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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,574 documents

MQL5 code base

The document describes an Expert Advisor that trades signals from the BSI indicator. A signal is generated when a bar closes and the indicator histogram changes color. The system requires a compiled BSI indicator file, and it notes that a supporting trade…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This MetaTrader 4 expert advisor is designed as a chart-side control panel for manually managed trading. It displays the symbol, timeframe, account leverage, current spread, selected lot size, estimated tick value, required margin, and the profit or loss and…

ExecutionPosition sizingRisk managementForex
MQL5 code base

The Breakout Strength Meter is described as an MT4/MT5 tool for comparing currency strength and weakness when looking for breakout candidates. Its intended use is to help traders judge which currencies may be positioned for a breakout and to use the meter…

ForexBreakoutTechnical indicators
MQL5 code base

The document describes an expert advisor that trades from signals generated by the wlxBW5Zone indicator. A signal is recognized when a colored icon appears at a bar’s close. Running the advisor requires the compiled indicator file, and an accompanying trade…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor trades signals from the Fisher Cyber Cycle oscillator. It generates a signal when the oscillator’s main line crosses its signal line on a completed bar, making the closed-bar crossover the strategy’s stated decision rule. The document…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document explains tick volume as a count of deals during an intraday period. Because reported futures trade volume can arrive a day late, tick counts offer a more timely way to observe activity. They do not reveal the number of contracts in each deal, so…

FuturesForexTechnical indicatorsBacktesting
MQL5 code base

This indicator translates Raghee Horner’s market-cycle concept into a visual classification based on EMA 34 applied to highs and lows. A close above the high-based average marks an uptrend; a close below the low-based average marks a downtrend; a close…

ForexTrend followingTechnical indicators
MQL5 code base

The document explains a MetaTrader 5 backtesting workaround for cross-pair instruments. During a test, the platform may load and synchronize an additional symbol to convert the main instrument’s profit currency into the account currency. The article argues…

ForexBacktesting
MQL5 code base

This indicator defines the Asian session high and low and plots them as horizontal reference levels. During the London session, it watches price action near those levels and signals confirmed breaks and retests. The described use is manual scalping around…

ForexBreakoutTechnical indicatorsExecution
MQL5 code base

The document describes an Expert Advisor that places pending orders in both directions shortly before a scheduled economic release. If an order activates, the system trails its stop loss; after the release window, it removes pending orders that did not…

Event-drivenExecutionPosition sizingRisk management
ProRealCode

The FX Forecaster is a chart indicator that turns recent closing prices into a Fisher-transformed series, then smooths it with two moving averages. The described settings use a 10-bar price range, a 9-period simple average, and a 45-period weighted average.…

ForexTechnical indicatorsMomentum
MQL5 code base

The document describes an Expert Advisor that compares EURGBP with a synthetic value derived from EURUSD and GBPUSD. It monitors quote delays for all three pairs and trades EURGBP when its price diverges from the synthetic equivalent, following a one-leg…

ForexArbitrageMarket microstructureBacktesting
MQL5 code base

The document describes a trading robot that combines moving averages with fractal-derived trend lines. It says the trend line acts as a filter alongside moving-average signals in live trading, while the robot trades using the opening price of a candle. The…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The Expert Advisor described here opens trades when the XKRI_Histogram oscillator changes direction, using the bar close to confirm the signal. It is presented as an example of a rule-based approach that converts an indicator turn into an automated trade…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a minimal expert advisor that opens market orders in a direction chosen by a random-number generator. Its stated principle is equivalent to choosing a side by a coin flip. This makes the strategy a simple example of randomized trade…

ForexStatisticsExecutionRisk management
MQL5 code base

This Expert Advisor trades signals from the ColorJFatl_Digit indicator. It opens a trade when the indicator changes color at a bar close, then can close the position once its holding time passes a preset limit. The time-based exit is configurable, and the…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document introduces Phoenix5, a forex indicator that displays blue and pink points as buy and sell signals. It says the indicator derives its values from a group of technical indicators and supports individually selected input settings for common…

ForexTechnical indicatorsMomentumRisk management
MQL5 code base

The document describes an Expert Advisor that uses the ColorBBCandles indicator to generate trading signals. A signal occurs when a candle closes in a trend color after the preceding candle was uncolored or showed the opposite trend color. This defines a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This beginner MetaTrader indicator marks candidate local tops and bottoms on a price chart with colored dots. It examines highs and lows over a configurable period and compares them with the surrounding trading range to decide whether an extreme is…

ForexTechnical indicatorsMarket microstructureBreakout
MQL5 code base

This Expert Advisor uses the PFE oscillator to generate breakout entries. It acts when a bar closes after the indicator crosses an overbought threshold from below or an oversold threshold from above. The document identifies GBPUSD on a six-hour chart as the…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This description outlines an Expert Advisor that uses the CCI indicator to place pending buy-stop and sell-stop orders. It checks indicator values on the current and preceding bars, then places a stop order a configurable distance from the current price when…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

The document introduces a position-sizing problem: sizing each new trade against its own risk allowance can understate total exposure when existing positions move in similar ways. It uses a long EUR/USD position followed by a long GBP/USD position as an…

ForexPosition sizingRisk management
MQL5 code base

The document describes a MetaTrader library for retrieving historical and upcoming economic-calendar events and using them in indicators, expert advisors, and tester runs. It demonstrates filtering events by date, currency, importance, or event name, and…

ForexEvent-drivenBacktestingExecution
MQL5 code base

This document describes a forex trading system that uses the XMUV and MUV_NorDIFF_Cloud indicators. Colored points from the cloud indicator are presented as trade signals, with the expert advisor combining both indicators to place trades. The document…

ForexTechnical indicatorsBacktesting