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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 script describes a conditional entry around a support or resistance level. When price reaches a specified limit level, it places a stop order at a separate trigger price; for a buy, the trigger is set several pips above the level. The intended effect is…

ForexBreakoutExecutionMarket microstructure
MQL5 code base

This brief entry identifies XMUV as a moving-average indicator based on DeMark’s Daily Range Projections method. It says the indicator was first implemented in MQL4 and published in 2008, and notes that its implementation uses classes from a smoothing…

Technical indicatorsForex
MQL5 code base

This Expert Advisor uses signals from an OsHMA histogram to generate trades at bar close. Depending on a selected mode, a signal occurs when the histogram crosses its zero level or changes direction. The method therefore turns changes in a momentum-style…

ForexMomentumTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that generates trades from the ColorNonLagDotMACD histogram. It forms a signal at bar close when the RMACD histogram crosses zero, its direction or signal line changes, and the histogram crosses its signal line.…

ForexTechnical indicatorsBacktestingRisk management
ProRealCode

This indicator combines a zero-lag exponential moving average (ZLEMA), an ATR-based band, and an RSI-ADX filter intended to identify sideways conditions. A bullish or bearish trend state begins when price crosses beyond the corresponding band; the state is…

Technical indicatorsTrend followingVolatilityForex
MQL5 code base

Linear Sinus FT is described as a currency-quote indicator that approximates sinusoidal waves and visualizes a Fourier series. The document provides only this high-level description; it does not explain the calculation, parameter choices, signal…

ForexTechnical indicatorsStatistics
SuperMind

This trading-system description uses changes in the ColorXADX indicator’s cloud color to signal entries at bar close. It adds a trend-strength threshold to avoid opening positions when the market is flat. The stated default threshold is 30, and the filter…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader indicator that displays the current spread and the broker’s stop level. The stop level is the minimum permitted distance, in points, for placing stop-loss and take-profit orders. Together, these readings help traders…

ForexExecutionMarket microstructure
MQL5 code base

The document outlines a basic Expert Advisor using a Fractal MFI oscillator. It sells when the oscillator crosses downward through an overbought threshold and buys when it crosses upward through an oversold threshold. Signals are evaluated at bar close, so…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document presents a MetaTrader-style test report for an unnamed strategy on EUR/USD using daily bars. It describes the system only as an optimization of existing code for positional traders; entry and exit rules are not explained. The report includes a…

ForexBacktesting
BigQuant

This guide surveys data services that researchers and developers might use for market quotes and historical bars. It discusses Google Finance, Finnhub, iTick, and Bloomberg, describing their stated coverage across assets such as stocks, currencies, indices,…

Multi-assetForexCryptoEquities
MQL5 code base

This document describes an Expert Advisor that trades from the ColorRMACD histogram. Depending on its selected mode, it can act when the histogram crosses zero, when the histogram or signal line changes direction, or when the histogram crosses the signal…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor combines a moving average direction filter with RSI and Stochastic thresholds. It considers buys when price is above the moving average and sells when price is below it; an entry requires both oscillators to reach oversold levels for a…

ForexTechnical indicatorsMean reversionRisk management
MQL5 code base

This brief description outlines an expert advisor that trades at the minimum lot size and alternates between closing its existing position and opening a new one at a configurable interval. A random number determines whether the new position is long or short,…

ForexExecutionStatisticsBacktesting
MQL5 code base

The AntiFragile EA applies a grid-like approach to EUR/USD: it places buy and sell limit orders at intervals, increasing trade size with each additional order, then relies on price reversals to close positions profitably. The stated premise is that price…

ForexGrid tradingMean reversionPosition sizing
MQL5 code base

This document outlines a simplified MetaTrader 4 Expert Advisor intended for EURUSD on a five-minute chart. It combines moving-average direction, RSI, MACD, Bollinger Bands, and stochastic conditions to form buy and sell signals. The stated default…

ForexTechnical indicatorsPosition sizingExecution
MQL5 code base

This document outlines a multi-currency expert advisor that opens a buy or sell position at a user-selected time. Traders can choose the currencies, set a time to close positions, and specify aggregate profit or loss thresholds that trigger closing all…

Multi-assetForexRisk managementExecution
MQL5 code base

This description outlines a MetaTrader expert advisor for GBP/USD that enters trades using two moving averages together with MACD and CCI. After opening a position, it sets take-profit and stop-loss levels, moves the stop to breakeven as the trade develops,…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This document explains how a chart indicator identifies bullish and bearish Pin Bars. It looks for candles with a small body and one shadow substantially longer than the other, and checks the candle against the previous candle’s range. When it finds a…

Technical indicatorsForexRisk management
MQL5 code base

The system enters when a bar closes and the EF distance indicator shows a change in the direction of its moving average. A separate Flat-Trend volatility indicator can filter entries according to whether trend force is sufficient; a configurable volatility…

ForexTrend followingVolatilityTechnical indicators
MQL5 code base

CatFX50 is a semaphore-style indicator that combines a 50-period exponential moving average with reversals signaled by crossings between the StepSto_v1 oscillator and its signal line. Its arrows are intended to mark potential entries when oscillator movement…

Technical indicatorsTrend followingMean reversionForex
MQL5 code base

This listing describes an automated trading system that combines Bollinger Bands with two moving averages. It says the system is intended for hourly and four-hour charts and mentions major forex pairs and Nasdaq stocks. The listing mostly explains…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This expert advisor trades signals from the PriceChannel_Stop indicator. A signal occurs at a bar close when a colored marker indicates a trend change, providing a rule for timing entries from the indicator’s direction change. The advisor depends on a…

ForexTechnical indicatorsTrend followingBacktesting