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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 expert advisor combines a moving average with MACD to open trades and add to losing positions. A sample buy setup requires MACD to be below zero, its main line to exceed its signal line, and price to be above the moving average. Two configurable filters…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

DayStochastic is an indicator based on the stochastic oscillator that automatically sets its calculation period according to the number of bars in the current day. It is presented for chart timeframes from one-minute to daily bars and is recommended as an…

Technical indicatorsForex
MQL5 code base

This Expert Advisor strategy is described for EURUSD on the hourly chart. It uses exponential moving averages with periods 10, 25, and 50, together with Parabolic SAR. A buy signal occurs when the 10-period EMA crosses both longer averages upward while SAR…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document explains an indicator that calculates the US Dollar Index (USDX) from six currency pairs and plots it beneath a trader’s active chart. It gives the formula’s pair weights, notes that the euro pair has the largest weight, and describes optional…

ForexTechnical indicatorsMomentum
MQL5 code base

This expert advisor uses a Range Expansion Index oscillator to generate signals when a bar closes after the indicator crosses an upper overbought or lower oversold threshold. The threshold values are user-configurable, with defaults of 60 and negative 60.…

ForexTechnical indicatorsBreakoutBacktesting
MQL5 code base

This MetaTrader 5 indicator example calculates the percentage change between daily closing prices and displays the result as chart labels. Its calculation uses two daily close values to derive a percentage change, then colors positive and negative readings…

ForexTechnical indicators
MQL5 code base

This Expert Advisor generates a trading signal when the FrAMACandle indicator changes candle color at a bar close. It is an indicator-driven entry concept rather than a complete trading specification: the document does not describe how positions are sized,…

ForexTechnical indicatorsBacktesting
Awesome Systematic Trading

This QuantConnect example implements a monthly momentum strategy across eight currency futures. It measures each contract’s return over roughly twelve months, ranks the available contracts, then targets the three strongest positions long and the three…

FuturesForexMomentumFactor investing
MQL5 code base

The document outlines an experimental trading advisor built around one moving average. It uses a smoothing factor to define fixed pip distances above or below the average for entry and exit decisions, and it allows no more than one open position at a time.…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This expert advisor combines MACD direction and zero-line context with Stochastic direction and threshold checks. A buy requires MACD to rise after a prior negative reading while Stochastic rises from a lower value below its buy threshold. A sell requires…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This brief indicator description presents a stochastic oscillator augmented with support and resistance levels on the chart. It identifies two display choices: show the levels in relation to a signal-line cross, or show them in relation to a crossing of the…

Technical indicatorsForex
MQL5 code base

This document describes an Expert Advisor that trades signals from the VolatilityQuality indicator. It enters when a bar closes and the indicator line changes color, making the signal rule depend on a change in the indicator rather than a separately stated…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a workflow for displaying a signal provider’s trading history on a MetaTrader 4 chart. First, select a provider and export its trading history to a CSV file. Save the file in MT4’s designated Files folder, open a chart for the currency…

ForexExecutionBacktesting
MQL5 code base

This document describes a MetaTrader 5 Expert Advisor for scalping gold against the US dollar on a five-minute chart during London and New York sessions. Its controls include a daily loss stop and a maximum spread filter. Users can set trade risk as a…

CommoditiesForexVolatilityRisk management
MQL5 code base

This document describes an Expert Advisor built around a Donchian channel indicator. It generates a signal when a bar closes with a colored indicator bar and the preceding bar was the opposite color or had no color. The description gives a simple rule for…

ForexTechnical indicatorsBreakoutBacktesting
MQL5 code base

This EURUSD setup defines a range from the first four-hour candle of the New York day, then watches five-minute closes for a move outside that range followed by a close back inside. A return inside after an upside break produces a sell signal; a return…

ForexBreakoutMean reversionBacktesting
MQL5 code base

The document explains an inside bar as a candle whose high and low remain within the prior candle’s range. It presents this pattern as a sign of temporary price consolidation: when price stays between earlier turning points, traders may anticipate a pause or…

Technical indicatorsBreakoutForex
MQL5 code base

The document describes a signal based on a ZigZag pattern. Its stated setup is a double bottom, followed by confirmation levels in which C is above B and D is above C. It suggests EUR/USD on a 15-minute chart as a preferred starting point, while allowing…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document introduces a currency strength meter for MetaTrader 4. It describes the indicator as comparing percentage price changes across periods to help identify currencies in trending or consolidating conditions. It also points readers to demonstrations…

ForexTechnical indicatorsMomentum
MQL5 code base

This expert advisor trades a channel by placing two pending stop orders at its borders at a configured start time. Each order has a stop loss on the opposite side of the channel, and the method sets no take-profit level. At the configured end time, the EA…

ForexBreakoutBacktestingExecution
MQL5 code base

This trading-system description combines Alligator indicator signals with fractal confirmation for entries. It includes a trailing exit and a fixed stop, while the tested configuration disables martingale sizing and permits only one open order. The author…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

The document describes an indicator intended to flag a possible market trend when a bar has unusually high tick activity. It suggests watching for a move in the same direction as the signal and gives EUR/USD as an example, with a suggested stop and target…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

MACD Power is described as an expert advisor using two MACD indicators to trade forex pairs and Nasdaq stocks. The document names four-hour and daily charts as its main timeframes and says it can also be used on hourly charts. It notes that the EA acts on…

ForexEquitiesMomentumTechnical indicators
MQL5 code base

This Expert Advisor combines moving average comparisons with RSI thresholds to generate buy and sell signals. It compares moving average values across four bars, with the bar indices configurable as sequential shifts. The RSI buy threshold triggers a buy…

ForexTechnical indicatorsRisk management