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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,574 documents

MQL5 code base

EES Hedger is a utility for MetaTrader that opens a position opposite to a trade initiated manually or by another expert advisor. It detects trade events through the platform’s transaction mechanism and uses configured parameters to set the new position’s…

ForexExecutionRisk management
MQL5 code base

The document describes a trading assistant intended to manage protective orders for scalping. After a trade opens, the tool sets initial stop-loss and take-profit levels automatically. If price moves far enough in the favorable direction, it shifts the stop…

Risk managementExecutionForex
MQL5 code base

This document describes an MT4 Expert Advisor that uses the Stochastic Oscillator to trade potential overbought and oversold reversals or momentum shifts. It lists default upper and lower thresholds of 80 and 20, with configurable %K, %D, and slowing inputs.…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

This implementation guide shows how a MetaTrader indicator or Expert Advisor can retrieve a day’s economic calendar from Forex Factory, parse event time, title, currency, and impact from the returned HTML, and store matching high-impact events. It filters…

ForexEvent-drivenExecutionMarket microstructure
MQL5 code base

This tutorial outlines a two-moving-average crossover expert advisor. It exposes configurable fast and slow periods, position size, minimum equity, slippage, and fixed take-profit and stop-loss distances. Initialization checks that the parameter values are…

Technical indicatorsForexRisk managementExecution
MQL5 code base

The Karacatica_HTF_Signal indicator presents the direction or signal from a selected Karacatica timeframe as chart graphics and can issue alerts and audio cues. A right-pointing marker denotes continuation of the trend at the chosen bar, with its color…

Technical indicatorsTrend followingForex
FMZ forum

The article distinguishes following a visible trend from trying to anticipate how large participants may use crowded positioning. It argues that traders should first assess the broader trend, while recognizing that directions can differ across chart time…

Trend followingSentimentForexCommodities
MQL5 code base

The document describes a MetaTrader-style expert advisor that combines Standard Deviation Channel Lines with two moving averages to trade in the direction of a trend. The channel is intended to act as a filter, and the EA also offers configurable take-profit…

ForexEquitiesTechnical indicatorsTrend following
MQL5 code base

This MetaTrader expert advisor describes a forex strategy that enters after a candle closes beyond a trendline connecting recent ZigZag peaks or troughs. Buy and sell rules mirror one another. A moving average filter requires price to be on the matching side…

ForexBreakoutTrend followingTechnical indicators
MQL5 code base

This entry describes an Expert Advisor that uses the Center of Gravity indicator. It generates a signal when a bar closes with the indicator crossing its signal line, making the bar close the stated confirmation point. The entry specifies that the compiled…

Technical indicatorsForexBacktesting
MQL5 code base

This document describes an Expert Advisor that uses a Slow Stochastic oscillator for entry decisions. It offers alternative signal modes based on the oscillator changing direction, crossing the 50 level, or a change in the signal-line cloud color. The…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

This document describes an Expert Advisor that trades when the Bear Bulls Power histogram changes color. It checks for a color change at bar close and uses that change as the entry signal. The page notes that the strategy depends on a separately compiled…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a forex Expert Advisor that places market orders in one direction at fixed price intervals. A configured maximum price sets the top of the trading range; the examples show a range extending ten yen or ten cents below that level. The…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

This document explains a MetaTrader 4 script that builds an offline chart for a user-defined basket of instruments and updates it as new ticks arrive. It calculates basket prices using a geometric mean, allows directional weights—including fractional…

Multi-assetPortfolio constructionForexEquities
MQL5 code base

This document outlines a long-only breakout strategy attributed to an earlier system by Chuck LeBe and David Lucas. It uses a rising long-period moving average as a directional filter. A buy signal occurs when the closing price crosses upward through the…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This document describes a one-minute EUR/USD scalping example built around virtual pending orders. A library simulates buy-stop and sell-stop orders, including stop-limit variants, by checking whether price or an indicator crosses specified thresholds.…

ForexTechnical indicatorsExecutionMarket microstructure
MQL5 code base

This Expert Advisor uses a fixed alternating direction: it starts with a buy and switches between buys and sells on successive trades. It opens trades at candle starts and applies stop loss and take profit settings. After a losing trade, the next position…

ForexPosition sizingRisk managementBacktesting
MQL5 code base

This MetaTrader 5 Expert Advisor is a position-management utility for traders who enter trades manually. It does not create entry signals or open positions. For buys, it places an initial stop beyond a recent swing low; for sells, beyond a recent swing high.…

Risk managementPosition sizingTechnical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor that uses the TrendContinuation indicator to generate trade signals. It checks for a change in the indicator’s direction, identified by a color change, when a bar closes. The document also gives a setup note for…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader indicator that annotates candles with price gains or losses when a configured threshold is exceeded. It reports changes both in points and percentage, with two calculation modes: current close versus open, or current…

Technical indicatorsForex
MQL5 code base

Aegis Quantum Lite is described as an educational MetaTrader 5 expert advisor using completed-candle signals. It opens a buy when the fast exponential moving average is above the slow average and RSI exceeds its configured buy threshold; a sell uses the…

ForexTechnical indicatorsTrend followingExecution
ProRealCode

This indicator uses a modified weighted moving average and a smoothed version of that average to locate candidate turning points. When the two lines cross, it records a recent local low or high, using a shorter lookback based on a fraction of the…

Technical indicatorsEquitiesFuturesForex
MQL5 code base

This Expert Advisor seeks possible trend changes by tracking the difference between two moving averages. It applies a cubic nonlinear transformation to that difference, amplifying larger departures from zero relative to smaller ones, then uses upper and…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor trades signals from the F2a_AO semaphore indicator after filtering them by the direction of a closed candle on a higher timeframe. The timeframe and candle index are configurable, with daily timeframe and the most recently closed bar as…

ForexTechnical indicatorsTrend followingBacktesting