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
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 expert advisor applies a simple perceptron to three forex symbols: EURUSD, GBPJPY, and AUDNZD. At a synchronized new bar, it evaluates selected values from the Acceleration/Deceleration oscillator and combines them with four parameter-derived…

ForexMachine learningTechnical indicatorsPosition sizing
MQL5 code base

This document describes an Expert Advisor for MetaTrader 5 that uses signals from a BuySell semaphore indicator. It opens a trade when a bar closes and the indicator reverses direction, indicated by a color change and a large colored square. The document…

ForexTechnical indicatorsBacktesting
MQL5 code base

This charting script marks the Sydney, Tokyo, London, and New York forex sessions with colored rectangles. Users set each session’s opening hour and duration, allowing past session windows to be overlaid on price data. The colored regions can help traders…

ForexVolatilityTechnical indicators
MQL5 code base

This product description explains an MT5 chart indicator for estimating pip value and position risk. For the current symbol, it displays the pip value of one standard lot in the account’s currency and accommodates different quote precisions and several asset…

ForexRisk managementPosition sizingExecution
MQL5 code base

The document explains a position-sizing function that estimates lot volume from a chosen percentage of account balance and the distance to a stop loss. Its stated calculation first converts the risk percentage into an account-currency risk amount, then…

Position sizingRisk managementForexExecution
Amberdata research

This webinar overview summarizes a macro discussion about high debt-to-GDP levels, central-bank balance-sheet expansion, and geopolitical risk as forces that may weaken confidence in fiat currencies and encourage interest in Bitcoin. The speakers compare the…

CryptoFixed incomeForex
MQL5 code base

This MQL5 example shows how to extract MACD values over a chosen date range, identify zero-line crossings, and save each signal with its timestamp in a CSV file. A crossing from below zero to zero or above is labeled as a buy signal; a crossing from above…

Technical indicatorsForexExecution
MQL5 code base

The document introduces a currency strength meter that compares percentage price changes across periods. Its stated purpose is to help traders distinguish trending markets from consolidating ones by assessing relative currency strength. The material gives…

ForexTechnical indicatorsTrend followingBreakout
MQL5 code base

The document describes an Expert Advisor organized as separate long and short systems, each with its own entry and exit switches, settings, and trade identifier. It uses signals from the ColorSchaffJJRSXTrendCycle indicator and allows long and short…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document describes an Expert Advisor that trades signals from the FX Fish 2MA indicator, with EURUSD on an hourly chart given as its example. It buys when the Fish value is below zero and crosses its average, and sells when the Fish value is above zero…

ForexTechnical indicatorsRisk management
MQL5 code base

The document explains an automatic take-profit and stop-loss feature that attaches predefined exit levels to each newly opened position. The trader can set thresholds using a fixed pip distance, a percentage of account balance, or technical price levels.…

Risk managementPosition sizingExecutionForex
ProRealCode

This post describes a EUR/USD and GBP/USD strategy that seeks entries during pullbacks within an established intraday trend. It uses 5-period and 8-period Wilder averages alongside an 89-period simple average. During an early-day window, the averages must be…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The strategy combines five-bar fractals with the Alligator’s Teeth to identify breakout entries. A buy fractal is a local high with two lower highs on either side; a sell fractal is a local low with two higher lows on either side. When a buy fractal forms…

ForexBreakoutTechnical indicatorsTrend following
MQL5 code base

The document describes an expert advisor that looks for price discrepancies among EURUSD, USDJPY, and EURJPY. It multiplies the ask prices of EURUSD and USDJPY to estimate an implied EURJPY price, then compares that estimate with the direct EURJPY price. A…

ForexArbitrageExecution
ProRealCode

This proposed GBP/USD strategy uses four-hour bars and seeks reversals around a 40-period exponential moving average. It adds a 30-period Fractal Dimension Index filter, permitting entries only when the calculated value is below 1.5. The entry conditions…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

This description covers a calculator intended specifically for forex currency pairs. It supports direct quotes, indirect quotes, and cross rates, and estimates the monetary value of one point for a currency pair. It also calculates the maximum stop loss for…

ForexPosition sizingRisk management
MQL5 code base

The document describes adapting an automated trading system to test signals from a ZigZag-based trend indicator. The system opens trades when signals arise and exits through stop-loss or take-profit orders; it can hold multiple orders, with the count tied to…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This brief description introduces a custom MetaTrader indicator intended to automate the use of Fibonacci lines. It arose from a request for an Expert Advisor that would identify a higher high and a lower low across a range from a starting bar to the current…

Technical indicatorsForex
MQL5 code base

This document describes an automated price action strategy that compares highs and lows across multiple chart timeframes, then looks for lower-timeframe candle closes that break relevant structure. It illustrates the approach with comparisons among hourly,…

ForexBreakoutTechnical indicatorsExecution
MQL5 code base

The document describes a MetaTrader indicator that draws daily high-low boxes for the Asia, London, and New York trading sessions. It uses hourly data, adjusts broker timestamps to GMT with a configurable offset, and supports sessions that cross midnight.…

Technical indicatorsBreakoutForexCommodities
MQL5 code base

This document describes a hedging Expert Advisor that opens two opposing positions at the same time. Its premise is that the position whose take-profit is reached first will close, after which a price reversal may carry the remaining position to its own…

ForexMean reversionRisk management
MQL5 code base

This document outlines a Forex and stock trading Expert Advisor that combines Fibonacci levels with two moving averages. It describes trading around price breakouts, with Fibonacci levels serving as a filter alongside the moving averages. The EA is said to…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from the ThreeCandles indicator. It opens a trade when a colored indicator candle appears at the close of a price bar. The EA depends on a compiled indicator file, and a supporting library is…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader Expert Advisor designed to trade a channel on EURUSD, with its indicators set to the H1 timeframe. The channel uses a long-period moving average and three Envelopes at different distances. Two very short-period moving…

ForexTechnical indicatorsRisk management