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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
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 brief description outlines an Expert Advisor that trades signals from the XRSI_Histogram_Vol_Direct indicator. A signal is generated when a bar closes and the histogram changes direction, represented visually by a color change in a chart marker. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader expert advisor places sell-stop orders during a configurable trading window. It checks whether trading is allowed and screens orders against a maximum spread, then sets the pending entry below the bid with a stop loss above the ask. The code…

ForexExecutionPosition sizingRisk management
MQL5 code base

This document describes an Expert Advisor that derives entries from the ColorRsiMACD histogram when a bar closes. Depending on a selected mode, it can signal when the histogram crosses the zero line, changes direction, or crosses the indicator’s signal line.…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a Fish technical indicator that allows the user to choose its calculation timeframe through an input parameter. It identifies a four-hour period as the default example and says the compiled indicator file must be placed in the trading…

Technical indicatorsForex
MQL5 code base

This short description discusses a coding challenge in a trading indicator that compares values from the Commodity Channel Index (CCI) and Moving Average Convergence Divergence (MACD) with a shared buy/sell threshold. The indicators can have very different…

Technical indicatorsForexBacktestingStatistics
MQL5 code base

The document explains why changing trading costs and broker constraints matter for automated strategies. Floating spreads may widen overnight or around news, potentially making a system unprofitable and affecting fixed stop-loss or take-profit settings. It…

ForexExecutionMarket microstructureBacktesting
MQL5 code base

This expert-advisor description explains a pending-order strategy that can place buy and sell limit orders or, in a revised version, stop orders. Orders are initially set a configurable distance from market price with stop-loss and take-profit levels, then…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This Expert Advisor uses changes in the Delta_WPR indicator histogram to generate trades. A signal is recognized when a bar closes and the histogram changes to a blue or orange trend color. The document identifies the indicator file needed by the EA and…

ForexTechnical indicatorsBacktesting
pysystemtrade

This documentation explains the production workflow for pysystemtrade, from obtaining market prices and generating desired positions to sending orders and reconciling accounting information. It covers the production system’s components and data flow, broker…

ExecutionMarket microstructureFuturesForex
MQL5 code base

This document describes an Expert Advisor that uses the Elder Impulse System indicator to generate directional trade signals. It treats a change in the indicator candlestick color as the decision trigger: green indicates a buy signal, while red indicates a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief description introduces an Expert Advisor built around the Bulls Power indicator. Its stated behavior is to open two positions in succession, but it does not explain the signal conditions, entry timing, position management, or exit rules. The only…

ForexTechnical indicators
BigQuant

This MetaTrader 5 expert advisor is designed to manage account equity and individual open trades, then place a grid of pending orders when price reaches a user-specified level. The trader must decide in advance where a grid would be appropriate; the EA does…

ForexGrid tradingExecutionRisk management
MQL5 code base

The document describes a trading-platform indicator that displays market-symbol and account parameters, some of which can change around major news releases or before the weekly close. It explains leverage, stop levels for stop-loss and take-profit orders,…

ForexRisk managementExecution
MQL5 code base

This Expert Advisor uses Fisher Transform indicators to compare fast and slow trend signals. Its stated entry condition is that the two trend directions agree and the fast trend has changed direction. A higher-timeframe indicator is included for visualizing…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document presents an MQL-style function for updating stop-loss levels on open buy and sell orders. It can filter which orders it manages by symbol and magic number, set an initial stop after a trade moves favorably by a start distance, and then adjust…

ExecutionRisk managementPosition sizingForex
MQL5 code base

The document describes a MetaTrader indicator that displays forex session hours in GMT and Eastern Time, with automatic daylight-saving detection based on the trade server. It frames the market as operating continuously from Sunday evening to Friday evening…

ForexTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades from the PA_Oscillator indicator. A signal is evaluated at bar close and requires both a break through the indicator’s zero level and a change in histogram color. It also notes that the EA depends on a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator compares a selected candle’s body with the average body size over a chosen number of candles. It displays horizontal bars and a relative-size reading, helping traders see whether the selected candle is unusually large or small for that…

VolatilityTechnical indicatorsForex
MQL5 code base

This indicator estimates short-term US dollar strength by combining the distances of four currency pairs from an exponential moving average. It measures each closed candle’s distance from its EMA in pips, then averages the values for EUR/USD, GBP/USD,…

ForexTechnical indicatorsMomentum
MQL5 code base

The indicator combines the standard Commodity Channel Index with an ergodic CCI signal line. The standard CCI is displayed as the main line, while the signal line is calculated using triple exponential moving average smoothing. The description identifies…

Technical indicatorsMean reversionForex
MQL5 code base

This document describes a trading account script that displays the maximum lot size the account can currently support. The estimate is based on free margin, which reflects account funds available for opening positions, and is influenced by account size and…

ForexPosition sizingRisk management
MQL5 code base

This indicator estimates buying or selling pressure from each candle’s close within its high-low range, multiplied by tick or real volume. It sums those estimates over a rolling period, scales the cumulative value by its recent standard deviation, and…

ForexTechnical indicatorsMarket microstructureStatistics
MQL5 code base

This Expert Advisor describes a range breakout method keyed to a narrowest-range indicator. When a signal appears, it places buy-stop and sell-stop orders beyond the range boundaries, with a take-profit setting and a stop loss at the opposite boundary. If a…

ForexBreakoutVolatilityExecution
MQL5 code base

The document outlines an automated moving-average strategy: it opens trades when a fast and a slow moving average cross, then normally closes them when an opposite signal appears. It also describes an optional loss-staying mode. In that mode, a losing…

ForexTechnical indicatorsTrend followingRisk management