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

4,613 documents

MQL5 code base

This Expert Advisor uses a ZigZag custom indicator to identify a channel, then places Buy Stop and Sell Stop pending orders near its upper and lower boundaries. The listed controls include the ZigZag depth, deviation, and backstep, along with an entry offset…

ForexBreakoutTechnical indicatorsRisk management
ProRealCode

The indicator estimates trade risk and position size from an entry price, stop level, account capital, and a chosen risk percentage. It calculates the stop distance as a fraction of entry price, derives a quantity from the amount of capital at risk, and…

Risk managementPosition sizingTechnical indicators
ProRealCode

This proposed four-hour DAX strategy combines an accelerated-volume indicator with entry and trade-management ideas attributed to the Pathfinder system. For a long entry, the fast-minus-slow buy-volume measure must cross above its sell-volume counterpart and…

FuturesTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes an expert advisor rule for managing a basket of open positions. A user sets a position-count threshold, n. Below that threshold, the advisor takes no action. When the count reaches n, it closes the existing positions if their combined…

Risk managementPosition sizing
FMZ forum

This Chinese-language essay argues that futures traders struggle when they confuse short-term counter-moves with the prevailing trend, anticipate reversals, overtrade, or fail to follow a plan. Its central approach is to wait for a trend to become clear, use…

FuturesTrend followingRisk managementPosition sizing
MQL5 code base

MultiMartin is a multi-symbol expert adviser built around a reversal strategy that increases trade size after each loss. The sequence continues until a profitable trade occurs or a configured multiplication limit is reached, after which the next trade…

ForexMulti-assetMean reversionPosition sizing
MQL5 code base

This document describes a forex expert advisor that checks for Williams %R signals when a new bar appears. It sells when the indicator is in an overbought zone and buys when it is in an oversold zone. The position size is fixed by a Lots parameter, and stop…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

The document describes a conceptual behavioral model for trading systems, representing fear, greed, motivation, stress, confidence, and activity as values that can guide decisions. It proposes using fear, stress, activity, and motivation to help decide…

Risk managementPosition sizingSentimentStatistics
Amberdata research

This article outlines four risk controls for institutions investing in digital assets. Counterparty review includes examining exchanges or decentralized finance protocols, their past behavior in volatile periods, trading volumes, and order-book depth.…

CryptoRisk managementPosition sizingMarket microstructure
MQL5 code base

NTK 07 is an expert adviser that starts by placing two pending orders around the current price. When one activates, the other is removed. The EA then adds another pending order in the direction of price movement at a specified step, increasing lot size by a…

ForexTrend followingBreakoutPosition sizing
ProRealCode

This indicator projects five future price percentiles using a geometric Brownian motion model calibrated from recent log returns. The median follows estimated drift, while the upper and lower bands spread with the square root of the forecast horizon. A…

StatisticsVolatilityMachine learningRisk management
FMZ forum

This article describes a discretionary futures trend approach that starts with a risk-limited position, adds only after the initial trade is profitable, and holds the position while the trend remains favorable. It recommends waiting for gains of roughly 1.5R…

FuturesTrend followingPosition sizingRisk management
FMZ forum

The article describes a short-term breakout system based on the prior session’s high and low, with the prior close and current open used as contextual prices. A break above the prior high triggers a long entry, and a break below the prior low triggers a…

FuturesBreakoutTechnical indicatorsBacktesting
MQL5 code base

The expert advisor described here increases the volume of an existing position when the profit, measured in points from the most recent trade, advances beyond a threshold set in the advisor’s inputs. Its additions are therefore conditional on movement in the…

Position sizingRisk managementTrend following
MQL5 code base

This document describes an Expert Advisor that places a grid of pending Buy Stop and Sell Stop orders around the current market price. Users can enable either order type, set the maximum number of pending orders of each type, and choose the distance from the…

Grid tradingExecutionPosition sizingRisk management
MQL5 code base

This short note describes a planned next revision of an Awesome Oscillator trading system. The author says the new version will add stop-loss and take-profit levels calculated from Average True Range (ATR). The prior version is described as already including…

Technical indicatorsRisk managementPosition sizingBacktesting
MQL5 code base

This Expert Advisor trades breaks of a selected prior candle, with the candle timeframe configurable from minute charts through monthly charts. It checks the previous completed bar and allows an offset from its high or low, moving average filters, stop loss,…

BreakoutRisk managementPosition sizingTechnical indicators
SuperMind

This stock strategy uses two simple moving averages to determine when to hold or exit a position. It buys with the full account when the 5-day average is above the 10-day average and there is no current holding. When the 5-day average falls below the 10-day…

EquitiesTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This trading robot is described as entering trades when it detects an engulfing candlestick pattern. It offers trailing stops and take profits, and the listing says it can be used across timeframes on major forex pairs and NASDAQ stocks. The configurable…

ForexEquitiesTechnical indicatorsRisk management
ProRealCode

The indicator measures how often price exceeds a level derived from ATR, then compares a recent breach frequency with its longer history. Its default method tests today’s high and low against bands set using the previous bar’s ATR, so the threshold is fixed…

VolatilityTechnical indicatorsStatisticsRisk management
FMZ forum

The document presents a trading system as an operating plan, not just a rule for choosing when to buy or sell. It covers defining the mandate and instruments, selecting a strategy, allocating capital, setting entry and exit rules, sizing positions, and…

Risk managementPosition sizingExecutionPortfolio construction
BigQuant

This Chinese-language platform support post asks when the position and fund data files refresh and whether users can trigger an update. The author describes a timing problem: a stock bought near the prior day’s close may appear unavailable in the last…

ExecutionPosition sizingEquities
MQL5 code base

This note describes an Expert Advisor designed to test random market entries rather than implement a researched trading signal. It opens positions according to a random number generator, with stop loss and take profit configured to similar settings through a…

BacktestingExecutionRisk managementPosition sizing