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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
WonderTrader
14 documents
Alphalens
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 script places a configurable sequence of pending orders above the current price. Inputs control the initial gap, spacing between orders, order type, number of orders, trade volume, stop loss, and take profit. The example uses buy-stop orders on AUDCAD,…

ExecutionGrid tradingForexRisk management
MQL5 code base

The iWPRSign_HTF_Signal indicator displays the trend direction or trade signal produced by iWPRSign for a selected bar using colored arrows. A right-pointing arrow marks continuation of the existing trend, while a diagonal arrow marks a change and indicates…

Technical indicatorsForexFutures
MQL5 code base

The document describes an Expert Advisor that trades signals from the BBands_Stop_v1 indicator. A transaction signal is generated when a bar closes and the indicator changes position and color. The advisor depends on the compiled indicator being available in…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor strategy uses color changes in XDPOCandle indicator bars to trigger trades. A signal forms at bar close when the indicator changes from orange to light green or in the reverse direction. The document identifies the required compiled…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes a Forex expert advisor that combines trend-following, breakout, and volatility filters to generate trades. It identifies an ADX threshold as a trigger for allowing trades, and says the system can close positions when opposing signals…

ForexTrend followingBreakoutVolatility
ProRealCode

This document outlines an Expert Advisor that trades from the ColorXMACDCandle indicator, evaluating signals when a bar closes. A configurable trend mode chooses between two approaches: detecting an intersection between the XMACD signal line and histogram…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

QQEA is described as a Forex oscillator built from moving averages and the Relative Strength Index. Its stated purpose is to provide a technical indicator for assessing market movement, and the document says users consider it less lagging than other…

ForexTechnical indicators
MQL5 code base

This document describes a MetaTrader 4 Expert Advisor that closes open market positions, removes pending orders, or does both at a specified local computer time. Users can target all eligible orders or narrow the action by symbol, magic number, or ticket…

ExecutionRisk managementForex
MQL5 code base

This expert advisor runs separate long and short systems using signals from the ColorMaRsi-Trigger indicator. The two directions can be configured independently, including how trade volume is set and how recent trade outcomes affect the next position. When a…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The document outlines an Inner Circle Trader view of intraday session behavior: liquidity builds during the Asian session, may be manipulated around the London open, and is distributed during the New York Killzone. It describes an MT4 indicator intended to…

ForexMarket microstructureTechnical indicatorsExecution
MQL5 code base

This document describes an Expert Advisor that trades signals from the JSatl_Digit_System indicator. It enters when a bar closes with a colored signal bar, provided the preceding bar had the opposite color or no color. The strategy therefore uses a change in…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a currency-strength indicator that estimates the relative strength of a currency from closing prices across seven pairs containing it. For a pair, the user plots the base currency’s indicator and then the quote currency’s indicator to…

ForexMean reversionTechnical indicators
SuperMind

This EUR/USD expert advisor averages losing positions in one chosen direction, buying or selling at the user's setting. When price moves against the open position by a specified step, it adds an order of fixed volume. After accumulated positions reach a…

ForexGrid tradingPosition sizingRisk management
ProRealCode

This indicator calculates Fibonacci-style pivot levels from the prior period’s high, low, and close. It supports daily, weekly, monthly, and four-hour periods, with a custom-session option for daily calculations. Users specify session start and finish times…

Technical indicatorsFuturesForexVolatility
MQL5 code base

The document briefly describes an Expert Advisor that combines the Relative Strength Index with a small neural network. It says the system processes market data in OHLC mode during optimization and only acts when a new bar appears. An EURUSD five-minute…

ForexTechnical indicatorsMachine learning
MQL5 code base

This Expert Advisor waits for a control bar whose opening hour matches a configured start hour, then searches a specified number of bars for the highest and lowest prices. Based on the chosen order type, it places pending limit orders or stop orders around…

ForexBreakoutExecutionMarket microstructure
MQL5 code base

This Expert Advisor uses the XMA Range Channel indicator to generate trades when a bar closes and its candle color changes from neutral to green or purple. Those changes represent a breakout through the channel formed by the indicator lines. The page…

ForexTechnical indicatorsBreakoutBacktesting
MQL5 code base

This document describes an MQL5 Wizard-generated Expert Advisor that combines a moving-average trend signal with the Relative Strength Index. It evaluates signals when a new bar appears and uses weighted indicator inputs with configurable thresholds to open…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This document explains a spread indicator formed from the quoted prices of two symbols. When the symbols are expected to move inversely, it reverses the second symbol before combining the quotes, effectively turning the calculation into a sum. Inputs include…

ForexPairs tradingMean reversionTechnical indicators
MQL5 code base

This research Expert Advisor describes a short-only EURUSD reversal strategy. It looks for an RSI overbought exhaustion signal during an allowed trading session, then checks whether the spread is small enough relative to current volatility before entering.…

ForexMean reversionTechnical indicatorsVolatility
MQL5 code base

The document explains a lock as equal-sized long and short positions in the same asset, which offset price-driven gains and losses while tying up margin. Its VR Locker Lite example opens both sides together, then uses averaging to expand the positions.…

ForexRisk managementPosition sizing
MQL5 code base

This automated strategy monitors Bollinger Bands on every price tick and places pending stop orders after price breaks a band at the distance associated with the widest configured level. A break above the upper band triggers four sell stop orders, while a…

ForexTechnical indicatorsBreakoutExecution
MQL5 code base

This document describes a simple chart indicator that draws lines to mark the current market phase and indicate which session is active. It identifies Asian, European, and American sessions, along with possible subdivisions within those sessions. The lines…

Technical indicatorsForex
MQL5 code base

This brief description presents an Expert Advisor based on the NRTR component of an Adaptive Renko indicator. It generates a trade signal when a histogram changes direction at a bar close. The document refers to a test on the EURAUD currency pair using…

ForexTechnical indicatorsBacktesting