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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
Quantopian lectures
45 documents
Binance API docs
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

ProRealCode

The document presents an array-based ZigZag indicator for plotting alternating swing highs and lows. A configurable threshold can be expressed in pips or as a percentage; the percentage mode uses the previous day’s close as its reference, which the author…

Technical indicatorsForexVolatility
MQL5 code base

This utility displays an instrument’s swap values on a chart, using different text colors for positive and negative values. It also shows the instrument name and the date and time at which the values were captured. Because swap rates can change, the…

FuturesForexExecution
MQL5 code base

The document describes a trading system that combines the Alligator indicator with Fractals. Its basic entry idea is to detect a particular grouping of Alligator lines and confirm the signal with a fractal. The system also offers configurable indicator exits…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

The document briefly describes an indicator that combines weighted-close candlesticks, calculated from the high, low, close, and close again, with arrows associated with a ZigZag indicator. It notes that users can choose whether to display directional…

Technical indicatorsForex
MQL5 code base

The code provides a MetaTrader 4 Expert Advisor example for identifying a Friday that falls between the first and seventh calendar days of a month. It checks the current weekday and day of month, then compares the current daily candle's timestamp with a…

ForexEvent-driven
MQL5 code base

This expert advisor uses signals from the NRatioSign indicator, with configurable upper and lower thresholds for overbought and oversold conditions. It offers two entry styles: trade when the indicator enters one of those zones, or wait until it exits the…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

This short description outlines an expert advisor that trades when a ColorZerolag indicator cloud changes color. The stated trigger occurs at a bar close when the oscillator crosses its signal line, making the strategy a crossover-based entry approach. The…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

LotLoss is a basic position-sizing tool for calculating a lot size from two inputs: the amount of money a trader is willing to lose and the stop-loss distance in points. The principle is to set the loss budget first, then scale the position so that a move to…

ForexPosition sizingRisk management
MQL5 code base

This short MetaTrader expert advisor opens an initial sell position when initialized, with stop loss and take profit set to fixed point distances. On later starts, it checks open orders for the current symbol and, when no matching order is found, submits a…

ForexExecutionRisk management
MQL5 code base

The document describes a draft expert advisor that opens long and short positions simultaneously. Its defining condition is that the losing position’s stop loss is reached five points before the profitable position’s take profit. It says the strategy…

ForexExecutionBacktestingRisk management
BigQuant

This tutorial explains how to request foreign exchange futures market data through an HTTP endpoint and a WebSocket connection. It uses the micro British pound continuous contract as an example, showing how request parameters identify the bar interval,…

FuturesForexMarket microstructureExecution
MQL5 code base

This indicator draws candles from a larger timeframe as filled rectangles on a chart. It uses the dot colors from the AMkA indicator to determine the candle coloring: the body is green or red according to the indicated trend direction, and the shadows use…

Technical indicatorsTrend followingForex
MQL5 code base

This indicator compares the Average True Range (ATR) with an average of ATR and displays their difference as a color histogram. Yellow marks periods when ATR is above its average, while dark blue marks periods when it is below. The display is intended to…

VolatilityTechnical indicatorsForex
MQL5 code base

This short description identifies a MetaTrader 4 expert advisor built around three technical indicators: a 100-period simple moving average, a 14-period Average Directional Movement Index, and Parabolic SAR. It states that the author is testing the EA on…

ForexTechnical indicatorsTrend following
MQL5 code base

The document outlines a GBPUSD expert advisor concept that opens positions at a specified time, with an adjustable hour shift. It counts bullish and bearish bars on the one minute chart and exposes settings for the number of bars considered, maximum open…

ForexPosition sizingRisk managementTechnical indicators
MQL5 code base

This document describes a simple Expert Advisor that uses a fractal Williams Percent Range oscillator to generate entries. It sells when the oscillator crosses downward through its overbought threshold and buys when it crosses upward through its oversold…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document outlines an Expert Advisor that analyzes two moving averages and two ADX indicators across one-minute and one-hour periods. It lists fixed trade volume and fixed profit-taking and loss levels, along with a threshold parameter for the distance…

ForexTechnical indicatorsRisk management
MQL5 code base

The document describes an Expert Advisor that takes trade signals from a CMO-based cloud indicator. It opens a position when a bar closes and the indicator cloud changes to the opposite color. The supplied description identifies the indicator file required…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an Expert Advisor that trades signals from the SSL indicator. It checks for a color change when a bar closes and uses that change to form a trade signal. The example setup tests EURUSD on an eight-hour timeframe during 2015. The stated…

ForexTechnical indicatorsBacktesting
SuperMind

This document outlines a MetaTrader 4 Expert Advisor template that retrieves economic calendar events without using a DLL. It describes a basic news-state signal: the EA indicates whether an event falls within a configurable window before or after its…

Event-drivenForexExecution
MQL5 code base

This document describes an Expert Advisor that trades when the TriXCandle indicator changes candle color. It generates a signal after a bar closes, so the decision is based on a completed candle rather than an intrabar color change. The advisor depends on a…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes an indicator that calculates an adaptive Relative Strength Index from tick data and displays it in a separate chart window alongside fast and slow moving-average lines. Users can customize calculation periods, moving-average types,…

Technical indicatorsForex
ProRealCode

This document describes a corridor approach built from two Bollinger Band envelopes: inner bands at one standard deviation and outer bands at two standard deviations around a 20-period exponential moving average. It presents the indicator as applicable to…

ForexTrend followingTechnical indicators
MQL5 code base

This MetaTrader expert advisor uses stochastic crossovers for entries: it buys when %K crosses above %D and sells when %K crosses below %D. The stated setup is for an H1 chart, with adjustable stochastic periods and slowing. It assigns each trade a fixed lot…

ForexTechnical indicatorsMomentumRisk management