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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 brief trading description proposes using MACD divergence as a trade signal, but only when RSI confirms an extreme condition. For a long setup, RSI must be below 30 during bullish divergence; for a short setup, RSI must be above 70 during bearish…

Technical indicatorsMean reversionForexRisk management
MQL5 code base

This brief description outlines a foreign-exchange Expert Advisor that trades from signals generated by the Daniella indicator. A signal is acted on when a colored arrow appears at the close of a bar. The advisor depends on a compiled indicator file, and an…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document describes a short-term automated trading system built around moving averages. It says the expert advisor is intended for one-minute charts in major forex pairs and Nasdaq stocks, and trades using the open price of the current candle. Settings…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

The document describes an expert advisor that combines fast and slow moving averages with trend lines drawn from fractals to trade potential reversals. The trend line is intended to act as a filter alongside the moving-average logic, and the advisor is…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from a universal MACD histogram. It checks for a bar close where the histogram crosses zero, changes direction, or where the signal-line histogram breaks through, with the selected behavior…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This document describes a variant of a Stochastic trend indicator that lets users set input parameters separately for each stochastic oscillator used to display current trends. Its main contribution is the added flexibility to configure the oscillators…

Technical indicatorsForex
MQL5 code base

This expert advisor is described as entering trades on retracements from Fibonacci levels. It provides settings for fast and slow moving averages, stop loss, take profit, trade limits, and optional break-even handling. The description says it can be used on…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This strategy places buy limit and sell limit orders in a grid at a configured start hour. Its premise is that after one or more orders activate, price will return to the open of the bar on which the grid was placed. The grid uses a starting distance from…

ForexGrid tradingMean reversionRisk management
MQL5 code base

This Expert Advisor builds signals from two ZigZag indicators operating at different scales. It examines the two legs of the latest peak in the slower, larger ZigZag and counts the smaller ZigZag peaks inside those legs. User parameters compare the peak…

Technical indicatorsForexBacktestingRisk management
MQL5 code base

This brief description explains an expert advisor utility for closing or deleting orders, including orders associated with a multi-currency EA. It identifies orders through their comment text and supports matching an EA comment by prefix or suffix. If the EA…

ForexExecutionRisk management
MQL5 code base

The document describes an indicator that plots up to six configurable price levels in a repeating pattern above and below an initial range. Traders can set offsets such as whole numbers and selected pip distances, then adjust each line’s visibility, color,…

Technical indicatorsForex
MQL5 code base

This brief description outlines a trading robot for the Hang Seng Trader listing. It combines a support and resistance indicator calculated on the active chart timeframe with Fibonacci lines derived from the high and low of daily bars. The stated…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This indicator adjusts a simple moving average’s period to the chart timeframe, aiming to represent a comparable span of market activity across charts. The examples scale the lookback to the number of bars in a year or trading session: monthly and weekly…

Technical indicatorsTrend followingForex
MQL5 code base

This document outlines an automated foreign-exchange scalping strategy that uses a ZigZag indicator built from fractals. It limits the system to one open position at a time and specifies that the indicator reading should be taken from bar three, because the…

ForexTechnical indicatorsExecutionRisk management
TqSdk

This practical article discusses market data reliability as an operational concern for high-frequency foreign exchange systems. It describes failure modes such as delayed quotes, dropped connections, and anomalous prices, which can interfere with short-term…

ForexHigh-frequency tradingExecutionMarket microstructure
MQL5 code base

This strategy uses a 5-period exponential moving average crossing a 20-period simple moving average to trigger long or short signals. For a long setup, the crossover candle’s close and the preceding wave low define two reference points; for a short setup,…

Technical indicatorsTrend followingForexRisk management
ProRealCode

This document presents a rule-based EUR/USD strategy for a 15-minute chart. It calculates a midpoint from recent daily highs and lows, then smooths related upper and lower levels. Long entries require a price crossing above the midpoint alongside a…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This Expert Advisor uses MACD and a moving average to identify a directional setup, then enters only after price breaks the signal bar’s range. When a new bar appears, it checks whether MACD crossed the zero line on the preceding bar. A detected signal…

ForexTechnical indicatorsBreakout
MQL5 code base

This legacy charting indicator creates a synthetic time series from user-defined formulas applied to multiple selected instruments. It draws each instrument on bars from a chosen timeframe and synchronizes their observations in time, allowing a combined…

ForexMulti-assetPortfolio constructionTechnical indicators
MQL5 code base

This Expert Advisor uses closing-bar arrows from the SilverTrend_Signal indicator to open positions. It scales an existing position when the most recent deal’s profit points exceed a threshold set in the EA inputs. A trade comment records the scale count…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

This document outlines a version-two Expert Advisor that combines three moving averages with optional Stochastic and RSI filters. It can enter positions at market and place Buy Stop or Sell Stop pending orders. Its inputs cover moving-average periods and…

Technical indicatorsForexRisk managementPosition sizing
MQL5 code base

This short indicator description explains that the Color TSI Oscillator can be configured to calculate or display on a selected chart timeframe. The example uses a four-hour period, allowing the indicator to be used alongside a chart with a different…

Technical indicatorsForex
MQL5 code base

The strategy starts from a flat account by opening equal-sized long and short positions. When price moves by a preset step, it adds a position in the direction opposite that move, using twice the initial lot size. If price moves another step, the system…

ForexMean reversionGrid tradingPosition sizing
MQL5 code base

This document describes a foreign exchange expert advisor built around breakout stop orders and hedging losing positions in an effort to close trades with an overall positive result. The version discussed adds volatility-spike entries, trend checks, hourly…

ForexBreakoutTrend followingRisk management