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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
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

This document outlines a news trading approach that places a buy-stop and a sell-stop on opposite sides of the current market before a scheduled release. When one pending order activates, the other is canceled. A trailing stop is intended to follow a sharp…

ForexEvent-drivenExecutionRisk management
MQL5 code base

This document describes a simple forex tool for estimating how much a one-pip or one-point price move is worth in the trader’s deposit currency. The user supplies the intended lot size, and the calculator reports the value for the currency pair displayed on…

ForexPosition sizingRisk management
MQL5 code base

This MetaTrader expert advisor uses the Average Directional Movement Index to generate trading signals. Its two main indicator settings are the ADX smoothing period and an ADX level. The advisor can place stop-loss and take-profit orders, and trailing of…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This document describes an MT5 indicator that detects price swings and plots Fibonacci retracement and extension levels automatically. It lists retracement levels from 0% to 100%, several extensions above 100%, and negative levels. A setting controls how…

Technical indicatorsForex
MQL5 code base

The document describes an Expert Advisor that combines Bollinger Bands with the Donchian Channel. A sell setup requires a falling Donchian Channel, an open above the Bollinger upper band, and a close below it. A buy setup requires a rising channel, an open…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This trading system uses the ColorFisher_m11 oscillator histogram to generate entries and exits. It opens a position at a bar’s close when the histogram changes to blue or pink, which the description associates with the oscillator entering an overbought or…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This document describes an Expert Advisor that trades breakouts using the Color_PEMA_Envelopes_Digit_System indicator. It generates a signal when a bar closes with a color different from the preceding bar, or when the preceding bar has no color. The strategy…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This expert advisor combines Renko-style price boxes with fractal levels. It calculates box formation in pips, then enters when price reaches a level associated with a fractal. The post says the boxes are calculated rather than displayed on the chart and…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

OverHedgeV2 is described as an expert advisor that manages a group of positions using aggregate and per-position profit thresholds. It closes positions opened by the advisor when the group reaches a total profit target, subject to a condition that no…

ForexTrend followingGrid tradingPosition sizing
MQL5 code base

The document describes an automated trading tool that takes a user-selected long or short direction, waits for a setup based on volume and price levels, and places trades. Its level and length settings shape the pullback it seeks and how extensively it…

ForexPosition sizingRisk managementExecution
MQL5 code base

This document outlines a way to hedge exposure to a dollar index using currency pairs associated with its constituent currencies. It lists component weights for the euro, yen, pound, Canadian dollar, Swedish krona, and Swiss franc, then maps those weights to…

ForexRisk managementPosition sizing
MQL5 code base

This brief description explains an expert advisor that acts on signals from a custom VIDYA N Bars Borders indicator. Before placing a signal-based trade, it checks current profit; when that profit is negative, it increases the trade lot according to a…

Technical indicatorsPosition sizingRisk managementForex
MQL5 code base

The indicator draws high-low boxes for the Asian, London, and New York Forex sessions using one-minute bars. Each box marks the session’s range, with an optional midpoint and label. It also displays average range in pips over a configurable lookback and can…

ForexBreakoutVolatilityTechnical indicators
MQL5 code base

This short description explains a chart-operated tool for modifying the stop-loss or take-profit levels of every open order on the chart’s current instrument. The user drags the script to a price level: placing it below the current market price changes stop…

ExecutionForexRisk management
MQL5 code base

This indicator marks potential entries when the Stochastic Oscillator leaves an extreme zone. A buy arrow appears after the oscillator exits oversold territory, while a sell arrow appears after it exits overbought territory. It also includes popup, email,…

Technical indicatorsForex
MQL5 code base

This MetaTrader expert advisor follows a time-based routine using the Color3rdGenXMA moving average. At a specified hour and minute, it checks the indicator color and opens a short position for red or a long position for blue. It closes the position after a…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This expert-advisor description combines a 150-period moving average with short-period RSI and Stochastic readings. Price relative to the moving average sets the permitted direction: above it, the system considers buys; below it, sells. A buy requires RSI…

ForexTechnical indicatorsMean reversionRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the Digital CCI Woodies indicator. A signal is generated when a bar closes and the indicator’s cloud changes color. The page also notes that the compiled indicator file must be installed in…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document outlines a basic automated strategy that buys when the Relative Strength Index is oversold and sells when it is overbought. It describes the logic at a high level and says the expert advisor can be used with MetaTrader 4 or MetaTrader 5 after…

Technical indicatorsMean reversionForex
MQL5 code base

The document describes an indicator that displays a forex price chart in inverted form, intended to help traders consider short entries when their usual bias is toward long positions. Its suggested workflow is to add the inversion indicator to a chart and…

ForexTechnical indicators
MQL5 code base

The document outlines an Expert Advisor that uses the non-normalized FatlSatlOsma oscillator. It makes a trade decision when the oscillator changes direction, and is presented for use in MetaTrader 5 with the corresponding compiled indicator file. A…

ForexTechnical indicatorsBacktestingRisk management
ProRealCode

The document describes a simple hourly foreign-exchange system using a 14-period RSI. It opens one long position when RSI falls below 30 and closes that position once RSI reaches 60 or higher. It opens one short position when RSI rises above 70 and exits the…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

The document describes a forex cross-pair setup using a correlation calculator panel to compare a cross with its two component currency pairs. Its example considers EUR/JPY alongside EUR/USD and USD/JPY. The proposed signal is a change in which component…

ForexTechnical indicatorsPairs trading
MQL5 code base

This document describes an Expert Advisor that embeds its Kinetic Compression Index calculations rather than relying on a separately loaded custom indicator. Its proposed reversal entries use a detected compression or “singularity” pattern, with Williams…

ForexMean reversionVolatilityRisk management