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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

This Expert Advisor combines five technical signal rules to adjust the starting trade size. The rules use ADX directional lines; a moving-average comparison with Stochastic; MACD level and signal-line comparisons; and a moving-average comparison with the…

Technical indicatorsPosition sizingForex
MQL5 code base

The document describes four MQL5 scripts for opening long positions with stop loss and take profit distances specified in points from the current price. Two variants submit protective orders along with the trade for brokers that support this approach and…

ExecutionPosition sizingRisk managementForex
MQL5 code base

This Expert Advisor trades when the XAng_Zad_C indicator cloud changes color. It can restrict entries to a configured daily time window and close open positions at the selected end time. If the start time falls later than the end time, closure is scheduled…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This Expert Advisor design runs separate long and short trading systems based on signals from the ColorMETRO indicator. Inputs with one prefix control long trades, while another group controls short trades; each side has its own magic number, position-sizing…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document outlines an Expert Advisor that uses the RSIOMA_V2 indicator to generate trade decisions. It describes three possible triggers: a change in direction of the fast cloud envelope, a move through an oversold or overbought level, or a change in the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document describes a chart indicator that plots six customizable exponential moving averages to help traders visually assess price behavior across time periods. Periods, line styles, and colors can be set manually. Its suggested presets target short…

Technical indicatorsTrend followingForex
MQL5 code base

This trading system uses changes in the VininI_Trend_LRMA indicator to generate signals when a bar closes. Traders can choose between entering when the indicator crosses its upper or lower levels, or entering when its direction changes. A ChangeOfVolatility…

ForexTrend followingVolatilityTechnical indicators
MQL5 code base

This document outlines an Expert Advisor that uses the Blau Ergodic oscillator to generate trade entries. It lists three possible signal events: a change in histogram direction, a move through the zero line, or a change in the signal-line cloud's color. An…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This page describes a higher-timeframe variant of the TriXCloud indicator for MetaTrader 5. Its input allows the user to select the chart period used by the indicator, with a four-hour period shown as the default. The page also states that the base TriXCloud…

Technical indicatorsForex
quant-trading

This README introduces a planned quantitative research project connecting iron ore spot prices with the currencies of countries that export iron ore. It presents the project as an extension of an earlier commodity-focused trading strategy, with an intended…

CommoditiesForexStatisticsArbitrage
MQL5 code base

The document describes an expert advisor that trades signals from the XRSI DeMarker Histogram. It generates a signal when a bar closes and the indicator changes direction, so the strategy acts on confirmed direction shifts rather than intrabar moves. The EA…

ForexTechnical indicatorsBacktesting
MQL5 code base

MaksiGen_Channels is described as an indicator that measures a price range during a configurable first time window, then draws that channel across two later session intervals. The sample settings define the range window and subsequent periods by start and…

ForexBreakoutTechnical indicatorsMarket microstructure
MQL5 code base

The document outlines an Expert Advisor that trades signals from two moving-average lines of the FractalAMA_MBK indicator. A signal is generated at bar close when the indicator’s main line crosses its signal line. Running the advisor requires a separately…

Technical indicatorsTrend followingBacktestingForex
MQL5 code base

The document describes a MetaTrader tool for checking whether stored market ticks are reliable inputs to real-tick backtests. It counts invalid or crossed quotes, timestamp anomalies, sharp one-tick reversals relative to median spread, gaps compared with…

BacktestingMarket microstructureExecutionStatistics
MQL5 code base

This brief description concerns an EUR/USD moving-average trading program. Its stated operational principle is trading with a moving average, with an account-funds check before each order. The check is intended to prevent an order from failing because the…

ForexTechnical indicatorsRisk managementExecution
MQL5 code base

This document explains an indicator that calculates a time-weighted average price from a selected cash-market open through the end of the broker's server day. Unlike tick-volume-weighted VWAP, each unit of session time receives equal weight. To handle…

Technical indicatorsStatisticsVolatilityEquities
MQL5 code base

The document describes a MetaTrader news detector that retrieves economic news and displays upcoming events. Users can filter the feed by event importance, currency, and keywords, while an automatic GMT offset check helps align event times. A dashboard and…

Event-drivenForexRisk management
MQL5 code base

This trading system uses the Extremum indicator’s histogram color changes to generate entries. A trade signal occurs when a bar closes and the histogram switches from green to red or red to green. The description does not specify the indicator’s calculation…

ForexTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader indicator displays upper and lower candle wick lengths directly on a chart, measured in pips or percentage points. Traders can set thresholds to show longer or shorter wicks, choose separate colors for bullish and bearish candles, and…

ForexTechnical indicatorsExecution
MQL5 code base

This Expert Advisor uses the Money Flow Index (MFI) as a threshold-crossing signal. It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. Signals are evaluated at bar close, so…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator guide explains how to build a synthetic spread from two price series and use its deviations to identify possible pair-trading entries. Users choose the instruments, combine their series with an arithmetic operation, and can reverse,…

Pairs tradingForexTechnical indicatorsMean reversion
ProRealCode

Kosaten Hyo is a chart indicator that maps Ichimoku events to chess-piece symbols. It marks Tenkan-sen and Kijun-sen crossings as possible trend-start signals, and uses their close alignment to identify named Katana and Daisho patterns. It also marks price…

Technical indicatorsTrend followingForexStatistics
MQL5 code base

MAVA-XonaX describes a moving-average crossover approach for EURUSD on a four-hour chart. It uses four six-period moving averages calculated from bar open, close, high, and low prices. A cross of the close-based average above the open-based average is…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This EUR/USD strategy is described for a 30-minute chart and aims to participate in both short ranges and larger trends. It opens buy or sell positions when a one-period smoothed moving average crosses the 200-period smoothed average. It then uses crossovers…

ForexBreakoutTrend followingTechnical indicators