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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
Quantopian lectures
45 documents
Binance API docs
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

4,613 documents

vn.py community

This brief forum exchange concerns adding a percentage stop based on actual profit and loss to a CTA strategy. The questioner notes that margin differs by instrument, so a fixed price-distance calculation may not represent the actual loss, and asks whether…

Risk managementPosition sizingFutures
Awesome Systematic Trading

The strategy described in the code sorts stocks around earnings announcements by their returns from four to two trading days before the event. The underlying research description first divides stocks by firm size, then sorts the largest size group into…

EquitiesEvent-drivenMean reversionBacktesting
MQL5 code base

This expert advisor opens market orders using pseudo-random decisions and does not rely on a custom indicator. It places take-profit and stop-loss levels after execution, can trail stops after a configured threshold, and increases position size after a loss…

ForexExecutionPosition sizingRisk management
MQL5 code base

This document describes a simplified expert advisor that trades intersections between two custom moving average indicators configured for another timeframe. It compares the indicator values on the previous completed bar and the current bar to identify a…

Technical indicatorsTrend followingPosition sizing
MQL5 code base

This expert advisor starts a cycle by comparing the latest two bar closes: it opens a buy after an upward change and otherwise opens a sell. It then places a pending stop order in the opposite direction, a configurable distance from the current price. If…

ForexPosition sizingRisk managementExecution
MQL5 code base

The document describes adding withdrawal tracking to an Expert Advisor running on an account, with the aim of adapting its position size when the account balance falls because of a withdrawal. It highlights a problem with recovery-style sizing: an EA may…

ForexPosition sizingRisk management
MQL5 code base

This expert advisor describes a Stochastic-based approach for EUR/USD on a four-hour chart. It uses signals within the 20–80 range and starts trades at a configured minute. The listed parameters include the number of orders, a stop-loss setting, a balance…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

Ilan 1.6 Dynamic is a forex expert advisor that averages into losing positions, increasing trade size as price moves against the initial entry. It sets the next entry distance from the recent high–low range, then seeks a small reversal to close the basket at…

ForexGrid tradingMean reversionPosition sizing
BigQuant

The article proposes a short-horizon trading routine built around weekly profit targets and strict loss limits. Its central rule is to enter during the first trading day of the week, exit the full position once total portfolio gains reach 2.5%, and stop…

EquitiesRisk managementPosition sizingBacktesting
MQL5 code base

This description outlines an expert advisor that opens positions across two forex pairs and calculates direction and lot size from recent price history, using the last 60 bars without technical indicators. The stated premise is that the selected pairs should…

ForexPairs tradingRisk managementPosition sizing
BigQuant

This short support discussion concerns a Chinese stock strategy whose test run reportedly rounded purchases to multiples of one hundred shares, while the published simulated account showed non-rounded quantities. A reply names two possible causes: trading…

EquitiesExecutionPosition sizing
MQL5 code base

This MetaTrader expert advisor is designed to open, manage, and close trades using a No Nonsense Forex-style workflow. Its controls can open two half-sized positions with stop losses set at 1.5 times ATR, while assigning an ATR-sized take profit to one…

ForexRisk managementPosition sizingExecution
BigQuant

This article describes a customizable stock selection strategy built from five rules, chiefly intended to identify oversold shares that may be stabilizing, with some rules aimed at possible upward moves. It contrasts AI-generated strategies, which are easier…

EquitiesMean reversionBacktestingPosition sizing
SuperMind

This tutorial illustrates a simple recurring fund purchase: a setup function schedules a trading function to run weekly, and that function submits an order for a specified index-enhanced fund. The explanation describes the roles of initialization and…

EquitiesExecutionPosition sizing
MQL5 code base

The document describes an expert advisor that adjusts position size across fixed-size groups of trades. After a group ends with consecutive losses, it scales the lot size upward by a configured factor; after a group of consecutive wins, it resets sizing.…

ForexPosition sizingRisk managementBacktesting
MQL5 code base

The document describes a trading robot that uses the previous day’s candle high and low as part of its trading logic. It says the EA operates on the open candle and is intended for H4 and daily charts, particularly major forex pairs and NASDAQ stocks. Its…

ForexEquitiesTechnical indicatorsRisk management
FMZ forum

This article presents general guidance for smaller futures traders: define a loss limit before entering, exit when the market invalidates the trade, and follow the plan consistently. It also recommends allowing profitable positions to run while the trend…

FuturesRisk managementPosition sizing
MQL5 code base

The document describes a scalping expert advisor that uses the Money Flow Index to identify overbought and oversold conditions. It is presented for five-minute charts, with stated compatibility across other timeframes and instruments including major forex…

CryptoForexEquitiesTechnical indicators
BigQuant

This Chinese-language essay presents conditional planning as a way to act under market uncertainty. Instead of claiming that traders can know what prices will do, it recommends preparing “if–then” responses to defined events. Examples include exiting when…

Risk managementEquitiesPosition sizing
MQL5 code base

This article advocates making trading decisions through explicit “if–then” plans rather than trying to predict market outcomes with certainty. It suggests defining actions in advance for possible price, company, and broad-market conditions, with examples…

Risk managementPosition sizingEquities
MQL5 code base

This description presents a short-term Expert Advisor using Stochastic and Parabolic indicators, with a suggested 15-minute chart for EUR/USD and NASDAQ stocks. It states that the EA trades using the open candle’s price and offers stop loss and take profit…

Technical indicatorsForexEquitiesMomentum
MQL5 code base

This Expert Advisor runs separate long and short systems using signals from an Adaptive Renko indicator. It adds direction-specific money-management settings that examine a chosen number of recent trades and reduce the next position size when enough of those…

ForexTrend followingPosition sizingBacktesting
SuperMind

The document lays out a practical sequence for developing a quantitative trading strategy, from matching the tooling to the researcher’s skills through live monitoring and eventual adjustment or termination. It suggests starting with an existing technical…

BacktestingTechnical indicatorsRisk managementPosition sizing