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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
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

MQL5 articles

The article describes a MetaTrader analysis tool that combines price action with Bollinger Bands, the Relative Strength Index, and Average True Range. Its example signal logic considers a sell when RSI is above the stated overbought threshold and price is…

Technical indicatorsVolatilityRisk managementForex
MQL5 articles

The article presents a manual-trading risk manager for MetaTrader that monitors daily, weekly, and monthly loss limits, with an optional daily profit target. When a limit is reached, the tool closes open positions and displays a warning; because it is…

Risk managementPosition sizingForexBreakout
MQL5 articles

The article presents a preprocessing method for training an LSTM to forecast intraday currency prices. It encodes clock time as a fraction of the day and scales each day’s open, high, low, and close relative to the expanding intraday low and high. These…

Machine learningForexStatisticsBacktesting
MQL5 articles

This article modifies a Bollinger Band trading system by using logistic regression to estimate trade confidence and vary position size. The underlying rules sell when price moves above the upper band and buy when it falls below the lower band, with…

ForexTechnical indicatorsMachine learningPosition sizing
MQL5 articles

The article outlines an MQL5 Expert Advisor that trades moving average crossovers and periodically searches for better fast and slow periods. It proposes testing parameter combinations over fixed ranges, skipping pairs where the slow average is not longer,…

ForexTechnical indicatorsBacktestingRisk management
MQL5 articles

The article introduces multiple regression as a way to estimate how several explanatory variables relate to a market outcome, first using a non-financial example and then applying the method to EURUSD. It describes compiling historical US economic-calendar…

ForexStatisticsEvent-drivenBacktesting
MQL5 articles

The article describes a cross-market trading framework using silver quoted in US dollars and euros alongside EURUSD. It reasons that currency movements should affect the two silver quotations differently, then looks for aligned price behavior across all…

CommoditiesForexStatisticsBacktesting
MQL5 articles

This article demonstrates a basic CatBoost workflow for building a directional trading classifier. It derives lagged features from deviations of closing prices from a moving average, then assigns buy or sell labels according to whether price rises or falls…

Machine learningForexBacktestingTechnical indicators
MQL5 articles

This article presents a rule-based breakout framework that looks for directional pressure within a consolidation before price crosses its boundary. It first identifies alternating swing highs and lows with fractals, then qualifies a range using its duration,…

BreakoutTechnical indicatorsVolatilityForex
MQL5 articles

The article turns a liquidity-zone idea into rules for an MQL5 Expert Advisor. It treats a compact base candle as a liquidity structure and looks for a larger impulse candle in the same direction. If the range ratio and directional conditions pass, the EA…

ForexBreakoutRisk managementExecution
MQL5 articles

The interview describes Juan Pablo Alonso Escobar’s automated EURUSD strategy, developed for the 2012 Automated Trading Championship. It identifies exhausted short-term moves with technical indicators and enters against them. He selected indicators,…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 articles

This article proposes training a machine learning model to choose between buy and sell grids. Instead of labeling examples from the direction of a single position over a future horizon, it simulates a grid across that price window and labels the side using…

ForexMachine learningGrid tradingBacktesting
MQL5 articles

The article presents an MQL5 strategy based on Candle Range Theory’s accumulation, manipulation, and distribution phases. It defines an accumulation range from a candle on a chosen timeframe, then treats a breach beyond the range as potential manipulation.…

ForexMean reversionBreakoutRisk management
MQL5 articles

The article explains why an automated strategy needs to distinguish broker server time from UTC and account for daylight saving time when it trades around market sessions. A one-hour server-clock shift can change which broker-time hour corresponds to a…

ForexVolatilityBacktestingExecution
MQL5 articles

The article proposes linking weather in agricultural regions to related currency pairs: Australian conditions with AUDUSD, New Zealand conditions with NZDUSD, and Canadian prairie conditions with USDCAD. It describes collecting historical weather and quote…

ForexStatisticsMachine learningBacktesting
MQL5 articles

The article describes a Forex system based on Chuvashov’s Fork, a pattern drawn from recent fractals. A main trend line uses two neighboring fractals, and a third helps form a lateral line; a break of that lateral line signals a possible trade against the…

ForexBreakoutTechnical indicatorsTrend following
MQL5 articles

The article explores combining Bollinger Bands with RSI to find mean-reversion trades. The baseline rules consider longs after price falls below the lower band with RSI oversold, and shorts after price rises above the upper band with RSI overbought. The…

ForexMean reversionTechnical indicatorsStatistics
MQL5 articles

The article compares fixed-lot sizing with two balance-linked approaches: position size proportional to account balance, and size proportional to its square root. It uses a single EURUSD Expert Advisor, left at default strategy settings, to illustrate how…

ForexPosition sizingRisk managementBacktesting
MQL5 articles

The article describes a simple way to estimate potential support and resistance levels by counting how many historical bars span each price. A script scans prices from the lowest low to the highest high across a selected history window, increments a count…

ForexTechnical indicatorsStatistics
MQL5 articles

The article examines how common technical-analysis representations affect the information a trader sees. It explains that a simple moving average has a delay tied to its smoothing period. Shifting the plotted values can compensate for that delay, but leaves…

Technical indicatorsStatisticsForex
MQL5 articles

This article outlines a workflow for adapting a pretrained language model to produce outputs aligned with a trading strategy, with foreign exchange pairs as the intended application. It explains why fine-tuning can be useful after general pretraining and…

Machine learningForexBacktesting
MQL5 articles

This article presents a strategy concept for forecasting GBP/USD with conventional market features and alternative macroeconomic data from the Federal Reserve Bank of St. Louis FRED database. The proposed inputs include a British sterling overnight-market…

ForexMachine learningStatistics
MQL5 articles

This article outlines a pipeline for training a reinforcement-learning trading model on hourly XAUUSD data and deploying its predictions in MetaTrader 5. It describes retrieving historical bars, cleaning and preparing the data, creating return and…

Machine learningForexTechnical indicatorsBacktesting