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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
WonderTrader
14 documents
Alphalens
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 forex Expert Advisor that combines three moving averages with the Stochastic Oscillator and RSI. It can open market positions and place buy-stop or sell-stop orders. Configurable controls include stop loss, take profit, percentage…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The InverseReaction indicator looks for unusually large, gap-free price changes relative to estimated volatility limits. It plots price changes alongside one or more confidence thresholds; a break above a threshold is treated as a possible precursor to a…

ForexVolatilityMean reversionTechnical indicators
backtesting.py

This tutorial builds a supervised learning strategy for hourly EUR/USD data. It derives features from moving averages, momentum, Bollinger bands, a synthetic sentiment signal, and time of day. The target class represents whether the price return roughly two…

ForexMachine learningTechnical indicatorsBacktesting
MQL5 code base

The document describes a currency-strength indicator that derives relative strength from closing prices across seven pairs containing a chosen currency. It proposes comparing the indicator curves for the base and quote currencies of a pair: when the curves…

ForexMean reversionTechnical indicators
MQL5 code base

This trading system uses signals from a colored-candle indicator based on Ichimoku. It generates trades when a bar closes and the indicator shows a trend change. Position size depends on recent outcomes in the same direction: after a configured number of…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The described trading robot uses two strategies and switches to the other after a losing trade while increasing the next position size by a configurable multiplier. It also offers optional basket-level controls: close a group of trades at a specified profit…

ForexPosition sizingRisk managementMean reversion
MQL5 code base

VolatilityPivot is described as a trend indicator built using the NRTR, or Nick Rypock Trailing Reverse, approach. It uses currency-pair volatility to display nearby support and resistance levels, which can inform a view of trend direction and potential…

ForexVolatilityTechnical indicatorsTrend following
MQL5 code base

The document describes an expert advisor for forex hedging accounts that draws a trend line when a new position appears. For a buy, the line starts below the opening price; for a sell, it starts above. It extends two bars into the future and shifts as new…

ForexTechnical indicatorsRisk management
quant-trading

The strategy models the relationship between Brent crude and the Norwegian krone using a rolling ordinary least squares regression. It fits the most recent 50 observations and accepts the model when its R-squared is above 0.7. The residual standard deviation…

CommoditiesForexMean reversionStatistics
MQL5 code base

This document describes a MetaTrader indicator that presents signals from the iDeMarkerSign indicator for a selected timeframe. It distinguishes a continuing trend from a newly changed direction with different arrow shapes; color and arrow direction indicate…

Technical indicatorsForexTrend following
MQL5 code base

This expert-advisor description presents two independently configurable trading systems driven by a Slow Stochastic indicator: one for long trades and one for short trades. Separate input groups control each side’s trade identifier, position sizing mode, and…

ForexTechnical indicatorsBacktestingPosition sizing
MQL5 code base

This Expert Advisor uses the MFI_Histogram indicator to generate a trade signal when the histogram changes from neutral gray to yellow or lime at a bar close. The color change represents the MFI oscillator entering an overbought or oversold zone. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that trades using the BlauCSI oscillator. It identifies two possible entry signals: a change in the direction of the oscillator histogram, or a crossing of the zero line. An input setting selects the entry algorithm.…

ForexTechnical indicatorsBacktesting
MQL5 code base

This MT4 indicator displays the gain or loss for each candle that passes a user-defined change threshold. It offers two calculation modes: the difference between a candle’s close and open, or the difference between the current close and the previous close.…

Technical indicatorsForex
MQL5 code base

The document describes an automated strategy that alternates between buy and sell orders. Each order has a take-profit and stop-loss level; when a position closes, the system opens an order in the opposite direction. If an order exits at its stop loss, the…

ForexExecutionRisk management
MQL5 code base

The described expert advisor generates buy signals when the current chart timeframe has three consecutive falling bars while the main Stochastic line is above its signal line on each of two other selected timeframes. It is long-only: the document specifies…

ForexTechnical indicatorsMomentumRisk management
Kraken Learn

The document explains the basic arrangement used by proprietary trading firms: traders attempt an evaluation, and those who qualify may trade firm capital in exchange for a share of profits. It contrasts this arrangement with brokerage trading, where the…

CryptoForexFuturesRisk management
MQL5 code base

This document outlines an Expert Advisor that uses the KaufWMAcross indicator to detect changes in trend direction. It generates a signal when a bar closes and a new indicator arrow appears. The EA requires the compiled indicator file to be installed in the…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes a charting indicator that marks the previous day’s and week’s highs and lows as potential liquidity reference levels. It frames these prices as areas where stop orders and institutional activity may cluster, and suggests traders watch…

Technical indicatorsMarket microstructureForex
MQL5 code base

This trading system combines RSI extremes with Bollinger Band levels to identify possible reversals. For a long setup, RSI must be below 30 and price must reach the lower band; entry follows when a candle moves back above the middle band. For a short setup,…

ForexMean reversionTechnical indicatorsRisk management
ProRealCode

This post presents a Turtle Soup-style strategy for forex on a 30-minute chart. It looks for a close beyond the preceding five-bar low or high, while using the relative position of two exponential moving averages to filter trades by trend. Entries are…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

The document briefly describes an expert advisor for EURUSD on a 15-minute chart. Its approach is characterized as a breakout system that relies mainly on Bollinger Bands. No entry or exit rules, indicator settings, position-sizing method, or risk controls…

ForexBreakoutTechnical indicators
MQL5 code base

This document describes a MetaTrader indicator that displays the current bid–ask spread on a chart and updates the reading with each incoming tick. Traders can position and format the display, show an additional label near the Bid line, and configure alerts…

ForexMarket microstructureExecution
MQL5 code base

This Expert Advisor uses changes in the direction of the ColorJMomentum oscillator to generate trades. It checks for a change when a bar closes, so its signal is based on completed-bar behavior rather than an intrabar turn. The document also notes that the…

ForexTechnical indicatorsMomentumBacktesting