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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

3,012 documents

MQL5 articles

This installment of an MQL5 Economic Calendar series describes making a chart dashboard movable and adding hover feedback to its controls. The approach detects pointer coordinates over the header and buttons, changes colors on hover, and treats header…

Event-drivenTechnical indicators
MQL5 articles

This article explains how an MQL5 Expert Advisor can send trade events to a local HTTP server through WinINet. OnTradeTransaction serializes opens and closes as JSON and places them in an in-memory queue; a timer callback attempts delivery separately so…

ExecutionMarket microstructure
MQL5 articles

This MQL5 tutorial adapts an existing expert advisor into a framework for a Triple Screen system. It uses moving averages on three configurable timeframes, with example defaults of weekly, daily, and four-hour screens. Each screen can be disabled by setting…

Technical indicatorsTrend followingBacktesting
MQL5 articles

The article outlines a multi-symbol expert advisor that tracks a two-hour price range for each selected instrument, from 10:00 to 12:00 UTC+2. After the range closes, an upside break can trigger a buy when the Stochastic reading is at or below 20; a downside…

ForexBreakoutTechnical indicatorsRisk management
MQL5 articles

This guide explains how to prepare a requirements specification for a custom trading indicator. It recommends defining the indicator’s purpose first, then describing its calculations and behavior as an ordered sequence of steps. Terms should be explicitly…

Technical indicatorsExecution
MQL5 articles

The article shows how to move repeated order lookup and state management out of an expert advisor and into reusable functions. For a single position, the example scans open orders for a matching symbol and magic number, then stores the selected order’s…

ExecutionTechnical indicatorsBacktesting
MQL5 articles

The article proposes a nonlinear regression equation for forecasting prices from two prior observations. Its seven terms combine linear and squared price inputs, a difference representing momentum, a sine component intended to capture cycles, and a constant.…

EquitiesMachine learningStatisticsBacktesting
MQL5 articles

The article outlines a multi-symbol Expert Advisor that evaluates mean-reversion and momentum signals separately for each instrument. It calculates a Z-score from price relative to a moving average and standard deviation, and measures momentum as a price…

ForexMean reversionMomentumStatistics
MQL5 articles

The article describes a MetaTrader Expert Advisor for finding and marking common single, double, and triple candlestick patterns. Users can search for one named formation or scan all supported patterns over a selected historical window. A chart panel…

Technical indicatorsForexBacktestingSentiment
MQL5 articles

The article explains how the Goertzel algorithm computes selected discrete Fourier transform frequencies efficiently, making it an option when only a limited range of cycle periods is of interest. It describes a class that scans periods, returns real and…

StatisticsTechnical indicatorsForexRisk management
MQL5 articles

The article presents a Python-to-MQL5 workflow for selecting technical indicators using FXI, an ETF tracking large-cap Chinese equities. It segments four-hour price history into quarterly windows to compare candidate indicators across changing volatility,…

China marketsEquitiesTechnical indicatorsStatistics
MQL5 articles

The article describes an MQL5 Expert Advisor for a session range breakout strategy. It defines the range using the high and low from midnight to 6 AM, then looks for a breakout during a later time window. A Break of Structure confirmation, based on price…

ForexBreakoutTechnical indicatorsRisk management
MQL5 articles

The document presents a way to make trading forecasts more interpretable by translating fitted machine-learning models into algebraic expressions. Its example uses technical features derived from price bars, including returns, volatility, RSI, MACD, and…

Machine learningStatisticsTechnical indicatorsForex
MQL5 articles

This article describes incorporating an adapter-tuned GPT-2 model into a MetaTrader Expert Advisor for trading decisions. It compares three deployment approaches: converting the model to ONNX for in-platform inference, launching Python scripts from the EA,…

Machine learningForexBacktestingExecution
MQL5 articles

The document explains a MetaTrader indicator design for keeping chart drawings consistent across multiple windows of the same symbol. A user selects a base timeframe, and the system assigns other open charts to a predefined set of timeframes. Chart events…

Technical indicators
MQL5 articles

The document describes an MQL5 chart indicator that combines two WaveTrend oscillator configurations. A faster setup detects crossovers for potential buy or sell signals, while a slower setup indicates the broader trend and can filter out signals that run…

Technical indicatorsMomentumTrend following
MQL5 articles

This programming tutorial develops MQL5 array concepts through examples involving memory use, enumerations, and data representation. It explains that the number of array elements differs from the memory footprint when element types occupy more than one byte,…

Execution
MQL5 articles

The document explains Artificial Cooperative Search, a population-based optimization method inspired by cooperative and predator–prey interactions. It maintains two candidate populations, selects one as predators and another as prey, shuffles prey solutions,…

Machine learningStatisticsBacktesting
MQL5 articles

The document describes an MQL5 Expert Advisor that uses automatically detected swing highs and lows to calculate Fibonacci retracement levels and projected extension targets. It focuses on a retracement entry, typically at 61.8%, and uses swing structure to…

Technical indicatorsRisk managementExecutionPosition sizing
MQL5 articles

This article develops code and a visual test bench for generating and inspecting random values from uniform, Gaussian, power-law, and Lévy-style distributions. Its focus is how distribution shape, finite bounds, and a selected center affect the likelihood of…

StatisticsMachine learningBacktesting
MQL5 articles

The article presents a MetaTrader 5 dashboard that combines structural direction from several timeframes into a normalized Harmony Index ranging from bearish to bullish. Each enabled timeframe receives a bias based on a three-bar staircase rule, with…

ForexTechnical indicatorsTrend followingExecution
MQL5 articles

This installment extends a MetaTrader 5 library that stores historical timeseries for multiple symbols and periods. Its central problem is keeping non-chart symbols current without repeatedly refreshing every series on a timer, which wastes work when no…

ForexMarket microstructureExecution
MQL5 articles

The article describes a Python library that mirrors several MQL5 Standard Library trade classes for use with the MetaTrader 5 Python package. It outlines wrappers for account, symbol, order, history, position, deal, and terminal information, along with a…

ExecutionForex
MQL5 articles

The article describes a chart tool for manually marking swing points and automatically drawing related Wolfe Wave guides. In the example buy setup, the trader identifies points 1 through 4, checks their relative positions, and projects a possible fifth point…

Technical indicatorsTrend followingExecution