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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

4,613 documents

MQL5 code base

This script description explains how to prepare a buy or sell order while a market is closed and submit it when trading resumes. Users can set the direction, order size, stop parameters, and an optional start time, so an order may be delayed until a chosen…

ExecutionRisk managementPosition sizing
FMZ forum

The article explains why doubling a position after each loss can appear reliable while carrying ruinous tail risk. It uses lottery and coin toss examples to distinguish an individual’s unlikely streak from the higher chance that someone in a large group…

StatisticsRisk managementPosition sizingGrid trading
MQL5 code base

The document describes an Expert Advisor built around the RJTX_Matches_Smoothed indicator. It separates long and short trades into two independently configured systems, each with its own magic number, position sizing settings, and permissions to open or…

ForexTechnical indicatorsPosition sizingBacktesting
ProRealCode

The document describes a long-only index strategy that begins buying after a down bar, then adds to the position when price falls sufficiently below the last purchase and a short-term volatility measure signals a pause. It uses a near-zero profit threshold…

Mean reversionPosition sizingRisk managementTechnical indicators
OctoBot

This FAQ explains several operational details that affect automated trading and backtest interpretation. Before submitting an order, OctoBot checks exchange minimum and maximum requirements; signals may therefore produce no order, commonly because the…

CryptoExecutionRisk managementBacktesting
MQL5 code base

This Expert Advisor follows trend changes signaled by the JFatlCandle indicator. It acts after a bar closes and identifies a new direction when the candle color changes. Position size is adjusted using recent trade outcomes, with separate settings for buys…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This script places a pending Sell Stop order and exposes inputs for money management, allowed price deviation, entry distance, stop loss, take profit, retry count, and the pause between attempts. The settings let a user configure the order’s size and the…

ExecutionRisk managementPosition sizing
ProRealCode

This weekly strategy adapts a two-period RSI approach attributed to Larry Connors. It combines a 50-period simple moving average with extreme RSI readings to enter in the direction of the broader trend: it starts a long position when price is above the…

FuturesMean reversionTechnical indicatorsPosition sizing
MQL5 code base

The document describes a grid approach that repeatedly opens equal-directional Buy and Sell positions, then closes the profitable side as price moves between levels. It illustrates the idea with a move from 100 to 200 and back: realized gains on selected…

Grid tradingPosition sizingRisk management
MQL5 code base

The document describes an Expert Advisor that combines a moving average with recent high and low levels to generate contrarian buy and sell signals. It uses a weekly timeframe by default, while allowing the timeframe for the moving average and price data to…

Technical indicatorsMean reversionPosition sizing
FMZ forum

This article outlines a Turtle-style trend-following system for stocks. It frames a complete trading plan around market selection, position size, entry, loss exits, profitable exits, and trade rules. Position size is tied to account equity and the 20-day…

EquitiesTrend followingBreakoutVolatility
MQL5 code base

This Expert Advisor starts by opening minimum-volume positions across a specified set of currency pairs. When a position loses, it reverses the position; when a position gains, it increases its volume. It closes all positions when their combined profit or…

ForexPosition sizingRisk management
MQL5 code base

This brief trading script uses the chart price where it is dropped to decide whether to place a buy stop or a buy limit pending order. It then calculates a stop loss from a user-specified risk percentage and derives a take-profit level using a reward ratio.…

ExecutionRisk managementPosition sizing
MQL5 code base

This document describes a forex and stock Expert Advisor that identifies trend lines from fractals and combines them with two moving averages to trade breakouts after a correction in the main trend. The trend lines are intended to filter signals in live…

ForexEquitiesBreakoutTechnical indicators
Lumibot

This document outlines an intraday opening range breakout strategy implemented as a two-agent trading bot. It tracks the high and low during the first 15 minutes for a universe of liquid stocks and ETFs, then ranks symbols that move above the range high.…

EquitiesBreakoutRisk managementPosition sizing
ProRealCode

This experimental DAX daily strategy uses a close-based two-day high as a breakout reference and enters long when the day's high exceeds it. It can add a position when price opens more than five points above the trade price, so exposure may grow as a move…

FuturesBreakoutTrend followingPosition sizing
Amberdata research

The code implements a heat-potential method for choosing profit-taking and stop-loss boundaries for a profit-and-loss process modeled as Ornstein–Uhlenbeck mean reversion. Given the model parameters, a time-step density, and a maximum holding duration, it…

Mean reversionStatisticsRisk managementPosition sizing
MQL5 code base

This Expert Advisor trades two currency pairs that share a quote currency and are expected to have positive long-term correlation. It examines recent bar history without indicators, looks for both pairs to rise in one portion of the window and fall in…

ForexPairs tradingMean reversionRisk management
MQL5 code base

This document describes an MT4 expert advisor intended to place and close trades automatically using user-supplied Fibonacci-related price levels. Its five inputs are prices for the 50%, 61%, and 100% levels on a five-minute chart, a second target on an…

ForexTechnical indicatorsPosition sizingRisk management
BigQuant

This proposed short-term A-share strategy selects ordinary shares that have closed at the daily limit for two consecutive sessions and belong to concepts ranking near the top by both recent three-session and fifteen-session returns. It excludes specified…

EquitiesChina marketsMomentumBreakout
ProRealCode

This document outlines a rules-based strategy for the DAX mini that uses the trading day of the month (TDOM). It opens a short position on the first trading day and schedules long entries from the eighth trading day, with additional entries allowed on later…

FuturesStatisticsPosition sizingRisk management
MQL5 code base

This Expert Advisor uses a martingale approach and can trade in a single direction at a time: buy or sell. The description says results are best when the directions are traded separately and shows a buy-only example. Users can enable or disable each…

ForexPosition sizingRisk management
MQL5 code base

This document describes a MetaTrader expert advisor whose trade decisions are driven by a random number generator. It randomizes the position direction, stop loss, and take profit, while calculating lot size from a chosen risk percentage of free margin.…

Position sizingRisk management
MQL5 code base

This document describes a simple moving-average crossover Expert Advisor. It buys when a fast exponential moving average crosses above a slower one and sells when it crosses below. Signals are checked at each newly closed candle, which is intended to prevent…

Technical indicatorsTrend followingExecutionPosition sizing