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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

FMZ forum

The document presents reusable M-language modules for quantitative trading, including percentage price change, new highs, price and volume surges, narrow ranges, moving-average alignment, prior-high locations, and price gaps. It also outlines moving…

ForexBreakoutTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that trades changes in trend direction as indicated by the ColorLeManTrend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The page also notes where to place the compiled…

ForexTrend followingTechnical indicatorsBacktesting
NautilusTrader

This example configures a live-node application to run a Bollinger Band mean-reversion strategy against the Architect AX sandbox on a EUR/USD perpetual instrument, using one-minute midpoint bars. It sets a Bollinger period of 20 with a two-standard-deviation…

ForexPerpetual futuresMean reversionTechnical indicators
MQL5 code base

This document describes an Expert Advisor that uses the ColorMETRO_DeMarker indicator. It generates a trading signal when a bar closes and the indicator’s cloud changes color. The system therefore bases its entry signal on a change in the indicator display,…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief document shows part of an adviser’s position-opening logic for GBP/CHF. It compares two MACD-related series on consecutive bars and checks that both are on the same side of zero. When both are positive and the first series crosses above the…

ForexTechnical indicatorsMomentum
MQL5 code base

This document describes a modified MetaTrader 4 indicator that draws a horizontal line from a selected session start. It extends an earlier daily-open indicator by allowing the start time to include minutes, and adds limits on the hour and minute inputs.…

ForexTechnical indicators
MQL5 code base

This brief document describes a trading strategy built around the Average Directional Index (ADX), a moving average, and the close of the first bar. It also notes that the system uses different take-profit, stop-loss, and trailing levels for buy and sell…

ForexTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from a Bezier standard deviation indicator. It opens a position at the close of a bar when the indicator displays a colored point, then exits when the indicator changes direction against the open…

Technical indicatorsBacktestingForex
BigQuant

The document describes a hybrid approach that combines ARMA-GARCH models with several neural network types to identify market patterns and predict the direction of shocks in defense equities and foreign exchange. ARMA-GARCH models capture linear time-series…

Machine learningStatisticsVolatilityEquities
MQL5 code base

This document outlines an Expert Advisor that trades signals from the PChannel_System indicator. A signal occurs at bar close when a colored bar appears after a preceding bar with the opposite color or no color. The description gives the signal condition,…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document presents the Real Signal indicator as a visual aid for judging the current direction of a currency pair. Its suggested reading method is to inspect the latest line for a buy or sell indication, using a vertical line on the chart to make…

ForexTechnical indicatorsBreakout
ProRealCode

This post describes an automated system for long and short positions, intended to work better on longer chart intervals, beginning at four hours. Long entries require a weighted rate-of-change measure and MACD to be rising while below zero, alongside a…

ForexFuturesMomentumTechnical indicators
MQL5 code base

This expert advisor uses the outcome of its last closed position to determine the next trade direction. After a take-profit exit, it seeks another trade in the same direction; after a stop-loss exit, it switches direction. It permits one open position and…

ForexTrend followingTechnical indicatorsRisk management
ProRealCode

The XBody strategy is a daily, rule-based system presented for stocks, indices, and forex, with parameters optimized by its author on the CAC index. It calculates candle body size as close minus open, then takes the change in that value over time and sums it…

EquitiesFuturesForexTechnical indicators
MQL5 code base

The document outlines a discretionary short-term momentum setup for currency charts and asks for help turning its rules into an indicator alert. Buy conditions combine a fast and slow linear weighted moving average crossover, price opening above a Laguerre…

ForexMomentumTrend followingTechnical indicators
MQL5 code base

The document explains a WILL VAL oscillator attributed to Larry Williams. It measures the difference between two exponential moving averages applied to a relative price series, then rescales that difference against its recent maximum and minimum. The…

Technical indicatorsForexStatistics
MQL5 code base

The document describes an expert advisor that combines two independent systems, one based on SilverTrend_V2 and the other on ColorJFatl_Digit. Each system opens a trade when a completed bar shows a change in the indicator’s trend color. The systems can…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This Expert Advisor implements a Relative Moving Average framework that ranks the latest close within a trailing window’s return distribution, producing a fractile between zero and one. Instead of using price distances, its rules trade movements between…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader Expert Advisor uses the Ichimoku Kinko Hyo indicator and changes position size after a losing trade. The loss is detected through trade-transaction events when an exit deal is recorded. The next position is opened with increased volume, but…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This strategy combines a two-period RSI with five- and 200-period moving averages. The 200-period average sets the directional filter: consider longs when the prior close is above it, and shorts when the prior close is below it. RSI extremes then signal a…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

This trading system uses changes in the color of a Directed Movement Candle indicator to trigger trades. A signal occurs when a bar closes and the indicator changes from blue to pink or from pink to blue. The document describes an Expert Advisor setup that…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief indicator description explains a chart transformation that moves price data into a new coordinate system by shifting the price axis. To use it, the trader first creates a trendline object on the chart, then supplies that object’s name as the…

Technical indicatorsForex
MQL5 code base

This Expert Advisor uses a color change in the Chaikin Volatility Stochastic indicator as its trading signal. It evaluates the signal when a bar closes and opens a trade when the indicator’s cloud changes color. The required compiled indicator must be…

ForexVolatilityTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that combines the Awesome Oscillator (AO) with the Range Action Verification Index (RAVI). It evaluates signals only when a new bar forms and manages a single position, so it is described as compatible with both…

ForexTechnical indicatorsExecutionRisk management