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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 MetaTrader indicator colors chart candles according to whether the MACD main line is above or below zero. It uses configurable fast and slow exponential moving average periods and a signal smoothing period, with defaults of 12, 26, and 9. Separate…

Technical indicatorsForex
MQL5 code base

This short note describes a method for closing a group of open positions when they all share the same instrument and direction, such as multiple long positions in one currency pair. The script first opens one larger trade in the opposite direction to hedge…

ExecutionRisk managementForex
MQL5 code base

This document describes an Expert Advisor that trades signals from the DiNapoli Stochastic oscillator. A signal is generated when the indicator’s main and signal lines cross as a bar closes. The advisor depends on a separately compiled indicator file and a…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This indicator applies the Money Flow Index (MFI) over Moving Average Convergence/Divergence (MACD) to display price divergence. It also uses MACD to highlight potential reversals on short timeframes, with a crossing between the MACD signal line and MFI…

ForexTechnical indicatorsMomentum
MQL5 code base

This document outlines an automated trading system that uses a Trading Channel Index oscillator. A signal is generated when a bar closes with the indicator entering an overbought or oversold region, shown by a change in indicator color. The description…

Technical indicatorsForexBacktesting
MQL5 code base

This document describes an Expert Advisor that uses the BlauSMStochastic oscillator to trigger trades. It lists three possible entry events: a change in histogram direction, a zero-line crossing, or a change in the signal-line cloud color. An input setting…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The indicator estimates relative strength for eight major currencies by measuring percentage changes across available currency pairs over a configurable lookback, then averaging each currency's signed contribution. A pair's base currency receives the pair…

ForexMomentumTechnical indicatorsStatistics
MQL5 code base

This document describes a chart-based trade management tool for positions on the current symbol. Its controls include basket-level breakeven tied to total profit, configurable profit locking, price-distance trailing stops, and per-position breakeven and…

Risk managementPosition sizingExecutionForex
MQL5 code base

The document describes an automated trading system that combines a drawn trend line with two moving averages. It trades in the direction of the trend, using the trend line as a filter alongside the averages. The system is intended for forex pairs and stocks,…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

VolatilityPivot is described as a currency-pair indicator that uses volatility to display a nearby support or resistance level according to trend direction. The author also presents it as a possible trend indicator, suggesting that its levels may help…

ForexVolatilityTechnical indicators
MQL5 code base

This MQL5 indicator description explains an alpha-beta filter that smooths price while estimating trend velocity. Each bar, it predicts price and velocity from the prior state, then updates both using the observed close and the prediction error. Alpha…

Technical indicatorsTrend followingMomentumForex
MQL5 code base

This document describes an Expert Advisor that trades signals from the i-GAP indicator. It checks for an upward or downward arrow when a bar closes and uses the arrow direction to generate a trade signal. The strategy therefore depends on the indicator’s…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor looks for a chosen number of identical directional candles in sequence. It opens a buy position after a run of bullish candles and a sell position after a run of bearish candles. The version described exposes inputs for the required…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes an indicator that draws support and resistance levels using recent tops identified by a parabolic zigzag calculation. It also allows the user to choose the timeframe used to calculate that zigzag, so levels can be derived from a higher…

Technical indicatorsForex
MQL5 code base

This document describes an automated strategy that combines two moving averages with trend lines drawn from zigzag points. The trend line is intended to filter trades, while the EA uses open-candle prices and offers take-profit, stop-loss, trailing-stop,…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This example describes a single-symbol expert advisor that uses the DeMarker indicator to generate contrarian entries. It reads indicator values on a selected timeframe and sets a sell signal when the prior reading is above an upper threshold and the current…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

This short description introduces ATRStops_v1, a trend indicator implemented using the NRTR form. It says the indicator uses Average True Range to construct a moving average, linking its trailing behavior to market volatility. The document identifies…

ForexTrend followingTechnical indicators
ProRealCode

The document describes an intraday breakout approach for EUR/USD and GBP/USD on 15-minute charts. It marks the 09:00 candle as a range, then looks for a later candle that lies completely above or below that range. A stop entry is placed beyond the signal…

ForexBreakoutBacktestingRisk management
MQL5 code base

The document describes an Expert Advisor that trades changes in the direction of the RVIDiff indicator’s histogram. It generates a signal when a bar closes and the histogram’s direction has changed, making the bar close the stated decision point. The article…

ForexMomentumTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader indicator displays a candle's high-to-low range in pips when the cursor is placed over the candle. An optional setting adds the open-to-close body size, while another switches from the ordinary range to true range, which includes the gap…

Technical indicatorsForexVolatility
MQL5 code base

This document describes a MetaTrader 5 ledger for evaluating an Expert Advisor’s trade setups separately. Each setup receives a persistent identifier encoded in the order’s magic number. When positions close, the ledger groups history by position so partial…

StatisticsBacktestingRisk managementForex
MQL5 code base

The FX Trend oscillator is described as a measure of market status and wave behavior built from the closing price's position within three price ranges: small, middle, and large. For each range, the calculation compares the close with the range low and scales…

ForexTechnical indicatorsStatistics
MQL5 code base

This expert advisor combines the Commodity Channel Index with fast and slow moving averages to open and close positions. For a buy, the slow average must have risen between the two referenced bars, the fast average must be rising on the current bar, and the…

Technical indicatorsForexTrend following
MQL5 code base

This indicator calculates daily pivot points from a selected hourly bar’s close on the preceding trading day. Its adjustable UTC close time lets traders align the calculation with a chosen market session, such as the New York close, rather than relying on…

Technical indicatorsForex