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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 reference explains a 24-hour analog clock that displays Greenwich Mean Time alongside the scheduled open and close status of major exchanges across Asia-Pacific, the Middle East, Europe, and North America. It lists session hours in GMT and distinguishes…

Multi-assetEquitiesForex
MQL5 code base

The New Martin expert advisor begins by opening opposite buy and sell positions in an account configured for hedging. When a position closes at take profit, the system opens a replacement position in the same direction. This can leave a losing position…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document describes an Expert Advisor that trades changes in direction identified by a three-state MaRsi-Trigger indicator. It generates a signal when a bar closes and the indicator registers a trend reversal. To reduce processing work, the Expert…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document gives a brief description of a trend-oriented trading setup built from moving averages and the Accelerator Oscillator. It specifies moving averages across three timeframes, using five averaging periods, and Accelerator Oscillator readings on two…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes a multicurrency expert advisor that automatically selects and trades currency pairs from a configurable currency list, with the advisor attached to a single chart. Users can reduce the selected currencies to limit the number of open…

ForexPairs tradingRisk managementBacktesting
MQL5 code base

The document outlines an Expert Advisor that trades signals from a trend-arrows indicator. A signal is considered formed when a large colored dot appears, with the decision made at the close of the bar. The system depends on a compiled indicator file, and…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This expert advisor combines the MACD main and signal lines with the Parabolic SAR position relative to the current bid. Its basic buy condition requires the MACD main line to exceed the signal line while the signal line is below zero and SAR is below price.…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document introduces StepRSI_v5.2, a trend indicator built from an RSI-like oscillator and its signal line. Its output is displayed as a colored cloud, giving traders a visual way to interpret the relationship between the oscillator and signal as a trend…

Technical indicatorsForexTrend following
MQL5 code base

This document describes settings for a scalping Expert Advisor presented as a retracement strategy, intended for a five-minute chart and named for EUR/USD and NASDAQ stocks. It lists controls for moving-average lengths, trade size, maximum trades, stop loss,…

ForexEquitiesHigh-frequency tradingExecution
MQL5 code base

This trading script description explains a workflow for placing pending orders while sizing positions from a chosen equity risk limit. Users specify either a risk percentage or a fixed risk amount, along with broker minimum lot size, the number of positions,…

ExecutionPosition sizingRisk managementForex
MQL5 code base

The document describes a currency-strength indicator that estimates the relative strength of a selected currency from closing prices across seven currency pairs containing it. To analyze a pair, the user plots the indicator for its base currency and then for…

ForexMean reversionTechnical indicators
Lumibot

This documentation explains how to use Polygon as a historical price-data source for LumiBot backtests across stocks, options, forex, and cryptocurrencies. It describes supplying an API key, selecting a backtest date range, and running a simple example…

BacktestingMulti-assetEquitiesOptions
MQL5 code base

This expert advisor uses one moving average to define a price channel. The upper boundary is the moving average plus a configurable ceiling, and the lower boundary is the moving average minus a configurable floor. It reads the moving average and current…

ForexTechnical indicatorsRisk management
ProRealCode

This indicator uses the European premarket range to plot potential price levels for the active session. On a five-minute chart, it tracks the high and low during the period beginning at 08:05 and ending at 09:00, then uses those bounds as anchors for bullish…

Technical indicatorsBreakoutForexEquities
MQL5 code base

The indicator described here plots candlestick bars using moving-average values derived separately from price open, high, low, and close. This presents a smoothed view of price structure in a candlestick format, allowing a trader to inspect candle bodies and…

ForexTechnical indicators
MQL5 code base

This brief EA description says ExFractals relies on a custom ExVol indicator, but does not explain how that indicator generates trading signals. Its practical detail is concentrated in trade management: separate stop loss, take profit, and trailing settings…

ForexRisk managementPosition sizing
MQL5 code base

The document describes an MQL4 chart indicator for identifying harmonic patterns and possible emerging or reversal patterns. Users can search for candidate patterns, step through results to inspect the D point and pattern name, snap XABC points to nearby…

Technical indicatorsForexMean reversion
MQL5 code base

This document explains a MetaTrader expert advisor that closes open trades for the chart’s symbol when price reaches a moving average. In Stealth Mode, buy trades close when the bid is at or below the average, while sell trades close when the ask is at or…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

The document briefly describes the Commentator indicator as a tool that combines a group of technical indicators and presents trade recommendations. It identifies Andrey Opeyda as the author and states that an earlier version was implemented in MQL4 and…

Technical indicatorsForex
MQL5 code base

This indicator ranks visible currency pairs by a selected measure of current price movement. The user can choose either the distance from the opening price or the high-to-low range; the tool calculates the selected value for pairs listed in the platform’s…

ForexVolatilityTechnical indicators
ProRealCode

This intraday EUR/USD system uses five-minute bars during a stated daytime session. It enters long or short on RSI divergence signals near swing lows or highs, subject to a modified, delayed Donchian Channel filter intended to avoid entries against strong…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that trades when the ColorMomentum_AMA indicator changes direction. The signal is evaluated at bar close, and the advisor places a trade based on that change. It also gives an installation note for the compiled…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This document explains a simple automated Forex strategy driven by the crossover relationship between short- and long-period moving averages. When the short average is above the long average, the EA treats the market as bullish, closes any sell positions,…

ForexTrend followingTechnical indicatorsRisk management
NautilusTrader

This example sets up a simulated GBP/USD market-making strategy using one-minute bid and ask bars. It configures a margin account, starting balance, maker and taker fees, and a probabilistic fill model with specified fill and slippage probabilities. The…

ForexMarket makingGrid tradingBacktesting