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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 Expert Advisor that uses changes in the ROC2_VG indicator’s cloud color to generate trade signals at bar close. It also offers an inversion setting that lets the system trade against the indicator’s implied trend. The strategy…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator adapts a single-state Kalman filter using Kaufman’s Efficiency Ratio (ER). Each bar’s ER scales process noise between configured bounds: high efficiency increases the Kalman gain so the estimate follows directional price action more closely,…

ForexTechnical indicatorsTrend followingMean reversion
MQL5 code base

The document describes a MetaTrader indicator that plots configurable round-number price levels and surrounding zones above and below the current price. It frames these zones as possible psychological support or resistance areas and can alert users when the…

Technical indicatorsForexExecution
MQL5 code base

This document describes an Expert Advisor driven by the FineTuningMACandle indicator. A signal is generated when a bar closes and the candle direction changes while its color change is maintained. The system therefore depends on the indicator’s candle-state…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor starts with a simple CCI rule: positive readings indicate buys and negative readings indicate sells. It adds three linear perceptrons—one for sell decisions, one for buy decisions, and one that combines their outputs—to override the base…

Technical indicatorsMachine learningBacktestingForex
ProRealCode

Candle RM modifies the standard Japanese candlestick display by encoding two price comparisons separately. The candle body keeps the usual open-versus-close coloring, while the outline and wicks show whether the current close is higher than, lower than, or…

Technical indicatorsEquitiesFuturesForex
ProRealCode

This GBP/JPY strategy enters in the direction of a Bollinger Band break. A long signal requires the candle’s open and close to be at or above the upper band, with the close above both a fast and a slow moving average. A short signal requires the open and…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

The indicator displays a currency rate’s percentage change relative to the previous daily close directly on a chart. It can also show weekly and monthly changes, using text colors and directional arrows to distinguish rises, falls, and no change. A…

ForexTechnical indicators
ProRealCode

This EURUSD strategy combines 15-period and 100-period moving averages to identify a directional crossover, then waits for price to move across the shorter average before entering. For a long trade, the fast average crosses above the slow one, price first…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

The document introduces BBMA, a trading approach attributed to Oma Ally that combines Bollinger Bands with moving averages to identify possible entries. It describes the strategy broadly rather than specifying indicator settings, entry triggers, exit rules,…

Technical indicatorsForexEquitiesCrypto
MQL5 code base

The indicator collects real-time tick arrival times and Bid and Ask prices, displays the two price series in a subwindow, and can save collected observations to a tick file. It also supports keeping several nonstandard chart types active, including…

ForexMarket microstructureExecution
MQL5 code base

The Renko Range Detector is described as a chart utility for identifying the fixed open-to-close range of a Renko bar or candle. For a rising brick, its size is calculated as close minus open; for a falling brick, it is open minus close. The indicator is…

Technical indicatorsForex
MQL5 code base

This brief strategy description combines the Awesome Oscillator on a daily chart with the Stochastic Oscillator on an hourly chart. For a buy setup, it first waits for the higher-timeframe Awesome Oscillator to cross above zero, then looks for the…

Technical indicatorsMomentumForex
MQL5 code base

This Expert Advisor uses a Bezier indicator’s color change at bar close to generate trade signals. It follows the indicated trend and increases position volume when open profit, measured in points, passes a threshold set in the EA inputs. A position comment…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

This brief description outlines an Expert Advisor that processes signals from four Williams Percent Range indicators, using averaging periods of 26, 27, 29, and 30. It says the program displays text objects on the chart and maintains a log file, indicating…

Technical indicatorsForex
MQL5 code base

This Expert Advisor example applies two moving averages, MACD, and the Commodity Channel Index to USDJPY on an hourly chart. It reads indicator values from completed bars, including consecutive MACD readings, and uses trade-transaction events to track…

ForexTechnical indicatorsExecution
MQL5 code base

The document describes the U.S. Dollar Index, also known as USDX or DXY, as a measure of the U.S. dollar’s value relative to a basket of foreign currencies. It explains the index’s direction: it rises when the dollar strengthens against the basket. ICE…

ForexMulti-asset
ProRealCode

The strategy defines a recent price range from the highest high and lowest low over a lookback window. It places a buy stop above the range and a sell stop below it, with a configurable distance. When one order triggers, the other should be cancelled; after…

BreakoutForexBacktestingRisk management
MQL5 code base

This Expert Advisor combines two indicators to identify trend-following entries. ColorX2MA sets the slower trend direction, while ColorJFatl signals a possible entry when the faster trend changes. A trade signal occurs at bar close when the indicator…

Trend followingTechnical indicatorsBacktestingForex
MQL5 code base

This Expert Advisor searches the previous 500 closing bars for price levels where closes cluster, then uses a cross of three moving averages of different lengths as a trend-development signal. After detecting a directional trend, it identifies the nearest…

ForexTechnical indicatorsTrend followingExecution
MQL5 code base

This expert advisor trades changes in the XWAMI indicator's trend cloud. It generates a signal when a bar closes and the cloud changes color, then adjusts position size according to recent outcomes in the same direction. The stated defaults examine the last…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This note describes a simple dollar index indicator that calculates values from closing prices. It exposes one input: the number of bars used both for calculation and for drawing the line. Once a value has been calculated, it is not recalculated unless the…

ForexTechnical indicators
MQL5 code base

This description presents a Forex Expert Advisor that combines breakout trading with a Martin Gale style recovery money management approach. Its listed settings allocate portions of account balance to trading, take profit, and stop loss, and control when…

ForexBreakoutPosition sizingRisk management
MQL5 code base

This document describes an Ergodic CCI Trigger indicator built from price momentum and repeated moving-average smoothing. It first calculates the close-to-close change and its absolute value, then smooths both through adjustable stages. Their resulting…

ForexTechnical indicatorsMomentumStatistics