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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

4,574 documents

MQL5 code base

This document describes a MetaTrader expert advisor built around signals from the Candels High Open indicator. The generated advisor can place market and pending orders and uses a Parabolic SAR based trailing stop. It requires both the signal module and the…

ForexTechnical indicatorsExecutionBacktesting
NautilusTrader

The document defines a generic perpetual contract instrument for perpetual swaps that are not represented by a crypto-specific contract type. It describes the metadata needed to model one consistently across venues: instrument identity, underlying and asset…

Perpetual futuresDerivatives pricingForexMarket microstructure
MQL5 code base

The document describes an expert advisor that trades support and resistance levels drawn by a user with trendline tools. The trader indicates the intended direction graphically, and the advisor opens a position when price crosses the configured level. If a…

ForexTechnical indicatorsExecution
MQL5 code base

The document describes a MetaTrader 4 expert advisor for managing a chart symbol’s open trade with virtual stop loss and take profit levels. It also outlines a virtual pending order that can use a trailing stop. The stated workflow initializes the levels,…

ForexRisk managementExecution
MQL5 code base

This document describes an Expert Advisor built around the XCCI_Histogram_Vol indicator. It generates a signal when a bar closes after crossing an overbought or oversold threshold. Two threshold levels are associated with separate order identifiers and…

ForexTechnical indicatorsBreakoutPosition sizing
MQL5 code base

This trading-system description uses simple moving averages with periods of 5, 20, 40, and 60, and specifies EUR/USD on a 30-minute chart. The entry rule is based on the 40-period average crossing the 60-period average: an upward cross opens a long position,…

ForexTrend followingTechnical indicators
MQL5 code base

This document describes an Expert Advisor built around the CCFp, or Complex Common Frames percent, cluster indicator. It identifies the indicator as the basis for the automated system and lists controls for trade volume, stop loss, take profit, trailing…

ForexTechnical indicatorsExecutionRisk management
SuperMind

These reading notes explain how futures can offset exposure to changes in commodity prices, exchange rates, or other market variables. A short hedge suits a party that benefits when an asset price rises and loses when it falls, such as a producer planning a…

FuturesRisk managementCommoditiesForex
MQL5 code base

Auto Adjusting is described as an expert advisor that trades using three moving averages and candle-based trailing stops for stop loss and take profit. It includes adjustable position sizing and parameters for trade limits, equity stops, basket profit and…

Technical indicatorsForexEquitiesRisk management
MQL5 code base

The indicator described here creates an index for one of the eight major currencies from a configurable basket of as many as ten components. Users can select currency pairs or other instruments, turn each component on or off, and choose whether to invert the…

ForexTechnical indicatorsPortfolio construction
MQL5 code base

This MetaTrader expert advisor combines three moving averages with the Moving Average of Oscillator and Relative Vigor Index indicators. It evaluates signals only when a new bar forms, and exposes a minimum separation setting for the moving averages. The…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document explains how to create synthetic currency strength instruments in MetaTrader 5. For each currency, it combines readings from several currency pairs, where each reading represents the close price’s position within the recent high-low range. The…

ForexTechnical indicatorsMulti-asset
MQL5 code base

This expert advisor uses the Chaikin Oscillator to classify conditions as flat or trending, then looks for directional entries when the market is not classified as flat. It examines a configurable run of oscillator readings and labels the market flat when a…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This Expert Advisor description explains how to configure separate long and short trading systems around changes in the color of the XDidi Index Cloud indicator. Each side has its own magic number, position sizing settings, and entry and exit switches,…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This MetaTrader Expert Advisor uses a custom Breakout Bars Trend indicator to trade trend reversals. It opens a position when the indicator changes direction, or can wait until the current reversal follows a configured number of false signals. A signal is…

ForexTrend followingBreakoutRisk management
MQL5 code base

The document describes a support and resistance indicator based on the prior candle’s high, low, and close. For daily levels, it uses the previous day’s candle and applies the resulting levels to charts below the daily timeframe; levels are recalculated each…

ForexTechnical indicatorsStatistics
MQL5 code base

The document outlines an expert advisor for EURUSD that trades around the European and American sessions. It identifies session start and end times as configurable inputs and describes a minimum European-session range, stop loss, take profit, and a lot-size…

ForexBreakoutRisk managementPosition sizing
MQL5 code base

This description outlines an Expert Advisor based on the MALR indicator. It opens short positions when price crosses the indicator’s upper line downward and opens long positions when price crosses its lower line upward. Optional controls include adding a…

ForexTrend followingPosition sizingRisk management
MQL5 code base

This document describes an expert advisor that trades signals from the MAOscillatorHist indicator. It enters a trade when the indicator histogram changes direction, with the signal evaluated at the close of a bar. The advisor depends on a compiled indicator…

ForexTechnical indicatorsBacktesting
NautilusTrader

This quickstart walks through a bar-based exponential moving average crossover strategy in a backtesting engine. The strategy waits for its fast and slow averages to initialize, then buys when the fast average is at or above the slow one and sells when it is…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This brief description outlines an automated trading strategy built around the Average Directional Movement Index and Bollinger Bands. The EA evaluates signals only when a new bar appears and keeps at most one open position, allowing it to operate on either…

ForexTechnical indicatorsExecution
MQL5 code base

The document gives a brief description of a semaphore-style indicator built from crossovers between the Di Plus and Di Minus lines of a smoothed ADX indicator. It identifies the line relationship used to produce the signal, but does not explain the signal’s…

Technical indicatorsForex
MQL5 code base

The document describes a forex chart indicator that assigns a degree value to price position on the active timeframe and alerts when the trend state changes. It divides readings into bearish, bullish, and stronger versions of each state, with degree ranges…

ForexTechnical indicatorsTrend following
FMZ forum

The article explains grid trading combined with Martingale position sizing and distinguishes traditional, hedged, and trend-oriented variants. Traditional grids place multiple pending orders with fixed, multiplied, or percentage-based sizing. Hedged grids…

ForexGrid tradingPosition sizingRisk management