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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 trading-advisor description outlines a strategy that generates buy and sell orders when the Relative Strength Index crosses user-selected thresholds. The RSI input can be calculated from close, open, high, low, median, typical, or weighted-close prices.…

Technical indicatorsForexExecution
NautilusTrader

This tutorial demonstrates a config-driven foreign-exchange backtest using a Parquet data catalog and a simulated venue. It loads quote ticks from either local Histdata files or a sample dataset, sorts them by timestamp, stores the instrument and ticks in…

ForexBacktestingTechnical indicatorsExecution
MQL5 code base

This document outlines a Forex Expert Advisor that combines breakout entries with a Martingale-style recovery process. Its settings include the share of account balance available for trading, profit and loss targets expressed relative to balance, a recovery…

ForexBreakoutPosition sizingRisk management
MQL5 code base

The document describes an MT5 chart panel that scans symbols in MarketWatch and displays long and short swap rates alongside estimated daily and weekly monetary costs. Users can set a reference lot size, sort the symbols, highlight favorable swap rates, and…

ForexFuturesCarryRisk management
MQL5 code base

This document explains a library approach for handling tick events from multiple symbols in an MT5 Expert Advisor. Since the platform's NewTick event is tied to the chart symbol running the advisor, the library provides a multisymbol callback that reports…

ExecutionBacktestingForex
MQL5 code base

Hoop Master 2 is described as an evolution of an earlier automated trading system that uses pending buy-stop and sell-stop orders with a Martingale approach. The update adds more formal controls over open positions and pending orders. Its central change is…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

The document explains how mismatched daylight-saving transition dates in the United States and Europe can affect the timestamps used for forex trading sessions. It describes a nominal weekly session lasting 120 hours and argues that the local server…

ForexExecutionRisk management
MQL5 code base

The module describes a trailing-stop method with two stop levels. A long stop behaves like a conventional fixed trailing stop, while a short stop becomes active when the Williams Percent Range (WPR) indicator exits its configured overbought or oversold zone.…

ForexTechnical indicatorsRisk management
MQL5 code base

This document describes an expert advisor that compares price changes across two adjacent historical windows. It calculates the start-to-end price difference within each window, compares the resulting values, and uses their relative size to predict the…

ForexTechnical indicatorsStatisticsRisk management
quant-trading

The script outlines an intraday foreign-exchange breakout strategy. It records prices during the hour before London opens, uses that period’s high and low as thresholds, and looks for a break during the first 30 minutes of the London session. It permits a…

ForexBreakoutBacktestingTechnical indicators
MQL5 code base

This indicator makes up to three market sessions visible on an intraday chart using vertical start and end lines, shaded bands, and optional labels. Each session has editable server-time boundaries, colors, and names; sessions that end before they start are…

Technical indicatorsForexCrypto
ProRealCode

This document outlines a MetaTrader expert advisor built around a zero-lag momentum indicator. Its stated trade conditions require the fast and slow trends to align and the fast trend to change direction. The setup uses a higher timeframe to display the…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

This document briefly describes a classic range-breakout expert advisor. The trading range is defined by a minimum number of bars and a maximum width measured in pips, with both parameters available for adjustment. The description indicates that users can…

ForexBreakoutTechnical indicators
MQL5 code base

The document introduces an indicator that displays a chart’s price in normalized form. It suggests looking for divergence between the normalized series and market behavior, and placing normalized series for several currency pairs in the same window to…

ForexTechnical indicatorsStatistics
MQL5 code base

The document describes an Expert Advisor that trades signals from an MFI_Slowdown indicator. A signal is recognized when a colored arrow appears, and the system generates its signal at the close of the bar. The advisor depends on the compiled indicator being…

Technical indicatorsBacktestingForex
MQL5 code base

The document explains how to size a forex position so that a stop-loss represents a chosen amount of account-currency risk. It distinguishes three currency relationships: a pair whose quote currency matches the account currency, a pair whose base currency…

ForexPosition sizingRisk managementExecution
MQL5 code base

This MetaTrader indicator combines price and RSI divergence detection with a panel projecting higher-timeframe candles. It marks bullish divergence when price forms a lower low while RSI forms a higher low, and bearish divergence when price forms a higher…

Technical indicatorsMomentumForex
MQL5 code base

The document describes an Expert Advisor that generates a signal when the i-CAi indicator changes direction, interpreted as a change in moving-average direction. The EA checks for the signal when a bar closes, then trades based on that change. It requires…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an Expert Advisor built around the iCCI_NR indicator. It opens a position at bar close when the indicator breaks its support or resistance levels and changes color. A position exit is signaled when the indicator crosses its mean line.…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader 4 expert advisor for trading around scheduled news releases. The user must enter the release time, lot size, stop-loss, and take-profit settings, with the start time intended to be set one minute before the announcement.…

Event-drivenForexExecution
MQL5 code base

The document describes an Expert Advisor concept for EURUSD that aims to capture a substantial part of a typical weekly move. It cites historical observations that most days had an average price change above 60 points and that weekly movement exceeded 200…

ForexTrend followingBreakoutRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from a WPR_Slowdown indicator. A trade signal is generated when a colored arrow appears, with the decision made at the bar close. The required compiled indicator must be available to the trading…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document describes a MetaTrader indicator that combines Ergodic, tick-volume, and OSMA components and lets the user select the timeframe from its inputs. Its example setting uses a four-hour chart period, illustrating that the indicator can draw data…

Technical indicatorsForex
SuperMind

This guide explains two Rust workflows for running Nautilus Trader backtests. The lower-level BacktestEngine approach assembles a simulated venue, instruments, in-memory market data, and a strategy before running the engine. It allows direct configuration of…

BacktestingExecutionFuturesForex