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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 trading system uses the Candle Momentum Index oscillator to decide when to trade. Its stated signal is a change in the oscillator’s direction of movement. The document identifies an Expert Advisor and a separate indicator dependency, so reproducing the…

ForexMomentumTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader indicator that summarizes directional signals across nine chart timeframes, from minute bars through monthly bars. It combines three standard technical indicators: Stochastic, RSI, and CCI. The user can choose which…

Technical indicatorsForex
MQL5 code base

The document outlines an automated trading system with two selectable strategies, described for major forex pairs and NASDAQ stocks. It says the EA acts on the open candle and exposes moving-average settings, a distance parameter between averages, and a…

ForexEquitiesPosition sizingRisk management
MQL5 code base

The document describes an indicator that displays four stochastic oscillators with different periods on a single price chart. It generates signals when the oscillators enter user-defined overbought or oversold zones, giving traders a way to view readings…

Technical indicatorsForex
MQL5 code base

This brief description outlines an expert advisor that opens positions according to bullish or bearish engulfing candlestick patterns. Users can specify the position type for each signal, set risk as a percentage for position-volume calculation, and adjust…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document describes an MQL5 method for trailing stop losses on open positions. A function runs on each tick, loops through positions, and uses bid prices for long positions and ask prices for short positions to calculate a stop level at a configurable…

ExecutionRisk managementForex
MQL5 code base

This MetaTrader expert advisor uses a daily price move threshold to enter countertrend trades: it sells after price rises sufficiently above the day’s low and buys using the opposite condition. The stated approach seeks a pullback after a strong move. Once…

ForexMean reversionPosition sizingRisk management
MQL5 code base

This Expert Advisor opens a market position when the Color Zero-Lag DeMarker indicator cloud changes color. The signal is confirmed at bar close when the oscillator has crossed its signal line. Running the EA requires the compiled indicator file to be…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator displays the current symbol’s percentage price change relative to the opening price of the trading session. A current price above the session open produces a positive reading, while a price below the open produces a negative one. The value…

Technical indicatorsEquitiesForex
MQL5 code base

The document describes an Expert Advisor that runs two independent systems based on the Skyscraper_Fix and ColorAML indicators. Each system generates a signal when a bar closes and its indicator changes color to show a trend change. Their trade volumes are…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This multi-currency expert advisor describes a nighttime range-trading approach. After a configured start time, it checks whether the Bollinger Band width is below a symbol-specific threshold. It opens a buy when the ask is below the lower band or a sell…

ForexMean reversionTechnical indicatorsExecution
MQL5 code base

The document describes a modified Awesome indicator that smooths the rate of change between a short and a long moving average. It identifies three inputs: the periods for the short and long averages, and a smoothing period applied to the rate of change…

Technical indicatorsMomentumForex
MQL5 code base

This document outlines an Expert Advisor that trades based on changes in the direction of the ColorXXDPO oscillator. A signal is formed when a bar closes and the oscillator changes direction. The trading logic therefore relies on confirmed bar-close…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

RANA, or Ratio Adjusted Net Advances, is described as a market breadth indicator that compares the number of bullish and bearish candlesticks across symbols in Market Watch that match a specified base currency. Its value is calculated as the difference…

Technical indicatorsStatisticsForex
MQL5 code base

The document describes a semi-automatic expert advisor that opens positions as price moves by configured steps: an upward move triggers a sell and a downward move triggers a buy. This creates separate buy and sell grids. The trader can close each side or all…

Grid tradingExecutionRisk managementForex
MQL5 code base

This document describes an automated RSI strategy that checks completed H1 and D1 candles. A buy requires RSI on both timeframes to be above an oversold threshold, with the current RSI rising versus its prior value. A sell uses the corresponding overbought…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This document describes an Expert Advisor that trades signals from the MomentumCandleSign indicator. It acts when a bar closes with a colored point, making the indicator’s signal the system’s central trigger. The required compiled indicator must be installed…

ForexMomentumBacktesting
ProRealCode

This indicator strategy treats a failed breakout beyond a recent swing high or low as a liquidity sweep. A move above the lookback high that closes back below it can signal a short; a move below the lookback low that closes back above it can signal a long.…

ForexTechnical indicatorsVolatilityRisk management
MQL5 code base

This automated strategy places a buy stop and a sell stop around the current price at a configured time corresponding to 9 AM London time. The trader sets the time offset, entry distances, order size, take-profit level, and separate stop-loss levels for each…

ForexBreakoutBacktestingRisk management
MQL5 code base

This indicator overlays differently colored candles according to whether price is above or below a Kijun Sen line. It is primarily a chart-display aid: users must ensure that the period used by the candle indicator matches the period of the Kijun Sen…

Technical indicatorsForex
MQL5 code base

This Expert Advisor uses the i-BandsPrice histogram to generate trades when a completed bar crosses an overbought or oversold threshold. It depends on a separately compiled indicator file, and its default inputs were used for the reported test setup. The…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This trading ruleset combines ZigZag swing points, fast and slow moving averages, and Parabolic SAR to generate entries and exits. A long entry requires a rising sequence of ZigZag lows, the fast average above the slow average, and price above SAR. A short…

ForexTechnical indicatorsTrend following
MQL5 code base

The Heiken Ashi Naive expert advisor uses the last two completed Heiken Ashi candles to generate entries and exits. It takes contrarian entries: after two candles in the same direction, a longer latest candle without a wick at the relevant end triggers a…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

The document describes a trading approach that leaves broker-side take-profit and stop-loss levels unset and calculates those levels virtually. For buying, it opens an initial position when none exists, then considers another buy when the latest position’s…

ForexPosition sizingRisk management