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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

The described expert advisor places buy-stop and sell-stop pending orders at specified times, using a set distance from the current price and attaching a stop-loss. Instead of submitting a take-profit order to the broker, it monitors open positions and…

ForexExecutionRisk management
MQL5 code base

This mechanical strategy sets a reference price at the start of a chosen period, then places upper and lower breakout levels at a user-defined distance from that price. An upward break can trigger a buy-stop or sell-limit order, while a downward break can…

BreakoutForexPosition sizingRisk management
MQL5 code base

The scanner displays two normalized measures for each candle: its body size relative to the average body and its high-to-low range relative to the average range, with both averages based on the previous 100 candles. It arranges readings from the current…

VolatilityTechnical indicatorsForex
MQL5 code base

The document describes a way to estimate the relative strengths of RTS, the US dollar, and the Russian ruble using synthetic instruments built from FORTS futures. It names futures contracts linked to RTS in rubles, RTS in dollars, the dollar-ruble exchange…

FuturesForexTechnical indicators
MQL5 code base

The document explains a basic MT5 Expert Advisor news filter for XAUUSD. It defines a list of scheduled news timestamps and checks whether the current server time falls within a configurable interval before or after any listed event. While inside that…

ForexCommoditiesEvent-drivenRisk management
MQL5 code base

This document describes an MT5 indicator that measures price change over a user-defined number of seconds and displays the result in points and percentage. It uses tick history, so the described tool is limited to MT5. The displayed value can be based on…

ForexMomentumTechnical indicatorsHigh-frequency trading
MQL5 code base

The document describes a trading system that acts on signals from an Aroon Oscillator alert indicator. A signal is considered formed when a colored indicator icon appears at a bar’s close, providing the system’s stated timing rule. It references an Expert…

ForexTechnical indicatorsBacktesting
MQL5 code base

This expert advisor places Buy Stop and Sell Stop orders at a user-set time of day and removes pending orders at another specified time. If either order triggers, it detects the trade event and cancels the opposite pending order, creating an OCO-style entry…

ForexBreakoutExecutionRisk management
MQL5 code base

This document introduces an indicator that plots two price channels using moving averages of the high and low values in a price series. The resulting bands frame price with separate upper and lower average lines, offering a technical view of its range and…

Technical indicatorsForex
MQL5 code base

This document describes an Expert Advisor that combines a moving average (MA), the Commodity Channel Index (CCI), and stochastic oscillator readings to generate buy and sell signals. A buy is triggered when CCI and stochastic are below their respective…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

Plan X opens a position when the close of bar 1 differs from the close of a reference bar by more than a configured channel height. A move above the reference close triggers a buy by default, while a move below it triggers a sell. An optional reverse setting…

ForexBreakoutExecutionRisk management
ProRealCode

This indicator builds upper and lower range boundaries from recent price fractals. It uses a volatility-cycle measure derived from rolling standard deviation, then smooths and bounds that measure. The boundaries update only in the low-volatility state, and…

Technical indicatorsVolatilityMean reversionBreakout
MQL5 code base

This expert advisor trades when the DigitalF-T01 indicator cloud changes color. The entry signal is evaluated at bar close and depends on the oscillator crossing its signal line. The document describes the trigger and notes that the strategy requires a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that trades based on arrows from the WPRSIsignal indicator. It generates a signal when a colored arrow is present at the close of a bar. The EA depends on a separately compiled indicator file, and the accompanying…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an Expert Advisor that places a pending buy-limit or sell-limit order at the value of a moving average, identified as MA(590-M1). As the moving average changes, the pending order is amended to follow it. Once filled, the order is left…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This automated strategy places three buy stops and three sell stops when the current close is inside the Bollinger Bands and there are no pending orders. The orders are arranged in steps, with separate take-profit settings for each buy and sell pair. A stop…

ForexVolatilityBreakoutExecution
MQL5 code base

This trading system enters when a bar closes after a channel breakout, using signals from an external indicator. It can also close an open position after a preset holding period, with time-based exits enabled by default and the holding limit specified in…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This indicator description outlines an enhanced Heikin Ashi tool for chart analysis. It offers five configurable smoothing approaches: simple, exponential, double-smoothed exponential, smoothed, and weighted moving averages. A multi-timeframe option maps…

Technical indicatorsTrend followingForex
MQL5 code base

The document describes a short-term news trading setup for a four-digit forex broker. Before a high-impact release, such as a central bank decision or employment report, the script places both a buy-stop and a sell-stop order. The proposed logic aims to…

ForexEvent-drivenExecutionRisk management
MQL5 code base

The strategy looks for unusually large candle movements and places stop orders to enter in the direction of a rapid price move. Its trigger is a configurable volatility or price-change threshold, with the article suggesting that a move of more than 200…

ForexBreakoutVolatilityExecution
MQL5 code base

This document describes an Expert Advisor that uses signals from the Trigger Line indicator. A signal is formed at bar close when the indicator’s main and signal lines cross and the indicator cloud changes color. The EA depends on a separately compiled…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes a MetaTrader Expert Advisor that uses Bollinger Bands signals and trades on new bars. A buy signal closes open sell positions, while a sell signal closes open buy positions. Version 2 adds configurable stop loss, take profit, trailing…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes an automated strategy that trades pullbacks relative to a trend indicated by fast and slow moving averages. It lists configurable entry triggers, stop loss and take profit settings, trailing stops, break-even behavior, trade limits,…

ForexEquitiesTrend followingTechnical indicators
ProRealCode

The document presents a fixed-box Renko indicator designed to make Renko-like signals usable in ProRealTime backtests. It initializes upper and lower levels around the closing price, then shifts both levels by one box when the close crosses beyond the next…

Technical indicatorsBacktestingFuturesForex