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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 strategy takes one long GBPJPY position each Monday, enters at a preset server-time hour, holds for twelve hours, and exits before the daily rollover. It uses no price indicators or stop loss, with spread and margin checks as its only entry guards. The…

ForexBacktesting
MQL5 code base

This brief indicator description presents a forex semaphore signal generated from an algorithm based on crossovers between two moving averages. A crossover can serve as a directional cue when the faster or otherwise designated average moves across the other,…

ForexTechnical indicatorsTrend following
MQL5 code base

The document outlines an automated trading system that uses fractals and moving averages, described for hourly charts on major currency pairs and NASDAQ stocks. Its settings include entry and exit parameters, take-profit and stop-loss options, trailing…

ForexEquitiesTechnical indicatorsRisk management
BigQuant

This tutorial outlines a long and short strategy that uses short and long simple moving averages to identify trend changes. A bullish crossover triggers a long signal, while a bearish crossover triggers a short signal. It describes applying the approach to…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

The expert advisor identifies the most recent upper and lower price fractals and opens a long position when price breaks above the upper level, or a short position when it falls below the lower level. It does not cap the number of open positions, so each…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This expert-advisor strategy follows trend changes signaled by the TTM-Trend indicator. It checks for a colored bar when a bar closes, then opens a position; it can increase position volume when the latest deal’s profit exceeds a user-set point threshold.…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The document describes a MetaTrader 5 utility for estimating lot size before a trade. A trader supplies either a risk percentage or a fixed amount, an account value, and a stop-loss distance; the calculator converts those inputs into a volume compatible with…

Position sizingRisk managementExecutionForex
MQL5 code base

This document describes an Expert Advisor that trades signals from the RSI_Slowdown indicator. A signal is acted on at a bar close when a colored arrow appears. The robot depends on a compiled copy of the indicator, and the instructions mention a supporting…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that uses the AltrTrend_Signal_v2_2 semaphore indicator to make trades. It opens decisions when a colored arrow appears and its direction agrees with the direction of the intended deal. The description also notes…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a function that turns Commodity Channel Index readings into directional signals for an expert advisor: one return value indicates a buy and another a sell. Its configurable inputs include the CCI averaging period, applied price,…

ForexTechnical indicatorsBacktestingMomentum
MQL5 code base

The document describes a chart indicator that represents the output of a ColorZerolagRSIOSMA calculation as a sequence of candlesticks. The underlying price time series is processed by that algorithm, and the resulting values are displayed in candle form,…

Technical indicatorsForex
MQL5 code base

This page describes a configurable expert advisor presented for mean-reversion trading, with a stated preference for major forex pairs on daily charts. It lists settings for trade size, moving averages, fractal counts, stop loss, take profit, maximum trades,…

ForexMean reversionRisk managementPosition sizing
MQL5 code base

This Expert Advisor checks for signals only when a new bar begins and combines the Adaptive Moving Average with the Relative Strength Index. A buy setup uses a two-stage sequence: RSI must fall below the configured lower level, set to 30 in the example, and…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The described expert adviser looks for a candle whose high-to-low range exceeds twice the range of the preceding candle. If that expanded-range candle closes above its open, it signals a buy; if it closes below its open, it signals a sell. The accompanying…

BreakoutMomentumForexPosition sizing
MQL5 code base

This document describes an expert advisor that combines an Elliott Wave concept, fractal-based trend lines, moving averages, and RSI thresholds. It frames the price pattern as five waves in the main direction followed by a three-wave correction, and says the…

ForexEquitiesTechnical indicatorsTrend following
MQL5 code base

This document describes an expert advisor that combines fast and slow moving averages with RSI to generate buy and sell signals. It evaluates signals when a new bar appears, while managing open positions on each tick. The slow moving average period is set to…

ForexTechnical indicatorsBacktestingPosition sizing
MQL5 code base

This document describes a version of the Fractal_TRIX indicator that lets the user choose the chart timeframe used for its calculations, with a four-hour period shown as the default. This allows the indicator to display a higher-timeframe signal on a chart…

Technical indicatorsTrend followingForex
MQL5 code base

This expert advisor follows signals from the MaChannel indicator. A signal is taken at a bar close when the indicator displays a large colored dot. The advisor depends on a separately compiled indicator file, while a trading library is described as…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This expert advisor combines a fast and slow moving average with Bollinger Bands on the active symbol and timeframe. Signals and trailing actions are evaluated when a new bar appears. In the described rules, an upward moving average cross can trigger a buy…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

The described expert advisor trades when a fast and a slow moving average cross, and waits for the crossing bar to close before acting. Users can choose among simple, exponential, smoothed, and linear weighted averages. They can also select the price input,…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document explains a script for exporting filtered economic calendar records to CSV and correcting historical event timestamps for changes in a trading server’s time zone. Users can filter by country, currency, or date range, and can optionally load…

Event-drivenForexBacktestingExecution
MQL5 code base

This note describes a basic Expert Advisor that trades RSI threshold crossings on bar close. It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. The signal therefore depends on…

ForexTechnical indicatorsMean reversionBacktesting
MQL5 code base

The document describes an automated trading system that uses signals from a Darvas Boxes indicator. A signal is generated at a bar close when a colored bar appears after a previous bar of the opposite color or with no color. This makes the system dependent…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a foreign-exchange Expert Advisor intended to trade price moves associated with panic around important economic releases. Its signal examines candlestick high-low and open-close differences. The listed settings include stop loss, take…

ForexTechnical indicatorsRisk management