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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

CurrencyChart is a MetaTrader indicator for showing price charts for several symbols in a single indicator window. The document illustrates attaching the indicator more than once to a chart and setting a different symbol each time. Its example uses an EURUSD…

ForexTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from the ColorJFatl_StDev indicator. It opens a position when a colored indicator point appears at a bar’s close, then exits when the indicator changes direction against the position. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

This module calculates trade size so that the loss at a specified stop price corresponds to a chosen percentage of the account deposit. The described inputs are the risk percentage and stop-loss price; the calculation converts the permitted cash loss into…

Position sizingRisk managementForex
MQL5 code base

This automated trading method defines a daily time window, records the minute-based highs and lows within it, and marks those boundaries as a consolidation range. After the range closes, the system compares a later candle’s close with the range boundaries. A…

ForexBreakoutExecutionRisk management
MQL5 code base

This brief description introduces an Expert Advisor built around the RPoint indicator. It says the chart uses an X-point reversal layout and describes the indicator as a high-quality ZigZag based on HiLo prices. The document attributes the idea to one…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document outlines an Expert Advisor built around MACD crossover signals, with trend filtering and confirmation from recently touched support or resistance. The support and resistance levels come from an external indicator that uses relative highs and…

Technical indicatorsTrend followingRisk managementForex
MQL5 code base

This listing describes an automated strategy that combines Ichimoku and Parabolic indicators, with configurable moving averages and momentum triggers. It says the system evaluates the open candle price and provides controls for stop loss, take profit,…

ForexEquitiesTechnical indicatorsMomentum
MQL5 code base

The Very Blonde Expert Advisor waits for a price change that exceeds a configurable pip threshold within a chosen number of bars, then opens a position in the opposite direction. It can also place a configurable grid of limit orders to reinforce that…

ForexMean reversionGrid tradingRisk management
MQL5 code base

This document describes a MACD-based expert advisor that opens trades when a signal appears and closes an opposing position. It also offers optional trade-management settings: close half a position after a configured profit, move a position to breakeven, and…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes an indicator that identifies common candlestick formations and marks bullish and bearish patterns with different colors. Its detection logic uses the average candle body size as a reference, and an optional state machine suppresses…

Technical indicatorsForexSentimentStatistics
MQL5 code base

The document describes a MetaTrader 4 expert advisor for placing grid orders. It says the system can build grids in the direction of market movement or against it, and offers configurations without martingale, with a lighter martingale approach, or with full…

ForexGrid tradingRisk management
MQL5 code base

This document outlines an Expert Advisor based on the Vortex Oscillator, calculated as the difference between the positive and negative Vortex Indicator lines and displayed around a zero line. The basic version reverses direction on opposing signals: it…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This brief description outlines an automated short-term scalping strategy for one-minute charts. It names a six-period RSI and a two-period moving average as fast signals, and recommends filtering trades when spreads exceed a stated range. It also suggests a…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This document outlines an Expert Advisor that trades from the BykovTrend indicator. A trade signal is generated when a colored arrow appears as a bar closes, so the described method uses confirmed bar-close indicator events rather than intrabar signals. The…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This Expert Advisor trades when the ColorJFatl_Digit indicator changes color at a bar close. Users can set start and end times; the stated defaults allow trading from midnight and close positions at 23:59. If the start time falls later than the end time, the…

Technical indicatorsForexBacktesting
MQL5 code base

This expert-advisor description outlines a strategy for trading yen crosses, pairing a major currency against the yen with USDJPY as a reference. The trader chooses a direction setting, and the system detects divergence or convergence between the reference…

ForexTechnical indicatorsRisk management
MQL5 code base

The document describes a MetaTrader 4 expert advisor that manages trailing stops on existing trades rather than opening orders. Its automatic trailing behavior activates after price reaches a specified fraction of the trailing-stop value. Configurable inputs…

ForexExecutionRisk management
MQL5 code base

This indicator estimates the relative strength of a selected currency, such as the Japanese yen, by calculating from the closing prices of seven currency pairs that contain it. A configurable average period defines the reference level represented by zero,…

ForexTechnical indicatorsMomentum
MQL5 code base

The document describes prerequisites for running an automated strategy that seeks positions earning positive swaps while also trading according to its own strategy. It says the approach needs substantial account capital and free margin, because swap-oriented…

ForexCarryExecutionRisk management
MQL5 code base

The document describes a helper approach for MetaTrader 5 systems whose configured instrument names may differ from the broker's Market Watch names. For example, a strategy may request a base currency-pair symbol while the broker lists it with a suffix. The…

ForexExecution
MQL5 code base

The QQE oscillator is built from smoothed RSI calculations and displays a faster and slower line, alongside a reference level of 50. The described signals are bullish when the fast line crosses above the slow line or crosses upward through the reference…

ForexTechnical indicatorsMomentum
MQL5 code base

This document describes a simple Expert Advisor that trades crossings of the Fractal Force Index zero line. It opens a buy when the indicator crosses upward and a sell when it crosses downward, with the signal confirmed at bar close. A companion…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief description outlines an automated MetaTrader 4 trading approach that uses MACD signals across two chart intervals. A signal on the daily chart acts as the directional filter: the system waits for a matching signal on a 15-minute chart before…

ForexTechnical indicatorsMomentumPosition sizing
MQL5 code base

This trading-system description uses the XCCI_Histogram_Vol_Direct indicator to generate signals when a bar closes and the histogram changes direction. The change is represented visually by a star changing color. An Expert Advisor is used to trade from those…

ForexTechnical indicatorsBacktesting