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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

NautilusTrader

A stop-limit order waits for a specified trigger price, then submits a limit order at the chosen limit. This combines a conditional trigger with control over the worst acceptable execution price, making it useful for price-protected exits or breakout…

ExecutionRisk managementForexBreakout
MQL5 code base

The document describes an expert advisor that uses the ColorXDerivative indicator. It generates a signal when a bar closes and the oscillator changes direction, making the direction change the system’s stated trigger. The advisor depends on the compiled…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a forex and stock trading EA that uses the DeMarker indicator and changes position size after losses. A user can configure the multiplier or lot-size increments, trading hours, trade limits, stop-loss and take-profit distances, and a…

ForexEquitiesTechnical indicatorsPosition sizing
NautilusTrader

This example configures a backtest for a mean-reversion strategy on an AUDUSD perpetual contract. It feeds quote data into a backtest engine, forms one-minute midpoint bars, and instantiates a strategy configured with Bollinger Bands and RSI. The listed…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that trades changes in the FiboCandles indicator. It opens a trade when the indicator’s candle color switches between pink and green, with the signal evaluated at the bar close. The system depends on a compiled…

ForexTechnical indicatorsBacktesting
ProRealCode

This document presents an indicator intended for use with a trading strategy. It calculates an exponential moving average over a short lookback and tracks price extremes after the market crosses that average. A long signal is produced when the tracked high…

Technical indicatorsForexTrend following
ProRealCode

This document outlines a rule-based implementation of the TD Sequential indicator, designed to identify possible turning points against an existing trend. A setup phase counts qualifying consecutive price comparisons until a nine-bar condition is reached. A…

Technical indicatorsForexCommoditiesOptions
MQL5 code base

This brief description outlines an expert advisor that builds a series of trades in one direction. The direction is set by the first position, and subsequent positions are opened at what the description calls the best price while increasing trade volume. It…

ForexPosition sizingRisk managementTechnical indicators
MQL5 code base

The strategy uses the close at a chosen hour and weekday as a reference price. It buys or sells when price moves beyond a user-set fraction of the average daily range, with stop-loss and take-profit distances also defined as fractions of that range. The…

BreakoutPosition sizingRisk managementBacktesting
MQL5 code base

This expert advisor combines Heikin-Ashi color changes with a Keltner-style channel to time reversal entries. A color flip arms a signal, but entry waits for price to close back into or through the channel in the new direction. Signals expire after a…

ForexMean reversionTechnical indicatorsRisk management
ProRealCode

This document describes a forex trading method built around a CCI oscillator smoothed with a T3-style calculation. The indicator is said to generate directional signals as it moves across the zero line. The suggested entry waits for the second red or green…

ForexTechnical indicatorsMomentumRisk management
MQL5 code base

This document outlines an Expert Advisor that trades from signals produced by the Arrows_Curves indicator. It evaluates signals when a bar closes: a newly appearing colored point or a cross can trigger action, with points used for both opening and closing…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes a trading script that sets stop-loss and take-profit levels for open positions using a chosen risk–reward ratio. The trader specifies a stop distance in pips, and the script calculates a corresponding take-profit distance. It can…

ForexRisk managementPosition sizing
MQL5 code base

This document outlines an Expert Advisor that enters trades using signals from the BinaryWave oscillator. Signals are evaluated when a bar closes: the selected mode can trigger on a move through the zero level or on a change in the direction of a moving…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an Expert Advisor that trades when the Dots indicator changes color at a bar close. It gives a high-level entry signal rule based on that change, and notes that the strategy requires a compiled indicator file to run. A supporting…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This document describes an Expert Advisor that generates trades from the 2MoHLC indicator. At bar close, it can signal when the indicator crosses its zero level, the cloud changes color, or price breaks through the cloud; the selected trigger depends on the…

ForexTechnical indicatorsBacktesting
ProRealCode

This chart indicator marks the current day's high and low, opening price, and horizontal levels across the day’s range. It calculates percentage bands at regular intervals and Fibonacci-style retracement levels, then draws them from the first bar of the day…

Technical indicatorsForex
MQL5 code base

This document proposes a forex indicator inspired by the physics formula for linear momentum: mass multiplied by velocity. It maps mass to trade volume or tick volume, preferring tick volume because it is easier to obtain than total market-wide traded…

ForexMomentumTechnical indicators
MQL5 code base

This document describes an Expert Advisor that uses the XMACandles indicator to generate trades. A signal occurs when a bar closes and the indicator’s candle color changes. Running the advisor requires the compiled indicator, and an auxiliary library is…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The script opens a buy and a sell market order shortly before a news release, aiming to capture a sharp move in whichever direction price breaks. The proposed setup uses stop losses so that an adverse move can close the losing side while the surviving…

ForexEvent-drivenBreakoutRisk management
MQL5 code base

This trading system opens a position when a bar closes with a caudate candlestick signal from the CaudateXPeriodCandle indicator. It can also close the position after a preset holding period, making elapsed time an explicit exit rule. The example…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This Expert Advisor contains two similarly structured systems based on the Chande Momentum Oscillator crossing its zero line: one for long trades and one for short trades. Separate input groups control each side, including distinct magic numbers and position…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This document describes an automated trading system built around the ColorMETRO_XRSX indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The text also specifies that the indicator files must be installed in the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that enters trades when the WPR_Histogram changes from neutral gray to red or blue at a bar’s close. The color transition indicates that the Williams Percent Range oscillator has moved into an overbought or oversold…

ForexTechnical indicatorsBacktesting