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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
Quantopian lectures
45 documents
Binance API docs
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 short-term mean-reversion strategy that combines a simple moving average, standard deviation bands, and RSI. A long setup requires price to move below the lower band and recover above it while RSI rises out of oversold territory. A…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

This brief description introduces i-AMMA_HTF, a version of the i-AMMA indicator that lets the user select the timeframe used for its calculations through an input parameter. The example sets the indicator period to four hours, illustrating how a chart can…

Technical indicatorsForex
MQL5 code base

This Expert Advisor takes trading signals from an Ergodic Tick Volume oscillator. It evaluates the signal when a bar closes and acts when the oscillator’s main line crosses its signal line. The document identifies a required compiled indicator dependency and…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

DayBears is an implementation of the Bears Power technical indicator whose calculation period adjusts automatically according to the number of bars in the current trading day. The description says it can be applied across chart timeframes from one minute…

Technical indicatorsForexMomentum
MQL5 code base

This guide describes an intraday breakout approach built around the high and low formed during a configured Asian session. Once the session ends, traders watch for a move beyond either boundary. A candle close outside the range provides slower confirmation…

BreakoutForexTechnical indicatorsRisk management
MQL5 code base

SilverTrend v3 is described as a trading approach based on the high, low, and closing prices of price bars. The document identifies John Smith as the originator of the idea and credits Vladimir Karputov with the MQL5 implementation. It does not explain how…

ForexTechnical indicatorsBacktesting
BigQuant

This guide describes operational practices for receiving foreign-exchange prices for research, backtesting, and live systems. It recommends a WebSocket push connection instead of frequent polling for actively used currency pairs, retrying after temporary…

ForexExecutionHigh-frequency tradingStatistics
MQL5 code base

This document describes an Expert Advisor that places Buy Stop and Sell Stop pending orders at scheduled times. The orders include a Stop Loss. Take Profit is handled virtually: the EA watches an open position and closes it at market once its profit reaches…

ForexExecutionPosition sizingRisk management
ProRealCode

The document describes an automated trend strategy that combines an Elder trend ribbon, Ehlers indicators, Ichimoku levels, and a 200-period moving average. It uses indicator direction and momentum to filter trades, with fractal dimension as an additional…

ForexTrend followingTechnical indicatorsRisk management
BigQuant

This overview explains how traders can translate technical rules into algorithms that monitor markets and place or manage orders. It describes automation’s practical uses: tracking multiple assets and indicators, high-frequency trading, cross-market…

CryptoForexHigh-frequency tradingArbitrage
MQL5 code base

This document describes an Expert Advisor that trades signals from the CronexDeMarker oscillator. A signal is generated when a bar closes and the indicator cloud changes color. The advisor requires the compiled indicator to be available in the platform’s…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a chart indicator for tracking the status and timing of the Sydney, Tokyo, London, and New York trading sessions. A dashboard shows which sessions are active, the time remaining until openings or closings, and periods when sessions…

ForexExecution
MQL5 code base

The document describes a MetaTrader indicator variant that lets the user select the chart timeframe from an input parameter. Its example sets the indicator period to a four-hour timeframe, so the indicator can use a period different from the chart’s current…

Technical indicatorsForex
ProRealCode

This proposal describes a USD/JPY strategy on hourly bars that looks for reversals after three consecutive candles of the same direction. It filters entries with ADX, ATR-based activity, and a fast versus slow moving-average relationship: after falling bars…

ForexMean reversionTechnical indicatorsPosition sizing
MQL5 code base

The document briefly describes a channel indicator named Rj_SlidingRange and says its levels can be rounded to a chosen number of decimal digits. A user input controls the precision, with the displayed example setting that input to three digits. This…

Technical indicatorsForex
ProRealCode

This forex indicator applies a Fisher transform to price normalized within a recent high-low range. A simple moving average of the transformed series serves as a fast signal, while a weighted moving average of that average provides a slower trend reference.…

ForexTechnical indicatorsMomentumTrend following
MQL5 code base

The document describes a MetaTrader 5 script for moving several open positions to breakeven after trades become favorable. Traders can choose either a profit-points threshold or a target price to trigger the adjustment. The two trigger methods are…

Risk managementPosition sizingExecutionForex
NautilusTrader

This example shows how to assemble and run a small backtest for an EUR/USD strategy. It creates artificial one-minute bars: an initial bar followed by a sequence of rising bars and then falling bars, with prices shifted by a fixed number of ticks and…

ForexBacktestingExecution
MQL5 code base

This Expert Advisor strategy uses an 8-period weighted moving average and a 28-period exponential moving average. It opens a long position when the WMA crosses above the EMA and a short position when it crosses below. After entry, it sets take-profit and…

ForexTechnical indicatorsTrend followingRisk management
Awesome Systematic Trading

The code describes a currency carry strategy that compares the US three-month Treasury rate with the average forward discount of a basket of developed-market currencies. The basket uses equal weights, and the comments say that an average three-month interest…

ForexFuturesCarryBacktesting
ProRealCode

This Expert Advisor uses a ColorXPWMA_Digit indicator to identify trend changes from changes in the indicator line's color. Signals are evaluated at bar close. Position size is adjusted separately for buys and sells based on recent outcomes in the same…

ForexTrend followingPosition sizingRisk management
MQL5 code base

The document outlines an Expert Advisor built around a channel derived from the previous day’s prices. It describes calculating channel width from the open of bar 24 and the close of bar 1, then determining a rollback amount when the width is sufficient. The…

ForexTechnical indicatorsRisk management
MQL5 code base

This Expert Advisor checks for new entries and exit conditions when a new bar appears, while its trailing-stop logic checks on every tick. It compares the close of bar one with the close of a user-selected signal bar, requiring that the signal-bar index be…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document describes an Expert Advisor that combines Wilder’s ADX with Ichimoku Kinko Hyo to detect trend direction. It also says position size is calculated from a percentage of margin risk. The stated settings use a configurable ADX timeframe,…

ForexTechnical indicatorsTrend followingPosition sizing