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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
Quantpedia
86 documents
TqSdk
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

ProRealCode

This post presents an intraday strategy for the FTSE 100, with forex pairs also mentioned as instruments the author trades. It looks for a candle whose open-to-close move exceeds twice a 12-period average true range. A large down candle triggers a long…

FuturesForexTechnical indicatorsMean reversion
MQL5 code base

This MetaTrader expert advisor trades signals from a candlestick indicator. It acts when a bar closes with a trend candle and the preceding candle was either not a trend candle or pointed in the opposite direction. The rule therefore focuses on the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes a hybrid trading system in which an ONNX model classifies market structure and conventional rules govern trade selection and management. Model inputs include ATR-scaled momentum, distances from recent swing extremes, relative tick…

Machine learningTechnical indicatorsForexCommodities
MQL5 code base

Fast2 analyzes the most recent three price bars using a quadratic function and presents the result as a histogram with two signal lines calculated over different periods. The described entry idea is to enter the market when those signal lines cross. This…

Technical indicatorsMomentumForex
MQL5 code base

This document introduces an indicator that displays values derived from the QQE algorithm as a sequence of candlesticks. It frames this format as a potentially more informative way to inspect the processed price series, but does not specify which situations…

Technical indicatorsForex
MQL5 code base

This document describes an Expert Advisor that uses the Relative Strength Index to open buy positions in oversold conditions and sell positions in overbought conditions. Its settings allow the trader to enable buys, sells, or both, and to choose whether…

ForexTechnical indicatorsMean reversionRisk management
MQL5 code base

This document describes an expert advisor that monitors multiple trendlines drawn by a user on a chart. It detects adjustments to those lines dynamically and uses their position relative to current price to identify a possible breakout direction: price below…

ForexBreakoutTechnical indicatorsExecution
MQL5 code base

Hybrid Scalper is a forex Expert Advisor that uses Stochastic direction and RSI to determine buy and sell entries. It describes closing losing orders based on RSI while retaining profitable positions and modifying their stop-loss or take-profit settings. A…

ForexTechnical indicatorsVolatilityRisk management
MQL5 code base

Bleris is presented as a foreign-exchange strategy that opens hedges when the trend changes. Its author emphasizes keeping absolute drawdown below $3,000 as the system’s central constraint and recommends fixed lot sizes when optimizing. The description also…

ForexRisk managementPosition sizingBacktesting
ProRealCode

The document describes a chart indicator that marks bullish and bearish ABCD price patterns. It tracks candidate swing points A through D, applies Fibonacci retracement levels to assess the C point, and uses extension levels to locate D. Adjustable settings…

Technical indicatorsForexEquitiesBacktesting
MQL5 code base

The Maximus expert advisor identifies past price consolidations, draws their boundaries, and opens trades when price moves beyond them by a configured distance. Its chart uses separate colored boundary pairs for buy and sell consolidations, with white lines…

ForexBreakoutMean reversionPosition sizing
MQL5 code base

The document describes an Expert Advisor that generates a signal when a bar closes and the direction of the X2MA universal moving average changes. It specifies that a compiled indicator file must be available in the terminal’s indicator directory, and says…

ForexTechnical indicatorsBacktesting
MQL5 code base

The document describes an expert advisor for testing a calendar-based reversal hypothesis. It takes a position against Monday’s direction at the start of Tuesday: a Monday close below its open triggers a buy, while a close above its open triggers a sell. It…

FuturesForexMean reversionTechnical indicators
MQL5 code base

The document outlines an automated foreign-exchange strategy that combines Bollinger Bands, RSI, and a moving average. It opens a position when the most recent bar closes beyond a Bollinger Band and RSI indicates an overbought or oversold condition, while a…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor uses two moving averages to identify directional trades. It opens a long position when the exponential moving average is above the linear weighted moving average and both are rising; it opens a short position when the reverse relationship…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The document describes an Expert Advisor that trades signals from the X2MACandle indicator. Signals are generated when a bar closes and the candle color indicates a trend change. Its position-sizing rule reviews recent trades separately for buys and sells;…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This MetaTrader Expert Advisor generates trade signals when a bar closes and the main and signal lines of the i-SpectrAnalysis_RVI oscillator cross while the indicator cloud changes color. It requires the separately compiled indicator file to operate. The…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The described Expert Advisor uses the direction of a slow moving average to open positions and a fast moving average to close them. It buys when the slow average rises and exits when the fast average falls; it sells when the slow average falls and exits when…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes a trade-management expert advisor that modifies an existing order’s stop loss after the position reaches a user-defined minimum profit in pips. Its stated action is to move the stop loss to the break-even level; it does not open trades…

ForexRisk managementExecution
MQL5 code base

The Beginner custom indicator marks selected local highs and lows on a chart with colored points. It calculates maxima and minima over a specified period, compares them with the currency pair's trading range, and marks a peak or trough when it is considered…

ForexTechnical indicatorsMean reversion
MQL5 code base

This document explains an Expert Advisor that builds a channel around a moving average and opens a buy when price reaches the lower boundary or a sell at the upper boundary. A qualifying bar must touch the boundary after the preceding bar remained on the…

ForexMean reversionTechnical indicatorsGrid trading
MQL5 code base

This document describes a keyboard-driven tool for sending, modifying, and closing or deleting trading orders. Its examples focus on forex orders and show that a command can specify a side, volume, price, stop loss, and take profit. A final execution key…

ExecutionForex
MQL5 code base

This educational MQL4 expert advisor uses a moving-average crossover as an example entry signal and demonstrates how orders can be managed across currency pairs. Each order receives a distinct magic number, allowing the program to identify and manage its…

ForexTechnical indicatorsPosition sizingExecution
MQL5 code base

This document describes a MetaTrader 5 version of the FX Sniper Ergodic CCI indicator that lets the user choose the indicator's calculation timeframe through an input parameter. The example default is a four-hour period. In practical terms, the setting…

ForexTechnical indicatorsBacktesting