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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 account dashboard for tracking five common proprietary trading challenge constraints: daily loss, maximum loss, profit target, minimum trading days, and the best-day consistency rule. It explains that loss limits can be configured…

Risk managementPosition sizingForex
MQL5 code base

This Expert Advisor uses fast and slow moving averages to determine direction. It opens a buy when the fast average is above the slow average by a configurable minimum distance, and a sell under the opposite condition. The EA can close or retain existing…

ForexTechnical indicatorsTrend followingGrid trading
MQL5 code base

This Expert Advisor opens trades when a colored Sidus indicator arrow appears at a bar’s close. Its entry logic is therefore driven by the indicator’s directional signals, with the signal confirmed only after the bar completes. The document describes the…

ForexTechnical indicatorsBacktesting
MQL5 code base

The indicator estimates the relative strength of a selected currency from the closing prices of seven currency pairs that contain it. A zero reference line represents the average over a configurable period, and a colored histogram is intended to make the…

ForexTechnical indicatorsMomentum
MQL5 code base

This short indicator description introduces round price levels as possible support or resistance. It gives EUR/USD examples at prices ending in two zeroes after the decimal point and describes an indicator that displays the two nearest such levels above the…

ForexTechnical indicators
MQL5 code base

This expert adviser places a Buy Stop above the high of bar one and a Sell Stop below its low, with a configurable offset. The setup seeks to enter when price moves beyond that bar’s range. Its parameters include stop loss, take profit, trailing stop…

ForexBreakoutExecutionRisk management
MQL5 code base

This document describes a date-based function for classifying a timestamp as summer or winter time. It assumes the European daylight-saving calendar described in the text: summer time begins on the last Sunday in March and ends on the last Sunday in October.…

ForexExecution
MQL5 code base

This Expert Advisor uses changes in the direction of a moving average associated with the Balance of Power Histogram to generate trading signals when a bar closes. The document frames the strategy around a directional shift in the indicator rather than a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor trades changes in the direction shown by the ColorJJRSX indicator. It opens a position when the indicator changes color at a bar close, then can close the position once its holding time exceeds a configured limit. The holding-time exit is…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

This Expert Advisor trades signals from the Fisher_org_v1_Sign indicator. A signal is taken when a colored indicator icon appears at a bar close, so decisions are made using completed bars. The EA requires the compiled indicator file to be installed in the…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This document describes an Expert Advisor that trades signals from an RSIOMA histogram. Depending on its selected mode, a signal is evaluated at bar close when the histogram breaks support or resistance, changes direction, or crosses its signal line. An…

ForexTechnical indicatorsBacktestingExecution
ProRealCode

This strategy description presents a long-only EUR/USD setup on the four-hour chart. It requires the 21-, 40-, and 100-period exponential moving averages to be ordered upward and rising. A candle must dip below the fastest average and close back above it,…

ForexTrend followingBreakoutTechnical indicators
MQL5 code base

The expert advisor combines MACD divergence with stochastic confirmation and Bollinger Band trade exits. For buys, the stochastic main line must be above its signal line and remain within the configured oversold range for a specified candle period. The sell…

Technical indicatorsForexRisk management
FMZ forum

The article explains a countertrend martingale approach in which a trader adds to a losing position at set price intervals, hoping a later reversal will recover accumulated losses. It works through a foreign exchange example with equal size additions and…

ForexMean reversionPosition sizingRisk management
MQL5 code base

This expert-advisor design turns four RSI readings into a single weighted perceptron score. It uses RSI periods of 12, 36, 108, and 324, rescales each indicator around zero, and combines them with weights selected through optimization. The trading threshold…

ForexMachine learningTechnical indicatorsTrend following
MQL5 code base

This document describes an example of a multicurrency Expert Advisor that processes symbols one at a time in a loop. It uses a timer event to run trading logic independently of ticks arriving for any particular symbol, and Bollinger Band values provide the…

ForexTechnical indicatorsExecution
MQL5 code base

The document describes an Expert Advisor that trades when the i-KlPrice histogram crosses an overbought or oversold level. A signal is confirmed at bar close, so the strategy acts on completed-bar threshold breaks rather than intrabar movement. The advisor…

Technical indicatorsForexBacktesting
MQL5 code base

The document explains that MetaTrader 5 exposes generic, loss-side, and profit-side tick values for each symbol, and that these values may not be identical. This matters when an expert advisor calculates trade size from a risk budget: using a tick value that…

Risk managementPosition sizingForex
MQL5 code base

The document outlines a MetaTrader 5 expert advisor that combines moving average crossover signals with grid entries. It describes using fast and slow simple moving averages on an hourly chart, with volume and volatility checks to filter signals. Additional…

ForexGrid tradingTrend followingRisk management
MQL5 code base

The document describes an Expert Advisor that trades signals from the AMkA indicator. It checks for a newly colored point when a bar closes and requires the latest point and the two preceding points to have different colors. The text indicates that this…

ForexTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor generates signals from intersections of TDI-2 indicator lines, evaluated when a bar closes. It follows the direction of the signal and adds to an existing position when the profit from the most recent trade, measured in points, exceeds a…

ForexTechnical indicatorsTrend followingPosition sizing
ProRealCode

The Alan Square, also called DaBox, is a price action framework built from the prior period’s high and low. It marks the range boundaries, midpoint, quarter levels, and extensions, then projects diagonal lines from key levels. Major angles are described as…

FuturesEquitiesForexTechnical indicators
ProRealCode

This indicator plots twenty stochastic oscillators, using lookback periods from 5 through 24 and a smoothing setting of 3. It returns the oscillator series together in one display, allowing a trader to compare how readings across several calculation horizons…

Technical indicatorsForexMomentum
MQL5 code base

The document describes a semaphore-style indicator that uses two JFatl indicators, one based on open prices and the other on close prices. It produces a signal when the difference between their values changes sign. This event is said to correspond to a…

Technical indicatorsForex