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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 document describes a MetaTrader indicator that combines fast and slow TRIX calculations with a linearly weighted moving average smoothing filter. The oscillators’ relationships to one another and to the smoothing line determine both the displayed color…

Technical indicatorsTrend followingMomentumForex
MQL5 code base

This listing describes an automated trading system that seeks entries on retracements from Ichimoku levels. It says the system uses the current candle’s opening price and can run on multiple timeframes across major forex pairs and Nasdaq-listed stocks. Its…

ForexEquitiesTechnical indicatorsExecution
MQL5 code base

This Expert Advisor starts by opening minimum-volume positions across a specified set of currency pairs. When a position loses, it reverses the position; when a position gains, it increases its volume. It closes all positions when their combined profit or…

ForexPosition sizingRisk management
MQL5 code base

This document describes a volatility-based trading indicator or expert-advisor setup for EURUSD. It estimates volatility over a configurable bar period using either high-low ranges or open-close movement, with simple or linearly weighted smoothing. A…

ForexVolatilityRisk managementBacktesting
MQL5 code base

SpreadAudit analyzes the spread recorded for each one-minute historical bar over a selected lookback period. It reports median, 90th-percentile, and 99th-percentile spreads in price units and pips, normalizes them against hourly ATR for comparison across…

ForexExecutionBacktestingMarket microstructure
MQL5 code base

The expert advisor bases its signal on a change in the cloud color of the CCI Woodies indicator. It checks for that change when a bar closes, then forms a trading signal. An input option allows the user to invert the direction and trade against the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This expert-advisor strategy combines two indicator signals across timeframes. ColorX2MA defines the slower trend, while ColorJJRSX identifies a change in the faster trend. It generates an entry at bar close when the fast and slow directions agree and the…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This modified Awesome Oscillator indicator displays chart arrows and can send alerts or place signal details in a chart comment. It records the price associated with the latest signal, giving traders a level to monitor. The description suggests treating that…

ForexTechnical indicatorsBreakout
MQL5 code base

This Expert Advisor opens either a long or short position at a configured hour and minute, then closes it at a separately configured time. Users can set trade volume, stop loss and take profit in points, allowable slippage, and a spread multiplier for stop…

ForexExecutionRisk managementBacktesting
MQL5 code base

This document describes a forex and stock Expert Advisor that identifies trend lines from fractals and combines them with two moving averages to trade breakouts after a correction in the main trend. The trend lines are intended to filter signals in live…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

This document describes an Expert Advisor that enters a market when the ColorZerolagJJRSX indicator cloud changes color. A signal is formed at bar close when the oscillator crosses its signal line. The text identifies two compiled indicator files required…

Technical indicatorsForexBacktesting
FMZ forum

The document describes an intraday volatility breakout approach proposed for EUR/USD and the DAX on 30-minute and hourly charts. It compares a one-period average true range with an average daily high-low range calculated over the prior three days. When…

ForexFuturesBreakoutVolatility
MQL5 code base

This document describes a technical indicator presented as an alternative to Bollinger Bands. It plots an upper, middle, and lower channel, fills the space between channel lines as a cloud, and can display the latest level values as price labels. The user…

Technical indicatorsForex
MQL5 code base

This document describes an expert advisor that trades from signals produced by the WPR Custom Cloud indicator. It opens a buy position when the indicator leaves its lower zone and a sell position when it leaves its upper zone. The advisor checks for a signal…

Technical indicatorsForexExecution
MQL5 code base

This Expert Advisor trades two currency pairs that share a quote currency and are expected to have positive long-term correlation. It examines recent bar history without indicators, looks for both pairs to rise in one portion of the window and fall in…

ForexPairs tradingMean reversionRisk management
MQL5 code base

This document describes an MT4 expert advisor intended to place and close trades automatically using user-supplied Fibonacci-related price levels. Its five inputs are prices for the 50%, 61%, and 100% levels on a five-minute chart, a second target on an…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The indicator described here plots Relative Strength Index values for four user-selected instruments in a shared indicator window. Users can choose the instruments, set a separate display color and style for each, and configure the RSI period and applied…

Technical indicatorsForexMulti-asset
MQL5 code base

The indicator defines a liquidity void as a bar whose range substantially exceeds its recent average while tick volume falls below its own recent average. Each detected zone begins with a score of 100. Later bars reduce that score in proportion to how much…

ForexTechnical indicatorsMean reversionMomentum
MQL5 code base

ClusterBox presents tick-volume distribution within each candlestick by dividing its price range into clusters of a configurable point height. Since candle heights vary, the number of clusters varies from candle to candle. Labels show the tick count in each…

ForexMarket microstructureTechnical indicators
MQL5 code base

This indicator variation calculates Heiken Ashi values from smoothed or filtered prices rather than raw prices. The document presents smoothing as a way to reduce some false signals and make the indicator easier to use. It offers four averaging choices:…

Technical indicatorsTrend followingForex
MQL5 code base

This Expert Advisor uses a martingale approach and can trade in a single direction at a time: buy or sell. The description says results are best when the directions are traded separately and shows a buy-only example. Users can enable or disable each…

ForexPosition sizingRisk management
MQL5 code base

The document describes an MT4 indicator that compares the USDX and EURX currency baskets alongside an Awesome Oscillator. It is suggested for EUR/USD and can also be applied to major pairs quoted against the US dollar or euro. The listed dollar pairs include…

ForexTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades when the SR-RateIndicator histogram changes color at a bar’s close. A shift from dark to bright pink or lime marks entry into an overbought or oversold zone and triggers a signal. The EA requires the…

ForexTechnical indicatorsBacktesting
ProRealCode

The post describes a simple EUR/USD strategy on a 15-minute chart. It buys when the candle trades below the lower Bollinger Band but closes back above it, and sells short when price trades above the upper band but closes back below it. Long and short…

ForexMean reversionTechnical indicatorsBacktesting