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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 document describes an automated system that combines trend and momentum filters with grid entries. It uses an exponential moving average to assess trend and the relative strength index for confirmation, opening an initial position only when both…

ForexTrend followingGrid tradingMomentum
MQL5 code base

This short description outlines an Expert Advisor built to demonstrate a trading system using a ZigZag Fibonacci indicator. The indicator places Fibonacci levels and stores their corresponding price values in buffers, allowing an expert program to retrieve…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This expert advisor is described as a multi-pair breakout system. It estimates support and resistance for selected currency pairs, places incremental orders, and manages positions after a combined profit threshold is reached by attempting to trail gains…

ForexBreakoutRisk managementPosition sizing
ProRealCode

This intraday EUR/USD strategy looks for an unusually large one-hour candle, defined by an open-to-close move greater than twice the 12-period average true range. It enters long when that candle closes above its open and short when it closes below its open,…

ForexBreakoutVolatilityTechnical indicators
MQL5 code base

This expert advisor uses a moving average to generate directional entries. Four consecutive declining moving-average values establish a downward trend condition, with a price rebound above the latest average triggering a sell; four rising values establish an…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This indicator presents the standard Relative Strength Index as a histogram after rounding its readings to configurable increments. The described settings range from no rounding to progressively coarser groupings, including a three-level display at zero, the…

Technical indicatorsEquitiesForex
MQL5 code base

This document describes an Expert Advisor that runs two SilverTrend-based trading systems, one for long positions and one for short positions. Each side has separate settings, including its own identifier, trade sizing mode, and controls for permitting…

ForexTrend followingPosition sizingRisk management
MQL5 code base

This dashboard description explains how Pearson correlations across symbols and timeframes can support trading decisions. A color-coded matrix is intended to show positive and negative relationships, with selectable daily and intraday views. The examples…

StatisticsRisk managementForexCommodities
MQL5 code base

MAMACD combines three moving averages with MACD as a directional filter. Two slower averages use low prices, with periods of 85 and 75, while a five-period average uses closing prices. A trade is opened when the fast average crosses both slower averages;…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor design combines two smoothed rate-of-change indicators across different timeframes. A slower indicator sets the broader trend direction from the relationship between its main and signal lines; a faster indicator times entries when its…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

The Guppy Multiple Moving Average indicator groups two sets of moving averages to compare shorter-term price behavior with longer-term market direction. Its fast group uses six averages from 3 to 15 periods, while its slow group uses six averages from 30 to…

ForexTechnical indicatorsTrend following
MQL5 code base

This expert advisor trades after a chosen number of consecutive candles share the same direction: it buys after a bullish run and sells after a bearish run. Version 6 adds configurable exits when the next candle goes against the position, an event the…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This indicator description explains a way to compare the movements of seven major currencies against the US dollar. Each series is rebased to a common starting point, allowing changes over the selected period to be viewed on a shared relative scale. An…

ForexTechnical indicators
MQL5 code base

This document introduces a chart script that supplements the standard grid with configurable horizontal price lines. Users can adjust line color, width, and spacing, while the script anchors levels to basic price increments. The stated motivation is that…

ForexTechnical indicators
MQL5 code base

This document describes a chart indicator that displays the current symbol, bid and ask quotes, swap, estimated deposit for long and short positions, floating spread, and time remaining in the current candle. It places these values in a separate chart window…

ForexExecutionMarket microstructure
MQL5 code base

This document outlines an Expert Advisor that trades signals from the BrakeExp semaphore indicator. A signal is recognized when a bar closes with an indicator color reversal accompanied by a large colored dot. The description implies entries follow this…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a one-shot pending-order method. At a user-configured time, the script places a buy stop and a sell stop a specified distance from the current price, with configured take-profit and stop-loss levels. When either pending order…

ForexBreakoutExecutionRisk management
MQL5 code base

The Expert Advisor described here trades changes in the direction of the HullTrendOSMA histogram. It generates a signal when a bar closes and the indicator’s direction has changed, making the strategy a reversal-signal approach. The document also states that…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This expert-advisor description outlines a once-per-day RSI strategy with separate buy and sell signals. For a buy, RSI must be above 50 on the hourly timeframe, and the stop distance must satisfy a configured maximum. The stop is placed beyond the prior…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The expert advisor described here uses a moving average to determine entries and offers two martingale variants. After a loss, one variant opens a larger trade in the opposite direction; the other opens a larger trade based on whether price is above or below…

ForexMean reversionGrid tradingRisk management
MQL5 code base

This document describes an expert advisor built around Parabolic Stop and Reverse signals. A trade signal is generated after a bar closes and the indicated trend direction changes. The system can also apply a fixed maximum holding period, closing an open…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This document describes a Murrey Math level indicator variant that displays its levels as labels and allows their symbol and size to be changed through input parameters. The symbol value determines which character is used to represent the levels, while the…

Technical indicatorsForex
ProRealCode

This indicator marks the opening and closing periods of the Tokyo, London, and New York sessions beneath a price chart. It uses specified clock times to switch each market's display state on and off, then draws a labeled colored marker while that session is…

Technical indicatorsForexMarket microstructure
MQL5 code base

This trading-platform script creates pending limit orders from horizontal chart lines named for entry, stop-loss, and take-profit levels. It supports up to four numbered orders. If an order omits an entry or stop-loss line, the script can inherit that level…

ExecutionPosition sizingRisk managementForex