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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
Quantpedia
86 documents
TqSdk
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 Expert Advisor generates a signal when the i-SpectrAnalysis_Chaikin indicator changes direction at a bar close. Running it requires a separately compiled indicator file. The document also notes that the indicator's averaging method redraws values across…

ForexTechnical indicatorsBacktesting
ProRealCode

The strategy looks for EUR/USD moves in which the close is more than 60 pips above or below the open from eight bars earlier on a five-minute chart. A close above that reference triggers a market long; a close below triggers a market short. The rules specify…

ForexBreakoutBacktestingRisk management
MQL5 code base

This indicator changes a moving average’s color according to whether the MACD value is above or below zero. It presents the zero line as a simple trend filter: readings above zero indicate an uptrend, while readings below zero indicate a downtrend. The…

ForexTechnical indicatorsTrend following
MQL5 code base

The document introduces a leading indicator attributed to John Ehlers and describes a basic signal rule: buy when its line is green and sell when it is red. It says the indicator aims to signal direction changes early and notes that users can adjust its…

Technical indicatorsForex
MQL5 code base

This trading-system description outlines an expert advisor using signals from a sliding-range channel indicator. It opens a trade when a bar closes with a channel breakout and can close the position after a configured maximum holding period, measured in…

ForexBreakoutTechnical indicatorsExecution
MQL5 code base

The Kijun Sen Robot is described as an expert advisor using Ichimoku, a moving average, and Parabolic SAR. The stated optimization targets are GBPUSD and EURUSD on a 30-minute chart. Trading is restricted to specified hours, so the system includes a…

ForexTechnical indicatorsExecution
MQL5 code base

This expert advisor checks its signals when a new bar appears. It generates a buy condition when RSI exceeds its upper threshold and CCI exceeds its upper threshold; a sell condition requires both indicators to fall below their respective lower thresholds. A…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

The document describes an expert advisor that combines Gann Grid lines with two moving averages. It presents the grid as a filter for breakout trades and says the system trades using the open candle price. The listed settings cover position size, optional…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

The document describes a trading expert advisor that combines a Gann Fan with two moving averages. It presents the Gann Fan as a trend filter and lists configurable controls for trade size, profit targets, stop losses, trailing stops, break-even moves,…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

This document describes a custom indicator panel that summarizes candle information for 28 currency pairs. For each selected period, it displays the candle’s high-low range and whether the candle is bullish or bearish, using live market data. A user can…

ForexTechnical indicatorsMarket microstructure
BigQuant

The document describes an Expert Advisor that uses a single-layer neural network, identified as a perceptron, to classify the direction of quote movement. The implementation draws on the iAC indicator and bar opening-time history. It also reports a testing…

Machine learningForexBacktesting
MQL5 code base

The document describes an indicator-free Expert Advisor intended for volatile periods after major economic news. It starts in a chosen direction, then reverses and opens the opposite position whenever price moves 100 points against the current trade. The…

ForexVolatilityEvent-drivenExecution
MQL5 code base

This brief description outlines an Expert Advisor built around two moving averages and the Relative Strength Index. One average uses exponential weighting and the other uses linear weighting; the author says those methods are central to the system and are…

Technical indicatorsTrend followingForex
MQL5 code base

This indicator description explains a rule-based method for placing buy and sell arrows using RSI and CCI. For a buy signal, RSI must be above its lower threshold, which defines a bullish side of the RSI range, while CCI must be below its negative threshold.…

Technical indicatorsMean reversionForex
MQL5 code base

The document introduces a breakout strength meter for identifying currencies that appear relatively strong or weak as they approach breakouts. It presents the tool as a way to compare currency strength and to help assess whether a breakout may be genuine or…

ForexBreakoutTechnical indicators
MQL5 code base

The CDRVolatility indicator compares the largest upward and downward price moves within a user-selected window. Which move is treated as convergent or divergent depends on whether price’s net change over that window is positive or negative. The indicator is…

ForexVolatilityTechnical indicatorsRisk management
MQL5 code base

This expert advisor trades signals from the TrendManager indicator. A signal is generated when a bar closes and the indicator bar changes color or appears after being absent. The system can also close a position once its holding time passes a configured…

ForexTechnical indicatorsTrend followingBacktesting
ProRealCode

This indicator marks the nearest price levels that are multiples of a user-selected interval. It uses the previous close to determine the enclosing rounded levels, then draws markers at those levels on the current chart bar. A level interval of 100 is given…

Technical indicatorsEquitiesForex
MQL5 code base

The document proposes a trailing take-profit mechanism for a position that has moved into a loss. Once the loss reaches a chosen trigger distance from the entry, the take-profit level begins following price, constrained by a maximum distance. The intended…

ForexExecutionRisk management
MQL5 code base

This document outlines an Expert Advisor that trades signals from the SilverTrend_Signal indicator. A signal is acted on when a colored indicator point appears at the close of a bar. The system requires the compiled indicator file to be installed in the…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This expert-advisor description presents a trend-following system that combines two moving averages with Fibonacci channel lines. The channel is intended to act as a trade filter, while the system also offers take-profit and stop-loss settings, trailing…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

The script description outlines a charting and trading method that uses moving averages alongside support and resistance. It plots support and resistance on a four-hour chart using recent six-to-eight-week extremes and yearly extremes, and shows average…

Technical indicatorsForex
MQL5 code base

The document explains a signal indicator that interprets the relative positions of the FisherCGOscillator main and signal lines on a fixed timeframe. When the main line is above the signal line, the indicator marks the trend as rising; when it is below, it…

Technical indicatorsTrend followingForex
MQL5 code base

This expert advisor is described as a short-timeframe scalping approach using the Chaikin Oscillator and a 20-period moving average, with default settings for AUDUSD on a five-minute chart. It looks for a sufficiently large oscillator reading, price crossing…

ForexTechnical indicatorsMean reversionExecution