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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

17 documents

SuperMind

The document describes a short-term forex approach that opens a position around the transition between trading days, following the direction indicated by the previous day’s candle. It also discusses a script designed to collect statistics on whether a price…

ForexTechnical indicatorsStatisticsRisk management
SuperMind

These reading notes explain how futures can offset exposure to changes in commodity prices, exchange rates, or other market variables. A short hedge suits a party that benefits when an asset price rises and loses when it falls, such as a producer planning a…

FuturesRisk managementCommoditiesForex
SuperMind

This guide surveys data services that traders and researchers might use for market quotes, historical bars, and related financial information. It discusses Google Finance, Finnhub, iTick, and Bloomberg, contrasting broad asset coverage, real-time delivery,…

Multi-assetForexCryptoEquities
SuperMind

This Expert Advisor combines a trend strength filter, a pullback trigger, and volatility-scaled exits. It requires ADX to be above a threshold and rising on closed bars. A pullback event is defined by the price-to-EMA distance, measured in ATR units,…

ForexTrend followingTechnical indicatorsVolatility
SuperMind

This document outlines a MetaTrader 4 Expert Advisor template that retrieves economic calendar events without using a DLL. It describes a basic news-state signal: the EA indicates whether an event falls within a configurable window before or after its…

Event-drivenForexExecution
SuperMind

This EUR/USD expert advisor averages losing positions in one chosen direction, buying or selling at the user's setting. When price moves against the open position by a specified step, it adds an order of fixed volume. After accumulated positions reach a…

ForexGrid tradingPosition sizingRisk management
SuperMind

This guide explains two Rust workflows for running Nautilus Trader backtests. The lower-level BacktestEngine approach assembles a simulated venue, instruments, in-memory market data, and a strategy before running the engine. It allows direct configuration of…

BacktestingExecutionFuturesForex
SuperMind

This document describes configurable properties for the SmartAssTrade-V2 MetaTrader expert advisor. It specifies operation on the 30-minute chart and lists controls for Friday trading, automatic or manual lot sizing, maximum open orders, take profit, stop…

ForexExecutionRisk managementPosition sizing
SuperMind

This document explains a simple automated Forex strategy driven by the crossover relationship between short- and long-period moving averages. When the short average is above the long average, the EA treats the market as bullish, closes any sell positions,…

ForexTrend followingTechnical indicatorsRisk management
SuperMind

This expert-advisor description outlines a tick-driven scalping system that compares short-window price returns with a rolling statistical baseline. It enters only when the move’s z-score exceeds a configurable threshold, then lets the user choose either…

ForexHigh-frequency tradingStatisticsRisk management
SuperMind

This trading-system description uses changes in the ColorXADX indicator’s cloud color to signal entries at bar close. It adds a trend-strength threshold to avoid opening positions when the market is flat. The stated default threshold is 30, and the filter…

ForexTrend followingTechnical indicatorsBacktesting
SuperMind

This document describes a MetaTrader indicator that summarizes trend direction across nine chart periods, from one minute through monthly. It combines readings from the Stochastic oscillator, RSI, and Commodity Channel Index, displaying the directions…

Technical indicatorsForexMulti-asset
SuperMind

The article proposes finding unusually large price moves across a range of lookback lengths, rather than relying on a single fixed period such as the conventional RSI or Bollinger Band settings. It estimates volatility from prior chart data, measures moves…

Technical indicatorsVolatilityMean reversionForex
SuperMind

This indicator overlays the price history of two currencies or other assets on one chart so a trader can inspect their relative movement. The example describes viewing USDCHF alongside EURUSD and presents the tool as potentially useful when studying…

ForexTechnical indicatorsPairs tradingStatistics
SuperMind

This Expert Advisor uses moving average and Envelopes indicators to place pending buy and sell orders. It operates only when a new bar appears and limits order placement to a configured time window. The system can maintain up to three pending orders in each…

ForexGrid tradingTechnical indicatorsExecution
SuperMind

This document explains a MetaTrader 4 indicator for calculating pivot-like price levels according to a chosen session time zone. It distinguishes the time zone used by the chart’s server from the target session’s time zone, allowing levels to align with a…

Technical indicatorsFuturesForex
SuperMind

This article describes updates to time-handling functions for trading software, focusing on daylight saving time, broker offsets, and the weekly forex session close. A change in the platform’s time-copying behavior meant future timestamps were no longer…

ForexExecutionMarket microstructure