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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 explains how an Expert Advisor or indicator can protect communications with a server using hybrid encryption. RSA with PKCS#1 v1.5 padding encrypts a randomly generated AES session key, while AES encrypts the larger request or response payload.…

ExecutionRisk management
MQL5 code base

This document describes an MT5 conversion of an earlier MT4 utility for managing trade exits. The expert advisor can apply stop loss and take profit levels, lock in profits, and trail stops using methods whose details are not explained. It also supports…

Risk managementExecutionBacktesting
MQL5 code base

This page describes a configurable expert advisor presented for mean-reversion trading, with a stated preference for major forex pairs on daily charts. It lists settings for trade size, moving averages, fractal counts, stop loss, take profit, maximum trades,…

ForexMean reversionRisk managementPosition sizing
MQL5 code base

This Expert Advisor checks for signals only when a new bar begins and combines the Adaptive Moving Average with the Relative Strength Index. A buy setup uses a two-stage sequence: RSI must fall below the configured lower level, set to 30 in the example, and…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This indicator description applies a moving average to RSI values and uses Bollinger Bands to show a channel around the RSI. It proposes a sell signal when RSI turns down from an overbought area and crosses below its moving average; the buy condition is the…

Technical indicatorsMean reversion
MQL5 code base

This document describes an MT5 expert advisor designed as a chart interface and quick-trading layer. It replaces default chart clutter with larger custom price and time labels, adds buy and sell controls with editable volume, and displays open positions as…

ExecutionMarket microstructureTechnical indicators
MQL5 code base

The described expert adviser looks for a candle whose high-to-low range exceeds twice the range of the preceding candle. If that expanded-range candle closes above its open, it signals a buy; if it closes below its open, it signals a sell. The accompanying…

BreakoutMomentumForexPosition sizing
MQL5 code base

This indicator combines two timeframes and two measures to classify bars as bullish, bearish, or neutral. It uses the MACD histogram on a weekly chart to identify whether momentum is increasing or decreasing, alongside the Force Index oscillator on a daily…

Technical indicatorsMomentumTrend following
MQL5 code base

This document describes an indicator that presents the current trend using values from Stalin_NRTR on a fixed timeframe. The color of the NRTR line supplies the signal, and colored dots appear on the displayed lines when a bar in the corresponding timeframe…

Technical indicatorsTrend following
MQL5 code base

This brief indicator description introduces a moving average formed by averaging the outputs of different calculation variants of the classical moving average. It displays a signal line and can generate alerts, including push notifications. Notifications are…

Technical indicatorsTrend following
MQL5 code base

This document describes an expert advisor that combines an Elliott Wave concept, fractal-based trend lines, moving averages, and RSI thresholds. It frames the price pattern as five waves in the main direction followed by a three-wave correction, and says the…

ForexEquitiesTechnical indicatorsTrend following
MQL5 code base

This brief note describes an iTrend indicator variant that uses ADXVMA in its calculation. It highlights ADXVMA’s tendency to remain relatively flat during ranging conditions, which may make the combined indicator less reactive to spurious changes in those…

Technical indicatorsTrend followingStatistics
MQL5 code base

This document describes an expert advisor that combines fast and slow moving averages with RSI to generate buy and sell signals. It evaluates signals when a new bar appears, while managing open positions on each tick. The slow moving average period is set to…

ForexTechnical indicatorsBacktestingPosition sizing
MQL5 code base

The Repulse indicator is described as a curve representing bullish or bearish pressure for each candlestick. Its calculation uses all four price values, so the input price cannot be selected independently. The only adjustable setting is the indicator period.…

Technical indicatorsMomentum
MQL5 code base

The document briefly describes a semaphore-style indicator that seeks trading signals from divergence between fast and slow RSI oscillators. Its comparisons use extreme points drawn from the last five bars, and a signal also requires a qualifying candlestick…

Technical indicatorsMomentum
MQL5 code base

Volume Divergence Markers places chart markers when bar size and trading volume move in opposite directions for configured consecutive bars. The author says markers often appear near peaks before reversals or during corrections within a trend, so they may…

Technical indicatorsMarket microstructure
MQL5 code base

The Sampler indicator is described as a way to derive training targets from future price changes. One output is an analog value normalized between negative and positive one, representing the balance of upward and downward price movement over a specified…

Machine learningTechnical indicatorsStatistics
MQL5 code base

The document describes a chart indicator that combines two Didi Needles indicators set to different timeframes. A trend cloud from the higher timeframe provides the broader trend direction, while colored dots from the lower timeframe show its direction and…

Technical indicatorsTrend following
MQL5 code base

This document describes a version of the Fractal_TRIX indicator that lets the user choose the chart timeframe used for its calculations, with a four-hour period shown as the default. This allows the indicator to display a higher-timeframe signal on a chart…

Technical indicatorsTrend followingForex
MQL5 code base

This expert advisor follows signals from the MaChannel indicator. A signal is taken at a bar close when the indicator displays a large colored dot. The advisor depends on a separately compiled indicator file, while a trading library is described as…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This expert advisor combines a fast and slow moving average with Bollinger Bands on the active symbol and timeframe. Signals and trailing actions are evaluated when a new bar appears. In the described rules, an upward moving average cross can trigger a buy…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

The described expert advisor trades when a fast and a slow moving average cross, and waits for the crossing bar to close before acting. Users can choose among simple, exponential, smoothed, and linear weighted averages. They can also select the price input,…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document describes a MetaTrader indicator that plots the highest and lowest prices over a configurable recent candle window. Its default period is 20 candles, and the upper and lower bands are distinguished by color. The indicator can alert when the…

Technical indicatorsBreakoutExecution
MQL5 code base

This brief description presents an automatic mechanism for setting stop-loss and take-profit levels, with confirmation before the settings are applied. It says the calculations use the purchase cost as their reference point. The current setup provides one…

Risk managementExecutionPosition sizing