Skip to content

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

4,574 documents

MQL5 articles

This article describes an Expert Advisor built around two Commodity Channel Index readings, a 34-period exponential moving average, and optional Average True Range-based stops and targets. A long setup requires the faster CCI to be above zero, the slower CCI…

ForexMomentumTechnical indicatorsRisk management
MQL5 articles

This article describes a tool that measures the relationship between two currency pairs, using EUR/USD and GBP/USD as its example. It explains correlation coefficients from negative to positive values and discusses how strongly related pairs can create…

ForexStatisticsPortfolio construction
MQL5 articles

This article explains how to collect government bond yields from web pages and use them to derive interest rate differentials for forex analysis. It describes finding the data source in a page or its linked resources, extracting the quoted yield, and…

ForexFixed incomeTechnical indicatorsMachine learning
MQL5 articles

The article explains how to encode common candlestick formations in MQL5 and mark detected patterns on a chart. It covers single-candle Doji and Hammer patterns, two-candle formations such as Engulfing, Piercing Line, and Dark Cloud Cover, and three-candle…

Technical indicatorsForexEquities
MQL5 articles

This tutorial explains a workflow for using a neural network trained in NeuroSolutions 5 from an MQL5 Expert Advisor. Its example strategy predicts a daily bar’s close at the bar’s opening, using OHLC data from five previous bars represented as changes…

ForexMachine learningBacktestingExecution
MQL5 articles

This article outlines a foreign-exchange forecasting system that combines a fine-tuned Llama language model with a Self-Evolving Adversarial Learning agent. It describes building labeled examples from MetaTrader data, balancing upward and downward classes,…

ForexMachine learningStatisticsBacktesting
MQL5 articles

The article describes an automated strategy for regular RSI divergence. It stores recent confirmed swing highs and lows, then compares price and RSI across swing pairs separated by a configurable number of bars. A lower price low alongside a higher RSI low…

ForexTechnical indicatorsMomentumMean reversion
MQL5 articles

This interview profiles Ilnur Khasanov’s Automated Trading Championship 2011 Expert Advisor and his early experience with automated Forex trading. He describes a simple trend-following system on a five-minute chart: a moving average forms the core signal,…

ForexTrend followingTechnical indicatorsRisk management
MQL5 articles

The article explains ST-Expert, a neural forecasting framework intended to handle changing relationships among financial assets. It frames market data as a sequence of regimes, each with its own correlation structure, and proposes combining learned…

Machine learningStatisticsMulti-assetEquities
MQL5 articles

This article describes a deliberately speculative Expert Advisor designed to multiply a deposit with some probability while accepting a high chance of losing it. The proposed method enters randomly in either direction, holds for a chosen period, then exits…

ForexRisk managementPosition sizingStatistics
MQL5 articles

This tutorial explains how long short-term memory (LSTM) and gated recurrent unit (GRU) networks process sequences. It describes their gates and state updates, and contrasts them with simple recurrent networks, which can struggle to learn long-range patterns…

ForexMachine learningStatisticsBacktesting
MQL5 articles

The article introduces Soft Actor-Critic (SAC) as a reinforcement-learning method for trading systems. It describes an actor network that outputs a Gaussian action distribution and two critic networks that estimate action values. Using the lower critic…

Machine learningForexStatistics
MQL5 articles

The article describes an Expert Advisor that uses Heikin-Ashi candles to smooth price data and identify a prevailing trend before looking for a possible reversal. It calculates averaged candle values, checks for consecutive movement in the trend direction,…

ForexTechnical indicatorsTrend followingMean reversion
MQL5 articles

The article outlines a workflow for adding AI-generated commentary to an MQL5 news headline Expert Advisor. It describes downloading a quantized language model, running it locally through a Python inference service, and having the EA send prompts to a web…

Machine learningForexSentimentExecution
MQL5 articles

This article presents a graphical strategy builder designed to explore trading rules based on Merrill patterns. The proposed interface lets users choose symbols, a test date range, a timeframe, and separate buy and sell signal configurations. Each side can…

BacktestingTechnical indicatorsForex
MQL5 articles

The article tests whether running a grid Expert Advisor across several currency pairs can improve its risk and return profile. The EA uses RSI thresholds to choose an initial contrarian position, adds a second position after an adverse move, and limits the…

ForexGrid tradingRisk managementBacktesting
MQL5 articles

The article presents seasonal analysis as a way to identify price behavior that recurs during similar calendar periods. It links currency movements to recurring changes in supply and demand, including commodity demand, agricultural cycles, weather, holidays,…

ForexStatisticsTechnical indicators
MQL5 articles

The article explains a position management design for adding to winning trades while controlling combined downside. It identifies two common risks: keeping add-on sizes uniform, which can multiply exposure, and managing each position with a separate stop,…

Risk managementPosition sizingTrend followingForex
MQL5 articles

This article implements a session-based reversal strategy in MQL5. It first sets directional bias from higher-timeframe swing structure, then limits setups to selected London, New York, or Asia windows expressed in New York time. The session high and low…

ForexMean reversionTechnical indicatorsRisk management
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 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 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