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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
Quantopian lectures
45 documents
Binance API docs
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 brief description outlines an automated trading system that uses three instances of the Parabolic SAR indicator. A trade signal is generated when the third indicator's bar closes, provided that the direction is confirmed by the trend signals from the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an Expert Advisor that trades changes in direction identified by the VininI_Trend indicator. It offers two signal modes: entering when the indicator crosses its upper or lower levels, or entering when the indicator changes direction.…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that combines JBrainTrend1Sig signals with the cloud color from UltraRSI. In its simultaneous-filtering mode, a trade signal can form at bar close when JBrainTrend1Sig produces a signal and UltraRSI’s cloud color…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief description outlines an Expert Advisor built around a moving-average principle that operates on buy and sell sides at the same time. It calculates volume separately for each direction, apportions the resulting volume according to a specified…

ForexTrend followingPosition sizingExecution
MQL5 code base

This document describes an Expert Advisor that generates a trade signal when a bar closes and the direction of the third-generation XMA moving average changes. It notes that the corresponding compiled indicator must be available to the trading terminal for…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor checks the direction of the most recent daily bar at a configured time, then opens a position in the opposite direction if no position is already open. The strategy is a simple scheduled contrarian rule: the prior daily move determines…

Mean reversionEquitiesFuturesForex
MQL5 code base

This expert advisor calculates a central pivot and three support and resistance levels from daily bars, then looks for entries when a closed bar’s price reaches the pivot. It is intended for chart timeframes below the daily interval. Stop loss and take…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This brief description outlines an Expert Advisor that trades from a single indicator called Beginner. A deal signal is generated at the close of a bar when a colored point appears. The EA can add the indicator to the active chart itself, provided the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This description explains a EUR/USD expert advisor that compares opening prices from two bars at configurable shifts. When the difference exceeds a direction-specific threshold, it opens a long or short position. It includes configurable take-profit and…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes a simple trend indicator that can be customized for multiple currency pairs and timeframes. Its example configuration uses five timeframes, measured in minutes, and eight currency pairs. Traders can adapt those lists and the timeframe…

ForexTrend followingTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades from the StepMA_NRTR indicator. A signal is generated at a bar’s close when the indicator displays a color point. The system depends on a compiled indicator file and mentions a supporting trade library…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

Nevalyashka is a simple directional trading approach that opens each new position opposite to the previous one. The brief description identifies only three configurable inputs: stop loss, take profit, and minimum trade size. It says the stop-loss and…

ForexMean reversionPosition sizingBacktesting
MQL5 code base

The document describes an expert advisor that uses three moving averages with ascending periods of 5, 25, and 125. It checks that the periods remain in ascending order and looks for the averages to align from highest to lowest, or lowest to highest. A signal…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor description presents a trend-following system that uses two WAMI indicators on separate timeframes. The slower indicator defines trend direction from the relationship between its main and signal lines; the faster one supplies entry timing…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This Expert Advisor trades on every tick within the current bar and allows only one open position at a time, making it suitable for either hedging or netting account modes. A sell signal occurs when the main Stochastic line on the current bar is below its…

ForexTechnical indicatorsExecutionRisk management
FMZ forum

The document argues that traders should treat stop losses as a planned risk-control rule rather than an emotional response to a losing position. It uses the “Alligator Principle” to illustrate why delaying an exit after recognizing a trade is wrong can…

Risk managementPosition sizingEquitiesForex
MQL5 code base

The document describes a MetaTrader 5 expert-advisor utility for retrieving an active trade by its position in the recency order. It defines active trades as market orders and excludes pending orders. An index of zero selects the latest active trade;…

ExecutionForex
NautilusTrader

The tutorial explains how to backtest a mean-reversion strategy on EUR/USD perpetual futures using TrueFX spot ticks as proxy data. It builds one-minute mid-price bars, then combines a 20-period Bollinger Band with a 14-period RSI: a lower-band touch with…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

This document explains a MetaTrader 5 indicator for displaying ICT-style intraday killzones and prior-period price levels. The sessions include the Asian range, London open, and New York morning and afternoon, with their times specified in New York time. The…

Technical indicatorsForexFuturesUS markets
MQL5 code base

This document describes an Expert Advisor that trades when a histogram indicator changes direction at a bar close. The direction change is represented visually by a change in the color of star markers. The strategy therefore uses a closed-bar indicator event…

ForexTechnical indicatorsBacktesting
MQL5 code base

The iStochKomposter higher-timeframe signal indicator displays the direction or signal generated by a stochastic-based indicator for a selected bar. It uses configurable stochastic periods, smoothing, price field, and overbought and oversold levels, with a…

Technical indicatorsForexMomentumExecution
MQL5 code base

The indicator plots price channels using the prior day's close as a base and offsets derived from the prior day's high-low range, scaled by a coefficient. On Mondays it can also plot levels based on the Monday open, allowing the user to choose whether the…

Technical indicatorsFuturesForex
MQL5 code base

This document describes a trading system that makes decisions when the lines of a Leading indicator cross. It identifies the crossover as the system’s entry signal, but does not explain the indicator’s calculation, specify how the two crossover directions…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief indicator description covers alerts for bullish and bearish engulfing candlestick patterns. It is designed to identify the patterns across chart timeframes and notify the trader when one appears. The document also notes that the implementation is…

Technical indicatorsEquitiesForex