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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

The document describes an Expert Advisor intended for five-minute EUR/USD trading. Its author says the design aims to collect small profits steadily while sometimes benefiting from a strong trend, and points readers to supplied settings for further…

ForexBacktesting
MQL5 code base

TardioBot is described as a MetaTrader 5 expert advisor that searches for triangular arbitrage among three currency pairs. It monitors bid and ask prices, calculates an arbitrage ratio, and opens trades when the discrepancy exceeds configured thresholds. The…

ForexArbitrageExecutionRisk management
MQL5 code base

This document describes an expert advisor that trades when a smoothed Heiken Ashi indicator changes candle color. It checks for the change at bar close and opens a trade in response, using the transition between blue and red as the signal. The system depends…

Technical indicatorsForexBacktesting
MQL5 code base

This Expert Advisor uses a Stochastic Histogram indicator and evaluates its signals when a bar closes. A selectable trend mode determines how signals are recognized. One method responds to a crossing between the indicator’s main and signal lines together…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document combines a strategy tester report with a description of requested rules for an Expert Advisor using three indicators. The proposed sequence uses a faster and slower linear weighted moving average crossover as the initial direction signal, an…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document describes an Expert Advisor that trades signals from the Iin_MA_Signal indicator. A trade signal is recognized when the indicator displays a colored icon at the close of a bar. The EA requires the compiled indicator file to be installed in the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Schaff Trend Cycle combines stochastic calculations with MACD to identify currency trends. The document explains that the usual MACD signal line can respond slowly, while the STC is intended to provide earlier notice of potential trend changes. This…

ForexTechnical indicatorsTrend following
MQL5 code base

This document describes a chart dashboard intended to support short-term scalping decisions. It compares a fast and a slow exponential moving average to label momentum as bullish, bearish, or flat, while showing whether the broker spread is below a user-set…

ForexMomentumTechnical indicatorsExecution
MQL5 code base

The document describes an expert advisor that opens buy trades, sell trades, or both at a user-specified time. It presents this time-based entry mechanism as usable for hedging, scalping, longer-term approaches, or investigating recurring market behavior…

ExecutionForexMarket microstructure
BigQuant

This tutorial outlines a Java client that connects to a streaming market data service over WebSocket, authenticates with an API key, and subscribes to selected instruments and data types. It explains the role of the Java endpoint annotations and session, and…

ForexExecutionMarket microstructure
MQL5 code base

This trading-system description uses the UltraFatl oscillator’s colored bars to generate signals. A trade is opened at bar close when the indicator changes color among its red or green variations. Positions are exited either through a pending order or when…

ForexTechnical indicatorsBacktesting
MQL5 code base

CoensioTrader1 is a multi-currency automated trading system that identifies direction with a daily double exponential moving average (DEMA). It treats three consecutive daily DEMA readings pointing the same way as a trend, then seeks entries in that…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document outlines a one-minute scalping expert advisor that combines two moving averages with a MACD indicator. It says the approach is intended for major forex pairs and NASDAQ stocks, and that trades are made using the current candle's opening price.…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

STOCH in MA is an indicator that applies stochastic calculations to a moving average, with the stated purpose of helping identify a currency pair’s trend. Its configurable inputs include the moving average period and method, stochastic K and D periods, a…

ForexTechnical indicatorsTrend following
quant-trading

This Python example implements a Dual Thrust opening range breakout for intraday prices. It aggregates minute data into daily open, close, high, and low values, then calculates a rolling range from prior highs, lows, and closes. At the stated example…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor uses the Skyscraper_Fix indicator to run separate systems for long and short trades. Inputs prefixed for each direction allow independent settings, including trade identifiers, deposit share, lot mode, and permission to open or close…

ForexTechnical indicatorsPosition sizingBacktesting
ProRealCode

The document explains the Correlation Trend Indicator (CTI), which compares a price series with an ideal straight trend line using a correlation measure. It describes short- and long-period CTI values as distinct views of trend rather than simply smoothed…

Technical indicatorsStatisticsForexMean reversion
MQL5 code base

This document outlines an Expert Advisor that trades from signals generated by the NRTR_extr indicator. A signal is recognized when a large colored indicator dot appears at a bar’s close. The description identifies the required compiled indicator and notes a…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This indicator description explains a currency-strength measure for CHF, based on closing prices from seven currency pairs containing the selected currency. A zero line represents the average over a user-chosen period. The indicator displays a colored…

ForexTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that trades signals from the StochasticCGOscillator. It generates a signal when the indicator’s main and signal lines cross as a bar closes. The description explains the entry trigger but does not specify the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This brief description presents an indicator that plots correlations between eight currencies and gold. It lets users select a technical measure for the calculation, including moving averages, MACD, stochastic, RSI, CCI, RVI, DeMarker, momentum, triple…

ForexCommoditiesStatisticsTechnical indicators
MQL5 code base

This indicator applies an OsMA-style oscillator to the average true range (ATR). It compares an ATR series with a signal line derived from ATR, then uses crossings of zero as an additional cue for exiting an open position. The stated aim is to help time…

ForexVolatilityTechnical indicatorsExecution
MQL5 code base

This MetaTrader 5 indicator implements several concepts associated with ICT-style smart money analysis. It marks internal and swing market structure breaks and changes of character, identifies order blocks around those breaks, detects three-candle fair value…

Technical indicatorsMarket microstructureVolatilityForex
MQL5 code base

The document describes a lightweight MetaTrader 4 panel for manual trading. A trader sets a risk percentage of account balance and drags two horizontal chart lines to mark low and high prices used for stop-loss and take-profit levels. The panel previews…

Position sizingRisk managementExecutionForex