its configuration includes the moving-average period and type, the price used to calculate the average, and the price used for comparison. The listed…

Technical indicatorsStatistics
MQL5 code base

The document describes a chart indicator that displays the high and low for a selected time frame on the current chart. Users can limit how many earlier higher-time-frame values remain visible, which helps reduce chart clutter while retaining recent…

Technical indicatorsVolatility
MQL5 code base

This indicator modifies the built-in MT4 ZigZag calculation by using the highest and lowest closing prices in the chart’s price history instead of the highest Highs and lowest Lows. It is intended to mark swings using closes, so intrabar extremes that do not…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor combines two independent signal systems built around the SilverTrend_V2 and ColorJFatl_Digit indicators. Each system can generate an entry when a bar closes and either indicator shows a change in trend through a color change. The required…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

CandleStop is a channel-based indicator intended to trail stop levels in Expert Advisors. It sets upper and lower channel boundaries separately, with user-adjustable lookback periods for finding highs and lows. Traders can use those boundaries as trailing…

Technical indicatorsRisk managementExecution
MQL5 code base

This MetaTrader expert advisor places pending buy-stop and sell-stop orders using price levels found by searching an array of the most recent 100 bars. It calculates order prices with regard to the symbol’s minimum permitted stop distance. The listed…

ForexExecutionTechnical indicatorsRisk management
MQL5 code base

The document presents an experimental moving-average formula built from simple moving averages at three multiples of a base period. It first describes one arrangement of the three averages, then reverses the sign of the middle term. The author says the…

Technical indicatorsStatisticsBacktesting
MQL5 code base

This document describes a forex and stock trading EA that enters trades after a retracement from Donchian Channel levels. It lists configurable parameters for channel lookback, retracement candles, moving averages, trade size, stop loss, take profit, and…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This brief description introduces a histogram presentation of the classical Commodity Channel Index (CCI). Its distinguishing visual feature is color indication when the indicator enters overbought or oversold areas. The display is intended to make those…

Technical indicatorsMean reversion
MQL5 code base

The document describes an MQL5 chart indicator that plots upper and lower price levels for a selected timeframe. Users can choose whether those levels come from the period’s actual high and low, the greater and lesser of its open and close, or its highest…

Technical indicatorsBreakoutMean reversion