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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
Quantopian lectures
45 documents
Binance API docs
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 Expert Advisor runs separate long and short systems using signals from an Adaptive Renko indicator. It adds direction-specific money-management settings that examine a chosen number of recent trades and reduce the next position size when enough of those…

ForexTrend followingPosition sizingBacktesting
BigQuant

This document describes an MT5 Expert Advisor that trades signals from the Stopreversal indicator. It generates a signal when a colored indicator arrow appears at bar close, and lets the user define the hours and minutes when trading is allowed. The default…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This document describes a technical indicator that forms price corridors from a four-hour period and expands them across a sixteen-hour span. It uses configurable inputs for the starting local time, a horizontal shift, and three progressively wider boundary…

Technical indicatorsForexBreakout
MQL5 code base

This expert-advisor concept uses RSI thresholds to qualify long and short entries. A buy setup requires the RSI on the most recently completed bar to be below 45, followed by confirmation that RSI remains below that level across a configurable run of earlier…

ForexTechnical indicatorsMean reversionRisk management
MQL5 code base

This Expert Advisor uses a ZigZag custom indicator to identify a channel, then places Buy Stop and Sell Stop pending orders near its upper and lower boundaries. The listed controls include the ZigZag depth, deviation, and backstep, along with an entry offset…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the ColorHMA_StDev indicator. It enters when a new color point appears at a bar’s close and exits when the indicator changes direction against the open position. The approach therefore uses…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor uses a fast and a slow line from the LaguerreFilter indicator to generate entries. A signal occurs at bar close when the oscillator crosses its signal line, making the method a two-line crossover approach. The document describes entry…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor generates signals when the XDerivative oscillator changes direction at a bar close. It translates that change into trade entries; the document does not specify additional filters, exit logic, or position sizing rules. The page cites test…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator extends standard MACD readings by measuring the gap between the MACD and signal lines and the change between the latest two MACD bars. The author interprets a rising or falling MACD bar as directional movement on the current timeframe, while…

Technical indicatorsForexStatistics
MQL5 code base

This expert advisor trades signals from the CandleStop_System indicator. It opens a position when a bar closes after breaking through a channel, then can close the position once its holding time reaches a preset limit. The time-based exit is configurable,…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

MultiMartin is a multi-symbol expert adviser built around a reversal strategy that increases trade size after each loss. The sequence continues until a profitable trade occurs or a configured multiplication limit is reached, after which the next trade…

ForexMulti-assetMean reversionPosition sizing
MQL5 code base

This indicator compares the direction of a Moving Average with that of a Slope Direction Line and displays a color-coded pointer in a separate window. A green pointer indicates that both lines point upward, while a red pointer indicates that both point…

Technical indicatorsTrend followingForex
MQL5 code base

This brief description introduces an indicator called iFXAnalyser, which displays three indicators formed from simple linear combinations of differences between fast and slow moving averages on the same chart. It identifies the original author and notes that…

Technical indicatorsForexTrend following
MQL5 code base

This document describes a forex expert advisor that checks for Williams %R signals when a new bar appears. It sells when the indicator is in an overbought zone and buys when it is in an oversold zone. The position size is fixed by a Lots parameter, and stop…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

This note describes an indicator that displays trend direction or a potential trade signal produced by AroonHornSign, calculated on a selectable timeframe. The default calculation timeframe is six hours, and the indicator period is nine. A right-pointing…

Technical indicatorsTrend followingForex
MQL5 code base

This brief description outlines a forex system that trades price reversals and restricts trading to Thursday and Friday. Its adjustable inputs include fixed lot size, stop loss, take profit, trailing stop and trailing step, a price corridor, and a weekday…

ForexMean reversionExecutionBacktesting
MQL5 code base

This brief description outlines a MetaTrader 5 expert advisor that forms two currency pairs from three currencies and trades them as a correlated pair, with EUR/USD and EUR/GBP given as an example. It opens four initial orders across the two pairs, split…

ForexPairs tradingGrid tradingRisk management
MQL5 code base

NTK 07 is an expert adviser that starts by placing two pending orders around the current price. When one activates, the other is removed. The EA then adds another pending order in the direction of price movement at a specified step, increasing lot size by a…

ForexTrend followingBreakoutPosition sizing
MQL5 code base

The document describes an Expert Advisor that trades when the Color Zero-Lag RVI indicator cloud changes color. It says a signal is confirmed at bar close when the oscillator crosses its signal line. The text also notes that the compiled indicator file must…

ForexTechnical indicatorsBacktesting
MQL5 code base

This system uses two CG Oscillators for different jobs. A slower oscillator sets the prevailing trend direction from the relationship between its main and signal lines, while a faster oscillator supplies entry timing when its lines cross or touch. A trade…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This document introduces a simple moving-average indicator that calculates an average price for a selected instrument over either an hourly or daily period. Comparing current price with the daily average can help show whether price is trading above or below…

ForexTechnical indicatorsTrend following
MQL5 code base

Renko charts represent price movement with fixed-size bricks and do not use elapsed time to determine when a new brick appears. This indicator adapts that display for a regular live chart, avoiding the separate offline-chart conversion typically used to…

Technical indicatorsForexExecution
MQL5 code base

The document explains how the Supertrend indicator displays trend direction on a price chart. Its line appears green below price during an uptrend and red above price during a downtrend. A basic method buys when the line is green and sells when it turns red.…

ForexTrend followingTechnical indicators