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 begins by opening opposing positions with the same initial lot size, each protected by a stop loss and managed with trailing-stop settings rather than a take-profit target. The author’s logic treats a losing stop-out as evidence of a…

ForexTrend followingPosition sizingRisk management
MQL5 code base

The document describes an MT5 reporting script that groups account history by magic number and currency, with optional date filters and CSV export. It outlines measures including profit after swaps and commissions, win rate, time-weighted return, profit…

StatisticsRisk managementBacktestingForex
MQL5 code base

This description presents an Expert Advisor that uses a Digital MACD indicator to generate trade signals at bar close. Depending on the selected entry mode, a signal can involve the histogram crossing zero, a change in the histogram’s or signal line’s…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This Expert Advisor uses the Blau Ergodic MDI oscillator to generate trade decisions. The described entry alternatives respond to a change in histogram direction, a move through the zero line, or a color change in the signal-line cloud. A mode parameter…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document outlines an Expert Advisor that uses an XMA_Ishimoku_Channel indicator to generate signals. A signal is formed when a bar closes with price inside the channel boundaries. The text gives a historical test example for GBPJPY on the four-hour…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator description presents a Relative Strength Index signal that draws buy or sell arrows when price moves back from oversold or overbought conditions. The author frames the trigger as a return from medium or extreme levels after crossing those…

ForexTechnical indicatorsMean reversion
MQL5 code base

ChainPriceRSI is described as a forex indicator combining RSI and moving-average inputs to produce directional arrows and a red trend line. Its rules interpret blue and white arrows as buy or sell cues, use levels 20 and 80 as possible reversal zones, and…

ForexTechnical indicatorsMean reversionTrend following
MQL5 code base

This Expert Advisor description combines a moving-average trend filter with two envelope breakout modules. Each module checks the previous completed candle and current candle open: both must sit above the relevant line for a buy, or below it for a sell. The…

ForexTrend followingBreakoutTechnical indicators
MQL5 code base

This document describes a trading-range forecasting tool intended for monthly candlestick charts, primarily for forex pairs. It estimates the likelihood that a chosen pip range will be reached using historical trading ranges from the prior two years and a…

ForexVolatilityStatistics
ProRealCode

This document presents an Ichimoku dashboard that condenses relationships among price, Tenkan-sen, Kijun-sen, the Senkou spans, and the lagging Chikou span into labeled columns. It describes how the display tracks price relative to the conversion and base…

Technical indicatorsTrend followingForexSentiment
MQL5 code base

This indicator identifies and draws support and resistance zones using fractals and the Average True Range. It can calculate zones on a selected timeframe different from the chart timeframe, so a trader can view higher- or lower-timeframe levels alongside…

Technical indicatorsFuturesForexRisk management
MQL5 code base

The document describes a MetaTrader utility for moving several open positions to breakeven once price has moved favorably. It offers two trigger approaches: a points-based move, with a stated default of 100 points for a five-digit broker, or a target-price…

Risk managementPosition sizingExecutionForex
MQL5 code base

The document describes a MetaTrader method for tracking a broker’s changing bid–ask spread over time. An indicator records the spread in OHLC format in a history file, which can then be viewed as an offline chart. Applying a moving average to that chart can…

ForexMarket microstructureExecutionTechnical indicators
MQL5 code base

This indicator description explains how to mark session opening times on an MT4 chart with vertical lines. It supports London or EuroZone, US, and Asian opens, and can display up to six configured time lines. Users can set session times, line width, style,…

Technical indicatorsForexExecution
MQL5 code base

The indicator summarizes trend direction across multiple currency pairs on the chart’s current timeframe. It compares three moving averages with different shift settings: a fast, an intermediate, and a slow EMA. The shifts can be adjusted, as can the corner…

ForexTechnical indicatorsTrend following
ProRealCode

This strategy uses Ichimoku cloud position and the relationship between the Tenkan-sen and Kijun-sen to generate directional entries. A long requires price above both cloud spans, a bullish candle, and Tenkan-sen above Kijun-sen; a short applies the opposite…

Technical indicatorsTrend followingForexEquities
MQL5 code base

This Expert Advisor pairs signals from the MA Rounding Candle indicator with position sizing that responds to recent trade outcomes. It enters when a completed bar indicates a trend change, shown by a candle color change. Buy and sell histories are evaluated…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document describes a MetaTrader indicator that measures how quickly quotes arrive relative to the normal pace for that time of day. It converts quote changes into events, combines records stamped in the same millisecond, treats long gaps as session…

ForexMarket microstructureStatisticsVolatility
MQL5 code base

This trading system uses the GG-RSI-CCI indicator to trigger trades when a bar closes and its color changes from red to green or blue. Open positions are closed either by a pending order or when the indicator’s bar color changes. The document does not…

Technical indicatorsForexBacktesting
ProRealCode

This excerpt introduces a rule-based strategy built around the Ichimoku indicator and begins a buy condition: price must be above the Kumo cloud. The author describes the approach as suitable for automation and reports personal observations of favorable…

Technical indicatorsForexFuturesBacktesting
MQL5 code base

The document outlines a set-and-forget trading approach implemented as an MT4 expert advisor. The user supplies the number of pending stop-limit orders, an initial entry price, a stop loss, a take profit, and a position size. The stated idea is to place…

ForexPosition sizingRisk management
MQL5 code base

This brief describes an UltraWPR indicator that lets the user choose the chart period from its input settings. The example setting uses a four-hour timeframe, allowing the indicator to display Williams %R calculations based on a period different from the…

Technical indicatorsForex
MQL5 code base

This document presents a library of trading functions for opening and closing positions and calculating trade size. Its sizing routine estimates the loss budget from account equity or balance and a user-specified risk percentage, then divides that budget by…

Position sizingRisk managementForexCommodities
MQL5 code base

This document describes a standalone implementation of the Quantitative Qualitative Estimator (QQE) indicator for MetaTrader 5. It supports the platform’s available chart timeframes and adds automatic second- and third-higher-timeframe options, which adjust…

Technical indicatorsForex