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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

The document describes an Expert Advisor that builds a price channel from two moving averages: one calculated on high prices and one on low prices. It places Buy Stop and Sell Stop pending orders near the channel boundaries, aiming to enter when price breaks…

ForexBreakoutTechnical indicatorsPosition sizing
MQL5 code base

The document describes a trade-management tool that monitors open positions, including manually entered trades, and adjusts their stop losses automatically. A trader can set a fixed trailing distance or enable automatic distance calculation; an update also…

Risk managementExecutionVolatilityForex
MQL5 code base

This description presents an Expert Advisor that places pending buy-stop and sell-stop orders at the highest and lowest prices found over a configurable lookback range. The example uses 80 bars and shows the approach on EUR/USD at a five-minute interval.…

ForexBreakoutExecutionRisk management
MQL5 code base

The document describes a foreign-exchange expert advisor that uses MACD to choose trade direction, then adds positions as price moves by a configurable point interval. Each subsequent position is larger than the previous one, with the size multiplier…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This Expert Advisor generates trading signals from the ColorSchaffRSITrendCycle oscillator. It checks for a move through an overbought or oversold level and forms a signal when the bar closes, so entries depend on a confirmed threshold break rather than an…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an Expert Advisor that uses Stochastic Oscillator signals to trade EUR/USD with a martingale approach. It names the strategy’s idea author and code author, and notes that the settings require optimization for each symbol and timeframe.…

ForexTechnical indicatorsPosition sizing
MQL5 code base

The document introduces XigXag as a modification of the ZigZag indicator, used to generalize price highs and lows for trading decisions. It describes three configurable inputs: depth, which sets the bars considered when identifying a candidate high or low;…

Technical indicatorsForex
MQL5 code base

The document describes an Expert Advisor that runs three independent trading systems, each based on a different indicator: BrainTrend_V2, AbsolutelyNoLagLWMA, or X2MACandle. A system can open long or short positions when a bar closes and its indicator…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This document describes a MetaTrader Expert Advisor that combines four strategies with separate money management settings. The strategies use RSI signals with moving-average exits and limited rebuys, timed breakout orders, a Monday-to-Friday stop-order…

ForexTrend followingBreakoutTechnical indicators
MQL5 code base

This brief description presents a single-line version of the Value Chart indicator. It says the calculation follows the original Value Chart method, while the display is limited to the close-value reading rather than showing the full chart. The stated…

Technical indicatorsForex
MQL5 code base

This Expert Advisor generates a trading signal when the ColorXvaMA_Digit indicator changes color on a bar close. The description specifies the signal timing and identifies the required compiled indicator as a dependency, but does not explain how the…

Technical indicatorsForexBacktesting
MQL5 code base

The document describes an Expert Advisor that trades from the Vertical Horizontal Filter (VHF), an indicator attributed to Adam White. It presents three ways to interpret VHF: its level can indicate trend stability, its direction can distinguish growing…

Technical indicatorsTrend followingForexPosition sizing
MQL5 code base

The document describes a lot-size calculator that limits trade risk to a chosen fraction of available account funds. It measures the risk distance from the entry price to an emergency stop in pips and uses pip value, expressed in the account’s main currency,…

ForexRisk managementPosition sizing
ProRealCode

This strategy seeks to join a move after price has traveled more than a specified pip distance from its last touch of the eight-period exponential moving average. Once that move establishes a bullish or bearish condition, the system places a limit order near…

ForexEquitiesTrend followingExecution
MQL5 code base

This document describes an Expert Advisor that generates a signal when the ColorX2MA_Digit indicator changes color at a bar close. It requires the compiled indicator to be installed for the EA to run. A supporting trade library is mentioned for broker spread…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a way to identify whether a broker’s server clock follows Australian, UK, US, or no daylight saving schedule. It checks hourly chart bars around the expected clock-change dates and compares server times across those bars. The method is…

ForexStatisticsBacktesting
ProRealCode

This document describes a price channel built around a centered Triangular Moving Average (TMA). The center line is calculated as a weighted average of prior closing-price averages, with weights decreasing across the lookback. Upper and lower boundaries are…

ForexVolatilityTechnical indicators
MQL5 code base

This document outlines an automated broadening-top approach in which fractal points define two short trend lines. The pattern is described as a sequence of expanding reversals; downside confirmation requires price to break below the lower of two swing lows…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

This brief description presents an alert-enabled version of the Parabolic Stop-and-Reversal indicator. It identifies MetaQuotes’ Parabolic indicator as the base and says the tool can send alerts by email. It also offers options to display trader information…

Technical indicatorsForex
MQL5 code base

This MetaTrader 5 trade manager is described as a way to manage manually initiated forex trades on the current currency pair. After a trader opens the first position, the expert advisor can add positions when price moves a chosen distance from the most…

ForexGrid tradingRisk managementExecution
MQL5 code base

ForexLine is described as a forex indicator that marks potential trades with a blue buy line and a white sell line. The page gives no calculation rules for these signals, so it does not explain how the indicator identifies entries or exits or how traders…

ForexTechnical indicators
MQL5 code base

This description outlines an Expert Advisor that opens buy or sell positions randomly and adds configurable risk controls. Stop losses can be based on average true range or a fixed pip distance, and a break-even feature can move protection after a chosen…

ForexCryptoRisk managementExecution
MQL5 code base

The document describes a scalping expert advisor built around two moving averages with fixed periods and a short-period Relative Strength Index. It reports a test on EUR/USD hourly data over a stated date range, using a stated initial deposit. The tested…

ForexTechnical indicatorsBacktesting
MQL5 code base

This description explains an Expert Advisor built from two similar systems that trade color changes in the XFatlXSatlCloud indicator. One system handles long positions and the other handles short positions, with separate input parameters, magic numbers, and…

ForexTrend followingTechnical indicatorsBacktesting