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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 MetaTrader 4 scalper uses two three-period smoothed moving averages, calculated on highs and lows, to identify short-term directional breaks. A minimum current-bar range acts as a volatility filter. Depending on its selected mode, the system places a…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document describes a price-action expert advisor intended for major forex pairs and NASDAQ stocks, with operation across timeframes. It says the EA evaluates the open candle and lists configurable controls for take profit and trailing stops, including…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes a read-only MetaTrader indicator for tracking trading spreads in a separate chart pane. It plots live spread as a histogram, marks a user-set threshold, and displays current, average, maximum, and minimum spread across a configurable…

ForexExecutionMarket microstructureRisk management
MQL5 code base

The Expert Advisor uses signals from the HLRSign semaphore indicator. A signal is evaluated when a bar closes, based on the indicator crossing an overbought or oversold threshold. The described default levels are 80 for overbought and 20 for oversold, and…

Technical indicatorsMean reversionForexBacktesting
MQL5 code base

The RSIFilter colors bars in a separate indicator window according to the relationship between an RSI-derived trend state and the direction of the current candlestick. When candle direction agrees with the trend, the bar is shown in a lighter shade; when…

Technical indicatorsForexMomentum
MQL5 code base

The indicator reads the high and low of the last completed weekly bar and plots them as horizontal levels on lower-timeframe charts. Traders can use the prior high as a possible resistance or breakout reference and the prior low as possible support or a…

Technical indicatorsBreakoutForex
MQL5 code base

This Expert Advisor trades reversals in the direction of the non-normalized DigVariation oscillator. It forms a signal at bar close when the oscillator changes direction. The description identifies the required compiled indicator and notes that a supporting…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

The document describes an indicator that identifies round-number price levels across the historical range of a selected currency pair. Its premise is that traders may pay attention to psychologically salient prices, such as levels ending in several zeros,…

ForexTechnical indicatorsSentiment
MQL5 code base

This document describes an automated triangular arbitrage approach using EURGBP, EURUSD, and GBPUSD. The system derives a theoretical cross rate from two currency pairs, compares it with the quoted third pair, and checks whether the gap could cover spreads…

ForexArbitrageExecutionRisk management
ProRealCode

The document describes a reversal setup it calls a confirmed engulfing pattern. It identifies a prior candle whose high and low extend beyond those of the candle before it, followed by a candle closing in the same direction. A bullish signal suggests buying;…

ForexTechnical indicatorsMean reversionRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the NRTR_ATR_STOP indicator. A signal is recognized when a large colored star appears at a bar’s close. The system requires the compiled indicator file, and a supporting library is mentioned…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an indicator that displays the US dollar index as Japanese candlesticks. It calculates the index as a constant multiplied by exchange-rate series for the euro, yen, pound, Canadian dollar, Swedish krona, and Swiss franc, each raised to…

ForexTechnical indicators
MQL5 code base

This expert advisor runs separate long and short trading systems from an Adaptive Renko indicator. Inputs prefixed for each direction control that side’s magic number, position sizing, lot calculation mode, and permissions to open or close positions. Because…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This product description outlines a forex and stock expert advisor built around the Average Directional Index. It lists breakout rules based on ADX and directional indicator levels, plus a separate cross strategy with optional trend filters and confirmation…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes an expert advisor that trades an absorption pattern using pending buy stop and sell stop orders. It outlines controls for order size, separate take-profit distances by direction, order expiry, and the distance of entries from price…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document describes version 3.0 of a charting tool for Elliott Wave analysis. Its main addition is drawing Andrews Pitchforks from three selected wave labels. Users select the labels, trigger the drawing action, and can remove the resulting pitchfork by…

Technical indicatorsFuturesEquitiesForex
MQL5 code base

HTH Trader describes a daily foreign exchange strategy that combines two currency pairs, EUR/USD with USD/CHF and GBP/USD with AUD/USD, in an effort to hedge existing pair relationships against drawdown. It uses the prior day’s EUR/USD deviation to choose…

ForexPairs tradingRisk managementExecution
MQL5 code base

This post presents a modified Ichimoku Kinko Hyo indicator intended for automated trading across multiple currency pairs, while remaining usable by manual traders and single-pair systems. It describes retrieving the standard Ichimoku lines and cloud spans at…

ForexTechnical indicatorsVolatilityExecution
MQL5 code base

This document explains Jesse Livermore’s pivotal-point concept as a way to interpret unusually heavy trading volume after a sustained market move. A volume surge can suggest that a major advance or decline is nearing exhaustion, but the trader waits for…

Technical indicatorsMomentumTrend followingForex
NautilusTrader

This example sets up a foreign-exchange backtest for an AUD/USD exponential moving average crossover strategy. It loads historical quote ticks, configures a simulated margin account with a USD balance and maker-taker fees, and supplies an FX rollover…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader expert advisor description outlines a system using the Laguerre_ROC indicator. It opens a position when a completed bar’s histogram breaks through an overbought or oversold threshold, then closes the position when the indicator crosses its…

ForexTechnical indicatorsBreakoutBacktesting
MQL5 code base

The document outlines a trading expert advisor whose behavior can be adjusted through inputs for moving-period settings, trade size, stop loss, take profit, breakeven thresholds, breakeven distances, and trading hours. Its only described management feature…

ForexRisk managementExecution
MQL5 code base

The document outlines an Expert Advisor that places pending buy and sell stop orders using offsets from the current timeframe bar’s high and low. It operates when a new bar opens and does not analyze price ticks within the bar. Users can configure order…

ExecutionPosition sizingRisk managementForex
MQL5 code base

This Expert Advisor trades reversals in the Ichimoku_Osc signal line. It checks for a change in the indicator’s direction when a bar closes, then uses that shift as the trading signal. The document identifies GBPJPY on a twelve-hour chart as the example test…

ForexTechnical indicatorsBacktesting