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 code base

This document describes an expert advisor that checks for MACD entry signals when a new bar appears, while managing trailing stops on every tick. A buy setup requires the MACD main line to be below zero, cross above its signal line, and exceed a configurable…

ForexTechnical indicatorsMomentumExecution
SuperMind

This article describes updates to time-handling functions for trading software, focusing on daylight saving time, broker offsets, and the weekly forex session close. A change in the platform’s time-copying behavior meant future timestamps were no longer…

ForexExecutionMarket microstructure
ProRealCode

This indicator concept automates selected London and New York intraday windows used in the ICT methodology. It draws a range for each active window, labels the session, and classifies the movement as accumulation, manipulation, or expansion according to the…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

The document describes a higher-timeframe option for the Awesome Signal indicator in MetaTrader 5. Users can choose the chart period through an input parameter, with a four-hour period shown as the default example. The accompanying setup note says to place…

Technical indicatorsForex
MQL5 code base

The document describes a modified stochastic oscillator for MetaTrader. It addresses a limitation in the built-in version, which offers only close-to-close and low-to-high price selections, by adding other standard price types. The indicator also changes its…

Technical indicatorsEquitiesForex
ProRealCode

This system adapts the Bollinger Band idea by calculating an exponential average and standard deviation from highs for an upper threshold, and from lows for a lower threshold. When price moves above the high-based threshold, it opens a short position; when…

Technical indicatorsMean reversionVolatilityForex
MQL5 code base

This document describes an expert advisor that combines two moving averages with short trend lines drawn from fractals. Its stated directional rule is to buy when both lines turn upward and sell when both turn downward. It says the trend line acts as a…

Technical indicatorsTrend followingForexEquities
MQL5 code base

The document explains a chart indicator that aggregates tick counts across a chosen interval of multiple candlesticks, then divides that combined interval into price clusters. It presents this as a horizontal market cross-section: each cluster shows the…

ForexMarket microstructureTechnical indicators
MQL5 code base

The document outlines an automated tool for managing exits on existing trades and pending orders; it explicitly does not open trades. Its listed controls include an account-equity target, visible fixed stop-losses, hidden fixed stop-losses, and visible or…

Risk managementExecutionForex
MQL5 code base

This document describes an Expert Advisor based on the claim that a financial agency’s published ratings or chart leads Forex prices. Its example says Moody’s signal is ahead by 75 minutes. The robot constructs two bars, each 0.5 points wide, monitors for…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This document outlines an Expert Advisor that uses the i-CAiChannel_System_Digit indicator to generate signals when a bar closes with a colored state after the prior bar had the opposite color or no color. The EA therefore reacts to a change in the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document describes an MT4 and MT5 chart indicator that uses three ADX periods to mark where a trend starts and ends, as well as intervals it classifies as trendless. It displays horizontal lines and directional arrows on the main price chart, and can…

Technical indicatorsTrend followingForex
MQL5 code base

This MetaTrader Expert Advisor uses ColorXdinMA indicator signals to trade. It opens a position when a colored indicator point appears at a bar close, and generates an exit signal when the indicator changes direction against the open position. The…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes a MetaTrader indicator that watches two moving averages and issues one alert for each upward or downward cross, marking the event with an arrow. Users can choose moving average methods and price inputs, and configure popup, sound,…

Technical indicatorsForex
MQL5 code base

This trading system description combines two moving averages with an engulfing pattern and describes use of stop losses, take profits, and trailing exits. It is presented for major forex pairs and Nasdaq stocks, with the author also mentioning hourly charts.…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

This document describes an Expert Advisor that uses the current price and the current bar’s high and low to generate trades, without technical indicators. During a new bar, a move down from the high by a configured rollback distance triggers a buy signal; a…

ForexTechnical indicatorsRisk managementExecution
MQL5 code base

This educational expert advisor uses Tipu Trend signals on a 15-minute chart, confirmed by the hourly trend. It checks the distance to a swing-low or swing-high stop derived from Tipu Stops against a user-set risk limit before opening one trade per signal.…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This expert advisor trades signals from a DEMA Range Channel indicator. It opens a position when a bar closes after breaking through the channel, then closes the position once its holding time reaches a configured limit. The described setup makes the holding…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

The document explains a monitoring method for identifying stale or delayed quotes in an automated trading setup. For each incoming tick, the detector compares its timestamp with the previous tick’s timestamp and records an alert when the new tick is earlier.…

ForexMarket microstructureExecution
MQL5 code base

This document describes a multi-symbol Expert Advisor that trades London-session breakouts from the pre-London Asian range. It places pending buy or sell stop orders only beyond the corresponding range boundary. Parabolic SAR swing levels anchor entries and…

ForexBreakoutTechnical indicatorsRisk management
ProRealCode

The document describes a rule-based hourly forex strategy centered on the period around the end of the trading day. It measures the high-to-low range from 18:00 to 22:00, scales that range, and places a buy limit below and a short limit above the 22:00 close…

ForexMean reversionBacktestingRisk management
MQL5 code base

The Float indicator analyzes a selected window of prior bars for a currency pair, marks trend swings in a separate chart pane, and draws Fibonacci retracement and DiNapoli levels on the main chart. It also shows how long ago the local high and low were…

ForexTechnical indicatorsTrend following
MQL5 code base

This swing-trading approach uses 9-, 21-, and 55-period exponential moving averages to organize trend direction and trade signals. The 55-period average acts as the longer-term trend filter, while the 21-period average represents the intermediate trend. The…

ForexTrend followingTechnical indicators
MQL5 code base

The document describes a trading indicator that compares two currency pairs. Users choose a second symbol, a correlation method, and a lookback period; the resulting indicator is intended to help assess whether the pairs are moving together or diverging.…

ForexStatisticsPairs tradingTechnical indicators