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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

ProRealCode

The document explains an indicator that applies Ehlers’ Fisher Transform to the Chaikin Oscillator, which tracks changes in accumulation and distribution using bar closes and volume. The transform normalizes the oscillator over a rolling range and expands…

Technical indicatorsVolatilityStatisticsEquities
MQL5 code base

This brief indicator description explains a simple way to display Fibonacci levels on a MetaTrader chart. The levels are calculated from the most recent bar on a user-selected timeframe, then redrawn whenever a new bar appears. User-configurable settings…

Technical indicatorsFuturesForex
MQL5 code base

The document outlines an automated grid approach that places equally spaced pending limit orders around the current market price. It places sell limits above price and buy limits below, with the trading range derived from weekly highs and lows. Once orders…

Grid tradingExecutionRisk managementForex
MQL5 code base

This short-term forex strategy combines a 34-period exponential moving average, a 50-period Commodity Channel Index, and the default MACD settings. It is presented as having been tested on EUR/USD and as best suited to a 15-minute chart. The proposed buy…

ForexTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that trades when the Go indicator changes color at a bar’s close. It opens a trade when the bars switch from red to green or green to red. The system relies on a compiled indicator file, and the article notes that a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This expert advisor generates signals when two moving averages intersect, using a selectable bar to determine whether the signal comes from the current or previous bar. An optional MACD filter checks the main MACD line's position relative to zero on that…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

The document describes an automated trading system based on the BlauTStochI oscillator. It identifies two alternative entry approaches: trade when the oscillator histogram changes direction, or act when it crosses the zero line. An input setting selects the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document presents a basic automated trading example using the Commodity Channel Index (CCI) calculated from typical price. A buy signal occurs when CCI moves upward from below one threshold to above a nearby lower threshold; a sell signal uses the…

Technical indicatorsForexRisk managementExecution
SuperMind

This indicator overlays the price history of two currencies or other assets on one chart so a trader can inspect their relative movement. The example describes viewing USDCHF alongside EURUSD and presents the tool as potentially useful when studying…

ForexTechnical indicatorsPairs tradingStatistics
MQL5 code base

This Expert Advisor follows the HullTrend indicator and generates a signal when a completed bar changes the indicator cloud’s color. The description presents this as a trend-following rule and identifies USDJPY on a four-hour chart as the setting used for a…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader Expert Advisor uses changes in the Waddah Attar Trend indicator’s histogram color to generate signals. A signal is recognized when a bar closes with a different histogram color, making the method a bar-close trend indicator trigger. The…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator identifies breaks of price levels and ranks their significance by how long each level went unbroken. The description suggests that a break may mark the start of a reversal. A noise filter and a significance filter aim to suppress weak levels…

ForexTechnical indicatorsBreakoutMean reversion
MQL5 code base

This Expert Advisor description outlines a fixed-lot strategy using Ichimoku cloud values and candle direction to generate trades. A buy condition requires Span A to be above Span B, a bullish candle, and the close to fall between the two spans. A sell…

ForexTechnical indicatorsTrend following
SuperMind

This Expert Advisor uses moving average and Envelopes indicators to place pending buy and sell orders. It operates only when a new bar appears and limits order placement to a configured time window. The system can maintain up to three pending orders in each…

ForexGrid tradingTechnical indicatorsExecution
MQL5 code base

The document describes an Expert Advisor that opens trades when the HighsLowsSignal indicator displays a star with the corresponding color and direction. It identifies the indicator file needed for the EA and notes that a supporting library is used for…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator measures high and low prices during configurable Asian, London, and New York trading windows, then freezes each range when its session ends. It flags a sweep only when a later bar penetrates a locked boundary by a minimum amount and closes…

ForexTechnical indicatorsBreakoutMarket microstructure
ProRealCode

The described expert advisor is a short-timeframe breakout system that combines Keltner channels, a moving average, and a minimum candle-size filter. A long setup occurs when price breaks above the channel, the candle meets a specified pip-length threshold,…

ForexBreakoutVolatilityTechnical indicators
MQL5 code base

This Expert Advisor concept combines MACD calculated on an adjustable, higher timeframe with a Stochastic oscillator on the chart’s current timeframe. The described setup uses the timeframe relationship as a core design choice, but the document does not…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The ThreeCandles indicator identifies possible reversals from a sequence of three candlesticks and presents the signals with alerts. For a potential sell, two rising candles are followed by a falling candle whose body is larger than the preceding rising…

Technical indicatorsMean reversionForex
NautilusTrader

This strategy uses a fast and a slow exponential moving average calculated from bars for a configured instrument. After both indicators are initialized, it takes a long position when the fast average is at or above the slow average and a short position when…

ForexTrend followingTechnical indicatorsExecution
MQL5 code base

StepChoppy_v2 is described as a trend indicator that represents direction and strength through eight states. Its color scheme distinguishes rising from falling trends, while darker shades indicate stronger conditions and lighter shades indicate weaker ones.…

ForexTechnical indicatorsTrend following
MQL5 code base

This document describes an Expert Advisor that trades changes in the direction of a VWAP_Close moving-average indicator. A signal is evaluated when a bar closes, so the stated trigger is based on a completed bar rather than an intrabar move. The program…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a basic expert advisor that trades crossings of a weighted oscillator’s overbought and oversold levels. It sells when the oscillator crosses downward through the overbought threshold and buys when it crosses upward through the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an expert advisor intended to trade unusually large one-minute forex bars. It is presented for EUR/USD, with the author mentioning NZD/USD and AUD/USD as markets where they had also seen success. The EA compares the current bar’s size…

ForexBreakoutVolatilityPosition sizing