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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 an MT5 script that exports closed positions from a retail hedging account to a CSV file for spreadsheet review. Users can limit the export to a date range or leave the default dates to include the full available history. The output…

ForexExecutionBacktestingRisk management
MQL5 code base

This document describes a MetaTrader Expert Advisor that uses ZigZag swing points to identify a trend and place a Fibonacci retracement grid. Trend direction is inferred from the two latest highs and lows: rising highs and lows indicate an uptrend, falling…

ForexTechnical indicatorsBreakout
MQL5 code base

This document outlines an automated strategy using two Stochastic indicators, with listed parameters for buy and sell levels. It says trades are evaluated using the open price of the current candle and notes that the EA is intended for major forex pairs and…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

This document describes an expert advisor that uses the Renko Level indicator to generate trading signals. It lists configurable inputs for block size, signal reversal, increasing positions, and a unique identifier for the EA. Position sizing can be set as a…

ForexTechnical indicatorsPosition sizing
MQL5 code base

The document describes iExposure, an indicator that displays open trading positions in a table beneath a price chart. It presents position details such as profit and potential risk, and says the tool can show positions across multiple currencies or focus on…

ForexTechnical indicatorsRisk management
MQL5 code base

The document describes an order-management utility for closing or deleting orders associated with a multi-currency expert advisor. It uses order comments to identify which trades should be handled. If the EA comment input is empty, the tool instead follows…

ExecutionForexRisk management
MQL5 code base

This document describes an Expert Advisor that trades changes in the direction of the ColorXdinMA moving average. A signal is formed when a bar closes and the moving average changes direction, making the closing bar the stated decision point. The advisor…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This strategy description targets EURCAD on a five-minute chart and opens short positions using three stochastic indicators, with ATR also included in the method. If the first position does not close at a profit, the system can place up to eight additional…

ForexTechnical indicatorsGrid tradingPosition sizing
MQL5 code base

This expert advisor combines Commodity Channel Index (CCI) and Awesome Oscillator (AO) signals with price checks across recent bars and selected daily and hourly bars. Its settings include trade volume, stop loss, take profit, trailing stop and step, plus…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

The document describes a EURUSD expert advisor that combines ADX, CCI, RVI, Williams %R, and EMA signals. It can enter with a moving-average trigger, without one, or through both paths. Its suggested setup process optimizes the ADX and Williams %R strategies…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

Zakryvator is an expert adviser that monitors open terminal orders and closes an order when its loss reaches a configured amount in the account currency. It can be attached to any currency pair and is described as monitoring orders across pairs, including…

ForexRisk managementPosition sizingExecution
MQL5 code base

This document describes an Expert Advisor that trades from the LeManSignal indicator. A signal is considered formed when a colored indicator point appears at the close of a bar. The system depends on a compiled indicator file installed in the platform’s…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The Schaff Trend Cycle is described as a 0-to-100 oscillator built by applying stochastic calculations twice to a MACD series. It aims to combine MACD trend information with a smoothed stochastic measure, based on the premise that currency trends accelerate…

ForexTechnical indicatorsTrend followingMomentum
MQL5 code base

This document outlines an expert advisor that combines a Gann Line with two moving averages to trade in the direction of a trend. It describes the Gann Line as a filter alongside moving-average signals, and lists configurable controls for trade size, stop…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

This expert-advisor strategy uses five moving averages to define trend alignment and a price corridor. A buy setup requires the short exponential average, a medium simple average, and a long simple average to appear in bullish order; a sell setup reverses…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator estimates the relative strength of eight major currencies by examining all 28 possible pairs among them. For each pair, it compares the candle close with a configurable moving average to classify which currency is strengthening and which is…

ForexTechnical indicatorsTrend followingStatistics
MQL5 code base

The document describes an Expert Advisor that runs three independent trading systems based on the Skyscraper_Fix, ColorAML, and X2MACandle indicators. Each system generates a signal after a bar closes when its indicator changes color, representing a change…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document describes an expert advisor that uses Parabolic SAR indicator signals from the current bar of a selected working timeframe. It permits only one open position at a time, which the description says allows operation on both hedging and netting…

ForexTechnical indicatorsTrend followingExecution
MQL5 code base

This document describes a MetaTrader 5 trade-management expert advisor for open manual forex trades. It can assign stop-loss and take-profit levels in pips, move a stop to break-even after a chosen profit threshold, and trail the stop as price moves. Users…

ForexRisk managementExecutionPosition sizing
MQL5 code base

This Expert Advisor places two pending orders at a specified time. When either order is triggered, it cancels the other, creating a time-based entry setup that can follow a move in either direction. The position exits at its take-profit level or after a…

ForexExecutionBacktesting
MQL5 code base

This description outlines an expert advisor that estimates each currency’s strength from its percentage change since the daily candle opened. It compares the strongest and weakest currencies and, when their difference exceeds a user-set threshold, opens a…

ForexExecutionRisk managementBacktesting
MQL5 code base

This document describes an Expert Advisor that trades from the ColorXvaMA_Digit_StDev indicator. It opens a position when a new colored indicator point appears at a bar close, then exits when the indicator changes direction against the open position. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an enhancement to a MetaTrader SymbolInfo example that displays additional instrument information. The revised example is said to add nine output fields: seven standard symbol attributes, required margin, and estimated leverage. It…

ForexRisk managementDerivatives pricing
MQL5 code base

The Smart AC Trader is described as a forex expert advisor that ranks eight major currencies by strength and combines that selection with moving averages and other indicators. It is intended for major currency pairs and multiple time frames, and the…

ForexTechnical indicatorsPosition sizingRisk management