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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 describes an Expert Advisor that trades signals from the XPVT oscillator. A signal occurs when the oscillator’s main and signal lines cross as a bar closes. The EA therefore uses a bar-close confirmation rule rather than acting on an intrabar…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an Expert Advisor built from two parallel trading systems using signals from the UltraFatl indicator. Inputs prefixed for long trades and short trades are configured separately, including distinct magic numbers, position sizing…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This brief trading script description explains a way to use pending orders to balance open buy and sell positions for the chart’s symbol. It compares the two sides and, when their exposure is not already fully balanced, calculates the difference and places a…

ForexExecutionRisk managementPosition sizing
MQL5 code base

The document describes an Expert Advisor that trades signals from the i-KlPrice_Vol indicator. It checks for a breakout of an overbought or oversold level when a bar closes, with separate order identifiers and position sizes for normal and strong signals.…

ForexBreakoutTechnical indicatorsPosition sizing
MQL5 code base

This document presents an Expert Advisor associated with the Sidus indicator and reports two historical GBP/USD tests on the one-hour timeframe. Both use a fixed lot size and a one-bar shift. The forward-period report covers 2008 to early 2009 and shows…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document explains an Expert Advisor that manages trade size using a Labouchere sequence. At the start of a cycle, the trader defines a list of lot amounts. Each order uses the sum of the first and last amounts; after a winning trade, those two entries…

Position sizingRisk managementTechnical indicatorsForex
MQL5 code base

This description outlines a MetaTrader expert advisor for EURUSD on a 15-minute chart. Entries use a moving-average trend filter and an RSI threshold: price must be on the appropriate side of the average, while RSI must be high for a sell signal or low for a…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

RiskSpread is an indicator that draws a filled channel around the current price. Its distance from price is set to ten times the current spread, making the displayed area a visual estimate of where spread costs could make trading unfavorable. The document…

ForexExecutionMarket microstructureRisk management
MQL5 code base

RabbitM2 is a MetaTrader strategy that sets a directional bias from fast and slow moving averages on the current bar. A fast average below the slow average produces a preliminary sell signal, while a fast average above it produces a preliminary buy signal.…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This indicator places a fixed-width channel around a simple indicator line without averaging. The author reports that experiments found values concentrated near the channel boundaries, motivating the channel-based presentation instead of period analysis. The…

Technical indicatorsMean reversionForex
MQL5 code base

This indicator constructs a currency index using the USD index and six major currency pairs: EURUSD, USDJPY, GBPUSD, USDCAD, USDSEK, and USDCHF. Unlike a close-only index calculation, it uses each pair’s open, high, low, and close prices to produce…

ForexTechnical indicators
MQL5 code base

This document describes a trading system based on the XMA Range Bands indicator, identified as a universal Keltner channel. It says the system generates a trade signal when a bar closes with price inside the channel boundaries. The description gives the…

ForexTechnical indicatorsBacktesting
ProRealCode

The document describes a price-chart indicator that marks potential fair value gaps, defined here as zones left between a bar’s high or low and the neighboring bars when price moves directionally without retracing through the area. It stores the boundaries…

Technical indicatorsForexCommoditiesMean reversion
MQL5 code base

This document outlines an expert advisor intended for EURUSD on the hourly chart during the quieter interval after the American session closes and before the Asian session opens. Its configurable inputs include take profit, trailing stop and step, opening…

ForexMean reversionVolatilityPosition sizing
FMZ forum

The article describes a discretionary system-building process and a trend-following approach intended to withstand prolonged sideways markets. Its central method uses a higher timeframe to define direction and manage the trailing stop, while a lower…

Trend followingTechnical indicatorsRisk managementForex
MQL5 code base

This expert advisor adapts an existing M1 forex system for multi-currency trading. It can trade as many as five currency pairs together and lets the user set a maximum position count for each pair. The document describes the configurable properties as pair…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This Expert Advisor concept changes trade direction in response to take-profit, stop-loss, and trailing-stop levels. It opens positions in stages, with each new position pointing opposite to the previously opened one. The description says the system uses no…

ForexPosition sizingRisk management
NautilusTrader

A market-to-limit order begins by taking liquidity like a market order. After its first execution, any remaining quantity becomes a limit order at the price of that fill. This lets a trader pursue an immediate fill while preventing the remainder from…

ExecutionMarket microstructureForex
ProRealCode

The document presents a simple end-of-day strategy for yen currency pairs using 15-minute bars. At a configured evening time, it measures the recent high-low range over a lookback period and records the current close as a reference price. During a specified…

ForexMean reversionTechnical indicatorsExecution
MQL5 code base

The document describes a four-hour EURUSD crossover system using exponential moving averages with periods 2 and 35. A cross above triggers a buy and closes a sell; a cross below triggers a sell and closes a buy. It also specifies stop-loss, take-profit, and…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes a modified B-clock indicator for a trading platform. It adds user controls for the indicator’s font, color, and size, and displays the spread as the difference between ask and bid prices. The clock presents timeframe information, with…

ForexExecution
MQL5 code base

This trading system uses the ADXDMIM oscillator to generate signals when a bar closes. It requires both a crossover between the indicator’s main and signal lines and a change in the indicator cloud’s color. The document also notes a dependency on a compiled…

Technical indicatorsBacktestingForex
MQL5 code base

The document illustrates a grid-like approach that opens a long and a short position at the same price, then closes whichever side becomes profitable as price moves. It gives a two-step example: price rises, the trader realizes the long’s gain and opens…

Grid tradingForexRisk management