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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
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 code base

This overview explains why algorithms for generating combinations and permutations are useful when selecting groups or orderings from a set of objects. A brute-force search can enumerate the possibilities and compare them to find a candidate solution. The…

ForexArbitrageStatistics
MQL5 code base

This expert advisor starts a cycle by comparing the latest two bar closes: it opens a buy after an upward change and otherwise opens a sell. It then places a pending stop order in the opposite direction, a configurable distance from the current price. If…

ForexPosition sizingRisk managementExecution
MQL5 code base

The document describes an indicator that estimates the index of a selected currency using the USD index and closing prices from six currency pairs: EURUSD, USDJPY, GBPUSD, USDCAD, USDSEK, and USDCHF. It gives examples of converting the USD index into EUR and…

ForexTechnical indicatorsStatistics
MQL5 code base

The document describes adding withdrawal tracking to an Expert Advisor running on an account, with the aim of adapting its position size when the account balance falls because of a withdrawal. It highlights a problem with recovery-style sizing: an EA may…

ForexPosition sizingRisk management
MQL5 code base

This expert advisor describes a Stochastic-based approach for EUR/USD on a four-hour chart. It uses signals within the 20–80 range and starts trades at a configured minute. The listed parameters include the number of orders, a stop-loss setting, a balance…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This description outlines a currency scalping Expert Advisor based on moving averages and Parabolic SAR on a one-minute timeframe. It reports a risk/reward setting of 15 pips to 10 pips and lists several version 1.03 changes: a fix related to closing orders…

ForexTechnical indicatorsRisk management
MQL5 code base

Ilan 1.6 Dynamic is a forex expert advisor that averages into losing positions, increasing trade size as price moves against the initial entry. It sets the next entry distance from the recent high–low range, then seeks a small reversal to close the basket at…

ForexGrid tradingMean reversionPosition sizing
MQL5 code base

This description outlines an expert advisor that opens positions across two forex pairs and calculates direction and lot size from recent price history, using the last 60 bars without technical indicators. The stated premise is that the selected pairs should…

ForexPairs tradingRisk managementPosition sizing
ProRealCode

This indicator identifies potential RSI divergences by comparing successive excursions into overbought or oversold territory. It uses a 14-period RSI with levels at 70 and 30. During each excursion, it records the RSI extreme and corresponding price extreme;…

Technical indicatorsMean reversionForexBacktesting
MQL5 code base

The document describes a simple trading cycle that opens a position and closes it when price moves a preset distance favorably or unfavorably. After a losing move, it reverses direction and opens a position in the opposite direction; after a profitable exit,…

ForexExecutionRisk management
MQL5 code base

The document proposes adapting the Ulcer Index, normally used to measure the depth and duration of price drawdowns from prior highs, to examine movement in the opposite direction as well. It presents this dual perspective as a possible way to assess trend…

Technical indicatorsForexStatistics
MQL5 code base

This indicator implements a simplified version of Alexander Elder’s Triple Screen approach using three ordered timeframes: a higher, middle, and lower or current window. The document cautions against changing their order, since each screen has a distinct…

Technical indicatorsTrend followingForex
MQL5 code base

This MetaTrader expert advisor is designed to open, manage, and close trades using a No Nonsense Forex-style workflow. Its controls can open two half-sized positions with stop losses set at 1.5 times ATR, while assigning an ATR-sized take profit to one…

ForexRisk managementPosition sizingExecution
MQL5 code base

This document describes an Expert Advisor that trades when the StochasticDiff indicator’s histogram changes direction. It evaluates the signal at bar close, so an upward or downward shift in the histogram drives the entry decision. The approach is a…

ForexTechnical indicatorsBacktesting
MQL5 code base

The described expert advisor applies two modified Williams indicators to hourly EURUSD data. It opens a buy when the Awesome Oscillator's green bars cross above zero and the Accelerator Oscillator has produced three consecutive positive green bars. The sell…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an indicator that plots the Relative Strength Index in the main price chart alongside a smoothed moving average. A channel marks the configured upper and lower RSI levels, making it possible to compare the RSI line with its average…

Technical indicatorsForex
MQL5 code base

The document describes an expert advisor that adjusts position size across fixed-size groups of trades. After a group ends with consecutive losses, it scales the lot size upward by a configured factor; after a group of consecutive wins, it resets sizing.…

ForexPosition sizingRisk managementBacktesting
MQL5 code base

The document describes a trading robot that uses the previous day’s candle high and low as part of its trading logic. It says the EA operates on the open candle and is intended for H4 and daily charts, particularly major forex pairs and NASDAQ stocks. Its…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

The document describes a scalping expert advisor that uses the Money Flow Index to identify overbought and oversold conditions. It is presented for five-minute charts, with stated compatibility across other timeframes and instruments including major forex…

CryptoForexEquitiesTechnical indicators
NautilusTrader

This tutorial demonstrates a simulated USD/JPY strategy that compares 10-period and 20-period exponential moving averages on internally aggregated five-minute bid bars. A cross upward closes shorts and opens a long; a cross downward closes longs and opens a…

ForexBacktestingTrend followingExecution
MQL5 code base

This description outlines an automated swing-trading system using Bollinger Bands. It is presented for hourly and four-hour charts on major forex pairs and Nasdaq stocks, and can be configured for single trades or multiple trades in a hedging grid. The…

ForexEquitiesTechnical indicatorsGrid trading
MQL5 code base

This description presents a short-term Expert Advisor using Stochastic and Parabolic indicators, with a suggested 15-minute chart for EUR/USD and NASDAQ stocks. It states that the EA trades using the open candle’s price and offers stop loss and take profit…

Technical indicatorsForexEquitiesMomentum
MQL5 code base

The Expert Advisor described combines a fast and a slow exponential moving average with RSI as a trend and momentum confirmation approach. It is intended to make trades from the relationship between the moving averages and RSI settings, although the document…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

The Power of JPY indicator is described as a measure of the yen’s relative strength, calculated from closing prices of seven currency pairs that contain JPY. The document proposes comparing the strength curves for the base and quote currencies of a forex…

ForexMean reversionTechnical indicators