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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 MetaTrader 5 Expert Advisor that trades signals from the Super Trend indicator. A signal is generated when a bar closes and the indicator changes color. Running the advisor requires the compiled indicator file, and the notes mention…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that trades signals from a Percentage Crossover Channel indicator. A signal is generated when a bar closes with a colored state after the prior bar had the opposite color or no color. The page explains that the…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document describes a MetaTrader helper that determines whether a symbol’s market is open by comparing broker server time with that symbol’s configured trading session. It converts server time to a weekday and time of day, then checks whether the time…

ForexExecutionMarket microstructure
MQL5 code base

The document describes a modification to Bill Williams’s Awesome Oscillator, intended for short-term trading on volatile currency pairs. It recommends a 15-minute chart and says the modified version uses the current and previous median average prices,…

ForexTechnical indicatorsVolatility
MQL5 code base

This Expert Advisor trades signals from the ColorLaguerre indicator. A signal occurs when a colored arrow appears as a bar closes. The description identifies the required compiled indicator and mentions that a supporting library can accommodate brokers with…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor follows signals from the MaByMa trend indicator. It checks for a change in the indicator cloud’s color when a bar closes, then uses that event to form a trading signal. The description explains that the compiled indicator must be…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that uses the AsimmetricStochNR indicator to generate trades. A signal is formed when the stochastic line crosses its signal line, with the decision made at the close of a bar. The article also gives a basic setup…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that generates a trading signal when the KPrmSt oscillator crosses its signal line. The signal is evaluated at bar close, and the EA uses the crossing as its entry trigger. The required compiled indicator file must…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator description explains how to calculate pivot and similar price levels with time-zone inputs. The user supplies the time zone of the MetaTrader chart and the destination session whose levels are needed. Its example converts from a server…

Technical indicatorsForex
ProRealCode

This five-minute index strategy uses two smoothed moving averages to set a long entry trigger. When the faster average exceeds the slower one, it places a buy stop above the market, with the offset based on average true range. The stated spread assumption is…

FuturesForexTechnical indicatorsRisk management
MQL5 code base

This MQL5 Expert Advisor is described as a general tool for trailing stop levels on both market positions and pending orders. It can also open positions or place pending orders, apply a scalping mode, track percentage changes in account value, and display…

ExecutionRisk managementPosition sizingForex
MQL5 code base

The document describes a utility for adapting configured symbol names to broker-specific variants in MetaTrader 5. It compares a requested name with symbols visible in Market Watch using Levenshtein distance, then selects the closest match. For example, a…

ForexTechnical indicatorsExecution
ProRealCode

This strategy proposal combines four trend measures on four-hour EURUSD bars to filter weaker signals: an ATR-based Andrew Abraham trend method, a simplified price-based Supertrend, an adaptive Supertrend whose period responds to an R-squared calculation,…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This forex Expert Advisor trades a currency pair when Heiken Ashi candles agree across four charts: five-minute, fifteen-minute, thirty-minute, and hourly. Red candles across all charts trigger a sell; white candles trigger a buy. It uses fixed take-profit…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This document outlines an automated trading system that acts on signals from the AFStar indicator. A trade signal is generated when a colored arrow appears at the close of a bar, making the bar close the stated decision point. The EA depends on a separate…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes an automated system intended to identify a directional price move, wait for a retracement, and then enter a trade. Positions are closed by either a stop loss or take profit, both set relatively close to the entry so the system can…

ForexMean reversionMomentumRisk management
MQL5 code base

This Expert Advisor trades from signals produced by a separate Simple Trading System indicator. It acts when a bar closes and a colored arrow is present. The indicator must be installed as a compiled file for the advisor to run. A supporting trade library is…

ForexTechnical indicatorsBacktesting
MQL5 code base

This scanner monitors multiple symbols for price interactions with pivot levels and sends alerts when price crosses a level, approaches it within a chosen distance, or bounces away from it. It supports standard floor pivots, Fibonacci pivots, Woodie pivots,…

Technical indicatorsForexMarket microstructure
MQL5 code base

This Expert Advisor generates a trade signal when the Delta_MFI indicator’s histogram changes color to light blue or pink. It checks for the change at a bar’s close, so the described entry signal depends on a completed bar rather than an intrabar color…

Technical indicatorsForexBacktesting
MQL5 code base

This document describes an Expert Advisor that trades changes in the direction of the ColorZerolagTriXOSMA histogram. It forms a signal when a bar closes and the moving-average direction changes. The implementation depends on a separately compiled indicator…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes an Expert Advisor that trades when the SMI_Correct indicator’s cloud changes color. It evaluates the signal at bar close, so a color transition triggers the trading decision only after the bar has finished. The advisor depends on the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document outlines an hourly expert advisor that uses fuzzy logic to classify market conditions as buy, sell, or no action. It evaluates five indicators—Gator, Williams Percent Range, Accelerator Oscillator, DeMarker, and RSI—through trapezoidal…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

This document outlines a forex trend-following expert advisor built around two AdaptiveCGOscillator indicators. A slower instance sets the broader trend from the relationship between its main and signal lines; a faster instance provides entry timing when its…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor based on the Color Schaff JJRSX Trend Cycle oscillator. It says the EA generates a signal when a bar closes and the oscillator crosses the zero level, using the indicator’s movement around overbought and oversold…

ForexTechnical indicatorsMomentumBacktesting