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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

The document describes an Expert Advisor that trades signals from the CronexChaikin oscillator. A signal is generated when a bar closes and the indicator cloud changes color. It notes that the compiled indicator must be installed for the EA to operate and…

ForexTechnical indicatorsBacktesting
MQL5 code base

This expert advisor trades EURUSD on four-hour bars using a 14-period RSI threshold of 50. When RSI is below 50, it opens a short position and closes a long; when RSI rises above 50, it opens a long and closes a short. The listed parameters include a stop…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor uses the FlatTrend indicator to classify market conditions as flat or trending. With the signal timeframe set to the current chart period, the EA checks the indicator's histogram buffers on the current bar and opens a buy or sell position…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This indicator description explains a way to plot support and resistance levels from recent tops identified by a Gann ZigZag calculated on a selected higher timeframe. The timeframe can be fixed by the user, allowing the turning-point calculation to be based…

Technical indicatorsFuturesForex
MQL5 code base

This document describes an Expert Advisor that trades crossovers between a faster and a slower moving average. A signal is evaluated when a bar closes: a move above the fast average triggers a buy, while a move below it triggers a sell. The EA can add volume…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The expert adviser described here seeks retracements after unusually strong price movements in USD-based currency pairs. It combines the premise that sharp moves can be followed by pullbacks with a Momentum indicator trigger, including an AUDUSD example…

ForexMomentumMean reversionTechnical indicators
MQL5 code base

The E-Friday expert advisor uses the prior daily candle’s direction to choose a trade: it buys when that candle closed above its open and sells when it closed below its open. It permits only one open position at a time, making the stated approach compatible…

ForexTechnical indicatorsExecutionRisk management
ProRealCode

This strategy uses Bollinger Bands in relation to a 200-period moving average to identify directional conditions. It proposes entering on a pullback toward the 20-period average after the relevant band moves beyond the 200-period average. After price closes…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document briefly describes a MetaTrader Expert Advisor that calculates a trade lot size from a user-set risk percentage of free margin. Its example heading refers to a 100% risk setting, but no worked calculation, formula, or demonstration is included.…

ForexPosition sizingRisk management
MQL5 code base

This document describes an automated breakout approach driven by the Color_QEMA_Envelopes_Digit_System indicator. A trade signal is generated when a bar closes with a color that differs from the preceding bar, or when the preceding bar has no color. The…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

The indicator described here uses Williams Percent Range (WPR) to mark areas where price appears to stall while the fast WPR is in an overbought or oversold region. Its premise is that a potential price reversal may be preceded by a slowdown and turn in the…

Technical indicatorsMean reversionForex
BigQuant

This study adapts SinGAN, a multiscale generative adversarial network trained on one sample, to generate financial return sequences. Its pyramid trains progressively across scales: coarse layers represent broad, low-frequency structure, while finer layers…

Machine learningStatisticsBacktestingEquities
MQL5 code base

This indicator plots paired lines across the price chart and an oscillator chart to mark bullish and bearish divergences. It supports four divergence classes, each with controls for whether to detect it and for the colors used to display bullish and bearish…

Technical indicatorsMean reversionForex
MQL5 code base

The Comparative ADX indicator compares the ADX value of the charted instrument with the average ADX of five major currency pairs: EUR/USD, GBP/USD, AUD/USD, USD/JPY, and USD/CAD. USD/CHF is excluded because the description says it has historically moved in…

ForexTechnical indicatorsTrend following
MQL5 code base

The document outlines an automated strategy that combines RSI and MACD divergence or convergence with moving averages and fractal-based trend lines. It says the EA trades using the open price of the current candle, and describes the trend line as a filter…

CryptoForexEquitiesTechnical indicators
MQL5 code base

The document describes two entry rules based on the direction of the latest completed candle and the price range spanning that candle and an older candle. A bearish latest candle can trigger a buy when the older candle’s high is sufficiently far above the…

ForexTechnical indicators
MQL5 code base

The note describes a moving-average variant intended to reduce frequent signals when prices move sideways. Instead of treating every slope change as meaningful, it applies a fixed step threshold measured in pips. The displayed average remains unchanged when…

Technical indicatorsTrend followingForex
MQL5 code base

This description outlines an expert advisor that combines three moving averages with candle-based trailing stops and take-profit controls. It says the system trades using the open price of the current candle and presents major forex pairs and NASDAQ stocks…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This brief strategy description uses 15-minute bars and combines Parabolic SAR, MACD, and a simple moving average. SAR provides the initial directional cue, while MACD is used as an early indication of direction. For a buy setup, the description looks for a…

Technical indicatorsMomentumForexFutures
MQL5 code base

The BHS Expert Advisor uses an adaptive moving average (AMA) and nearby round-number prices to choose an initial pending order. When the current bar's close is above the indicator, it places a Buy Stop at the next upper round price; when the close is below,…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document introduces a currency strength indicator for MT4 intended to rank currencies by their relative readiness to break out. It presents the tool as a way to identify stronger and weaker currencies and to help assess whether a breakout may be genuine…

ForexBreakoutTechnical indicators
MQL5 code base

This document describes an Expert Advisor that uses a universal Bezier curve to generate trading signals. It checks for a change in the curve’s direction and forms a signal when a bar closes. The approach is therefore based on curve direction changes rather…

Technical indicatorsForexBacktesting
MQL5 code base

This document describes a MetaTrader expert advisor that combines a moving average with a Momentum indicator. It evaluates signals when a new bar forms, uses the previous bar's close and the current bar's open when opening positions, and refers to prior…

ForexMomentumTechnical indicatorsBacktesting
ProRealCode

Dynamic Flow Ribbons is presented as a trend-following chart indicator that builds upper and lower bands around a short moving average of typical price. Its band distance is based on a long average of the high-low range, scaled by a configurable factor. The…

Technical indicatorsTrend followingVolatilityForex