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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
WonderTrader
14 documents
Alphalens
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 takes trades from signals generated by the MACD-2 indicator. A signal is evaluated when a bar closes. Depending on the selected trend mode, entry can follow a histogram crossing of the zero line, a change in histogram direction, or a…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This Expert Advisor trades from the KalmanFilterCandle indicator. It generates a signal when a bar closes and the indicator changes candle color, using that change as the trade trigger. The document refers to chart examples and a test for USDJPY on the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document introduces a currency strength meter that uses percentage price changes between periods to help identify trending and consolidating markets. It presents the tool as a way to compare currency strength and describes trend and consolidation…

ForexTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor applies a martingale approach with a configurable delay between entries. After an initial position, it waits a chosen number of bars before opening another position when the price moves by the specified step and a new entry signal…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

This Expert Advisor uses the BlauHLM oscillator to determine when to enter trades. Its described entry conditions are a change in histogram direction, a break through the zero line, or a change in the signal-line cloud’s color. An input setting selects the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader indicator marks candles whose price changes exceed user-defined thresholds, displaying the change in points and percentage. It offers two calculation choices: compare a candle’s close with its open, or compare its close with the previous…

ForexTechnical indicatorsStatistics
MQL5 code base

This product description outlines a trading expert advisor that uses a rate-of-change indicator and moving-average parameters, trades at the open of a candle, and is described as usable across time frames, major forex pairs, and NASDAQ stocks. Its settings…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes an automated trading system built around the BW-wiseMan-1 semaphore indicator. The system reacts when colored diamond signals appear on a chart, with trade direction controlled by an input that determines whether the signals are…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This Expert Advisor bases its entries on the ColorSchaffTriXTrendCycle oscillator crossing an overbought or oversold level. It checks for a level break when a bar closes, making the signal dependent on completed-bar data rather than an intrabar move. The…

Technical indicatorsBreakoutForexBacktesting
MQL5 code base

This Expert Advisor uses the Relative Vigor Index (RVI) across three timeframes to combine trend filtering with entry timing. Two oscillators determine direction by their positions relative to their signal lines, while a third provides the trigger when it…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The Step Chart Separate indicator tracks price changes in pips and marks when a move is large enough to create a new step. This version plots its values in a separate window, which is intended to make changes in trend easier to observe alongside price…

Technical indicatorsForexTrend following
MQL5 code base

This Expert Advisor looks for buy and sell setups using the recent four bars. The buy logic compares the previous bar’s high and the current bar’s low with the previous bar’s low, then applies additional price and time checks; sell logic reverses the…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This brief description presents an Expert Advisor designed only for hedge accounts. It opens two positions in opposite directions, then waits until both positions have closed through their stop-loss or take-profit levels. Once both are closed, it opens…

ForexExecutionRisk management
MQL5 code base

This brief description introduces an Expert Advisor based on fast DeMarker and Stochastic indicators. It says the system uses hidden stop-loss and take-profit levels, with the stop loss set after a minimum take-profit level has been reached. The author…

ForexTechnical indicatorsRisk managementExecution
MQL5 code base

This document outlines a trading system based on the UltraWPR indicator. It generates a trade signal at bar close when the indicator cloud changes color. A position can be closed by a pending order or when the cloud switches to a color opposite to the…

ForexTechnical indicatorsBacktestingTrend following
MQL5 code base

This document describes a MetaTrader expert advisor that uses a moving average as a reference for opening and adding positions. It opens buys when price is above the average by a configured distance and sells when price moves below it by that distance.…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

ForexLine is a trend indicator that displays a moving-average line in different colors according to the detected trend direction. It determines direction by comparing the relative positions of a fast smoothed average and a slower smoothed average, using…

ForexTrend followingTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from the PPO Cloud oscillator. It enters when a bar closes with a crossover between the indicator’s main and signal lines, together with a change in the cloud’s color. The description identifies…

ForexTechnical indicatorsBacktesting
MQL5 code base

This pipsing approach opens a buy and a sell position together when a new daily EUR/USD bar forms. The example specifies a 0.1 lot size, a take-profit target of 10 points, and a stop-loss and trailing-stop setting of 50 points. If one side closes, the method…

ForexExecutionRisk management
BigQuant

This document describes an Expert Advisor built around the Adaptive Cyber Cycle indicator. It generates a signal when the indicator crosses its signal line at a bar close. The inputs also allow use of related Adaptive CG Oscillator, CyberCycle, or Adaptive…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a modified Trend Detection Index indicator intended to distinguish established rising and falling trends. Its main visual rule is that the purple line sits above the red line during a steady upward trend, while the ordering reverses…

ForexTechnical indicatorsTrend following
pysystemtrade

This guide describes how pysystemtrade connects to Interactive Brokers through the Gateway or Trader Workstation and a Python API library. It outlines gateway setup, trusted IP and API settings, connection creation, configuration, and client ID requirements.…

FuturesForexExecutionMarket microstructure
MQL5 code base

The document introduces a breakout strength meter intended to compare currencies by perceived strength and weakness. It presents the tool as a way to identify currencies that may be more likely to break out, and suggests using it to help distinguish genuine…

ForexBreakoutTechnical indicators
MQL5 code base

This expert advisor makes a directional decision when a new bar appears by comparing the tick volumes of the two most recent bars. If the newer bar has greater volume, it closes sell positions and opens a buy; if volume is lower, it closes buys and opens a…

ForexTechnical indicatorsBacktestingRisk management