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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 document describes a trading utility for updating stop-loss and take-profit levels on existing positions. One version adjusts orders for the current symbol using distances expressed in pips, while another accepts price levels directly. A further version…

Risk managementExecutionPosition sizingForex
FMZ forum

This article explains triangular arbitrage using three currencies and temporarily inconsistent exchange rates. It first illustrates how to compare a directly quoted cross rate with a synthetic rate derived through two other currency pairs. If the three…

ForexArbitrageHigh-frequency tradingExecution
MQL5 code base

The document describes a chart indicator that displays the ratio between a selected instrument and a benchmark instrument in a separate window. Its inputs let the user choose a calculation period, calculation method, applied price, and comparison instrument.…

ForexTechnical indicatorsStatistics
MQL5 code base

TrendCollector is described as a forex expert advisor that combines price action, Stochastic crossings, and moving-average conditions. Its logic considers the speed of a fast EMA, the behavior and distance of a slow EMA, and price position relative to that…

ForexTrend followingTechnical indicatorsVolatility
MQL5 code base

This script counts consecutive runs of bullish and bearish bars over a user-selected window and plots the distribution. Each run is represented by a signed value: positive for bullish sequences and negative for bearish ones, with the magnitude equal to the…

StatisticsTechnical indicatorsForexFutures
MQL5 code base

This document describes an Expert Advisor that trades signals from the XRSI_Histogram_Vol indicator. It enters when a completed bar breaks an overbought or oversold threshold. The two thresholds are treated as separate signal strengths, each with its own…

ForexTechnical indicatorsBreakoutPosition sizing
MQL5 code base

This document outlines an Expert Advisor that uses the LeManTrend oscillator. It generates a signal when a bar closes with a crossover between the oscillator’s main and signal lines. The description specifies the signal condition but does not explain how the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This description outlines an automated trading system said to use the Heikin Ashi indicator, with moving-average and stochastic inputs, and to trade using the current candle’s open price. It describes use on daily charts for major forex pairs and Nasdaq…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the ColorZerolagStochs oscillator. A signal is generated at bar close when the indicator's cloud changes color. The EA requires the compiled indicator to be installed in the platform's…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This MetaTrader expert advisor opens a position when a BykovTrend indicator arrow appears at a bar close. It then adds volume in the direction of the existing position once the last deal’s profit points pass a user-set threshold. The system stores the scale…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

This Expert Advisor uses the ForexProfitBoost_2nb indicator to generate trades when its trend bars change color between blue and pink. It describes the signal as a directional change and requires the compiled indicator file to be installed in the platform’s…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor concept opens buy and sell positions together, then adds trades at fixed pip intervals when price moves against an initial position. Added position sizes may grow by a configured multiplier, while the system seeks to close trades or the…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

The document describes an indicator for viewing historical tick data, showing both Ask and Bid prices. Comparing the two series lets a trader inspect how the spread changes over time. It uses a date query to retrieve ticks and can display a selected number…

ForexMarket microstructureExecution
MQL5 code base

The document describes an Expert Advisor that trades crossings between the positive and negative directional indicator lines of a Fractal ADX Cloud. A signal is generated when a bar closes with a crossover, making the close the stated confirmation point. It…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document explains that the U.S. Dollar Index measures the dollar against a basket of six currencies using a weighted geometric mean. The euro has the largest stated weight, followed by the Japanese yen, pound sterling, Canadian dollar, Swedish krona, and…

ForexTechnical indicatorsVolatility
MQL5 code base

The document explains QQE, an oscillator built from smoothed RSI calculations and displayed as fast and slow lines. It describes two signal types: a crossover between the lines and a cross of the RSI line through a reference level. Crosses from below are…

Technical indicatorsMomentumForex
ProRealCode

This document describes a live AUDCAD strategy on hourly bars. It enters short after a bullish candle closes above the upper 20-period Bollinger Band, and enters long after three bearish candles coincide with a close below the lower band. The stated…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader 4 toolkit that combines chart information, support and resistance drawing, order planning, and chart controls. Its money-management panel lets a trader position entry, stop-loss, and take-profit lines, inspect the…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This description outlines an automated trading system that combines RSI, moving averages, and stochastic indicators. It says the EA operates using the price of the currently open candle and can be applied across timeframes to major forex pairs and NASDAQ…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes a trading robot for major forex pairs and Nasdaq stocks, intended to operate on a daily chart. It says the EA uses the current candle’s opening price and offers fast and slow moving-average settings, stop loss and take profit…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This description explains an expert advisor that maintains configurable grids of pending orders above and below the current market price. Traders choose the number of orders per side, spacing, lot size, slippage limit, and the order types used on each side.…

ForexGrid tradingExecutionRisk management
MQL5 code base

The document describes a simple expert advisor that trades when the Relative Strength Index crosses configured thresholds. It opens a buy when RSI crosses the lower level upward and a sell when RSI crosses the upper level downward. To reduce signals caused…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

This MetaTrader Expert Advisor identifies trend direction using three moving averages, with example periods of 200, 50, and 25, and enters trades from Parabolic SAR signals. It can close positions on an opposite signal and includes options for choosing…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This brief description presents a ZigZag-based indicator system with signal and alert features. It says the tool builds on a standard ZigZag indicator and can display trader information, send alerts by email, and issue push notifications. An update also…

Technical indicatorsForex