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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,574 documents

MQL5 code base

The document describes a foreign-exchange chart panel that combines technical sentiment, trend stage and momentum, volatility, breakout status, swap carry, and upcoming economic events. It overlays moving averages, Bollinger Bands, and Donchian channels. The…

ForexTrend followingBreakoutCarry
MQL5 code base

This expert advisor combines a moving average with MACD to open trades and add to losing positions. It checks for signals or additions when a new bar appears. A sample buy setup requires MACD below zero, its main line above its signal line, and price above…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document describes a utility script for viewing open forex positions’ profit or loss in pips. It says the tool does not place or close trades, and reports four outputs: aggregate pip P&L across positions, the pip result for each position, the sum of…

ForexRisk management
SuperMind

The document describes a short-term forex approach that opens a position around the transition between trading days, following the direction indicated by the previous day’s candle. It also discusses a script designed to collect statistics on whether a price…

ForexTechnical indicatorsStatisticsRisk management
MQL5 code base

The note introduces an ATR-based range indicator used by an associated grid expert advisor. Its central idea is that a period of low volatility may precede an impulse move, and that the subsequent move can be approached with a flat breakout strategy. The…

ForexVolatilityBreakoutTechnical indicators
MQL5 code base

BoDi measures the distance between the upper and lower Bollinger Bands and displays that difference as a histogram. The document explains that the bands tend to widen during strong upward or downward price impulses and narrow as the movement loses force. It…

Technical indicatorsVolatilityForex
MQL5 code base

This Expert Advisor develops an earlier MACD-based system by replacing standard MACD with Zero-Lag MACD. It can reverse signal direction and manages a series of positions by increasing the spacing between entries, take-profit distance, and trade size as the…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This MetaTrader indicator marks selected local price tops and bottoms with colored dots. It calculates highs and lows over a configurable period, compares them with the broader trading range, and marks points that meet a significance threshold. The period…

Technical indicatorsForexBreakoutMarket microstructure
MQL5 code base

This Expert Advisor combines a moving-average trend indicator with a Momentum oscillator. It can evaluate signals on every tick or only when a new bar appears, and users can select the timeframe used to calculate indicators and read closing prices. Separate…

ForexTechnical indicatorsMomentumRisk management
MQL5 code base

This Expert Advisor trades when the LinearRegSlope_V1 indicator changes color. The signal is evaluated at bar close when the oscillator crosses its signal line, providing a rule-based entry trigger based on a change in the indicator’s direction. The advisor…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This trading system uses a color change in the JBrainTrend1Stop indicator at bar close as its entry signal. It adds to an existing trend-following position when open profit, measured in points, passes a threshold set in the Expert Advisor inputs. Position…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

This Expert Advisor uses the Kolier SuperTrend indicator with moving-average crossings to generate trade entries. A signal is acted on when the bar closes and a square of the corresponding color appears. The description specifies that the EA relies on the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes a basic MetaTrader 4 Expert Advisor that trades using the Stochastic oscillator. Its indicator parameters can be changed through the EA inputs, letting learners explore how different settings affect its signals. The text frames the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes the Oracle trading indicator as a forecasting tool that redraws its values four bars ahead. It notes that the indicator’s strong promotional description is disputed, and that redrawing makes its apparent past signals difficult to…

Technical indicatorsForex
MQL5 code base

This short description outlines an expert advisor that trades Aroon indicator crossovers on a 15-minute chart. Aroon up and down trend variables can be used to confirm the direction on an hourly chart. A Williams Percent Range oscillator is added to help…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes TSI_DeMarker, an oscillator that derives its values from the DeMarker technical indicator. It includes its own signal line, displayed as a colored cloud. The description identifies MetaQuotes as the author and notes a dependency on…

Technical indicatorsForex
MQL5 code base

This document describes ColorRSI_X20_HTF, an MQL5 indicator that lets the user choose the timeframe used for the ColorRSI_X20 calculation through an input parameter. The example default is a four-hour period, and the selected timeframe can differ from the…

Technical indicatorsForex
MQL5 code base

This document outlines an Expert Advisor that trades when the Ozymandias indicator’s middle line changes color. It is a simple signal-based approach, with the color transition serving as the trade decision trigger. The system requires the compiled indicator…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes configurable indicators for marking local highs and lows, also called swing points or fractals. A candidate high or low is identified by comparing a candle with neighboring candles. Users can set the neighborhood radius, which lets…

Technical indicatorsForex
MQL5 code base

IREA is an automated countertrend strategy based on the idea that unusually large price moves may be followed by movement in the opposite direction. It uses an InverseReaction indicator and enters against the shock on the next bar, provided the bar size…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

This document describes an automated trading system that uses a volume-weighted moving average candle indicator. It generates a trade signal when a completed bar changes color from green to pink or from pink to green. The document does not specify which…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a Forex expert advisor that compares the strength of eight major currencies, identifies stronger and weaker currencies, and trades major currency pairs using moving averages. It outlines three ways the strength measure can be…

ForexMomentumTechnical indicatorsRisk management
MQL5 code base

The indicator measures the relative strength of a selected currency from the closing prices of seven currency pairs that contain it. Its zero line represents the average over a configurable period, and a colored histogram is intended to make the reading…

ForexTechnical indicatorsMomentum
MQL5 code base

The indicator presents the direction or signal produced by OzymandiasSign at a selected bar, using chart symbols to distinguish continuing trends from changes that may indicate a trade. A right-facing arrow marks continuation, while a diagonal arrow…

ForexTechnical indicatorsTrend following