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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

This Expert Advisor runs separate long and short systems using signals from the ColorMaRsi-Trigger indicator. Each side has its own magic number, position sizing settings, and switches for enabling entries and exits, allowing its parameters to be configured…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This MetaTrader 5 Expert Advisor trades reversals in the direction of the FatlMacd indicator. It forms a signal at bar close when the indicator changes direction. Running the advisor requires the compiled FatlMacd indicator file in the platform's Indicators…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an indicator that plots relative strength or correlation across eight currencies and gold. Users choose one of several technical measures as the basis for the calculation: moving average, MACD, stochastic oscillator, RSI, CCI, Relative…

ForexCommoditiesTechnical indicators
MQL5 code base

This document describes an expert advisor that uses an unusual filter involving the intersection of two moving averages. The user can set a price type for the current bar and choose a signal filter based on the fast average, the slow average, or that bar's…

ForexTechnical indicatorsExecution
MQL5 code base

This indicator defines a trend reversal by comparing a bar’s close with the extremes of a preceding window. An upward reversal occurs when the current close exceeds the highs of the previous x minus one bars; a downward reversal occurs when it falls below…

ForexTrend followingBreakoutTechnical indicators
MQL5 code base

This Expert Advisor uses a color transition in the ColorXCCXCandle indicator to generate a signal when a bar closes. The document describes the trigger but does not explain how candle colors are calculated, whether a color change prompts a buy or sell, or…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This expert advisor trades from the Omni_Trend indicator. It creates a signal when a large colored dot appears and acts on that signal after the bar closes. The document describes the signal rule but does not explain how the indicator calculates its dots or…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document outlines a zone recovery method that responds to an adverse price move by opening an opposite trade with a somewhat larger lot size. If price continues in that direction, the combined position may reach a profit level at which both trades can be…

ForexRisk managementPosition sizingExecution
ProRealCode

This chart indicator marks the European pre-opening range with a rectangle, reports its high, low, and range width, then extends horizontal lines at the range boundaries into the following session. The supplied implementation uses an 08:05 to 09:00 time…

Technical indicatorsForexFuturesBreakout
MQL5 code base

This document describes a higher-timeframe version of the JBrainTrend1 indicator for MetaTrader 5. Its timeframe is selected through an input parameter, with the supplied default set to four hours. This lets the indicator use a chart period chosen in its…

Technical indicatorsForex
MQL5 code base

This document describes an Expert Advisor that chooses currency pairs, trade direction or order type, and lot size randomly. It presents the EA as a simplified version of an earlier randomness-based system and says it does not use indicators, price patterns,…

ForexRisk managementPosition sizingExecution
MQL5 code base

This document describes an Expert Advisor that trades from the Loco indicator. It checks for a change in the indicator’s icon color when a bar closes and uses that change to form a signal. The text does not explain how the indicator calculates its color, how…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document describes an indicator that derives an index for 49 currency pairs from price indexes for seven currencies. It also reports timeframe-specific trend readings calculated with MACD and generates buy, sell, or wait suggestions using moving…

ForexTechnical indicators
FMZ forum

R-Breaker uses the previous session’s high, low, and close to calculate six reference levels for the current session. The document contrasts this setup with conventional pivot points and describes a hybrid approach: reversal trades are considered when price…

ForexTechnical indicatorsBreakoutMean reversion
MQL5 code base

The Elastic Volume Weighted Moving Average (EVWMA) is presented as a trend indicator that adapts its averaging behavior to market conditions. Instead of using a fixed averaging period, it uses volume or time, incorporating volume information into the moving…

Technical indicatorsTrend followingForex
MQL5 code base

The document describes a trading utility with a single action for closing positions and managing pending orders. Its settings determine whether it acts only on the currency pair associated with the chart or across all pairs, whether it closes only manually…

ForexExecution
MQL5 code base

This document describes an Expert Advisor that trades using the ASCtrend indicator. A signal is generated when a colored indicator point appears at the close of a bar. The system relies on a compiled indicator file and a supporting trading library, which are…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator builds a rolling volume profile from completed bars and adjusts price-bin width using Average True Range. It limits the number of bins, identifies the Point of Control as the highest-volume bin, and expands from it to calculate the Value Area.…

ForexTechnical indicatorsMean reversionBreakout
MQL5 code base

This expert advisor places buy-stop and sell-stop orders at configurable distances from the current price, forming a grid that can trade in the direction of price breakouts. Settings include starting lot size, optional lot increases, grid start distance,…

ForexGrid tradingBreakoutRisk management
MQL5 code base

The document describes an Expert Advisor that trades signals from the DigitMacd oscillator. It enters when a bar closes and the indicator’s cloud changes color, making the color transition the strategy’s central trigger. The EA depends on a separately…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an automated MetaTrader 5 strategy that uses an EMA envelope to trigger entries when price reaches configured boundaries. If price moves against an open position, the system can add trades at configured grid intervals, increase…

ForexTechnical indicatorsGrid tradingPosition sizing
MQL5 code base

The document explains the USDX as a measure of the U.S. dollar against a six-currency basket: the euro, yen, pound sterling, Canadian dollar, Swedish krona, and Swiss franc. It describes the index as a weighted geometric calculation and gives the basket…

ForexMulti-assetStatistics
ProRealCode

This ProRealTime indicator displays several Ichimoku-related events as histogram signals. It calculates Tenkan-sen and Kijun-sen from recent highs and lows, derives Senkou spans for the cloud, and marks short sequences where the two lines remain equal,…

Technical indicatorsTrend followingForex
BigQuant

This short indicator description covers a chart tool that displays four semaphore-style signals based on money flow index (MFI) oscillators with different periods. It presents the signals as trend cues when oscillator readings enter user-defined overbought…

Technical indicatorsMomentumForex