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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 code base

This indicator guide explains how to visualize daily high-low ranges for Sydney, Tokyo, London, and New York sessions on a chart, with a separate outline for the London–New York overlap. Labels compare each session’s range with the average of recent…

CommoditiesForexTrend followingBreakout
MQL5 code base

This document describes a chart-based trading assistant that lets a user place market orders with keyboard commands and configure pending buy-stop, sell-stop, buy-limit, and sell-limit orders by selecting entry, stop-loss, and take-profit prices on a chart.…

ExecutionPosition sizingRisk managementForex
MQL5 code base

The document describes Roboost, a MetaTrader 4 expert advisor for major forex pairs on an hourly timeframe. It combines ideas from common forex robots, including RSI-based half-scalping, and can run on multiple pairs with separate settings. Its configurable…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This expert-advisor description outlines a trading system that acts when a bar closes and the AverageChangeCandle indicator changes direction. It identifies the indicator file needed for the advisor to run and notes that its trading library assumes brokers…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This Expert Advisor bases its trading signals on the BlauTVI trend indicator. It enters when the indicator histogram changes direction, with the signal checked after a bar closes. The rule therefore treats a shift in histogram slope or direction as a…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor uses the ColorSchaffMFITrendCycle oscillator to generate trades when its position crosses an overbought or oversold level. Signals are evaluated when a bar closes, so the described trigger depends on a completed bar rather than an…

ForexTechnical indicatorsBreakoutBacktesting
MQL5 code base

The Expert Advisor is described as a pure hedging system that places and manages two opposing market orders. It is intended for currency pairs traded through brokers with tight spreads and low commissions; the stated cost guideline is a combined spread and…

ForexExecutionRisk management
MQL5 code base

This document describes an Expert Advisor that opens trades when the DynamicRS_C indicator changes direction. It gives a practical setup requirement: the compiled indicator must be placed in the platform’s indicators folder. It also notes that a supporting…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a modular MetaTrader expert advisor organized around the ICT Daily Bias method. It identifies bullish, bearish, or revising market bias across timeframes as the directional input for trades. A risk-management component supports daily,…

ForexRisk managementTechnical indicatorsExecution
MQL5 code base

The Donchian Ultimate indicator extends the classic channel, which tracks recent price extremes, with adjustable periods, bar shifts, and five ways to calculate its upper and lower boundaries. It can display a higher-timeframe channel on a lower-timeframe…

Technical indicatorsTrend followingBreakoutForex
ProRealCode

This indicator plots daily pivot, support, and resistance levels from the previous day’s high, low, and close. It calculates the central pivot as the average of those three prices, then offsets support and resistance levels by 38.2%, 50%, 61.8%, and 100% of…

ForexTechnical indicatorsBreakout
MQL5 code base

The EA described combines the Adaptive Moving Average (AMA) and Relative Strength Index (RSI) in a two-stage signal. For a buy example, RSI must first fall below a configurable level of 30, and price must then cross above AMA within a configurable number of…

ForexTechnical indicatorsMean reversionPosition sizing
Freqtrade

This strategy is designed to capture short-term forex trends on a four-hour timeframe. It enters long when the 10-period RSI, calculated from the midpoint of open and close, crosses above 50 at the same time that the five-period EMA crosses above the…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

The document describes a high risk recovery approach that opens an opposite trade when price moves against an existing position by a defined pip distance. If price continues in the new direction, the gains on the newer position may eventually offset the…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

The document describes an Expert Advisor that trades signals from the BvsB trend indicator. A signal is generated when a bar closes and the indicator cloud changes color. For the EA to operate, the compiled indicator must be installed in the terminal’s…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The Schaff Trend Cycle (STC) is presented as a trend indicator that combines exponential moving averages with a stochastic cycle calculation. Its purpose is to make MACD-style trend signals respond earlier by adding a cycle component intended to account for…

Technical indicatorsTrend followingForex
MQL5 code base

This document describes an indicator that can display stochastic values for a user-selected symbol, rather than only for the chart’s current instrument. Multiple instances can be added with different symbol inputs, allowing a trader to view several pairs…

ForexTechnical indicatorsPairs trading
BigQuant

This post presents a rules-based foreign exchange strategy intended to trade rebounds within a trend. It uses a short moving average channel derived from prior highs and lows, together with MACD sign as a directional filter. Long entries are placed as limit…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

This document describes an indicator that marks recurring price levels on currency charts. It groups levels ending in 00 and 50 separately from those ending in 20 and 80, and lets traders show or hide either group. It also explains how to conceal an…

ForexTechnical indicators
MQL5 code base

This expert advisor trades signals from an Anchored Momentum Candle indicator. A signal is generated when a bar closes and the indicator’s candle color changes; the document says the advisor uses that event to initiate trades. It also notes that a…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document explains that standard MetaTrader 4 candles are built from Bid prices, while the Ask price may be visible only as a live line and is not retained in ordinary historical chart data. Because sell positions can be stopped out when the Ask rises,…

ForexMarket microstructureExecutionRisk management
MQL5 code base

The document explains point-and-figure charting as a way to display price movement while ignoring elapsed time. A new X or O is added only after price moves by a chosen box size; the chart changes direction after an opposite move reaches a specified reversal…

Technical indicatorsForexCryptoMarket microstructure
MQL5 code base

This document describes an automated trading system that uses the 2XMA Ichimoku Oscillator. It generates a signal when a bar closes and the indicator changes direction, then uses that change to determine trading actions. The text also notes dependencies for…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an Expert Advisor that places Buy Stop and Sell Stop orders at user-defined distances from the current price, with stop-loss and take-profit levels. When one side triggers, the other pending order is removed; after the resulting…

ForexBreakoutExecutionPosition sizing