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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

This document describes an Expert Advisor built around a momentum entry signal. For a buy, it scans a series of MACD readings for a transition from negative to positive, then checks that the close of a selected bar is above its moving average by a…

ForexMomentumTechnical indicatorsRisk management
MQL5 code base

This document describes a chart-based tool for viewing current, minimum, and maximum spreads across instruments available in a broker’s market watch. It is intended to help traders check account-specific spread conditions and identify periods of unusually…

ForexExecutionMarket microstructure
MQL5 code base

The document outlines an expert-advisor strategy that looks for a new low during a downtrend alongside an oversold RSI reading to buy, and a new high with corresponding overbought conditions to sell. Users can set the lookback period for trend conditions, a…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

The described Expert Advisor looks for directional alignment among five moving averages with periods of 10, 20, 50, 100, and 200. It opens a buy when the shorter averages are ordered above the longer ones, and a sell when their order is reversed. An ADX…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This expert advisor generates buy and sell signals from overbought and oversold readings across the M15, H1, and H4 timeframes. It compares two ways to set those thresholds. The conventional approach uses fixed RSI levels of 70 and 30. The alternative places…

Technical indicatorsMean reversionBacktestingForex
quant-trading

This notebook explores relationships between Colombian peso exchange-rate data and crude oil blends, currencies, and gold. It ranks simple ordinary least squares regressions by R-squared, compares the Vasconia crude relationship with the peso before and…

ForexCommoditiesStatisticsBacktesting
MQL5 code base

The Step Chart Histogram is described as an indicator that tracks price movement in pips and determines whether the movement is large enough to register a new step. It presents the resulting values in a separate histogram window, adapting the step chart…

Technical indicatorsTrend followingForex
MQL5 code base

The USDX indicator estimates a dollar index from six exchange rates: EUR/USD, USD/JPY, GBP/USD, USD/CAD, USD/SEK, and USD/CHF. It applies fixed exponents to each rate and multiplies the result by a constant, producing a composite value intended to track the…

ForexTechnical indicatorsMulti-asset
MQL5 code base

This indicator presents three related series: a colored Fish histogram, a simple moving average of that series, and a second line formed by linearly weighted smoothing of the first average. The Fish value is calculated from a selected price constant, and the…

ForexTechnical indicatorsMomentumTrend following
MQL5 code base

The document describes a configurable expert advisor for scalping multiple currency pairs. It uses RSI, the Stochastic Oscillator, and Bollinger Bands, either separately or in combination, and offers trend-following and countertrend interpretations of…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This indicator plots account balance and equity over trading history, with optional displays for used margin and free equity. It can also show period returns, maximum drawdown in absolute and percentage terms, profit factor, and recovery factor. Filters…

Risk managementStatisticsFuturesForex
MQL5 code base

The document describes an Expert Advisor that trades signals from the BrakeParb indicator. A trade signal occurs at a bar close when the indicator reverses, changes color, and displays a prominent dot. The EA uses the changed indicator state to decide when…

ForexTechnical indicatorsBacktestingExecution
ProRealCode

The document describes a simple forex trading pattern based on four consecutive candles. A bullish setup consists of two bearish candles followed by two bullish candles; a bearish setup consists of two bullish candles followed by two bearish candles. The…

ForexTechnical indicatorsBreakoutRisk management
MQL5 code base

The document describes an expert advisor for applying stop-loss and take-profit levels to manually opened positions. It can manage only positions on the chart's pair or positions across all pairs from a single chart. Settings specify the stop and target…

ForexRisk managementExecution
MQL5 code base

This MetaTrader expert advisor manages open positions using virtual take-profit, stop-loss, and breakeven levels. It detects orders on a chart and displays the corresponding exit prices as labels, with separate colors identifying breakeven, stop-loss, and…

ExecutionRisk managementPosition sizingForex
SuperMind

This Expert Advisor combines a trend strength filter, a pullback trigger, and volatility-scaled exits. It requires ADX to be above a threshold and rising on closed bars. A pullback event is defined by the price-to-EMA distance, measured in ATR units,…

ForexTrend followingTechnical indicatorsVolatility
MQL5 code base

The document defines a Turkish lira basket index as the equally weighted average of the USDTRY and EURTRY exchange rates. It presents the index as a line in a separate chart window and describes two optional, customizable moving averages applied to a…

ForexTechnical indicatorsMulti-asset
MQL5 code base

ChannelAnt is a moving-average-based channel indicator built around a central balance line and surrounding lines that serve as potential support or resistance depending on the balance line’s position. For Forex channel construction, the description cites…

ForexTechnical indicatorsMean reversionBreakout
MQL5 code base

This Expert Advisor trades signals from the SuperWoodiesCCI indicator. It opens a trade when the indicator crosses the zero level, with the signal evaluated after the bar closes. The advisor can add the indicator to the chart automatically, using the same…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Flat Channel expert advisor seeks breakouts after detecting a narrow or slowing market range. It places a pending order in anticipation of a move beyond the channel and sets the stop distance to twice the channel width. The description recommends EUR/USD…

ForexBreakoutVolatilityRisk management
MQL5 code base

The document describes one Expert Advisor that runs three independent trading systems based on ColorJFatl_Digit indicator color changes. It generates signals when a bar closes and an indicator changes color, treating that as a trend change. Each system has…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This trading script description presents a two-part exit plan. It calculates position size from account balance, stop distance, and a chosen percentage risk, then splits the position between an earlier profit target equal to the stop distance and a farther…

ForexPosition sizingRisk managementExecution
MQL5 code base

This document describes an expert advisor that checks for trading signals when a new bar appears and only when it has no open position for the current symbol and its magic number. It averages the Bulls Power and Bears Power indicator readings across two…

ForexTechnical indicatorsRisk management
MQL5 code base

This MetaTrader expert advisor uses the Blau Ergodic MDI oscillator to generate trades. The described entry choices include reacting to a histogram direction change, a zero-line crossover, or a change in the signal cloud’s color. A configurable time window…

ForexTechnical indicatorsBacktestingExecution