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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 Expert Advisor generates a trading signal when a bar closes and the JBrainTrend1Stop NRTR indicator changes color. The description says the EA depends on compiled indicator files being installed in the platform’s indicator directory. It also mentions a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator defines the Asian session range, then looks for a London or New York wick through one boundary followed by a close back inside. A signal requires a later close beyond the opposite end of the sweep bar within four bars. It enters at the next…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This forum post describes an early automated trading system tested on EURUSD at the one-minute frequency. The author reports a very large gain over much of 2007 from an initial deposit of 3,000 USD, but says the system lost the deposit over 2005–2006 and in…

ForexRisk managementBacktestingPosition sizing
MQL5 code base

This trading system enters when a colored arrow from the Chandelier Exit indicator appears at bar close. It follows the indicator’s trend signal and can increase the volume of an open position when the latest deal’s profit exceeds a user-set threshold. The…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This expert advisor trades changes in the cloud color of a Stochastic Chaikin Volatility indicator. It checks for a change when a bar closes and uses that event to form a trading signal. The document describes the signal rule but does not explain the…

ForexVolatilityTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor uses the wlxBWWiseMan-2 semaphore indicator. It generates a trade signal at bar close when a graphical object in the corresponding signal color appears. The document also notes that the compiled indicator must be installed in the…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This Expert Advisor describes a framework for overlay hedging across currency pairs listed in the trading platform’s Market Watch. It calculates correlations between symbols and Average True Range ratios for possible hedge combinations, assigning distinct…

ForexVolatilityStatisticsRisk management
MQL5 code base

The document outlines a two-sided stepped grid strategy. It sets a grid distance, opens a long after a decline by that distance and a short after a rise by the same distance, then closes a position when price has moved two grid distances upward. Initial…

Grid tradingPosition sizingBacktestingCrypto
MQL5 code base

This MetaTrader indicator marks candles whose price changes exceed user-set limits. It reports changes in points and percentages, with separate display colors for gains and losses. The threshold settings let users filter out smaller moves, and a bar limit…

ForexTechnical indicators
MQL5 code base

This brief description introduces WaveMTF, a MetaTrader 4 indicator that displays bull and bear signals on a chart. It offers signal notifications through on-screen alerts, email, and push messages, with options to show trader information and signals on the…

Technical indicatorsForex
MQL5 code base

The document describes an Expert Advisor that places buy and sell orders at expanding Fibonacci-based intervals, adjusting grid spacing and position sizes to market conditions. Its proposed filters combine Market Profile value areas with ADX trend strength…

Grid tradingForexCommoditiesTechnical indicators
ProRealCode

This indicator separates bars into upward and downward volatility readings according to whether the close is above or at or below the prior close. For the selected direction, it uses the prior bar’s average true range plus half the difference between the…

Technical indicatorsVolatilityForex
MQL5 code base

This document describes an Expert Advisor that generates trades from the RVI_Histogram indicator when a bar closes. A selectable trend-detection mode uses either a crossover between the indicator’s main and signal lines together with a cloud-color change, or…

ForexTechnical indicatorsBacktestingMomentum
ProRealCode

This document outlines a basic directional system for EUR/USD on a two-hour chart. It opens a long position after a bullish candle whose body exceeds twice the ATR, and opens a short after a bearish candle whose body exceeds the same threshold. A position…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This MetaTrader indicator colors candles according to their relationship with a moving average. It supports simple, exponential, smoothed, weighted, and triangular methods, along with standard period, shift, method, and price inputs. The instructions…

Technical indicatorsForex
MQL5 code base

This document describes an Expert Advisor that opens trades at a configured time and can close them at another configured time. Users can enable buy orders, sell orders, or both, and set the entry time, entry window duration, trade volume, stop loss, and…

ForexExecutionPosition sizingBacktesting
MQL5 code base

This description outlines an expert advisor that combines a Harami candlestick pattern with fast and slow moving averages. It is presented for major forex pairs and Nasdaq stocks on four-hour and daily charts, and includes settings for trade size, stop loss,…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This example describes an expert advisor that uses Heiken Ashi candles on two timeframes to signal entries. Its bullish condition looks for a current candle with a rising close and open at the low, preceded by another rising candle whose open is not at the…

ForexTechnical indicatorsExecution
MQL5 code base

This document presents Hans123_Trader as an expert advisor intended for EUR/USD on an hourly chart. It lists two trading-session windows and configurable values for trailing stop, take profit, and initial stop loss. The session windows divide the day into…

ForexRisk managementExecution
MQL5 code base

This indicator describes a reversal system that searches a chosen number of completed candles for a local high or low. A sell setup occurs when a candle marks the interval’s high and then closes bearish; a buy setup occurs when a candle marks the low and…

Technical indicatorsMean reversionForex
MQL5 code base

This trading-system description uses the XFatlXSatlCloud indicator to signal a change in trend direction. A trade signal is generated at bar close when the indicator cloud changes color. The document concerns an Expert Advisor setup, requiring the compiled…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader 5 account-level risk manager intended for proprietary trading evaluations. It monitors all positions, regardless of whether an expert advisor or manual trading opened them, and can close positions and remove pending…

Risk managementPosition sizingExecutionForex
MQL5 code base

This expert advisor uses the Williams Percent Range indicator for contrarian entries: it sells when the indicator is overbought and buys when it is oversold. It was designed for EUR/USD on the one-minute timeframe, with a five-digit price feed, though the…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

BreakTrend is described as an indicator for grid strategies, which can suffer losses when an early entry goes against a strong developing trend. The indicator waits until a sizable move has occurred, then signals when a reversal or pullback may be possible.…

ForexTechnical indicatorsGrid tradingMean reversion