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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 article describes an MQL5 Expert Advisor that receives Telegram messages and uses them to add technical indicators to MetaTrader 5 charts. Commands can specify indicator settings such as type, timeframe, period, and price input. The implementation…

Technical indicatorsExecution
MQL5 articles

This article extends an MQL layout system for graphical interfaces. It describes changes to the standard controls library, including protected members for extensibility, improved alignment and resizing behavior, safer container cleanup, and fixes for control…

Technical indicators
MQL5 articles

This article uses MQL5 graphics to animate sorting algorithms as they rearrange a histogram of values. Colored columns mark comparisons, swaps, pivots, and partition boundaries, while configurable delays make each operation visible. The implementation uses…

MQL5 articles

This article presents an MQL5 design for storing economic-calendar events and previously triggered trade IDs in a shared SQLite database. It replaces embedded CSV test data and memory-only trade records with an events table and a deduplication table in the…

Event-drivenBacktestingExecution
MQL5 articles

This article explains how to build a reusable MQL5 trailing-stop class for managing open positions. A base class handles position direction, current stop level, stop updates, timer-driven indicator refresh, and optional chart buttons for enabling or…

Risk managementTechnical indicatorsExecution
MQL5 articles

This article describes a MetaTrader indicator that projects synthetic candles after a confirmed fast and slow EMA crossover. The signal module latches the crossover direction and anchor, while a calibration step measures recent candles’ average body and…

Technical indicatorsMomentumBacktesting
MQL5 articles

The article extends a MetaTrader tool for displaying higher-timeframe candle structure on lower-timeframe charts. It explains how candle bodies and wicks represent different parts of the period’s price range, then describes filling or highlighting the upper…

Technical indicatorsMarket microstructure
MQL5 articles

This programming tutorial uses a chart display example to explain how MQL5 structures can group related state and how functions can save and restore that state. A script first records whether the chart’s date and price scales are visible, hides them briefly,…

Execution
MQL5 articles

This introductory tutorial explains how to create a database and make it the active database using MySQL Workbench or MetaEditor. It describes several ways to issue SQL commands, including a command line, a graphical workbench, MQL5 code, and sockets…

Statistics
MQL5 articles

This article describes how an MQL5 Expert Advisor can publish structured trading signals to Apache Kafka using raw TCP sockets and a hand-built implementation of the Kafka producer protocol. It covers big-endian fields, base-128 varints with zigzag encoding,…

ExecutionMarket microstructureHigh-frequency trading
MQL5 articles

This project describes a workflow for turning MetaTrader 5 bar data into an animated visual in Blender. An MQL5 script exports open and close prices over a user-selected time range and timeframe, along with price change and a duration value adjusted by a…

Statistics
MQL5 articles

This tutorial introduces Boolean expressions, comparisons, logical operators, conditional branches, loops, and switch-case statements through an MQL5 indicator that marks inside and outside bars. It explains how the indicator distinguishes completed candles…

Technical indicators
MQL5 articles

This article explains how to preserve the original stop-loss and take-profit levels of open positions when an MQL5 Expert Advisor suspends stops during a news window. It replaces volatile in-memory state with terminal global variables: each saved position…

Risk managementEvent-drivenExecution
MQL5 articles

This article explains how the Z-order property affects selection and interaction among overlapping chart objects in MetaTrader 5. Using chart objects as an example, it shows that the order in which objects are drawn does not necessarily determine which one…

ExecutionMarket microstructure
MQL5 articles

This article presents an MQL5 implementation of a TQNet temporal query model, focusing on a multi-head attention module that combines source time-series data with accumulated global correlation parameters. The module extends a cross-attention layer, uses a…

Machine learningStatisticsForexBacktesting
MQL5 articles

This article describes an MQL5 expert advisor for trading opening range breakouts across configurable sessions. The trader chooses a session start time, a range duration, and a timeframe; the system records the range high and low, then enters in the…

BreakoutMomentumForexBacktesting
MQL5 articles

This article explains how a Kohonen self-organizing map (SOM) can organize multidimensional market features into a two-dimensional grid. Each input pattern is matched to its closest neuron using Euclidean distance, then the winning neuron and nearby neurons…

Machine learningStatisticsForexBacktesting
MQL5 articles

This article seeks a reproducible way to distinguish trend-like behavior from flat or random movement. It first defines trading success through positive expected payoff, which depends on win probability and the sizes of average gains and losses. It cautions…

StatisticsTrend followingMean reversion
MQL5 articles

The article warns against treating the best historical optimization result as a forecast of future performance. It proposes repeatedly optimizing over a rolling historical window, then testing the selected settings on the next, separate period. Recording…

BacktestingTechnical indicatorsMean reversion
MQL5 articles

This article explains how to work with the MetaTrader economic calendar through a unified news structure that combines country, event, and release-value information. It outlines checks for upcoming releases associated with a symbol’s currencies and shows how…

ForexEvent-drivenBacktesting
MQL5 articles

This article extends an MQL5 canvas drawing layer with eight geometric tools and nine annotation tools for chart analysis. Shapes include rectangles, triangles, rotated forms, paths, circles, arcs, and curves; annotation types include text, arrows, notes,…

ExecutionMarket microstructure
MQL5 articles

This article describes an MQL5 indicator that derives relative currency index series from seven USD currency pairs, then applies RSI, MACD, or a Stochastic Oscillator to those indexes. Its architecture separates plotted output lines from quote data, currency…

ForexTechnical indicatorsStatistics
MQL5 articles

The article explains Ichimoku Kinko Hyo’s five components and their standard calculations: the Tenkan-sen and Kijun-sen use midpoints of period highs and lows, the two Senkou spans form the cloud, and the Chikou span plots the close backward. It then turns…

Technical indicatorsTrend followingMomentumBacktesting
MQL5 articles

This article extends an MQL5 graphical-interface library to support multiple windows and manage which controls receive left-clicks. Opening a dialog generates a custom event; the event handler identifies the window, records the previously active window,…

Execution