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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
Quantpedia
86 documents
TqSdk
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 expert advisor description specifies four simple moving averages: periods 1 and 8 on both H1 and H4 timeframes. It does not explain how the readings generate entry or exit signals, so the strategy rules cannot be reconstructed from the description…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This indicator framework treats a market flat as a time structure rather than applying trend labels. A trader draws lines between fractal points, matching upper points with later upper fractals and lower points with later lower fractals. The projected…

ForexTechnical indicatorsEvent-drivenRisk management
MQL5 code base

This indicator marks a chosen weekday and hour with an arrow based on a comparison between candle prices. For the selected candle, it compares the preceding candle’s close with the open of the selected weekday’s candle: a lower preceding close produces an up…

Technical indicatorsForexMomentum
ProRealCode

Fractal Bands adapt a Bollinger Band style envelope around a fractally modified moving average. The indicator estimates fractal dimension from recent price changes, derives a Hurst-based adjustment to the moving-average speed, and scales the bands using…

ForexMean reversionTechnical indicatorsVolatility
MQL5 code base

This brief description presents RBVI, or Relative Broker Vigor Index, in histogram form and explains three color states. Gray represents a flat market, blue denotes a moderate or slow trend, and yellow signals a very strong trend. The display is intended to…

Technical indicatorsTrend followingForex
MQL5 code base

The Schaff Trend Cycle combines Slow Stochastics with the Moving Average Convergence/Divergence indicator. The document explains that the standard MACD can respond slowly because of its signal line, which may delay recognition of currency trends. This…

Technical indicatorsForexMomentumTrend following
FMZ forum

The article explains trading as the transfer of risk between participants. It distinguishes investors, who buy underlying businesses or assets for long-term value, from traders who trade financial contracts and focus on price. It describes hedging as a way…

Market microstructureRisk managementFuturesForex
MQL5 code base

This Expert Advisor bases its trading decisions on two moving averages, with periods of five and four, on a five-minute chart. It assigns separate take-profit and stop-loss levels to buy and sell positions. The decision conditions are evaluated only when a…

Technical indicatorsForexExecutionBacktesting
MQL5 code base

This description outlines an Expert Advisor that enters when the ColorZerolagHLR indicator cloud changes color. It forms a signal at a bar close when an oscillator crosses its signal line. The strategy depends on two compiled indicator files, which must be…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This note describes a higher-timeframe variant of the RSI_Histogram_Vol indicator. A timeframe input lets the user select the chart period used by the indicator; the supplied default is H4. The description therefore concerns configuring an indicator to use…

Technical indicatorsForex
NautilusTrader

A market order tells a venue to execute a specified quantity promptly at the best available price. The document outlines when traders might use one, such as urgent risk reduction or entering a liquid, fast-moving market, and shows how an order can include…

ExecutionForexMarket microstructureRisk management
MQL5 code base

This MetaTrader expert advisor trades from the LeManTrendHist indicator. A signal is generated when a bar closes and the indicator histogram changes direction, so decisions are tied to completed bars rather than intrabar moves. The advisor requires the…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the CronexMFI oscillator. It generates a signal when a bar closes and the indicator cloud changes color, so decisions are tied to completed bars rather than intrabar color changes. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

This forex indicator combines two moving averages with Bollinger Bands and presents its output as a colored histogram. It is intended to show whether a currency pair has a trend and how strong that trend appears. Blue denotes bullish conditions, red bearish…

ForexTechnical indicatorsTrend followingVolatility
MQL5 code base

This MetaTrader 5 indicator displays metrics for the candle under the chart crosshair. Its information bar can show the bar index, distance from the cursor to the close, OHLC prices, total range, body size as a share of range, upper and lower wick shares,…

Technical indicatorsMarket microstructureForexCrypto
MQL5 code base

This document describes a pivot indicator that can calculate levels from a selected time frame, provided that time frame is higher than the chart’s. It offers an original calculation attributed to Austin Passamonte and an alternate mode that is more oriented…

Technical indicatorsFuturesForex
MQL5 code base

This MetaTrader indicator estimates the slope of a linear regression over a rolling window of bars and displays the slope in a separate chart window. The slope coefficient represents the direction and steepness of the fitted line. The indicator colors a…

ForexTrend followingTechnical indicatorsBreakout
MQL5 code base

This MetaTrader indicator is intended to help time the placement of pending orders using the ColorMETRO_Stochastic oscillator. Two channel boundary lines frame the oscillator; a fast line that moves outside the channel and then returns inside is described as…

Technical indicatorsExecutionForex
MQL5 code base

This document outlines an Expert Advisor that opens trades when the Delta_RSI indicator histogram changes color at a bar close. The signal colors are described as light green or pink, indicating the EA’s trend-based entry trigger. Running the advisor…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This product description outlines an automated strategy that identifies bullish and bearish three-bar fair value gaps and enters when price retraces into an unfilled zone. It tracks each gap separately so a traded setup is not reused. To filter signals, it…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The Cincin EA is described as an automated MetaTrader 5 system that chooses buy or sell trades randomly for a selected symbol. Its design wraps those random entries in user-configured controls: stop-loss and take-profit levels can use ATR or fixed pip…

ForexRisk managementPosition sizingExecution
MQL5 code base

This brief description introduces a trading system that uses the Average Directional Movement Index (ADX) indicator to inform decisions about opening and closing positions. It credits the trading idea to Collector and the MQL5 implementation to Vladimir…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor trades reversals in the direction of the iAnchMom indicator histogram. It generates a signal when a completed bar shows a change in the histogram's direction, making the bar close the stated decision point. The document describes the…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

This Expert Advisor generates a signal when a bar closes and the direction of the i-AMMA moving average changes. The stated strategy is therefore a reversal in the indicator’s direction, with trades driven by the change detected at bar close. The description…

ForexTechnical indicatorsTrend followingBacktesting