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 tests whether changes in higher-time-frame prices improve forecasts of EURUSD’s future close over a short horizon. It compares ordinary OHLC inputs, higher-time-frame price changes, and a combined feature set. The strategy premise is that a…

ForexMachine learningStatisticsBacktesting
MQL5 articles

This article presents a diagnostic tool for identifying broker-specific symbol conditions that can cause an Expert Advisor's orders or position management to fail. It audits accepted filling policies, execution mode, trade permissions, stop and freeze…

ExecutionRisk managementPosition sizingForex
MQL5 articles

The article explains how to build an MQL5 Expert Advisor that monitors a simple moving average crossover strategy, with a long-term moving average filter to qualify buy and sell signals. Users can choose visual-only tracking or live orders, select among…

ForexTechnical indicatorsBacktestingRisk management
MQL5 articles

In this interview, Mariusz Zarnowski discusses his development as an automated forex trader and his 2012 Automated Trading Championship system. He describes moving from single-currency Expert Advisors to multi-currency systems, with different moving-average…

ForexTrend followingTechnical indicatorsPortfolio construction
MQL5 articles

The article describes a breakout method that estimates short-term volatility from two price swings across recently completed bars. At each new bar, it takes the larger absolute swing distance, then projects buy and sell trigger levels as configurable…

ForexBreakoutVolatilityRisk management
MQL5 code base

This document describes a software library for obtaining local times across major Forex market locations, converting between local, UTC, and broker server times, and checking whether configured trading sessions are open. It explains UTC offset conventions…

ForexExecutionRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from an EMA crossover semaphore indicator. It acts when a bar closes and a new colored marker appears, making the indicator’s signal event the core entry trigger. The EA depends on a separately…

Technical indicatorsForexBacktesting
MQL5 code base

This document describes an Expert Advisor that extends a standard moving-average example by using separate moving-average settings for four actions: opening and closing buy positions, and opening and closing sell positions. Each signal can have its own…

Technical indicatorsPosition sizingBacktestingForex
ProRealCode

This strategy idea for GBP/USD on the hourly chart combines a five-period and ten-period simple moving-average crossover with stochastic momentum and RSI filters. Long entries require the faster average to cross above the slower one, stochastic momentum to…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

The document describes a multi-timeframe RSI indicator that displays readings from several chart intervals in one indicator window. It presents the readings as a way to spot potentially overbought or oversold conditions and to check short-term trades against…

ForexTechnical indicators
MQL5 code base

This listing describes an automated trading program that enters trades when it detects a pinbar pattern and offers trailing stops and take-profit settings. It says the system can be used on major forex pairs and NASDAQ stocks, across time frames, either for…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

The indicator transforms moving average values for each candle component into a displayed candle series. It calculates smoothed open, high, low, and close values, giving a compact view of how the moving average evolves across the bar rather than drawing only…

ForexTechnical indicators
MQL5 code base

This strategy uses two Bollinger Band envelopes, both calculated from a 20-period simple moving average: one at two standard deviations and one at three. A long signal occurs when the ask crosses above the upper three-deviation band and price is within the…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This document describes an indicator that marks the Sydney, Tokyo, London, and New York trading sessions on forex and gold charts. It accounts for daylight saving changes in both the broker’s server clock and the market time zones, using time zone…

ForexTechnical indicatorsExecution
MQL5 code base

This expert advisor uses the ColorJ2JMAStDev indicator to generate entries and exits. It opens a position at a bar’s close when the indicator displays a colored point, then exits when the indicator changes direction against the open position. The description…

ForexTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader 5 expert advisor trades signals from the XBullsBearsEyes_Vol indicator. It enters when a bar closes after breaking an overbought or oversold level. The two signal levels are assigned separate magic numbers and position sizes, with the…

ForexVolatilityBreakoutPosition sizing
MQL5 code base

The document describes a MetaTrader news detector that retrieves economic announcements from FXStreet and displays upcoming events. Users can filter events by volatility importance, currency, or keyword, and the tool can check the GMT offset automatically. A…

ForexEvent-drivenExecutionRisk management
MQL5 code base

This EA combines Andrews Pitchfork with two moving averages and is described as trading in the direction of the pitchfork trend. The pitchfork is intended to act as a filter alongside the moving averages. The EA also lists trailing stops, take-profit and…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

Invest System 4.5 is described as an Expert Advisor that checks the profitability of the last closed trade and the account balance. The document lists stop-loss and take-profit inputs, both specified in pips, along with a magic number used to identify the…

ForexRisk management
MQL5 code base

The document describes a MetaTrader indicator that monitors the high and low levels of as many as 50 currency symbols on a single chart. It supports daily, weekly, and monthly periods and displays each symbol’s bid, reference levels, and status in a…

ForexBreakoutTechnical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor that generates a signal when the direction of the non-normalized CyclePeriod oscillator changes at bar close. It is a reversal approach: the change in oscillator direction determines the trading signal, though the…

ForexTechnical indicatorsMean reversion
quant-trading

The document explores a statistical arbitrage strategy that estimates NOKJPY from USD, GBP, EUR, and Brent crude priced in yen. An Elastic Net regression is used to address multicollinearity in the predictors. The difference between actual and fitted NOKJPY…

ForexCommoditiesMean reversionArbitrage
MQL5 code base

This expert advisor opens market orders using pseudo-random decisions and does not rely on a custom indicator. It places take-profit and stop-loss levels after execution, can trail stops after a configured threshold, and increases position size after a loss…

ForexExecutionPosition sizingRisk management
MQL5 code base

This MetaTrader expert advisor checks for signals when a new bar appears on the M15 timeframe. It opens a position using a configured lot size and places stop loss and take profit levels immediately. Its entries combine Commodity Channel Index (CCI),…

ForexTechnical indicatorsExecutionRisk management