Skip to content

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 outlines an automated trading approach that uses retail positioning data from an external sentiment API. Its contrarian premise is to consider selling when retail traders are predominantly long and buying when they are predominantly short. A…

SentimentMean reversionTechnical indicatorsForex
BigQuant

The post raises a research question about obtaining daily exchange-rate data for several countries, including China, the United States, and Japan. Its author argues that broad equity-market timing should consider capital flows, distinguishing domestic flows…

Multi-assetForexFixed incomeEquities
MQL5 code base

The document describes an Expert Advisor that takes signals from the XHullTrend_Digit indicator. A signal is generated when a bar closes and the indicator cloud changes color. The compiled indicator must be installed in the terminal’s indicator folder for…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This MetaTrader 5 indicator calculates synthetic Heikin-Ashi candles and displays configurable colors and signal arrows on a chart. Buy and sell markers can follow confirmed candle-color changes, with a setting for how many candles must confirm the shift.…

Technical indicatorsMomentumForex
MQL5 code base

This MetaTrader 5 expert advisor uses changes in the CandlesticksBW indicator’s candle color as trend-change signals. It evaluates signals when a bar closes and lets the operator restrict trading to a selected daily time window. The documented defaults allow…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document describes an Expert Advisor that trades from the i-CAi_StDev indicator. It opens a position when a colored indicator point appears at a bar’s close, then exits when the indicator changes direction against the open position. The system depends…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document explains configuration options for a chart overlay that displays broker time alongside five adjustable time zones. The broker server time is fixed, while the other zones can be changed. Users can rename the labels, hide zones they do not need,…

Technical indicatorsForexEquities
MQL5 code base

The document describes parameters for an automated trading program built around CCI(100) signal levels. A global signal threshold determines when a position opens, while a separate reverse threshold signals a position reversal. Other inputs cover stop-loss…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

The EA begins by placing a sell limit just above a recent high and a buy limit just below a recent low, using a configurable lookback. If neither side has opened a position, it can refresh those orders after a set number of bars. Trading-day and…

ForexBreakoutMean reversionPosition sizing
MQL5 code base

This brief overview introduces the Zero Loss Zone concept within the BBMA trading approach developed by Oma Ally. BBMA combines Bollinger Bands with moving averages, and the described zone is intended to help identify possible re-entry areas in an existing…

ForexTechnical indicatorsTrend following
MQL5 code base

This Expert Advisor combines three independent systems that use ColorXPWMA_Digit indicators. Each system signals a potential trend change when a bar closes and its indicator changes color. The systems can be enabled or disabled separately, allowing their…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document describes an Expert Advisor that uses the CronexAO oscillator. It generates a trading signal when a bar closes and the indicator’s cloud changes color. The description also notes that the compiled indicator must be installed in the platform’s…

ForexTechnical indicatorsBacktesting
MQL5 code base

The indicator estimates the direction of a price or derived series by fitting a regression line to a selected set of observations and measuring its slope. Inputs can include closing, high, or low prices, as well as moving averages, and the tool is described…

ForexTechnical indicatorsStatisticsTrend following
MQL5 code base

The document describes an MQL5 utility for calculating pip values and position sizes from a target account-currency risk and stop-loss distance. It addresses cross-currency instruments by first using the platform’s symbol tick-value and tick-size properties,…

ForexPosition sizingRisk managementExecution
MQL5 code base

This Expert Advisor uses the Awesome Oscillator to generate buy and sell signals from changes in histogram color and the relative height of consecutive bars. It opens orders at each bar and closes the group of positions on an opposite signal. The oscillator…

ForexTechnical indicatorsMomentumPosition sizing
MQL5 code base

The document describes an Expert Advisor that trades signals from an XDPO histogram. A signal is generated when a bar closes and the histogram changes direction. The system relies on a compiled indicator file, and the text notes that a supporting…

ForexTechnical indicatorsBacktestingRisk management
ProRealCode

This shared automated strategy trades USD/JPY on a one-minute timeframe. It uses three exponential moving averages with periods derived from 200, 300, and 600 bars to define trend direction, and a parabolic SAR reading relative to the current bar’s high or…

ForexTechnical indicatorsTrend followingPosition sizing
WonderTrader

This trading system uses the JFatl_Digit_System indicator to generate signals when a bar closes with a colored state that differs from the previous bar, including a transition from an uncolored state. An Expert Advisor acts on those indicator transitions.…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

The document describes an Expert Advisor that opens a position only when Williams’ Percent Range and Bollinger Bands produce coincident signals. It uses Bollinger Band width and Average True Range to derive stop-loss and take-profit levels when their…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

This document outlines an Expert Advisor that trades from iStochKomposter indicator signals. A signal is recognized when a colored indicator icon appears at a bar’s close, making the bar close the stated decision point. The text also identifies a required…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes an automated price-action strategy built around triple tops and triple bottoms. It defines a triple top confirmation as a decline from the third peak that breaks below the lowest intervening valley. The EA combines fractal-based chart…

ForexEquitiesTechnical indicatorsBreakout
MQL5 code base

The document describes a charting script that retrieves historical performance for PAMM accounts listed in a broker’s ranking. Users identify an account by its number, and the script can display history as either daily or hourly bars. This can help traders…

ForexBacktesting
MQL5 code base

This Expert Advisor description combines a linear regression channel with two moving averages to trade in the direction of a trend. The channel is intended to act as a filter alongside the moving-average logic, while the advisor also offers configurable…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from the XFisher_org_v1 oscillator. A signal is formed when a bar closes with a crossing between the oscillator’s main and signal lines, accompanied by a change in the indicator cloud’s color. The…

ForexTechnical indicatorsBacktesting