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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 document describes a position-size calculator that uses a trader’s chosen percentage risk and stop-loss distance to determine lot size. The stop can be specified as a fixed number of points or as a multiple of Average True Range, linking the size of a…

Position sizingRisk managementForexTechnical indicators
MQL5 code base

This document describes a MetaTrader indicator that detects bullish and bearish pinbar candlesticks from price action and marks them on the chart. It can issue platform, email, and push notifications, and is offered for both MT4 and MT5. The indicator does…

Technical indicatorsForexEquitiesExecution
MQL5 code base

This document describes an Expert Advisor that trades from signals produced by the iWPRSign indicator. A signal is acted on when a colored indicator icon appears at the close of a bar. The system depends on a separately compiled indicator file, so it cannot…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document outlines an MT4 indicator that calculates an anchored volume-weighted average price from the start of a daily, weekly, or monthly session. It uses typical price, formed from the high, low, and close, weighted by tick volume. Standard deviation…

Technical indicatorsMean reversionStatisticsForex
MQL5 code base

The document describes an audit of terminal-held price bars before they are used for indicators or backtests. It checks OHLC consistency, bar timestamps, missing openings relative to the broker’s stated quote sessions, empty or flat bars, higher-timeframe…

BacktestingStatisticsMarket microstructureForex
MQL5 code base

This document describes an MT4 trade manager for applying protective rules to already-open forex orders. It can set stop loss and take profit distances in pips, shift a stop to break-even after a chosen profit threshold, and trail the stop as price moves.…

ForexRisk managementExecution
MQL5 code base

The indicator combines a fast and slow moving average with an RSI condition to generate chart signals. A bullish crossover is accepted when RSI is above a user-selected threshold, and a bearish crossover when RSI is below its selected threshold. Users can…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

This EURUSD strategy places pending orders around the previous day's high and low, seeking to enter in the direction of a range break. The described setup places a buy above the prior high and a sell below the prior low, adjusted for spread. Both orders are…

ForexBreakoutExecutionRisk management
MQL5 code base

This document describes a sample expert advisor that demonstrates a martingale approach, averaging positions either upward or downward. It uses the TEMA indicator to generate entry signals and ATR to set the spacing between grid orders. The update notes…

ForexGrid tradingMean reversionTechnical indicators
MQL5 code base

The Negative Volume Index (NVI) updates on bars whose volume is lower than the preceding bar’s volume. The document describes using NVI movement to assess whether a price trend persists despite declining volume. A crossover between NVI and its moving average…

Technical indicatorsTrend followingMomentumForex
MQL5 code base

This document describes a service that periodically checks swap rates for specified trading symbols and records changed values in monthly CSV files. Each record contains a timestamp and the long and short swap values, creating a history that traders can…

ForexCarryRisk management
MQL5 code base

The document describes an Expert Advisor for manual trading that applies stop-loss and take-profit levels to market and pending orders. Its controls include when trailing begins, the trailing distance from the current price, the profit threshold for moving a…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This trading system uses the ColorLinearRegSlope_V2 indicator. It opens a position at bar close when the indicator band changes color. Exits are handled either by a pending order or by another change in the band’s color. The document describes a historical…

Technical indicatorsTrend followingBacktestingForex
MQL5 code base

The document proposes watching for divergences in the relationship between two currency pairs and taking opposing positions when a gap appears. It focuses on AUD/JPY, CAD/JPY, and NZD/JPY, and gives AUD/JPY versus NZD/JPY as an example. A pip-value…

ForexPairs tradingArbitragePosition sizing
MQL5 code base

This document describes a MetaTrader expert advisor derived from an earlier Forex Fraus version. It uses the Envelopes indicator and was designed for EUR/USD on the one-minute chart, with possible use on other instruments. The EA can apply adjustable…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This page serves as a source-code index for a developing multicurrency Expert Advisor series. The series explores combining multiple trading strategies inside one program so they can operate on the same account. Its planned design moves market order handling…

ForexPortfolio constructionPosition sizingBacktesting
Cryptohopper blog

This document describes a forex expert advisor that uses two moving averages to determine trade conditions. If price moves against an open position by a configured pip distance, the system opens another trade in the original direction and repeats the process…

ForexTechnical indicatorsPosition sizingRisk management
quant-trading

This document is a dated market data table spanning observations from 2013 through 2018, with a truncated section indicated by an ellipsis. Columns identify Western Canadian Select crude, gas, WTI, several currency series, Edmonton, gold, and the Canadian…

CommoditiesForexMulti-assetStatistics
MQL5 code base

This document explains an adjustable Zigzag indicator for identifying price swing points. It uses a step-size threshold: the current wave continues until price moves far enough in the opposite direction to confirm a reversal. Unlike the traditional Zigzag…

Technical indicatorsForexCryptoCommodities
MQL5 code base

The document describes an indicator that estimates a currency’s relative strength from closing prices across seven currency pairs containing that currency. It proposes comparing the strength lines for the base and quote currencies of a pair as a possible…

ForexMean reversionTechnical indicators
MQL5 code base

This MT5 indicator tracks up to three configured symbols and analyzes completed Asian and London session ranges, using M5 as its default internal timeframe. A session sweep alone does not qualify: the described sequence requires a sweep, a close through a…

ForexTechnical indicatorsMarket microstructureRisk management
MQL5 code base

This document describes revisions to a MetaTrader expert advisor called Multi Arbitration. It trades two currency pairs at once: the chart’s main symbol and a second symbol selected from a fixed list of 20 forex pairs. The revised entry rule adds a buy only…

ForexPosition sizingExecution
MQL5 code base

This MetaTrader 4 discussion sketches an intraday strategy using a Center of Gravity indicator with five parallel lines. A long signal is intended when a one-period moving average of lows crosses back above the channel’s lower boundary; the suggested short…

ForexTechnical indicatorsMean reversionExecution
MQL5 code base

This MetaTrader expert-advisor example describes an automatic reversal rule. When a position closes, the program detects the closing deal and opens a new position in the opposite direction on the same symbol, using the same volume. For instance, closing a…

ForexExecutionPosition sizing