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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

This Expert Advisor enters trades when the i-SpectrAnalysis_WPR indicator changes color at a bar close, treating the color change as a shift in direction. It depends on a separately compiled indicator file, so the strategy cannot run without that component.…

ForexTechnical indicatorsBacktesting
MQL5 code base

The indicator identifies consolidation or steady channel movement by fitting a linear regression channel across a configurable number of recent bars. When the channel width falls within a specified range threshold, it draws the channel, framing a possible…

ForexBreakoutTechnical indicators
MQL5 code base

This document describes an Expert Advisor built around an initial pair of buy and sell stop orders. When one activates, the other is canceled. If the resulting position moves against the trader, the system opens an opposite position at progressively wider…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

The 20PRExp-3 Expert Advisor is described as an intraday volatility breakout system for five-minute charts. It combines volume filters with the Parabolic SAR indicator and manages exits with a trailing stop. The advisor draws three horizontal reference…

ForexBreakoutVolatilityTechnical indicators
MQL5 code base

This Expert Advisor opens positions when a Pin Bar indicator signals a setup. Its filters seek candles with sufficient high-to-low range, a small body relative to the candle, a body near the prior candle’s range boundary, and a dominant shadow compared with…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

This expert advisor uses RSI levels to initiate grid trading orders, with configurable parameters for the RSI period, upper and lower thresholds, and calculation timeframe. It also allows control of initial order size, lot multiplication, maximum lot, grid…

ForexGrid tradingTechnical indicatorsRisk management
MQL5 code base

This short description explains a step chart indicator that ignores price moves smaller than a chosen pip threshold. By suppressing changes below that threshold, the chart represents price as a sequence of steps and filters out smaller fluctuations. The…

Technical indicatorsForexStatistics
BigQuant

The article compares several foreign exchange data API providers and describes iTick’s advertised features, including free low-frequency access, coverage of currency pairs and indexes, real-time quotes, and technical support. It explains how developers might…

ForexExecutionMarket microstructure
MQL5 code base

The document describes a modified VKW Bands and DeMarker indicator that lets the user select the timeframe for its calculations through an input parameter. The stated default is a four-hour period. This allows the indicator’s timeframe to be selected…

Technical indicatorsForex
MQL5 code base

The document explains an EUR index indicator built as a weighted geometric combination of EURUSD, EURGBP, EURJPY, EURSEK, and EURCHF. Its fixed coefficients define each pair’s contribution to the index. Two settings control which price is used in the…

ForexTechnical indicatorsStatistics
MQL5 code base

This MetaTrader expert advisor identifies a flat range and uses its boundary lines to place pending orders. It also evaluates a smoothed Standard Deviation across the current and four preceding bars: a strictly rising sequence is treated as evidence that a…

ForexTechnical indicatorsBreakoutVolatility
MQL5 code base

This indicator displays a trend direction or deal direction generated by the iMFISign indicator, using colored graphical arrows. A right-pointing arrow marks continuation of the existing trend at the selected bar, while a diagonal arrow indicates a trend…

Technical indicatorsForexStatistics
MQL5 code base

The document outlines an Expert Advisor that generates trade signals from Doji-like candlesticks. It evaluates the previous three completed bars when a new bar appears, excluding the still-forming current bar. A configurable maximum candle-body height…

ForexTechnical indicatorsRisk management
MQL5 code base

This expert advisor trades signals from the TimeZonePivotsOpenSystem indicator. It enters when a bar closes after a channel breakout and adds an optional time-based exit: a position closes once its holding period exceeds a configured limit, which defaults to…

ForexBreakoutExecutionBacktesting
MQL5 code base

This Expert Advisor combines three independent systems that trade when a ColorX2MA_Digit indicator changes color at a bar close, signaling a trend change. Each system can be enabled or disabled separately and manages its own long and short entries. Position…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document describes a script that measures how much price moves during each hour relative to the spread, using a broker’s own M1 history. For each symbol and hour, it averages the bar ranges as a movement measure and averages recorded spreads. Their…

CommoditiesForexStatisticsExecution
MQL5 code base

The document describes an Expert Advisor that trades changes in trend direction indicated by MBKAsctrend3. It enters when a new indicator arrow appears, with the signal acted on at the bar close. The indicator can be displayed automatically on the chart and…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes a dashboard indicator for monitoring the Sydney, Tokyo, London, and New York trading sessions. It reports whether each session is open, time remaining until openings or closings, overlapping sessions, and the next session with a…

ForexVolatilityTechnical indicatorsMarket microstructure
MQL5 code base

The document describes two automated scalping variants. One opens random positions across multiple symbols available in Market Watch, subject to a maximum trade count and a maximum spread filter. The other selects one random Market Watch symbol and opens a…

ForexExecutionRisk management
ProRealCode

The document describes a two-sided intraday strategy that enters when price crosses levels derived from Bill Williams fractals. Its example is configured for EUR/USD on a one-hour chart, with trading limited to a stated daily time window. The strategy also…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

The document describes an indicator intended to estimate the relative strength of a selected currency from closing prices across seven currency pairs that contain it. Its zero line represents an average over a configurable period, and a colored histogram is…

ForexTechnical indicatorsMomentum
ProRealCode

The strategy proposes a long entry when price crosses above an eight-period exponential moving average while the Awesome Oscillator turns upward after declining. The oscillator is defined as the difference between five-period and 34-period averages of median…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This MetaTrader 5 indicator displays a moving average calculated on a selected timeframe, with options for showing its history as a trail and marking its latest value with a horizontal price line. It uses user-selected period, method, and applied price…

Technical indicatorsForex
MQL5 code base

The document outlines an Expert Advisor inspired by Waddah Attar. It places Buy Limit and Sell Limit orders, then adds another pending order when market price moves close to an existing one. It notes that the EA uses trade transaction events to retrieve the…

ForexExecutionBacktestingGrid trading