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 uses UltraMFI signals to enter trades when a bar closes and the displayed trend cloud changes direction. It adjusts the size of a new trade according to recent results in the same direction: configurable counts of recent buy or sell…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The document describes a relative version of Average True Range (ATR) intended to make ATR easier to compare across time. It maps ATR into a 0–100% range according to its position relative to values over a chosen historical lookback. This treats ATR as a…

ForexVolatilityTechnical indicators
backtesting.py

This tutorial demonstrates a supervised learning workflow for hourly EUR/USD data using a k-nearest neighbors classifier. It builds features from price deviations from moving averages, moving-average spreads, momentum, Bollinger Bands, a sample sentiment…

ForexMachine learningTechnical indicatorsBacktesting
MQL5 code base

This document describes an automated trading system based on Fractals and Alligator indicators, with settings for take profit, stop loss, trailing exits, and break-even adjustments. It says the system is intended for daily charts on major forex pairs and…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This MetaTrader 5 Expert Advisor bases its signals on the ColorBearsGap indicator. A signal is generated when a bar closes and the indicator histogram changes color. The document notes that a supporting TradeAlgorithms library can help the advisor work with…

ForexTechnical indicatorsExecutionBacktesting
MQL5 code base

This MetaTrader indicator description presents blue rectangles as potential price strength zones. The rectangle’s upper boundary is treated as a level where upward price strength may fade. For a long position, it suggests placing a take-profit level below…

Technical indicatorsVolatilityRisk managementForex
MQL5 code base

This document describes an Expert Advisor that trades changes in the direction of the CoppockHist oscillator. A signal is generated when a bar closes and the indicator direction has reversed. The method therefore depends on the indicator’s direction change…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The described expert advisor begins by opening equal, minimal-sized long and short positions, each with predefined take-profit and stop-loss levels. When one position reaches its profit target, it closes; the losing side is enlarged at price intervals, with…

ForexRisk managementPosition sizingBacktesting
MQL5 code base

This document describes a versioned template for trading multiple currency pairs, with moving averages offered as a sample entry logic. It says the entry logic can be changed, so the moving-average example is a starting point rather than a fixed strategy.…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes an indicator that estimates each currency’s net flow by combining volume information across the currency pairs available on a trading platform. Readings above zero represent positive net flow, while readings below zero represent…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

This document outlines an expert advisor that combines the Relative Strength Index (RSI) with RFTL, searching for RSI troughs and peaks as part of its trading logic. It states that the advisor operates only on hedge accounts, which allow positions to be held…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor uses the SlopeDirectionLine trend indicator to generate trades when a bar closes and the indicator’s line changes color. The document describes a close-confirmed signal rather than an intrabar trigger, and notes that the compiled…

ForexTrend followingTechnical indicatorsExecution
MQL5 code base

This trading system looks for price breaks of support or resistance levels. It uses a simple moving average of lows to confirm a downside break and a moving average of highs to confirm an upside break. A minimum standard deviation condition is also required,…

ForexBreakoutTechnical indicatorsBacktesting
ProRealCode

This MQL5 Wizard signal design combines pullback conditions with candle-pattern direction. A long entry requires price above a moving average, RSI below a configurable level, and bearish-side candle action; a short entry reverses those conditions. A spread…

ForexTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader expert advisor uses the nearest ZigZag vertex on a new bar to reverse positions. A vertex at a bar high triggers a buy and closes existing sell positions; a vertex at a bar low triggers a sell and closes existing buy positions. A…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This brief description outlines an expert advisor that checks its signals only when a new bar appears. It opens a buy position when the Commodity Channel Index rises above a configurable upper threshold and opens a sell position when the indicator falls…

Technical indicatorsForexRisk management
MQL5 code base

The document outlines an Expert Advisor that generates a trading signal when the ColorJFatl_Digit indicator changes color at a bar close. It requires the compiled indicator to be installed in the platform's indicator folder. A supporting library is mentioned…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This MetaTrader 4 indicator visualizes the structure of a one-hour candle on a lower-timeframe chart. It draws an H1 range box and can place nested boxes for M30, M15, M5, and M1 candles within that hour. The H1 box can include quarter, midpoint, and…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

This brief description explains an MT4 expert advisor that scans historical closed trades and retrieves one by recency. An index of zero refers to the latest closed trade; increasing the index moves backward through the close history, so an index of one…

ForexExecution
MQL5 code base

This document describes an MQL5 class that acts as a pre-trade execution gate for Expert Advisors. It reads the terminal’s latest server ping and combines that figure with a wall-clock execution delay recorded around a trade operation. If the combined…

ExecutionRisk managementForexMarket microstructure
MQL5 code base

ClusterBox_DayHistogramm displays tick volume by price cluster over a fixed 24 hour interval, allowing traders to inspect where activity concentrated during each day. It is presented as a daily variant of a histogram indicator that otherwise lets the user…

ForexTechnical indicatorsMarket microstructureStatistics
quant-trading

This notebook explores how several market series relate to the Russian ruble exchange rate against the Australian dollar. It fits separate ordinary least squares regressions for each candidate regressor within each year, then repeats the analysis…

ForexCommoditiesStatisticsBacktesting
MQL5 code base

This MetaTrader 5 indicator uses a soft, time-based background gradient to show typical market phases: quieter Pacific hours, Asian consolidation, rising London activity, the London–New York overlap, and the New York fade. Optional markers identify session…

ForexTechnical indicatorsVolatility
MQL5 code base

The document describes an MQL5 Wizard Expert Advisor that combines MACD signals with the Parabolic SAR trend indicator. The system evaluates signals when a new bar appears and assigns the two indicators different weights: MACD receives the larger weight in…

ForexTechnical indicatorsBacktesting