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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 articles

The article defines an inside bar as a candle whose high and low remain within the preceding mother bar's range. It treats the pattern as a possible continuation or reversal setup and recommends assessing its context, with higher timeframes, nearby support…

ForexBreakoutBacktestingRisk management
MQL5 articles

This article explains how to build a chart-based dashboard for viewing economic calendar events in MQL5. It proposes a table where each event has a name, scheduled time, affected currency, importance level, and brief description. Contrasting visual styles…

Event-drivenForex
MQL5 articles

The article explains the Janus factor as a framework for interpreting market behavior through feedback between price changes and trader reactions. Positive feedback can sustain trends as participants add to rising or falling moves, while early profit-taking…

ForexEquitiesMomentumTrend following
MQL5 articles

In this interview, Automated Trading Championship participant Alexandr Artapov discusses the design and operation of a multicurrency Expert Advisor. He describes applying a common indicator-based strategy across selected currency pairs, grouping symbols into…

ForexMulti-assetPosition sizingRisk management
MQL5 articles

This article turns Bill Williams’ trading framework into a MetaTrader Expert Advisor and describes signals from the Alligator, Fractals, Awesome Oscillator, and Accelerator Oscillator. Entries combine fractal breakouts filtered by the Alligator with…

ForexEquitiesTrend followingTechnical indicators
MQL5 articles

In this interview, Automated Trading Championship participant Egidijus Bockus describes a simple trend-following Expert Advisor built for the contest. It uses open and close prices and volume rather than technical indicators, and the participant says this…

ForexTrend followingRisk management
MQL5 articles

This article describes creating an SQLite database from MQL5 Economic Calendar data so that event information can be queried and later used in news-strategy testing. It discusses why stored calendar history is useful when the calendar itself is unavailable…

Event-drivenBacktestingForex
MQL5 articles

The article distinguishes the gambling use of martingale, which increases stakes after losses, from the mathematical martingale process, whose next value has a conditional expectation equal to its current value. It explains why doubling down can appear…

ForexStatisticsRisk managementPosition sizing
MQL5 articles

This article outlines a Python and MetaTrader 5 architecture in which agents analyze different instruments and share signals through a coordination layer. It describes role-based agents, shared portfolio context, and a service that sends structured signals…

ForexMulti-assetTechnical indicatorsExecution
MQL5 articles

This article presents PairPlot, a graphical tool for examining relationships among multiple trading time series. It arranges a histogram for each series and scatter plots for each pair in a cross-table layout, with trend lines as visual aids. The design uses…

ForexStatisticsPairs tradingArbitrage
MQL5 articles

This article describes an MQL5 Expert Advisor that turns Fibonacci retracement drawing into an interactive chart tool. Users enter swing low and high values in an on-chart panel; the EA calculates retracement and extension levels, labels them with ratios and…

Technical indicatorsForex
MQL5 articles

This article adapts angle-based analysis to trading indicators and trend estimation. For comparing two currency instruments, it scales prices into comparable point units and interprets their relative values as an angle, with the indicator intended to show…

ForexPairs tradingTechnical indicatorsStatistics
MQL5 articles

The article proposes a market prediction pipeline combining quantum circuit measurements, CatBoost, and a language model. It motivates the design with shortcomings of conventional indicators and reports that an LLM’s analysis changed when prompts or…

ForexMachine learningStatisticsBacktesting
MQL5 articles

This article outlines a forex pair-trading system that compares two instruments through their price ratio. It calculates a Z-score to measure how far the ratio has moved from its historical mean, then uses the sign of the score to choose which instrument to…

ForexPairs tradingMean reversionStatistics
MQL5 articles

This installment of an MQL5 tutorial extends a ChatGPT-connected trading assistant with longer multiline prompts, a sidebar for saved conversations, and initial signals informed by chart data. It describes modularizing the program, refining text display and…

Machine learningForexExecution
MQL5 articles

This interview profiles a novice Automated Trading Championship participant and summarizes his GBPUSD Expert Advisor. The robot uses MACD to generate buy or sell signals, then applies manually estimated probabilities of subsequent price movement to decide…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 articles

This article introduces simple recurrent neural networks (RNNs) for forex time-series forecasting and explains how their hidden state carries information across sequential inputs. It outlines the recurrent computation and backpropagation through time,…

ForexMachine learningStatisticsBacktesting
MQL5 articles

In this interview, Automated Trading Championship participant Evgeny Gnidko describes an Expert Advisor that trades EURUSD using pending orders at levels calculated with the standard MetaTrader ZigZag indicator. The robot also applies signal filtering and a…

ForexTechnical indicatorsBreakoutRisk management
MQL5 articles

This tutorial describes a single-position MQL4 Expert Advisor built around MACD crossovers, with an exponential moving average used as a directional filter. Long entries require MACD to be below zero and turning upward across its signal line; short entries…

ForexTechnical indicatorsExecutionRisk management
MQL5 articles

This article outlines a workflow for running a local language model with Ollama and adapting it to produce structured trading signals. It describes downloading a small base model, defining trading rules and output fields in a model configuration, and testing…

Machine learningForexRisk managementTechnical indicators
MQL5 articles

The article explains a reinforcement learning approach that trains a neural network to choose trading actions directly. Unlike Deep Q-Learning, which estimates expected rewards for actions, the policy model outputs a probability distribution over actions.…

Machine learningForexBacktestingStatistics
MQL5 articles

The article walks through retrieving historical XAU/USD data from MetaTrader 5, preparing it in pandas, and visualizing price, tick volume, and moving averages in Jupyter. It also describes further analysis and a broader workflow for combining Python data…

Machine learningTechnical indicatorsForexExecution
MQL5 articles

The article proposes pairing a base time-series classifier with a metamodel that filters difficult or unfavorable trading examples. The metamodel uses a longer history window, labels candidate situations as useful or unsuitable, and guides relabeling and…

Machine learningForexBacktestingStatistics