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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
WonderTrader
14 documents
Alphalens
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 outlines a foreign-exchange trading system that uses the Candle Momentum indicator. It offers two entry styles: entering when momentum changes direction, or when the indicator crosses its zero line. A configurable mode determines which entry…

ForexMomentumTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor trades signals from an X-period candle channel system. A signal is generated when a bar closes after breaking through the channel, and the system can close an open position once it has been held longer than a configured time limit. The…

ForexBreakoutExecutionBacktesting
MQL5 code base

This document describes an Expert Advisor that opens trades when a bar closes and the TSI_CCI indicator cloud changes color. It identifies the signal timing and notes that the indicator file must be installed for the advisor to run. A trading library is…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes an Expert Advisor signal based on price breaking through a level set at a distance from the CorrectedAverage moving average. A trade signal is generated at the close of a bar when price crosses that offset threshold. The distance is…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This expert-advisor design periodically searches recent price history for RSI or MFI thresholds that produced the greatest simulated monetary profit. It tests buy and sell signals separately across candidate indicator levels, using crossings of oversold and…

ForexTechnical indicatorsMachine learningBacktesting
MQL5 code base

BoDi measures the distance between the upper and lower Bollinger Bands and displays that width as a histogram. Because the bands widen as volatility rises and contract as it falls, the author interprets expansion as an active directional impulse and…

Technical indicatorsVolatilityTrend followingBreakout
MQL5 code base

This document describes an indicator that displays Heiken Ashi candlesticks in a separate chart subwindow. The separate pane is intended to let traders inspect the candles without placing them over the main price chart. It also allows customization of candle…

Technical indicatorsForex
MQL5 code base

This document describes a MetaTrader indicator that identifies bullish and bearish pinbar candlestick patterns using price action, without relying on standard technical indicators. It marks bullish patterns below their candles and bearish patterns above…

Technical indicatorsForexStatistics
MQL5 code base

This document describes an alert-enabled signal indicator built around the classic Money Flow Index. It marks signals when the oscillator exits overbought or oversold territory, then adds configurable sound alerts, email messages, and mobile push…

Technical indicatorsForexExecution
Awesome Systematic Trading

This QuantConnect example describes a monthly currency carry strategy. It ranks a universe of currency futures by associated central bank or interbank rates, goes long the three highest-rate currencies, and shorts the three lowest-rate currencies. Unused…

ForexFuturesCarryPosition sizing
MQL5 code base

This indicator compares the direction of the USDX line with the direction of the Slope Direction Line and displays a colored pointer in a separate chart window. It marks agreement when both lines point upward or both point downward, using distinct colors for…

Technical indicatorsTrend followingForex
MQL5 code base

This coding example describes a simple Forex robot that places a sell pending order at the upper Bollinger Band and a buy pending order at the lower band. It uses the bands’ central simple moving average as a position-closing level. The shown setup is tied…

ForexTechnical indicatorsVolatilityExecution
FMZ forum

This article recounts ten episodes it labels currency wars, moving from early paper money and metallic standards through sterling and dollar dominance, the breakdown of Bretton Woods, Latin American debt, Japan's Plaza Accord, European exchange-rate turmoil,…

ForexFixed incomeMulti-assetChina markets
MQL5 code base

The strategy defines a range using the high and low of the first four-hour candle of the New York day. Once that candle has formed, it waits for a five-minute close outside the range, followed by a close back inside. A move above the high and then back into…

ForexMean reversionBreakoutBacktesting
MQL5 code base

This expert advisor combines RSI reversal signals with moving average direction. It buys when RSI leaves oversold territory and turns upward while the moving average is rising; the sell setup reverses those conditions. A higher timeframe moving average can…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

OpenTime 2 describes an Expert Advisor that can open positions during two configurable time windows on selected weekdays. Each window has its own allowed direction, stop loss, take profit, and closing-time setting. The EA permits at most one position per…

ForexExecutionRisk management
SuperMind

This guide surveys data services that traders and researchers might use for market quotes, historical bars, and related financial information. It discusses Google Finance, Finnhub, iTick, and Bloomberg, contrasting broad asset coverage, real-time delivery,…

Multi-assetForexCryptoEquities
ProRealCode

This proposed EUR/USD strategy on an hourly chart looks for a sharp move through a Bollinger Band followed by a close beyond the opposite band. The long setup also requires the positive directional indicator to exceed the negative one, while the short setup…

ForexTechnical indicatorsMean reversionRisk management
MQL5 code base

This expert advisor generates a directional signal from a selected bar’s open and close: a close above the open indicates a buy, while a close below the open indicates a sell. It evaluates signals only when a new bar appears. A reverse mode can invert the…

Technical indicatorsForexExecutionPosition sizing
MQL5 code base

This document describes a forex indicator that compares a fast moving average with a slower moving average. It generates a buy signal when the fast average crosses above the slow average, and a sell signal when it crosses below; signals are evaluated at bar…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator describes a rule for generating entry signals on Monday. It uses the HourOpenPos input to choose the hour when the signal is formed, then evaluates price movement from the previous day’s open through the current value. The document gives a…

ForexTechnical indicators
MQL5 code base

This document outlines a simple foreign exchange Expert Advisor built around Williams Percent Range (WPR). It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. The signal is…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document explains the U.S. Dollar Index as a weighted geometric measure of the dollar against six major currencies. It lists the basket weights and gives a formula that combines the exchange rates, with negative exponents for EURUSD and GBPUSD and…

ForexMulti-assetStatistics
ProRealCode

This indicator compares Bollinger Bands with a second price envelope built from average range. When the Bollinger Bands fit inside the range envelope, the indicator marks a squeeze by leaving the squeeze series undefined. When the Bollinger Bands extend…

Technical indicatorsVolatilityMomentumForex