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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,574 documents

MQL5 code base

This document describes an Expert Advisor built around the RAVI Histogram oscillator. A signal is generated at bar close when the oscillator crosses into an overbought region from below or an oversold region from above. The approach is characterized as a…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This automated trading setup combines pending orders with RSI monitoring across currency pairs and metals. Users configure symbols alongside parameters for the pending-order distance, a wider weekend gap, cancellation distance, trailing stop, and virtual…

ForexTechnical indicatorsExecutionRisk management
BigQuant

The document describes an attempt to reconstruct the dollar-renminbi daily fixing mechanism and estimate the effect of its countercyclical adjustment. The proposed baseline model combines currency basket weights with separate filters for appreciation and…

ForexStatisticsBacktestingChina markets
NautilusTrader

This script runs a NautilusTrader backtest of a Bollinger Band and RSI mean-reversion strategy on EUR/USD perpetual contract quotes. It reads TrueFX bid and ask ticks, builds a margin venue with a starting balance and maker/taker fees, and aggregates data…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

RSIOMA applies the Relative Strength Index to moving averages, then smooths that result with another moving average. It displays the RSI-based line and its moving average in a separate 0–100 window, with a histogram intended to make the current trend easier…

Technical indicatorsTrend followingForex
MQL5 code base

This document explains how to add notifications to an indicator that signals when the Fisher_org_v1 oscillator exits overbought or oversold territory. It describes configurable inputs for selecting the signal bar, enabling sound alerts, limiting alert…

ForexTechnical indicatorsExecution
MQL5 code base

The Float indicator analyzes a selected history of price bars for a currency pair and marks trend swings in a separate window. On the main chart, it can draw Fibonacci retracement and DiNapoli levels, while also showing how long ago local highs and lows were…

ForexTechnical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that uses the CenterOfGravityOSMA histogram’s change of direction as its trading signal. A signal is formed at bar close when the moving average changes direction. The advisor requires a separate compiled indicator…

ForexTechnical indicatorsBacktesting
MQL5 code base

This expert advisor combines the Alligator indicator with RSI as a trend filter. It permits a buy when RSI crosses above 50 between the latest two bars and the Jaw, Teeth, and Lips lines each rise by more than a configurable delta. The sell conditions…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

MA2CCI is described as a trading strategy built from two moving averages, average true range, and the commodity channel index. Average true range is used to calculate the stop-loss level, while position size is based on a specified percentage of margin. The…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The indicator maps Asian, London, and New York session highs and lows, then flags a liquidity sweep when price moves beyond a completed session boundary and closes back within it. High sweeps are marked as bearish signals and low sweeps as bullish signals.…

ForexTechnical indicatorsMarket microstructureExecution
MQL5 code base

This document describes a rule-based strategy that opens at most one position per day at a configured hour, trading against the direction inferred from price movement over a chosen number of preceding hours. It also lists controls for trade size, take…

ForexMean reversionPosition sizingRisk management
MQL5 code base

This article explains an Expert Advisor that trades SuperTrend direction changes. It checks only completed bars, opens or reverses a single position on a flip, and places the stop at the indicator line with an optional points buffer. If the next available…

FuturesForexTrend followingTechnical indicators
MQL5 code base

The document describes an envelope-based scalping rule that opens positions when price moves beyond an upper or lower envelope and satisfies a distance filter. For a sell, it checks that price is above the upper envelope and that the prior high and current…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

This document outlines an Expert Advisor that trades when a Modified Optimum Elliptic Filter average changes direction. It identifies the required compiled indicator file and notes a supporting library that enables spread-aware execution and optional…

ForexTechnical indicatorsBacktestingExecution
ProRealCode

The strategy applies a daily Harami-style candle pattern to EUR/USD, defined here as a bar whose high is below the previous bar’s high and whose low is above the previous bar’s low. A bearish candle above the 50-day moving average triggers a long entry at…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

This document outlines a forex-oriented Expert Advisor built around signals from two moving averages crossing. It describes a reversal rule in which an open sell position is closed when a buy signal appears, and an open buy is closed when a sell signal…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

The document describes a charting indicator that displays pivot levels calculated with several formula families, including floor, Fibonacci, Camarilla, Woodie, DeMark, and other traditional variants. It supports timeframes from minute bars through monthly…

Technical indicatorsFuturesForex
MQL5 code base

This document describes a MetaTrader 4 chart utility that calculates three reference levels from the prior trading day: the high, the low, and an average price. It draws them as horizontal lines, with user-adjustable color, thickness, and line style. The…

Technical indicatorsEquitiesForex
MQL5 code base

This MetaTrader Expert Advisor description explains how one EA can run two BrainTrend2_V2-based trading systems, with separate input groups for long and short positions. Distinct magic numbers identify the systems independently, and each side has its own…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This indicator description outlines a weekday-specific trading rule called the Friday effect. It uses the previous day’s daily candle to determine direction: after a rising candle, it opens a long position on Friday at a configurable hour; after a falling…

Technical indicatorsForex
MQL5 code base

This document describes an expert advisor built around a moving average indicator that analyzes recent bars to determine when to trade. Its configurable inputs include trade size, moving average period, minimum and maximum average slope, and timing and price…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes an expert advisor that combines moving averages and Stochastic Oscillators across fast, normal, and slow timeframes. It identifies these indicator and timeframe settings as the basis of the system, and says traders can reverse its…

ForexTechnical indicators
MQL5 code base

The described expert advisor places a Buy Stop above the previous day’s high and a Sell Stop below its low, with a configurable minimum distance from each level. At the start of a new day, it removes pending orders left over from the prior day and submits a…

ForexBreakoutRisk management