Skip to content

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
WonderTrader
14 documents
Alphalens
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 an automated scalping system called Angry Bird. It is said to react sensitively to price movement and includes controls such as an equity stop, equity risk management, a trailing stop, a timeout, and a maximum duration for open trades.…

ForexRisk management
MQL5 code base

This Expert Advisor is described as a moving-average breakout system that looks for fast price deviations from a significant moving average. Its listed indicators are two moving averages, RSI, and two Envelopes, and it is intended for hourly charts. The…

ForexBreakoutTechnical indicatorsRisk management
ProRealCode

This indicator calculates daily pivot points from the prior trading session’s high, low, and close. It derives a central pivot as their average, then plots three resistance and three support levels using the session’s high–low range. The author explains that…

ForexTechnical indicators
MQL5 code base

The Power of XXX indicator is described as a relative-strength measure for a currency, calculated from closing prices of seven pairs that contain that currency. The proposed use is a mean-reversion approach comparing the strength curves of the base and quote…

ForexMean reversionTechnical indicators
MQL5 code base

This document explains how a multicurrency Expert Advisor can detect when a new bar begins on instruments other than the chart symbol. Because OnTick is driven by ticks on the chart instrument, the EA needs to track bar start times for each symbol and…

ExecutionForex
MQL5 code base

The document describes a currency-strength indicator that compares a currency’s relative strength using closing prices from seven pairs containing that currency. For a pair with XXX as the base currency and YYY as the quote currency, it recommends placing…

ForexMean reversionTechnical indicators
MQL5 code base

The document describes a currency trend indicator attributed to Doug Schaff. It says the calculation uses a version of Schaff Trend Cycle built from the MACD signal line, then applies RSI as a final calculation. The resulting oscillator is expressed on a…

ForexTechnical indicatorsMomentum
MQL5 code base

This document describes a modified chart indicator that isolates the Asian trading session and draws boxes to mark that period. Users can adjust the session time to their local time, choose box colors, and decide whether the boxes are filled. The…

Technical indicatorsForexMarket microstructure
MQL5 code base

This document describes a chart-based trading script that opens a sell position from a chosen cash amount rather than a manually specified lot size. The script calculates the corresponding lot quantity and then submits the trade, making the requested…

Position sizingExecutionRisk managementForex
MQL5 code base

TuyulGAP is described as a MetaTrader 5 expert advisor for trading potential price gaps at the start of a new week. Before the Friday market close, it places opposing buy-stop and sell-stop orders around a range defined by the highest high and lowest low…

ForexBreakoutExecutionRisk management
MQL5 code base

This indicator study compares three exit rules applied to the same Turtle-style Donchian breakout entries: an ATR trailing stop, a shorter exit channel, and a fixed profit target. Entries occur when a closed bar first crosses beyond the previous channel;…

CommoditiesForexBreakoutTrend following
MQL5 code base

This brief description introduces an Expert Advisor based on the TrendEnvelopes semaphore indicator. It generates a trade signal when a colored point appears at the close of a bar, with the point’s color indicating the trade direction. The document also…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator plots the price difference between two chosen trading symbols, with AUDUSD and NZDUSD given as defaults. Each symbol has a weight parameter, allowing the displayed spread to reflect a weighted difference rather than only an unadjusted…

ForexPairs tradingMarket microstructureTechnical indicators
MQL5 code base

The described expert advisor looks for a bar whose range is slightly smaller than the minimum bar range observed over a configurable lookback period. When this condition occurs, it places pending stop orders around the previous bar's high and low, offset by…

ForexBreakoutVolatilityExecution
MQL5 code base

This Expert Advisor uses one of two CCIT3 indicator variants to generate directional trades. It opens a buy after the indicator crosses above zero and a sell after it crosses below zero, using the previous bar’s value for the signal. The indicator…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This Expert Advisor builds several price patterns at different historical depths from tick movements. It encodes each pattern as a binary sequence according to whether each sampled price rose or fell, then tracks virtual trades for pattern configurations and…

ForexMachine learningStatisticsBacktesting
MQL5 code base

ADX Cross Hull Style is presented as a trend indicator that displays ADX signals as chart arrows. The note recommends using it alongside other tools: Bollinger Bands to help confirm a correction, and moving-average or momentum-style indicators to assess…

ForexTechnical indicatorsTrend following
MQL5 code base

This MQL5 charting example shows how to place several currency-pair subcharts inside one chart window to monitor price movements and possible relationships between pairs. It uses a subchart graphical-object class and describes adjusting display settings such…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

This foreign-exchange Expert Advisor is described as using an EMA_RSI_VA indicator. It opens a buy signal when the fast line crosses upward and a sell signal when that line crosses downward. An optional position-size scaling feature increases lot size…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The Session Reality Auditor compares a broker’s declared quote and trade sessions with observed one-minute bars over a configurable history window. For each weekday and minute, it measures how often bars appear, then reports effective sessions, declared…

Market microstructureExecutionBacktestingRisk management
MQL5 code base

This document describes an Expert Advisor that trades breakouts of a channel formed by two TMA moving averages. The upper and lower trigger levels are offsets from a TMA average, set by user inputs; a trade signal occurs when a bar closes beyond the relevant…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This script is designed to reverse an existing position in a currency pair. It opens a position in the opposite direction, places a stop loss and take profit at fixed distances from the current price, and sets the new volume in relation to the position being…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This trading system uses a smoothed parabolic indicator whose input series is derived from X2MA moving-average values. It generates a trade signal when a large colored point appears at a bar’s close. The description indicates that an Expert Advisor…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor combines several moving averages across three timeframes with AC indicator readings across two timeframes. It assigns signal strength from the indicators’ states and can be configured to act on all generated signals or only on stronger…

ForexTechnical indicatorsTrend followingBacktesting