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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 document introduces pivot points as a forex technical-analysis tool for estimating potential reversal areas. It says the central pivot is calculated from the prior day’s high, low, and close, then used to identify support and resistance levels for the…

ForexTechnical indicatorsRisk management
MQL5 code base

SniperJaw is described as an automated, one-trade-at-a-time strategy that follows trends using the Alligator indicator’s Jaw, Teeth, and Lips lines. Traders can adjust the periods and shifts used for those lines, set position size, and enable or disable…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This trading-system description uses an AnchoredMomentum indicator to generate entries when price breaks above or below the indicator’s high or low level at bar close. Positions are exited through a pending order or when the indicator changes color between…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

MultiWPRTrend_x10 displays Williams Percent Range oscillator readings across ten timeframes. Each line represents the oscillator for one timeframe, giving a compact view of how readings compare across multiple horizons. The indicator colors a line orange…

Technical indicatorsTrend followingForex
MQL5 code base

This document explains an indicator that overlays selected price data from another symbol or timeframe in the current chart’s subwindow. The user chooses the instrument, chart period, and candle price field, with options including open, close, high, low,…

Technical indicatorsForexMarket microstructure
MQL5 code base

This document describes an Expert Advisor that generates a trading signal when a Q2MA indicator changes cloud color as a bar closes. An input setting can invert the signal direction, allowing the system to trade against the indicator’s implied trend. The…

ForexTechnical indicatorsBacktesting
MQL5 code base

This expert-advisor method combines Commodity Channel Index readings across four bars with open and close prices across three bars. It evaluates entry conditions shortly before a bar closes, and opens a trade only when the advisor has no existing position.…

ForexTechnical indicatorsPosition sizingBacktesting
ProRealCode

This document outlines a short-term EUR/USD strategy using 20-period moving average envelopes and 40-period directional indicators. It describes long and short entry conditions around the upper and lower envelope, with ADX above 10 and the positive or…

ForexTechnical indicatorsRisk management
MQL5 code base

This document describes a MACD crossover trading system on GBP/USD four-hour bars. With MACD settings of 12/26/9, it opens buys when MACD moves above its signal line and sells when it moves below, reversing or closing positions according to the crossover.…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The described expert advisor combines Fibonacci Arcs with two moving averages and trades price breakouts. It is said to operate on the open candle and includes configurable take-profit, stop-loss, trailing, break-even, equity-risk, and maximum-trade…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

The document describes an Expert Advisor that trades signals from a TRIX indicator with a separate signal line and arrows at their intersections. A bullish signal occurs when the signal line moves from below the main TRIX line to above it between consecutive…

ForexTechnical indicatorsMomentum
MQL5 code base

The strategy uses ADX to identify quieter conditions and ATR to set breakout entry levels. When ADX is below 30, it places a buy stop above the recent high and a sell stop below the recent low, each offset by the 14-period ATR. Its money management is…

ForexVolatilityBreakoutTechnical indicators
MQL5 code base

This Expert Advisor enters trades from the AroonSignal indicator. It acts when a bar closes and a newly colored diamond appears, which the document describes as an Aroon rearrangement moving between overbought and oversold zones. The strategy therefore…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document explains a reusable time-control class for an expert advisor. The class lets a trader enable or disable trading on individual weekdays and define a start and stop time for each day. It can be initialized with default settings, a set of weekday…

ExecutionRisk managementForex
MQL5 code base

This MetaTrader chart utility saves periodic image snapshots into folders named for the trading pair. It chooses a capture interval based on the chart timeframe, with separate defaults ranging from frequent captures on minute charts to less frequent captures…

Technical indicatorsBacktestingForex
MQL5 code base

This document outlines an Expert Advisor that can move stop losses to break-even and/or trail them as prices move favorably. It can be limited to the current currency pair or applied across positions, and it can select trades by magic number, including all…

ForexRisk managementExecution
MQL5 code base

The document describes a simple MetaTrader 4 script for closing open trades one at a time. It first sorts the trade tickets in ascending order, then attempts to close them sequentially, beginning with the lowest ticket and continuing through the list. The…

ExecutionForex
MQL5 code base

This brief description outlines an Expert Advisor that uses a TSI-MACD oscillator. It says the EA generates a signal when a bar closes and the indicator’s cloud changes color. The document also notes that the indicator file must be installed in the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This beta indicator aims to estimate whether currencies are strong or weak by detecting the currencies represented in a chart and examining all pairs involving them. It compares each pair’s current close with either its current open or its previous close,…

ForexTechnical indicatorsMomentum
Amberdata research

This podcast description introduces a conversation with a European proprietary trader about his career and trading experience. Topics include early lessons in trading, experiences at now-defunct foreign exchange bucket shops, and the guest’s views on crypto…

CryptoFuturesForexMarket microstructure
Lumibot

This code example shows a scheduled strategy that checks for its first trading iteration, creates a forex asset using a configurable currency symbol, and submits a buy-to-open order for a fixed quantity. Its daily sleep interval means the strategy is…

ForexExecutionBacktestingPosition sizing
MQL5 code base

The document describes an automated EUR/USD strategy that uses a moving-average crossing on a 15-minute chart to enter trades. A 50-pip noise filter is intended to avoid reacting to small price moves. The stated setup uses a 350-pip take-profit and a 20-pip…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document presents an on-chart dashboard concept for viewing currency exposure across open forex positions. It decomposes each currency pair into its base and quote currencies, then aggregates directional lot exposure by currency. Its example explains how…

ForexRisk managementPortfolio construction
ProRealCode

This indicator adaptation describes a crossover method for trading in either direction. A long entry follows an upward cross of the red line over the blue line, while a long exit follows the gold line crossing upward over the red line above the blue line.…

Technical indicatorsMomentumForex