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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

MQL5 code base

This document explains a MetaTrader indicator that derives daily pivot support and resistance levels from the high, low, and close of the previous completed daily candle. It displays a central pivot point along with three resistance and three support levels,…

Technical indicatorsFuturesForex
MQL5 code base

This document explains how to estimate a broker's server time zone and daylight-saving status from historical quote data. The method examines the distribution of weekly market opening times, using recurring peaks in inferred offsets to distinguish standard…

ForexStatisticsExecutionBacktesting
FinRL

This tutorial excerpt introduces a data-preparation workflow for FinRL. It describes downloading historical equity prices in open, high, low, close, and volume form, and notes that FinRL’s Yahoo downloader uses adjusted closing prices and adds a weekday…

EquitiesForexTechnical indicatorsMachine learning
MQL5 code base

This indicator displays the trend state or trade direction generated by a companion ForexProfitBoost signal indicator. It represents continuation with a horizontal arrow and a changed trend with a diagonal arrow; color and direction convey the bias. The…

ForexTechnical indicatorsTrend following
MQL5 code base

This tutorial explains four pending-order types used in an Expert Advisor: buy limit and sell limit orders placed away from the current price for a potential reversal, and buy stop and sell stop orders placed beyond the current price for a potential move…

ExecutionForexPosition sizing
MQL5 code base

This expert advisor uses the Ichimoku Kinko Hyo system. It opens a long or short position when the Chikou Span crosses price, then requires confirmation from price and Chikou Span relative to the Kumo cloud. It also filters entries by a user-set minimum…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document describes an MQL5 Expert Advisor signal module that combines bullish or bearish reversal candlestick patterns with the Stochastic oscillator. It proposes entering long after a bullish pattern with the oscillator’s signal line below 30, and…

Technical indicatorsMean reversionBacktestingForex
MQL5 code base

This document describes a simple automated strategy using a fractal RSI oscillator. It opens a short position when the oscillator crosses downward through an overbought threshold and opens a long position when it crosses upward through an oversold threshold.…

ForexTechnical indicatorsBacktesting
MQL5 code base

This note explains that a volume-weighted version of Wilder’s Directional Movement Index can use one of three volume inputs: no volume, tick volume, or real traded volume. With no volume selected, the indicator is equivalent to the original Wilder DMI. Tick…

Technical indicatorsForexMarket microstructure
MQL5 code base

The expert advisor compares two ways to define overbought and oversold RSI readings. Its first trigger uses fixed RSI thresholds, typically 70 and 30. Its second trigger calculates an average RSI and standard deviation from past bars, then sets upper and…

ForexTechnical indicatorsBacktestingStatistics
MQL5 code base

The Bago system is described as a trend-following approach built around a fast EMA crossing a slower EMA, with RSI providing a directional confirmation. Specifically, the raw signal combines a 5-period and 12-period EMA cross with a 21-period RSI crossing…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

This short description outlines an Expert Advisor that classifies market direction from the most recently completed three bars. The trader sets a time for the analysis; the system examines the three bars preceding that time and identifies an upward or…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This expert advisor generates trades when a fast and slow line from a custom RSI-based indicator cross. A cross below the RSI midpoint signals a buy, while a cross above it signals a sell. Signal evaluation can occur on every tick or at the start of a new…

Technical indicatorsForexPosition sizingRisk management
MQL5 code base

This chart indicator identifies an inside bar when a candle’s high and low both fall within the range of the preceding candle. It highlights detected candles on the chart, treating the pattern as a sign of consolidation that may precede a breakout. The…

Technical indicatorsBreakoutForex
MQL5 code base

This utility reports whether the following day is a working day, a day off, or a holiday. It reads holiday records from a CSV file and filters them according to the currencies in the selected symbol. For example, a GBP/JPY view can include British and…

ForexExecution
MQL5 code base

This document describes an Expert Advisor that bases trades on the Parabolic SAR indicator. It includes a time filter and support for ECN brokers. One setting, CloseOnOpposite, determines whether positions opened under a previous signal are closed when an…

ForexTechnical indicatorsTrend following
MQL5 code base

The document outlines an automated forex trading system that holds buy and sell trades at the same time, intended for 15-minute charts on major currency pairs. It describes an optional drawdown-control protocol that closes a basket of trades after reaching…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor that trades using changes in the ColorSchaffJCCXTrendCycle oscillator. It generates a signal when a bar closes after the oscillator crosses the zero level, using its position relative to overbought and oversold…

ForexTechnical indicatorsBreakoutBacktesting
MQL5 code base

Kuskus Starlight is described as an oscillator that applies a Fisher price transformation and normalizes the result over a configurable period range. Smoothing settings allow users to adjust how quickly it responds. The document presents it chiefly as a…

Technical indicatorsForex
MQL5 code base

The document outlines a trading system that generates a signal at the close of a bar when a moving average is outside an Ichimoku cloud. It identifies the indicator as 3XMA_Ishimoku and describes an example historical test on NZD/USD using four-hour bars…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This brief description outlines an RSI-based trading program that averages an array of RSI indicator values and also reads fast and slow moving averages. It includes a Reverse input that switches the direction of the resulting position signal, allowing the…

ForexTechnical indicatorsMean reversion
MQL5 code base

This MetaTrader expert advisor trades changes in the TotalPowerIndicatorX oscillator’s cloud color, which represent a cross between its main and signal lines. It evaluates the signal when a bar closes and can restrict trading to a user-defined daily time…

Technical indicatorsForexBacktesting
MQL5 code base

This Expert Advisor trades when the Karacatica indicator displays a colored arrow at a bar’s close. It relies on an external compiled indicator file and a trading library that supports brokers with nonzero spreads and setting protective orders when opening…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a MetaTrader indicator assistant for reviewing trading signals against historical price data. The user advances through chart history, marks buy, sell, and close decisions, and can manage positions with stop-loss and take-profit…

BacktestingExecutionForexRisk management