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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

The Well Martin Expert Advisor combines Bollinger Bands and ADX for trading in calmer market conditions. It buys when price breaks below the lower band and sells when it breaks above the upper band. The described setup is for EURUSD on a 15-minute chart and…

ForexMean reversionTechnical indicatorsPosition sizing
MQL5 code base

This Expert Advisor generates a signal when a bar closes and the ColorZeroLAG_MA indicator changes direction. The described approach uses the moving average’s change in direction as its entry trigger. Running the EA requires a separate compiled indicator…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document describes a trading-platform script that displays a currency pair’s current spread, pip value, and the spread cost of opening a position. The cost is expressed in the account’s currency, and the user supplies a trade volume to calculate it. This…

ForexExecutionRisk management
MQL5 code base

This trading software description outlines an automated system with four selectable entry approaches: tick momentum, candlestick engulfing patterns, RSI reversals, and EMA crossovers. It supports market, stop, and limit orders, plus three variants of…

ForexMomentumMean reversionTechnical indicators
MQL5 code base

This indicator displays historical OANDA order-book or position-book distributions on a price chart. A selected time, marked by a vertical line, determines which histogram is shown. An accompanying download manager must run to keep data updated, although…

ForexMarket microstructureExecution
MQL5 code base

This entry describes an updated version of a Trendsignal indicator for charting platforms. Its stated change is to draw lines in relation to signals, allowing a trader to inspect the potential pip distance on the chart. The author says the remaining behavior…

ForexCommoditiesTechnical indicatorsMomentum
ProRealCode

This document describes a daily EURUSD strategy that combines a simple moving average with the direction of the day’s candle. It generates a long signal when the close is above the moving average and the candle is up, and a short signal when the close is…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This expert advisor describes a price-action approach to wedge patterns. It identifies highs and lows with fractals, draws two trend lines, and treats a falling wedge as converging downward boundaries, with the upper line declining more steeply. The…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

This indicator signals a directional trend when candles agree across four timeframes: a buy signal appears when all are bullish, and a sell signal appears when all are bearish. The timeframe selection is configurable, with three periods shown as inputs and…

Technical indicatorsTrend followingForex
MQL5 code base

The document describes an automated system that can run a grid and martingale strategy across as many as 100 currency pairs from one chart. It closes a pair’s orders when their combined profit reaches a configured level. The description explains that a grid…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

This expert advisor opens trades from changes in the direction of an AbsolutelyNoLagLwma indicator. A signal is formed when a bar closes and the indicator direction has changed. The document also notes that the compiled indicator must be installed in the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief description presents a multi-currency forex Expert Advisor that selects pairs using currency-strength readings over long and short periods. It adds RSI as a confirmation signal and includes a news filter, with the intention of trading enabled…

ForexTechnical indicatorsEvent-drivenBacktesting
MQL5 code base

The document explains why automated trading logic may need to convert a stop distance expressed in pips into MetaTrader 4 points. Its example says that a 50-pip stop corresponds to 500 points for a five-digit broker, reflecting the difference in quote…

ForexExecution
MQL5 code base

This brief strategy description combines an initial entry based on the Stochastic Oscillator with Martingale position scaling. When there are no open positions, the indicator supplies the entry signal. The listed settings include an initial lot size, a…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes a chart tool for monitoring the current spread of a currency pair before entering a trade. A trader sets a preferred maximum spread, and the display changes color to signal whether the current spread is within that limit. The aim is to…

ForexExecutionRisk management
MQL5 code base

This expert advisor concept combines the Commodity Channel Index (CCI) and Moving Average Convergence Divergence (MACD). Because the indicators use different scales, it introduces a conversion ratio to align their values and displays the resulting…

Technical indicatorsPosition sizingRisk managementForex
MQL5 code base

This document describes an indicator that applies golden-section, or Fibonacci, analysis to the price and time ranges of the previous day and previous week. Its central setup is to identify the relevant period boundaries, then display the associated range…

ForexTechnical indicators
MQL5 code base

This document describes a MetaTrader expert advisor that trades signals from the ForexOFFTrend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color, making the method a trend-following system based on indicator state…

ForexTrend followingTechnical indicatorsBacktesting
FMZ forum

The document presents a flow-based framework for macro trading, arguing that traders should study how liquidity and credit move through central banks, commercial banks, companies, and shadow banks. It explains how bank lending creates deposits, why…

Multi-assetFixed incomeForexMarket microstructure
MQL5 code base

This indicator identifies fair value gaps from a three-candle pattern: a fast price move leaves a zone between the first and third candles’ wicks that the middle candle’s body does not cover. It draws bullish and bearish zones, marks each zone’s midpoint,…

Technical indicatorsForexCommoditiesMean reversion
MQL5 code base

The document explains a counter-trending strategy built around intrinsic time: price movements trigger events when they reverse by a chosen threshold, dividing the path into directional changes and overshoots. Eight agents trade long and short at four…

ForexMean reversionPosition sizingBacktesting
MQL5 code base

This Expert Advisor is described as a risk-control tool that limits losses at both the account and individual-deal level. When configured percentage limits are exceeded, it closes open positions using market orders and removes pending orders. A daily balance…

Risk managementPosition sizingFuturesForex
MQL5 code base

This brief description introduces ForexOFFTrendSign, a semaphore-style indicator built around the ForexOFFTrend oscillator. It generates arrow signals when the oscillator’s main line crosses its signal line. The description therefore identifies a…

ForexTechnical indicatorsMomentum
MQL5 code base

This brief description outlines an Expert Advisor that acts only when a new bar appears. It compares a moving-average value on the current bar with the bar’s open and close prices, using those relationships to guide position opening. The number of open…

ForexTechnical indicatorsPosition sizingExecution