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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

4,574 documents

MQL5 code base

This document describes an implementation of a Balance of Power indicator as a color-coded histogram intended to show trend direction and strength. Histogram colors reflect configured overbought and oversold thresholds and changes in direction. The…

ForexTechnical indicatorsExecution
MQL5 code base

This brief listing describes a MetaTrader Expert Advisor that bases its trading decisions on iBullsPower and iBearsPower indicator readings from the first bar. It identifies an EUR/USD five-minute test setup with a stated deposit, date range, and default…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an indicator that displays up to eight CrossIndex candlestick charts within the current chart. Users can choose which panels to show, specify a symbol for each, and set whether each chart should be inverted. The example configuration…

ForexCommoditiesMulti-assetTechnical indicators
MQL5 code base

This indicator description presents a passband oscillator intended to reduce short-term fluctuations while limiting lag. It forms the oscillator from the difference between two exponential moving averages with different periods, then calculates a…

Technical indicatorsForexCommoditiesVolatility
MQL5 code base

The described indicator estimates the relative strength of a selected currency, such as the New Zealand dollar, using closing prices from seven currency pairs that contain it. A zero line represents an average over a user-chosen period. A colored histogram…

ForexTechnical indicatorsMomentum
MQL5 code base

This MetaTrader 5 Expert Advisor trades signals from the i_Trend oscillator. A signal is generated when a bar closes and the indicator cloud changes color, making the method dependent on confirmed bar-close changes rather than intrabar movement. Running the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document explains how to add notifications to a color-coded MetaTrader indicator. It introduces inputs for selecting the signal bar, enabling sound, limiting alert counts, and turning email or mobile push messages on or off. Separate buy and sell…

Technical indicatorsExecutionForex
MQL5 code base

The document describes an MT4 indicator that draws separate colored boxes for the Asian, London, and New York trading sessions. Each box marks a session’s high-low range, with extension lines intended to carry those levels forward for chart reading. Optional…

Technical indicatorsBreakoutMarket microstructureForex
MQL5 code base

The document describes an indicator that groups broker tick quotes by server hour over a configurable history window. It reports median and 90th-percentile spreads, with optional mean and maximum statistics, and can compare the spread with a user-entered…

ForexMarket microstructureExecutionRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the CronexAC oscillator. A signal is generated when a completed bar shows a change in the indicator cloud's color. For the EA to run, the compiled CronexAC indicator must be installed in the…

ForexTechnical indicatorsBacktesting
ProRealCode

This five-minute EURUSD strategy combines a stochastic oscillator with a long-term exponential moving average. A long entry requires the oscillator to remain in an oversold range across several candles, price to be above the moving average, and the…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This expert advisor uses a Doji candle as a setup and waits for the next completed candle to confirm a directional break. When a new bar appears, it checks the two preceding bars: if the older candle qualifies as a Doji, a close of the newer candle above the…

ForexTechnical indicatorsBreakoutPosition sizing
MQL5 code base

The document describes a MetaTrader 4 indicator that displays Supertrend direction across selected chart timeframes. Colored lines show bullish or bearish conditions, while arrows mark potential buy and sell signals. Its stated purpose is to help traders…

Technical indicatorsTrend followingForexCommodities
MQL5 code base

This Expert Advisor contains two Vortex Indicator trading systems, one for long trades and one for short trades. Each side has its own settings, including a distinct magic number and position-sizing method, and can be enabled or disabled independently. The…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document describes an Expert Advisor that trades signals from a volume-weighted moving-average indicator. It enters when a bar closes with a newly colored signal, following a bar with the opposite color or no color. The approach therefore uses a change…

ForexTechnical indicatorsBacktesting
MQL5 code base

OsMaSter is an expert advisor that opens positions with a fixed volume and uses specified stop-loss and take-profit levels. The document lists its basic settings, including position volume and an identifier for the EA, but does not explain the entry or exit…

ForexBacktestingRisk managementPosition sizing
OctoBot

The document explains automated trading bots as programs that use market or other data to analyze conditions and place trades under a configured strategy. It describes potential benefits such as faster, more frequent execution and less emotion-driven…

CryptoEquitiesForexGrid trading
MQL5 code base

This document describes a function for producing directional signals from the OsMA indicator: one return value represents a buy and another represents a sell. It says the function can be included in an expert advisor and called to check the current signal.…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This tool description explains an expert advisor that monitors the combined net profit of a user-selected basket of currency pairs. It closes positions across the monitored pairs when the basket reaches a specified profit target; settings also include a…

ForexRisk managementExecutionPosition sizing
MQL5 code base

The document describes a MetaTrader 5 script that calculates pivot levels for symbols in the Market Watch using a selected timeframe, with weekly and monthly levels highlighted as intended use cases. It writes the results to an HTML file in the platform’s…

ForexTechnical indicatorsExecution
MQL5 code base

This Expert Advisor monitors price movement and spreads using two observation windows. Over a user-defined number of ticks, it calculates average pip movement and average spread; it also computes those averages across a specified number of seconds. The EA…

ForexVolatilityMarket microstructureExecution
MQL5 code base

This product description outlines an automated trading system that uses an “Accelerator” indicator and trades from the open price of a candle. It says the EA is intended for major forex pairs and NASDAQ stocks, across timeframes, and recommends trying it on…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

The system opens an initial position at a fixed lot size when the DeMarker indicator permits entry. If a position is already open and price moves a specified distance from the most recent entry, another position may be added when the indicator again allows…

ForexGrid tradingTechnical indicatorsPosition sizing
ProRealCode

The document presents a simple directional strategy for EUR/USD based on the ordering of three moving averages. It identifies a shorter, medium, and longer average, and enters a long position when they are stacked from shortest to longest in ascending order.…

ForexTrend followingTechnical indicatorsExecution