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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 document outlines an Expert Advisor that trades signals from the ForceTrend indicator. A signal is generated when a bar closes and the indicator bar changes color. The system relies on a compiled indicator file and describes a supporting library for…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes an Expert Advisor that generates a signal when a bar closes and the ColorJSatl_Digit indicator changes color. It requires the compiled indicator file to run and notes that a supporting trade library enables compatibility with brokers…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Expert Advisor generates signals from changes in the Color Schaff Momentum Trend Cycle oscillator. It waits for a bar to close and triggers when the oscillator crosses an overbought or oversold threshold. The document describes the signal rule and notes…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This expert-advisor concept monitors every open position, regardless of symbol or magic number, including positions opened manually or by another advisor. When a position’s loss reaches a configured threshold, the system opens an opposite position. The hedge…

Risk managementPosition sizingExecutionForex
MQL5 code base

This MetaTrader expert advisor combines a fan of moving averages across three timeframes, with five averages on each, to generate signals for GBPUSD on a five-minute chart. Its inputs tune position size, flat-market filters, stochastic thresholds,…

ForexTechnical indicatorsRisk managementExecution
MQL5 code base

The document describes an Expert Advisor containing three independent trading systems that use XWAMI indicators. Signals are generated at bar close when a trend change is indicated by an indicator color change. Each system can be enabled or disabled, and its…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This MetaTrader indicator displays the current bid-ask spread on a price chart and refreshes the reading with each incoming tick. It can also place a label near the bid line, making the spread visible alongside price. The document highlights its potential…

ExecutionMarket microstructureForex
SuperMind

This document describes configurable properties for the SmartAssTrade-V2 MetaTrader expert advisor. It specifies operation on the 30-minute chart and lists controls for Friday trading, automatic or manual lot sizing, maximum open orders, take profit, stop…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This expert advisor generates a trading signal when price crosses a moving average, then waits for a configurable number of minutes after the current bar opens before acting. Before opening a position in one direction, it closes positions in the opposite…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes an automated EURUSD strategy that opens buys when the MACD signal line crosses above a zero level and sells when it crosses below. It also mentions money management through a risk-to-reward setting and gives a sample test…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This MetaTrader 5 Expert Advisor bases its signal on a change in the cloud color of the CHOWithFlat indicator. A signal is formed when a bar closes and the indicator’s cloud changes color. The document identifies the required compiled indicator files and…

Technical indicatorsForexBacktesting
MQL5 code base

The document explains how a MetaTrader library can collect price history for several currency symbols and provide rates or closing prices by symbol and bar position. A user creates a symbol collection, adds the markets to analyze, and updates it before…

ForexMomentumTechnical indicators
MQL5 code base

This document describes a trading system that uses the SuperTrend indicator to generate signals. A trade signal forms when a new colored point appears, and the system acts at the close of that bar. The expert advisor depends on a compiled SuperTrend…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an expert-advisor concept that uses the Foster–Stewart criterion to identify trend direction and strength, then opens long or short positions when a threshold is reached. It uses separate parameters for buys and sells to reflect…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document explains a Turtle-style trend-following indicator built around breakouts of historical highs and lows. Its general rule enters on an N-day breakout and exits when price breaches an M-day extreme, with N longer than M. Examples pair a ten-day…

Trend followingBreakoutTechnical indicatorsForex
MQL5 code base

The document describes an MT5 scalping expert advisor that combines six entry filters: dual moving-average trend direction, ATR-based trend strength, price location relative to the averages, a volatility-buffered N-bar breakout, an RSI range check, and…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

The Expert Advisor identifies price consolidation levels and draws them as horizontal lines that form a channel. It uses the upper pair of lines as a corridor for buy positions and the lower pair for sells. The rules limit the number of positions of each…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

ForexLineSign is described as a semaphore-style indicator that issues signals when the estimated trend direction changes. It determines direction from the relative positions of a fast and a slow smoothed moving average, using their crossings or ordering to…

ForexTrend followingTechnical indicators
MQL5 code base

The document describes a TSI-MACD indicator that lets the user select the chart period through an input parameter, with a four-hour period shown as the default. The core concept is to apply the indicator using a timeframe that can differ from the chart’s…

Technical indicatorsForex
MQL5 code base

The document lists configurable parameters for a trading Expert Advisor, including lot size, stop loss, take profit, fast and slow moving averages, trade limits, and equity risk controls. It describes options for running the EA as either a single-trade…

ForexTechnical indicatorsGrid tradingPosition sizing
MQL5 code base

The document reports a historical test of a long-only EURCHF strategy on 15-minute bars, covering a short period in early 2014. Its listed settings include one-lot trades, a stop loss, a take profit, and a trailing stop. The report shows 67 completed trades,…

ForexBacktestingRisk managementExecution
MQL5 code base

This document describes an Expert Advisor that combines two independent trading systems, one based on BykovTrend_V2 and the other on ColorX2MA. Each system can generate an entry when a bar closes and either indicator changes color to signal a trend change.…

ForexTrend followingTechnical indicatorsBacktesting
ProRealCode

This short note shows how to flag two three-candle formations: three white soldiers and three black crows. The detection rules check that each candle in the sequence closes above or below its open, respectively, and that the closes move progressively upward…

ForexTechnical indicatorsMomentumStatistics
FinRL

This quick-start example outlines a FinRL workflow using a stock-trading environment and a Dow 30 ticker universe. A command-line mode selects among training, testing, and trading paths. The example configures daily Yahoo Finance data, technical indicators,…

Machine learningEquitiesForexBacktesting