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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 swing trading Expert Advisor uses a Percentage_Crossover_Channel indicator to generate signals in one of two ways. In channel mode, a bar’s low crossing or touching the lower boundary triggers a buy, while its high crossing or touching the upper…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the TSICloud indicator. It opens a trade when a bar closes and the indicator cloud changes color. An input setting can invert the signal direction, allowing the system to trade against the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an automated trailing-stop manager for MetaTrader 4. It monitors open positions and, after a chosen profit condition is reached, moves the stop loss as price advances favorably. Users configure the activation point, the distance…

Risk managementExecutionForex
MQL5 code base

The indicator overlays a selected symbol’s price bars in a separate window beneath the chart where it is launched. The displayed symbol can be chosen through an input parameter, and multiple copies can be configured to examine different instruments within…

ForexPairs tradingMarket microstructure
MQL5 code base

The document outlines an automated recovery system that begins with a buy order. If price rises, the order is closed; if price falls by a configured distance, the system opens a sell. If the overall profit target has not been reached and price reverses…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

The document describes an Expert Advisor that trades signals from the ExchangePrice trend indicator. A signal is generated when a bar closes and the indicator cloud changes color. The EA therefore follows shifts in the indicator’s trend state, with decisions…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This expert advisor compares the overlaid price histories of two currency pairs and trades when their divergence retreats from a recent maximum. It starts from a chosen point, scales the second pair’s price range to roughly match the chart pair, and measures…

ForexPairs tradingMean reversionBacktesting
MQL5 code base

This Expert Advisor bases its entries on Bill Williams’ Awesome Oscillator (AO) and Accelerator Oscillator (AC). It buys when both indicators are green and sells when both are red; an open position is exited when either indicator changes color. Signals are…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an expert advisor that trades when the MultiTrend_Signal_KVN indicator shows a new arrow as a bar closes. It identifies a change in the indicator’s trend direction as the entry signal. The described test uses the advisor’s default…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This screener searches symbols or selected asset categories for instruments whose current prices have fallen below recent closing-price peaks. Users can set a lookback period, with a 90-day default, and a drawdown threshold. The intended use is to surface…

Technical indicatorsMean reversionEquitiesForex
MQL5 code base

The document describes a forex indicator that expresses the current price position as degrees relative to daily price movement. It is intended to display these values across chart time frames and issue alerts when the price position or trend status changes.…

ForexTechnical indicators
MQL5 code base

This foreign-exchange expert advisor begins by looking for price breakouts, then adds orders progressively while seeking an overall profit target. It also takes small gains when positions become profitable and attempts to increase gains when the market…

ForexBreakoutGrid tradingTechnical indicators
MQL5 code base

The indicator described changes the color of a moving-average line when the Commodity Channel Index crosses configured upper or lower thresholds. An upward crossing marks an uptrend state and a downward crossing marks a downtrend state, providing a visual…

Technical indicatorsTrend followingForex
MQL5 code base

This entry introduces an Expert Advisor called Bull versus Medved that bases trading decisions on simple candlestick combinations. It is designed for the four-hour chart. The idea is attributed to Andrey, while the MQL5 implementation is credited to another…

ForexTechnical indicatorsBacktesting
pysystemtrade

This example adapts a pysystemtrade introductory trading rule to use spot foreign exchange prices from Interactive Brokers rather than futures prices from CSV files. It connects through ib_insync, retrieves configured currency-pair histories, and illustrates…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes an Expert Advisor that mirrors trades from selected strategies or manual trades within the same hedging account. In its default inverse mode, it swaps buy and sell directions, reverses stop-loss and take-profit roles at the same price…

ForexExecutionBacktestingRisk management
FMZ forum

The article distinguishes broker internalization, described as betting directly against a client’s unforwarded order, from market making, where a firm posts two-sided prices and supplies liquidity. It explains that a broker routing a client order to…

ForexMarket makingMarket microstructureExecution
ProRealCode

This EURUSD trend-following example uses the default MACD settings and a 14-period ADX filter. It opens a long position when MACD crosses above zero and a short position when it crosses below zero, provided ADX is above a stated minimum threshold. The sample…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This MetaTrader 4 example describes an expert advisor that monitors the combined floating profit or loss of open market orders sharing a configured magic number. It exposes a profit target, an optional loss limit, and the magic number used to identify the…

ExecutionRisk managementForex
MQL5 code base

This description explains an Expert Advisor that takes trade signals from the ColorBullsBearsEyes indicator, a modification of BullsBearsEyes. A signal is generated at bar close when selected conditions occur, such as a break in the indicator’s average line,…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This expert advisor uses the SSL_NRTR indicator to identify potential trend changes. It generates a signal when a bar closes and the indicator switches from a neutral state to a trend state, or changes from one trend direction to the other. The strategy can…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes an oscillator modeled on Williams Percent Range, with a variable lookback chosen according to price movement rather than a fixed number of bars. For each bar, the period is selected so that the price interval covered exceeds a…

Technical indicatorsForex
MQL5 code base

This MetaTrader expert advisor places a sell-stop entry below the current bid, then manages the pending order and any resulting position. It exposes settings for stop loss, take profit, spread and slippage limits, trading hours, and a magic number. Its…

ForexExecutionPosition sizingRisk management