Skip to content

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
Quantpedia
86 documents
TqSdk
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

backtrader

This example script demonstrates how to connect Backtrader to OANDA data and optionally use an OANDA broker. It defines a sample strategy that logs market data and a simple moving average, tracks data and order notifications, and can submit sample buy or…

ForexExecutionBacktestingTechnical indicators
MQL5 code base

This document explains the Stochastic Oscillator as a momentum indicator that compares a security’s latest close with its recent high-low range. It describes %K as the current oscillator reading and %D as a moving average of %K. The underlying interpretation…

MomentumTechnical indicatorsForex
MQL5 code base

This Expert Advisor is described as trading changes in the direction of a custom Triple Exponential Moving Average indicator. It forms a signal when a bar closes and the indicator changes direction. Running the advisor requires a separately compiled…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor takes signals from the ColorSchaffRVITrendCycle oscillator when it crosses into or out of overbought or oversold territory, with the signal confirmed at bar close. The description therefore presents a threshold-break strategy based on…

ForexTechnical indicatorsBreakoutBacktesting
MQL5 code base

This short description explains a chart operated tool for modifying protective exits on all open orders for the current instrument. The trader drags the script’s placement relative to the current market price: below the market it adjusts stop losses, and…

ExecutionRisk managementForex
FMZ forum

The article compares eight forex expert advisers built around Martingale or grid trading. It describes their entry filters, position sizing, grid spacing, and exit methods. Examples include trend or oscillator filters for initial trades, ATR-based spacing,…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

This brief description introduces an Expert Advisor that uses a moving average and standard deviation as trading indicators. It exposes a cap on the number of simultaneously open positions in one direction, giving the trader a way to limit directional…

ForexTechnical indicatorsPosition sizingBacktesting
NautilusTrader

The script runs an EMA-crossover backtest on USD/JPY five-minute bid bars built from one-minute FXCM data. It configures a simulated margin venue, balances, fees, rollover interest, and probabilistic fills, then collects bars and fills from the engine. The…

ForexTechnical indicatorsBacktestingExecution
ProRealCode

This indicator automatically draws horizontal reference levels near the current Forex price. It rounds the close to a nearby base level, then checks whether adjacent levels fall within a specified distance before drawing them. It uses one rounding scale for…

ForexTechnical indicators
MQL5 code base

This brief indicator description presents a single-window display of three smoothed Average True Range series calculated across different time frames. ATR measures price movement range, so comparing the three series can offer a compact view of volatility at…

Technical indicatorsVolatilityForex
MQL5 code base

The Float indicator analyzes prior chart history to estimate the current trend situation for a currency pair. It marks the apparent beginning and end of trends in a separate chart window and shows Fibonacci retracement and DiNapoli levels on the main chart.…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This GBPUSD expert advisor description outlines a system that opens four positions with separate take-profit levels. Stop-loss and take-profit distances are scaled using ATR coefficients. Once a position reaches its target, the remaining positions are moved…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document presents a custom chart indicator that measures the difference between each bar’s opening price and the preceding bar’s close. It converts that difference into points by dividing by the instrument’s point size, then places positive and negative…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

This brief note describes a variation on the Keltner Channel. A conventional channel places bands at an average true range distance above and below a simple moving average. The proposed variant replaces that center average with a Non Lag moving average,…

Technical indicatorsVolatilityForex
MQL5 code base

This document describes an Expert Advisor that trades changes in the ColorJLaguerre oscillator. A signal is generated at bar close when the oscillator changes color in relation to its overbought and oversold levels. The strategy therefore uses an indicator’s…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that trades signals from the BBSqueeze indicator. It opens a transaction when a bar closes and the indicator histogram changes color, using that change as the entry trigger. The document gives no further detail about…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator describes an empirical way to classify bar direction and identify gaps in price quotes. Rather than relying only on whether a bar closes above or below its open, it evaluates the candle’s total height and body against statistical…

Technical indicatorsStatisticsForex
MQL5 code base

This document describes a MetaTrader 4 order-management system in which an Expert Advisor monitors trades and chart scripts create or adjust entry, stop-loss, and take-profit lines by drag and drop. Because the lines are monitored on the trader’s computer…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This document describes a MetaTrader indicator for calculating a euro currency index from five euro exchange rates: EUR/USD, EUR/JPY, EUR/GBP, EUR/SEK, and EUR/CHF. Each rate is raised to a specified weight and multiplied by a constant to form the index. The…

ForexTechnical indicatorsStatistics
ProRealCode

The Waddah Attar Explosion indicator combines the change in MACD with Bollinger Band width to represent directional momentum and volatility expansion. The MACD change is multiplied by a sensitivity coefficient and split into positive and negative histograms.…

ForexTechnical indicatorsMomentumVolatility
ProRealCode

ASCTrend is a chart indicator that uses Williams Percent Range to generate buy and sell arrows. Its RISK setting controls the indicator period and shifts the thresholds used to identify signals. A signal is produced when the indicator moves from an…

Technical indicatorsFuturesForex
MQL5 code base

V1N1 LONNY is described as a multi-symbol intraday Expert Advisor that trades breakouts during the London session. It treats the pre-London Asian range as a no-trade zone, placing buy stops above the range high and sell stops below its low. Entries use the…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This document outlines an automated trading strategy that compares a moving average with the Parabolic SAR indicator to generate trading signals. The expert advisor operates using the current, still-forming bar, allows only one open position at a time, and…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This Expert Advisor generates trades from the TrendlessAG histogram indicator. It forms a signal when a bar closes and the histogram changes direction, making the closing bar the stated decision point. The advisor depends on a separately compiled indicator…

ForexTechnical indicatorsTrend followingBacktesting