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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 document describes a chart indicator that draws pivot point levels using four calculation families: Floor, Fibonacci, Camarilla, and Woodie. It supports multiple time frames, configurable long or short line displays, and an option to show intermediate…

Technical indicatorsFuturesForex
MQL5 code base

This document describes a chart indicator that calculates an average or breakeven price across multiple positions in the same symbol. It draws a horizontal line and uses color to distinguish an overall buy position, sell position, or neutral state. The…

ForexTechnical indicatorsPosition sizing
MQL5 code base

This trend-following strategy defines an uptrend as five simple moving averages, spanning 10 to 200 periods, arranged from shortest and highest to longest and lowest. A downtrend uses the reverse ordering. The author treats this alignment as evidence that…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader script is described as a position-sizing aid: the user enters a maximum risk percentage and stop-loss distance to calculate the lot size for an opening position. Parameters also allow buy or sell mode, multiple orders, a take-profit distance,…

ForexPosition sizingRisk management
MQL5 code base

The i-Sessions indicator marks eight configurable intraday time windows on a chart using colored rectangles. Inputs specify the start time, end time, and color for each session, while a day-count setting controls how many days are displayed. The example…

Technical indicatorsForexMarket microstructure
MQL5 code base

This document describes an Expert Advisor that uses the BlauTSStochastic oscillator to trigger trades. It lists three possible signal events: a change in histogram direction, a crossing of the zero line, or a change in the color of the signal-line cloud. An…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document outlines an automated foreign exchange trend strategy that combines a simple moving average with Heiken Ashi candles. It says the system uses the indicators to trade in the direction of a market trend and sets the take profit using the previous…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This brief entry describes a MetaTrader indicator that displays the MFI_price indicator using a timeframe selected through an input parameter. The example default is a four-hour chart period, indicating that the calculation can be tied to a timeframe…

Technical indicatorsForex
MQL5 code base

This trading robot uses MACD signals to open positions and increases lot size as the number of positions grows, applying a martingale-style scaling rule. The description recommends higher chart timeframes and provides controls for initial position sizing,…

Technical indicatorsPosition sizingRisk managementForex
MQL5 code base

The document describes an automated Donchian Channel breakout strategy, with the author recommending the H1 timeframe and saying it can be applied to multiple currency pairs. An updated version adds lot-size calculation choices and several trailing-stop…

ForexBreakoutBacktestingRisk management
MQL5 code base

This document explains a MetaTrader 5 custom indicator that displays the standard MACD line, signal line, and histogram, and adds push notifications for bullish and bearish crossovers. The alert logic is based on the MACD line crossing above or below its…

Technical indicatorsForexExecution
MQL5 code base

This document describes a MetaTrader 5 indicator that displays i-OneThird candlesticks from a higher timeframe as filled rectangular shapes. It uses filling buffers to render candle bodies and assigns colors according to candle direction: green or orange for…

Technical indicatorsForexEquities
MQL5 code base

This product description outlines a scalping expert advisor intended for major forex pairs and NASDAQ stocks. It says the EA acts using the current candle's opening price and lists configurable moving averages, trade limits, lot sizing, stop loss and take…

ForexEquitiesHigh-frequency tradingRisk management
MQL5 code base

The document describes a chart indicator that identifies supply and demand areas by clustering pivot highs and lows across multiple timeframes. Users can set a minimum number of price reactions for a zone, merge nearby pivots, limit the history scanned, and…

Technical indicatorsForexExecution
ProRealCode

This indicator defines bullish and bearish candle signals using an eight-period triangular moving average calculated on opening prices. A bullish setup requires an upward candle with its open and close above the average, while the low dips beneath it. The…

Technical indicatorsForexMean reversion
MQL5 code base

The document describes a workflow for obtaining minute-level OHLC data for use in MetaTrader 4 backtesting when a broker’s MT4 history is limited. It proposes running an Expert Advisor test in MetaTrader 5 with the M1 timeframe and the one-minute OHLC…

BacktestingForexStatistics
MQL5 code base

This expert advisor is described as a moving average crossover system that trades using the open candle’s price. Its settings cover fast and slow moving average periods, trade limits, fractal highs and lows, and use across time frames on major Forex pairs…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

The Special Slow Stochastic (SSS) is a variation of the standard Stochastic oscillator. It retains the usual %K period, %D period, and slowing settings, then adds a further smoothing period applied to the Stochastic signal line. The indicator also exposes…

Technical indicatorsForex
NautilusTrader

This workflow shows how to bring vendor tick data into a NautilusTrader backtest when a dedicated data adapter is unavailable. It reads a supported CSV format, converts rows into quote ticks, sorts them by initialization timestamp, and writes both the…

ForexBacktestingExecutionMarket microstructure
MQL5 code base

This MetaTrader 5 Expert Advisor trades signals from the ColorXMUV moving-average indicator. A signal occurs when a bar closes and the indicator changes color. Inputs define the permitted trading window by start and end hour and minute; the default spans the…

ForexTechnical indicatorsExecutionBacktesting
ProRealCode

The document describes MBFX Timing v2, a forex indicator associated with the Belkhayate system. It compares the indicator’s behavior to a stochastic oscillator and presents a basic reversal-style reading: consider buys when the line reaches low, oversold…

ForexTechnical indicatorsMean reversion
NautilusTrader

This example configures a simulated backtest for an AUD/USD moving-average crossover strategy using quote tick data. It creates a margin account, loads historical quotes, and builds internal bars from groups of ticks. The strategy uses a fast and a slow…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document describes an indicator that identifies Malaysian support and resistance levels from closed candles across six timeframes. It tracks four level types, including ordinary levels and support or resistance flips after a break. A touch without a…

Technical indicatorsBreakoutForexCrypto
MQL5 code base

The document describes an Expert Advisor that runs separate long and short trading systems using ColorPEMA_Digit signals. Each direction has independent entry and exit blocks and its own position-sizing settings, so outcomes on one side do not determine…

ForexTechnical indicatorsPosition sizingBacktesting