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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 brief description introduces a MetaTrader indicator attributed to trader Vladimir Korykin. It says the indicator is intended to help identify entries within a price channel and notes that it was first implemented in MQL4 and published in 2007. The…

Technical indicatorsForex
ProRealCode

The document describes a one-minute EUR/USD strategy that combines SuperTrend, Parabolic SAR, MACD-derived momentum, and range-related filters. It enters after a sufficiently long Parabolic SAR run changes direction, with additional conditions intended to…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This document describes a forex expert advisor that uses signals from two moving averages and trails open positions. Users can configure each moving average’s period, horizontal shift, smoothing method, and applied price. The advisor operates on every tick…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This document describes a MetaTrader indicator that summarizes trend direction across nine chart periods, from one minute through monthly. It combines readings from the Stochastic oscillator, RSI, and Commodity Channel Index, displaying the directions…

Technical indicatorsForexMulti-asset
MQL5 code base

This MT4 indicator presents a configurable watchlist of currency symbols with market and technical data in columns. Symbols can come from Market Watch or a custom list, and an update interval is available to limit how often the display refreshes. Traders can…

ForexTechnical indicators
ProRealCode

This community post describes an intraday forex system intended for one- or five-minute charts. It tracks an hourly reference, sets upper and lower price thresholds around the previous close, and enters long or short when price crosses a threshold in the…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This walkthrough explains the structure and operation of MetaTrader 5’s sample Expert Advisor, which uses MACD and a moving average. It describes configurable trade size, profit target, trailing stop, MACD thresholds, and trend-period inputs, then outlines…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This document explains an MT4 indicator that signals when a new chart bar appears. Users can enable popup, sound, email, and push notifications, and configure a chart label to show which alert types are active. It describes a conflict in MT4 where popup…

ExecutionForex
MQL5 code base

The document describes an automated strategy that uses the Vortex Indicator’s cloud color to determine position changes. It opens a trade when the cloud changes color at a bar close, then exits through a pending order or when the cloud turns opposite to the…

ForexTechnical indicatorsTrend followingBacktesting
ProRealCode

This indicator marks an opening range and extends selected prices as chart segments. It tracks the high and low during a configured morning window, draws a range rectangle, and can show the range boundaries, an opening reference, and the previous session’s…

Technical indicatorsBreakoutForex
MQL5 code base

This document describes an expert advisor that manages trailing stops for existing orders rather than generating buy or sell entries. Its stop placement is based on a moving average, with configurable controls for how many bars back to reference, the minimum…

ForexTechnical indicatorsRisk management
FMZ forum

The document explains how forex pairs are structured, distinguishing the base currency from the quote currency, and describes common currency groupings such as major, commodity-linked, perceived safe-haven, high-yield, and risk-sensitive currencies. It…

ForexMarket microstructureExecution
MQL5 code base

This Expert Advisor uses two configurable systems, one for long trades and one for short trades, based on Vortex Indicator signals. Its added money management changes the next trade's volume according to recent outcomes in the same direction. The example…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document inventories the interface of an MQL5 class intended to manage a hedging strategy. It describes parameters for target profit, starting lot size, desired gain per lot, buy and sell levels, order spacing, and a hard stop loss. Read-only methods…

ForexExecutionRisk managementPosition sizing
MQL5 code base

PercentInfo is a MetaTrader 5 indicator that displays price movement in both percentage and point terms across the three largest timeframes on a currency chart. Its purpose is to give traders a compact view of recent price changes rather than generate…

ForexTechnical indicators
MQL5 code base

This Expert Advisor description outlines a swing-level trading method that identifies confirmed highs and lows on a four-hour chart, then watches a fifteen-minute chart for price to breach and close beyond those levels. A detected sweep triggers an automatic…

ForexTechnical indicatorsBreakoutPosition sizing
MQL5 code base

This Expert Advisor trades breaks of the high or low formed during a selected time interval. A move above the range triggers a buy, while a move below triggers a sell. The initial stop is placed at the opposite range boundary, and the take-profit distance is…

BreakoutPosition sizingRisk managementForex
MQL5 code base

This Expert Advisor is designed for hedge accounts and holds opposing long and short positions. At each new bar, it closes existing positions and opens a buy and a sell simultaneously. The intended outcome is for one side to reach its take-profit level…

ForexExecutionPosition sizingRisk management
MQL5 code base

This description outlines the Angry Bird scalping Expert Advisor, inspired by Ilan 1.6 and built around the Commodity Channel Index and Relative Strength Index. It lists several controls: stopping new trading after an equity decline, trailing stops,…

ForexTechnical indicatorsRisk managementExecution
MQL5 code base

This document describes an Expert Advisor that trades from signals produced by the NRTR indicator. A signal is recognized at a bar’s close when the indicator displays a large colored dot. The text does not specify the direction mapping, position sizing, or…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document outlines an Expert Advisor that opens and closes positions at configured clock times. At the opening time, it uses the FigurelliSeries histogram relative to zero to select a direction: values above zero trigger a short, while values below zero…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator description explains how to display classic pivot levels, intermediate pivot levels, and Camarilla levels on a chart. Users can draw historical values through indicator buffers, show only the current levels as horizontal lines, or enable both…

Technical indicatorsFuturesForex
MQL5 code base

The document describes settings for an automated trading system that can operate as a hedging grid or place a single trade. It lists controls for closing a basket at a profit or loss threshold, monetary take-profit and trailing stops, maximum trade count,…

ForexGrid tradingRisk managementPosition sizing
quant-trading

This notebook explores relationships among the Canadian dollar, crude oil benchmarks, and other currencies or commodities. It compares normalized series and fits separate ordinary least squares regressions of CAD against candidate variables, using R-squared…

ForexCommoditiesStatisticsMachine learning