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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

NautilusTrader

The document explains how a currency pair represents a spot or cash instrument quoted as base currency against quote currency. It distinguishes the asset being traded from the currency used to price it, and describes how the instrument type can represent…

ForexCryptoSpot marketsExecution
MQL5 code base

This document describes a demonstration MQL5 interface for manual and automated trading across EUR/USD, USD/JPY, and GBP/USD. Each currency pair has a panel block that displays an estimated movement probability as a scale and percentage, accepts a lot size,…

ForexExecutionMarket microstructure
MQL5 code base

This trading robot is described as entering trades when it detects an engulfing candlestick pattern. It offers trailing stops and take profits, and the listing says it can be used across timeframes on major forex pairs and NASDAQ stocks. The configurable…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the Fisher_org_v1 oscillator. A signal is considered when a bar closes with the oscillator’s main and signal lines crossing while the indicator cloud also changes color. The strategy…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a code-level optimization for an MQL5 Expert Advisor that runs on every tick. Its main idea is to retrieve indicator and time-series data only when a new bar appears, while retaining variables between calls using static storage. This…

ForexBacktestingExecution
MQL5 code base

This Expert Advisor is described as a reversal strategy based on changes in the direction of an Ergodic Ticks Volume OSMA histogram. It generates a signal when a bar closes and the histogram switches direction. The document identifies USDJPY on an eight-hour…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes a trading rule that smooths Commodity Channel Index (CCI) values with an exponential moving average (EMA), then uses crossovers between the two series to open and close positions. A downward cross of the EMA through CCI opens a long…

ForexTechnical indicatorsBacktesting
MQL5 code base

ASCV is described as an expert advisor that trades signals from the BrainTrend1Sig indicator. Its configurable indicator inputs include ATR and stochastic averaging periods, a stochastic smoothing method, and a price type. The advisor checks for a signal…

ForexTechnical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor that trades signals from the SilverTrend_CrazyChart indicator. It enters when a bar closes and the indicator cloud changes color, using that change as a directional signal. The document notes that the compiled…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an MT4 indicator that adds a menu for switching the symbol shown on a chart. Users can configure a suffix for broker-specific symbol names, enter futures symbols as complete names, and use spare input slots for additional markets. It…

ForexFuturesExecution
MQL5 code base

The indicator combines stochastic threshold crossings with engulfing candlestick patterns to mark potential signals. It draws a downward arrow when a bearish engulfing candle occurs as the stochastic signal line crosses an overbought or oversold boundary,…

ForexTechnical indicatorsMean reversionMomentum
MQL5 code base

This description presents an expert advisor that trades signals from an ATR Normalize Histogram indicator. A signal is generated at bar close when the indicator crosses an overbought or oversold threshold and enters the corresponding extreme zone. The…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document describes an Expert Advisor built around the RJTX_Matches_Smoothed indicator. It separates long and short trades into two independently configured systems, each with its own magic number, position sizing settings, and permissions to open or…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document gives basic setup guidance for using CSV trade signals with an Expert Advisor. Its sample data shows fields for trade identifiers, opening and closing times and prices, stop and profit levels, order type, and symbol. The practical instruction…

ExecutionForex
MQL5 code base

This Expert Advisor follows trend changes signaled by the JFatlCandle indicator. It acts after a bar closes and identifies a new direction when the candle color changes. Position size is adjusted using recent trade outcomes, with separate settings for buys…

ForexTechnical indicatorsPosition sizingRisk management
ProRealCode

The normalized volume oscillator expresses current volume as a percentage deviation from a rolling average. Values below zero indicate volume below that average; positive values indicate higher activity. The displayed histogram assigns colors to ranges:…

Technical indicatorsStatisticsMarket microstructureForex
MQL5 code base

This document introduces a simple trading signal built around Bollinger Bands and explains how to make it available in the MQL5 Expert Advisor Wizard. It says the signal is intended as a reusable component for wizard-generated robots, rather than a…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Volume-Weighted Price Displacement Oscillator measures how far the current close is from a rolling volume-weighted average price, then divides that difference by rolling price volatility. This produces a z-score-like reading centered on the VWAP anchor:…

Technical indicatorsMean reversionMomentumVolatility
ProRealCode

This document describes a Forex strategy that uses two custom oscillator lines, calculated by the StocEvo indicator. It proposes entering long when the green line crosses above the red line and its value is above 36, and entering short when the red line…

ForexTechnical indicatorsRisk managementMomentum
MQL5 code base

The Currency Strength Index (CSI) compares the relative momentum of eight major currencies by mathematically decorrelating 28 currency pairs. It uses percentage differences in linearly weighted averages of closing prices to help distinguish whether a pair’s…

ForexTechnical indicatorsTrend followingMean reversion
MQL5 code base

This expert advisor is described as a system that generates a signal when a bar closes and the ColorMETRO_Stochastic indicator’s cloud changes color. The description implies that the color transition determines the trading signal, but it does not specify the…

Technical indicatorsForexBacktesting
MQL5 code base

This note explains a chart indicator that marks each daily bar according to whether its close is above or below its open. It copies daily timestamps, opens, and closes into arrays, then draws a filled rectangle across each day’s time span between those…

Technical indicatorsForex
MQL5 code base

The document describes an MT4 script that gathers market and symbol details into one view. It combines MarketInfo values with validated symbol properties, including margin requirements and leverage, so traders can inspect conditions for a selected instrument…

ForexFuturesRisk managementMarket microstructure
SuperMind

This document explains a MetaTrader 4 indicator for calculating pivot-like price levels according to a chosen session time zone. It distinguishes the time zone used by the chart’s server from the target session’s time zone, allowing levels to align with a…

Technical indicatorsFuturesForex