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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
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

This document describes an MQL5 Wizard-generated Expert Advisor that combines a moving-average trend signal with the Relative Strength Index. It evaluates signals when a new bar appears and uses weighted indicator inputs with configurable thresholds to open…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document describes a demonstration of a backpropagation neural network (BPNN) for training and testing time-series predictions in MQL5. It says the implementation was ported from a C++ library and is presented as a coding demo rather than a real-world…

Machine learningStatisticsEquities
MQL5 code base

This brief description outlines a bullish Heikin Ashi engulfing setup. A candidate candle must close above the prior bearish candle’s high, while the Heikin Ashi open is above a 20-period EMA and that EMA is above a 30-period EMA. Two RSI filters, with…

Technical indicatorsEquitiesMomentum
MQL5 code base

This document explains a spread indicator formed from the quoted prices of two symbols. When the symbols are expected to move inversely, it reverses the second symbol before combining the quotes, effectively turning the calculation into a sum. Inputs include…

ForexPairs tradingMean reversionTechnical indicators
MQL5 code base

The indicator described here combines three ADX calculations with different configurable periods. It places a signal pointer when all three ADX main-line readings rise from the previous bar to the current one, while the first two readings exceed their…

Technical indicatorsTrend following
MQL5 code base

PDI is a configurable indicator that compares the applied price on the previous bar with the applied price on the current bar. It places a signal mark when the difference reaches a user-defined threshold. A positive difference places the mark at the current…

Technical indicators
MQL5 code base

This research Expert Advisor describes a short-only EURUSD reversal strategy. It looks for an RSI overbought exhaustion signal during an allowed trading session, then checks whether the spread is small enough relative to current volatility before entering.…

ForexMean reversionTechnical indicatorsVolatility
MQL5 code base

The document explains a lock as equal-sized long and short positions in the same asset, which offset price-driven gains and losses while tying up margin. Its VR Locker Lite example opens both sides together, then uses averaging to expand the positions.…

ForexRisk managementPosition sizing
MQL5 code base

This automated strategy monitors Bollinger Bands on every price tick and places pending stop orders after price breaks a band at the distance associated with the widest configured level. A break above the upper band triggers four sell stop orders, while a…

ForexTechnical indicatorsBreakoutExecution
MQL5 code base

This document describes a simple chart indicator that draws lines to mark the current market phase and indicate which session is active. It identifies Asian, European, and American sessions, along with possible subdivisions within those sessions. The lines…

Technical indicatorsForex
MQL5 code base

This brief description presents an Expert Advisor based on the NRTR component of an Adaptive Renko indicator. It generates a trade signal when a histogram changes direction at a bar close. The document refers to a test on the EURAUD currency pair using…

ForexTechnical indicatorsBacktesting
MQL5 code base

This trading-advisor description outlines a strategy that generates buy and sell orders when the Relative Strength Index crosses user-selected thresholds. The RSI input can be calculated from close, open, high, low, median, typical, or weighted-close prices.…

Technical indicatorsForexExecution
MQL5 code base

This indicator variation displays each intermediate value used in calculating the Laguerre filter instead of presenting only its final output. Exposing the calculation stages gives traders several possible ways to interpret the resulting lines. The document…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document describes an Expert Advisor that trades when the XPeriodCandle indicator changes its displayed trend direction. It waits for a bar to close, then opens a trade when the indicator’s candle color signals a change. This makes the entry rule depend…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This document outlines a Forex Expert Advisor that combines breakout entries with a Martingale-style recovery process. Its settings include the share of account balance available for trading, profit and loss targets expressed relative to balance, a recovery…

ForexBreakoutPosition sizingRisk management
MQL5 code base

This document proposes classifying adjacent fractals using each fractal's price range and tick volume. It calculates a ratio called MFI by dividing the sum of five bars' high-low ranges by their combined tick volume. A comparison between two…

Technical indicatorsBreakoutMarket microstructure
MQL5 code base

This document describes a semaphore-style indicator that combines three NavelEMA moving averages. Two averages are used to derive MACD values and identify a change in MACD direction; a third average supplies the trend filter. An arrow appears when the…

Technical indicatorsTrend following
MQL5 code base

The document describes an MT5 chart panel that scans symbols in MarketWatch and displays long and short swap rates alongside estimated daily and weekly monetary costs. Users can set a reference lot size, sort the symbols, highlight favorable swap rates, and…

ForexFuturesCarryRisk management
MQL5 code base

This document describes a price-difference indicator that compares current prices with prices from a selected number of periods earlier. It offers two calculation modes: one based on the difference between open and close, and another based on the difference…

Technical indicatorsStatistics
MQL5 code base

This document explains a library approach for handling tick events from multiple symbols in an MT5 Expert Advisor. Since the platform's NewTick event is tied to the chart symbol running the advisor, the library provides a multisymbol callback that reports…

ExecutionBacktestingForex
MQL5 code base

Hoop Master 2 is described as an evolution of an earlier automated trading system that uses pending buy-stop and sell-stop orders with a Martingale approach. The update adds more formal controls over open positions and pending orders. Its central change is…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

The document explains how mismatched daylight-saving transition dates in the United States and Europe can affect the timestamps used for forex trading sessions. It describes a nominal weekly session lasting 120 hours and argues that the local server…

ForexExecutionRisk management
MQL5 code base

This note describes a chart indicator that marks local price highs and lows using a single period setting. An upper extremum is identified when the prior bar’s high reaches the maximum for the calculation window and exceeds the current bar’s high; a lower…

Technical indicatorsStatistics
MQL5 code base

The module describes a trailing-stop method with two stop levels. A long stop behaves like a conventional fixed trailing stop, while a short stop becomes active when the Williams Percent Range (WPR) indicator exits its configured overbought or oversold zone.…

ForexTechnical indicatorsRisk management