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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 script sets a stop loss for each open position so that a hit would produce an approximate loss equal to a specified amount in the account’s currency. It is intended to work across deposit currencies and forex symbols by using the platform’s loss tick…

ForexRisk managementPosition sizingExecution
MQL5 code base

The document describes a trading framework built around an expert advisor with modules for price and tick pressure, recurring flow patterns, weighted volume delta, candle forecasts, volatility-adjusted thresholds, tick activity, historical forecast accuracy,…

ForexTechnical indicatorsVolatilityRisk management
MQL5 code base

The OzFx description combines the Stochastic Oscillator with the Accelerator Oscillator to generate entry signals. A buy requires the Stochastic reading on the latest completed bar to exceed a chosen level, while the Accelerator reading rises from below zero…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document briefly introduces BBMA, a trading approach that combines Bollinger Bands with moving averages to identify potential trading opportunities. It attributes the strategy to Malaysian trader Oma Ally and says it is intended to support entries,…

Technical indicatorsForexEquitiesCrypto
MQL5 code base

This short description introduces a MetaTrader 5 semaphore indicator that signals when the J2JMA moving average changes direction. The indicator relies on the CJJMA class from an external smoothing-algorithm library, which must be available in the terminal’s…

Technical indicatorsForexTrend following
ProRealCode

The Range Factor is presented as a confirmation indicator for forex systems. It compares short and longer moving averages of closing prices, scales their difference using average true range, and applies a bounded transformation to produce a value. The…

ForexTechnical indicatorsTrend following
MQL5 code base

This MetaTrader 5 expert advisor generates trades when a bar closes with a newly appearing colored arrow from the ForecastOscilator semaphore indicator. It requires the compiled indicator file in the terminal's Indicators folder. The description also notes a…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document outlines an Expert Advisor that trades signals from the CronexCCI oscillator. It generates a signal when a bar closes and the indicator cloud changes color. The EA requires the compiled CronexCCI indicator file, and a supporting library is…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This indicator displays an inverted view of the current instrument's chart, showing Ask and Bid price levels as colored bars in a separate window. Its settings let users independently show or hide each side, choose colors and line styles, and set the…

ForexMarket microstructureExecution
MQL5 code base

This document describes an Expert Advisor that trades signals from the ColorBears indicator. It generates a signal when a bar closes and the indicator histogram changes color, making the strategy depend on confirmed bar-close changes rather than intrabar…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an external Expert Advisor intended to estimate broker commissions during MetaTrader 5 strategy tests when the platform’s built-in commission feature does not produce the desired result. It says the tool supports market, limit,…

BacktestingExecutionRisk managementForex
MQL5 code base

The Expert Advisor trades reversals in the direction of the ColorHMA moving average. It checks for a direction change when a bar closes, then uses that change to generate a trading signal. The document describes the signal rule but gives little detail about…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes an expert advisor that tracks open-order profit and applies a virtual trailing stop. The stop level is calculated from a per-minimum-lot profit allowance, scaled according to the order’s lot size. For example, the stated settings leave…

ForexRisk managementExecution
ProRealCode

Dual Thrust is a breakout method that sets daily entry thresholds from recent price extremes. It calculates the highest high and close, and the lowest low and close over a lookback window, then takes the larger of two cross-range measurements. Multiplying…

FuturesForexEquitiesBreakout
MQL5 code base

This document explains a chart indicator that marks trend direction with colored dots: blue indicates bullish conditions and red indicates bearish conditions. Its calculation uses the cosine of price-change angle and obtains input prices through a…

Technical indicatorsTrend followingForex
MQL5 code base

The document describes an Expert Advisor that trades from changes in the NonLagDot indicator’s color. A signal is acted on when a bar closes and the indicator changes color, so the rule is based on a confirmed bar rather than an intrabar change. The advisor…

Technical indicatorsBacktestingForex
MQL5 code base

The document describes a chart utility that retrieves and overlays the US Dollar Index on another instrument's chart. Its stated purpose is to help traders compare price movements across instruments such as EUR/USD, GBP/USD, and gold without switching…

ForexTechnical indicatorsMarket microstructure
MQL5 code base

FMOneEA is a MetaTrader 4 expert advisor whose documented settings cover trading timeframe, lot sizing, profit targets, stop losses, trailing controls, and handling losing orders. Earlier versions used ZigZag and MACD signals on an hourly chart; a later…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This brief description presents an Expert Advisor that uses three time frames to identify a trend and trades the open candle price. It lists support for major forex pairs and NASDAQ stocks, along with configurable stop losses, take profits, trailing stops,…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

This MetaTrader Expert Advisor uses signals from the Karpenko oscillator. It opens a signal when a bar closes and the indicator cloud changes color, making the cloud transition the described entry trigger. The EA is presented for GBPUSD on a four-hour chart,…

ForexTechnical indicatorsBacktestingExecution
ProRealCode

This chart indicator estimates the Average Daily Range (ADR) while excluding Sunday bars, which can have shortened or irregular sessions. It tracks the current day's high and low, compares the day's range with the ADR, and displays the remaining distance in…

Technical indicatorsVolatilityForex
MQL5 code base

The described expert advisor uses no indicators. At the start of a new bar, it opens two positions in opposite directions and then waits until both positions close through their stop-loss or take-profit levels before opening another pair. The approach relies…

ForexExecutionRisk managementBacktesting
MQL5 code base

The indicator estimates relative strength for eight major currencies from a basket of seven currency pairs: AUD/USD, EUR/USD, GBP/USD, NZD/USD, USD/CAD, USD/CHF, and USD/JPY. It displays all currency indices in one chart window, with each index expressed as…

ForexTechnical indicatorsMomentum
MQL5 code base

The document describes an Expert Advisor that trades signals from a Hans indicator cloud system. A signal is generated when a bar closes after breaking through a channel, so the stated entry trigger depends on a completed bar rather than an intrabar move.…

ForexBreakoutTechnical indicatorsBacktesting