Skip to content

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 describes a Martingale-style sequence: after a position is closed by its stop loss, it opens a position in the opposite direction and increases the lot size by a configured factor. Inputs include a starting lot, multiplier, cap on the…

ForexPosition sizingRisk management
MQL5 code base

This document describes an Expert Advisor template that checks economic news from two calendar sources and pauses a user’s trading function around scheduled releases. It can distinguish weak, medium, and strong events, with a separate setting for Non-Farm…

ForexEvent-drivenExecutionRisk management
MQL5 code base

This system uses price-channel boundaries to generate trades. After price moves beyond a channel boundary, an entry signal is formed on the second bar. The described approach also calls for trading ahead of a rollback: touching the upper boundary prompts a…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

This document describes an MQL4 Expert Advisor that combines four signals from six indicators: volume, Parabolic SAR, Stochastic, Bulls and Bears Power, ATR, and Money Flow Index. It can trade stocks, forex, indices, or metals when supplied with suitable…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

The Hans indicator draws time-based price corridors with a filled background and a center line. The description says the initial corridor spans four hours and its expansion spans sixteen hours. The listed inputs allow the user to set the original…

Technical indicatorsVolatilityForex
MQL5 code base

This guide advocates planning trade risk and profit targets as percentages of account equity rather than as fixed cash amounts or pip distances. Its example compares the same 10% risk allocation on accounts of different sizes to illustrate how the dollar…

Risk managementPosition sizingForexExecution
MQL5 code base

This MetaTrader 5 expert advisor combines Renko Line Break trend direction with RSI pullbacks. In an uptrend, an RSI move into oversold territory prompts a buy stop above the bar high. The stop loss is placed below recent bar lows, while the take-profit…

ForexTrend followingTechnical indicatorsBreakout
MQL5 code base

The Expert Advisor described opens two opposing positions when a new bar forms. Its intended outcome is for one position to close at a stop loss while the other can remain profitable through a trailing stop. The example is framed around EUR/USD on a…

ForexExecutionBacktestingRisk management
MQL5 code base

This expert advisor uses the magnitude and direction of price-time correlation to generate trading signals. It offers trend-following and reversal modes, and four ways to calculate correlation: Pearson, Spearman, Kendall, and Fechner. ADX, Bollinger Bands,…

ForexTechnical indicatorsTrend followingMean reversion
MQL5 code base

The document describes an Expert Advisor that trades from the ColorBullsGap indicator. It waits for a bar to close and generates a signal when the indicator’s histogram changes color, then uses that signal to open trades. This is a simple indicator-driven…

ForexTechnical indicatorsBacktesting
MQL5 code base

Exp_Fast2 describes a MetaTrader Expert Advisor that trades signals from the Fast2 indicator. A signal is generated when the indicator’s main and signal lines cross as a bar closes. Running the advisor requires the compiled Fast2 indicator file in the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

Hans_Indicator_x4 is described as an indicator that builds expanding corridors across time zones. The initial formed corridor spans four hours, and the expansion period spans sixteen hours. Its inputs let the user set the local start hour and a destination…

ForexBreakoutTechnical indicatorsExecution
MQL5 code base

This indicator is designed to help assess how spread affects the potential profitability of strategies that forecast the market one bar ahead. Its output can be treated as a unit-volume position in a custom tester, allowing a researcher to consider accuracy…

Technical indicatorsExecutionBacktestingForex
MQL5 code base

BullsBearsVolume combines values from the Bulls and Bears indicators into a single measure. The document specifies three cases for combining the two inputs: when both are positive, their difference is used; when both are negative, the reverse difference is…

Technical indicatorsForexMarket microstructure
MQL5 code base

This document describes an Expert Advisor that uses the ADXCrossing indicator to make trade decisions when a colored dot appears. It identifies the required compiled indicator and notes that the example tests used the system’s default inputs. The setup…

ForexTechnical indicatorsBacktesting
MQL5 code base

This short description adapts the New Highs–New Lows Index, a market breadth measure, to foreign exchange. It counts currency pairs reaching new highs and pairs reaching new lows over a selected period, then takes the difference between those counts. A…

ForexTechnical indicatorsMean reversion
MQL5 code base

This document outlines a manual sequence of opposing trades intended to recover from adverse price movement. After an initial buy or sell, the trader opens an opposite position when price moves against the first trade by a chosen distance, using a somewhat…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

This document describes a trading robot that uses the Relative Strength Index (RSI) to identify overbought and oversold conditions. It opens a buy when RSI enters the oversold zone and a sell when it enters the overbought zone. The description names the…

ForexTechnical indicatorsMean reversion
MQL5 code base

This brief description presents an automated trading approach based on regression channels. It names linear, quadratic, and cubic regression channels as possible channel types, then describes a protective rule: when the previous daily candle exceeds a…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

This Expert Advisor opens a new buy position on each new bar when DeMarker is below a lower threshold, and a sell position when it is above an upper threshold. By default, it can add positions while others remain open, without checking whether the new entry…

Technical indicatorsForexPosition sizingRisk management
MQL5 code base

The document describes an Expert Advisor that trades when a Three Line Break indicator changes color at a bar’s close. A transition in either direction—from red to blue or blue to red—triggers a trading signal. The system depends on a compiled indicator…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor places Buy Stop and Sell Stop orders around a recent price range, either at its edges or near its center. It can manage open Buy and Sell positions with classic trailing stops, prior-bar high/low levels, or a moving average. The…

ForexBreakoutPosition sizingRisk management
MQL5 code base

This brief describes a MetaTrader-style trading template that adds a trailing stop to rule-based long and short entries. The trader supplies entry conditions through separate long and short rules and sets the stop distance in pips as an external input. The…

ForexRisk managementExecution
MQL5 code base

The document outlines a trading robot that uses only the Relative Strength Index on a five-minute chart. It lists an RSI period and level alongside fixed take-profit and stop-loss inputs, and describes the approach as the author’s own version rather than the…

ForexTechnical indicatorsRisk managementBacktesting