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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

The document describes a MetaTrader expert advisor that seeks bullish breakouts by entering at the opening of a new bar. It places the stop at the low of the breakout candle and calculates a profit target using a configurable reward-to-risk multiple. The…

BreakoutTrend followingPosition sizingRisk management
MQL5 code base

This document outlines a simple expert advisor based on the Commodity Channel Index (CCI). It says the advisor can trade any symbol visible in the platform’s market watch list. Its described approach uses a fixed position volume and fixed stop-loss and…

Technical indicatorsPosition sizingRisk management
BigQuant

The document describes an equity strategy that combines broad-market timing with multiple pre-entry checks on each stock. It uses a dynamic portfolio of five holdings, with risk controls managed independently for each position. The stated rules include an 8%…

EquitiesRisk managementPosition sizingBacktesting
Hummingbot docs

This document explains how a position executor can manage entries and exits in spot and perpetual markets using predefined conditions. The triple barrier method sets a take-profit level, a stop-loss level, and a time limit. Whichever condition is reached…

CryptoRisk managementPosition sizingExecution
BigQuant

The document outlines a beginner workflow for creating an AI-assisted stock selection strategy on a quantitative platform. It starts with defining a trading style, translating that idea into candidate features, expressing those features for model training,…

EquitiesMachine learningBacktestingPosition sizing
MQL5 code base

This document describes an expert advisor that draws an equidistant channel on a price chart and supports trading based on either channel breakouts or the prevailing trend. It includes three manual trading controls and can manage multiple positions,…

Technical indicatorsBreakoutTrend followingRisk management
MQL5 code base

This short description explains an expert advisor that applies one user-entered price to the stop-loss or take-profit field across all open orders. The intended use is to close multiple positions together once the shared price is reached, allowing bulk…

Risk managementExecutionPosition sizing
FMZ forum

This teaching example builds a continuously polling order-placement bot around the current bid and ask. It cancels all existing pending orders, computes the midpoint, and places buy orders below it and sell orders above it at successive spread intervals.…

ExecutionMarket makingPosition sizingRisk management
MQL5 code base

This brief description outlines an automated trading system with a chart-based monitoring panel and configurable risk and trade management. The listed inputs include a working symbol, two timeframes, limits based on remaining equity and equity loss, and…

Risk managementPosition sizingTechnical indicators
Kraken Learn

A multi-collateral wallet lets a trader use several crypto holdings, such as bitcoin and ether, together as margin instead of first converting each asset into a base or quote currency. The platform aggregates the holdings’ dollar values when determining…

CryptoPerpetual futuresRisk managementPosition sizing
BigQuant

This article discusses practical choices when tuning a short-term stock-selection strategy: starting capital, number of holdings, capital allocated per holding, holding period, and factor selection. Its author argues that the number of names and per-name…

EquitiesFactor investingPosition sizingBacktesting
OctoBot

Dip Analyser is a trading mode for buying during local price dips and selling positions through multiple take-profit orders. It is presented as an advanced form of dollar-cost averaging that combines several evaluators. The mode supports spot and futures…

Spot marketsFuturesMean reversionPosition sizing
MQL5 code base

This educational expert advisor uses Tipu Trend signals on a 15-minute chart, confirmed by the hourly trend. It checks the distance to a swing-low or swing-high stop derived from Tipu Stops against a user-set risk limit before opening one trade per signal.…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This document outlines a MetaTrader Expert Advisor built around a daily-timeframe moving average. It lists an option to reverse signals and describes controls for adding positions, including a maximum position count for the current symbol and magic number.…

Technical indicatorsPosition sizingRisk managementTrend following
Amberdata research

This document explains an informational chart panel that flags unusually large price bars as possible news-driven volatility. Its core calculation compares the current bar’s high-low range with an ATR baseline multiplied by a user-set threshold. A trader can…

VolatilityTechnical indicatorsRisk managementPosition sizing
TqSdk

This futures execution example sizes each order as a configurable fraction of visible top-of-book volume, capped by the remaining target quantity. It selects either the opposing quote or same-side quote as the volume reference, then submits an order at the…

FuturesExecutionMarket microstructurePosition sizing
MQL5 code base

The document describes an MT4 utility for managing open positions rather than generating trade entries or signals. Its functions include applying missing stop-loss and take-profit levels, moving a trade to break even after a chosen profit threshold, and…

Risk managementExecutionPosition sizing
MQL5 code base

This guide describes a collection of MetaTrader 4 scripts for setting, modifying, deleting, or moving stop-loss and take-profit levels, placing market and pending orders, and closing orders. Its main procedure is to test an existing script, open its source…

ExecutionRisk managementPosition sizing
MQL5 code base

This document describes a forex Expert Advisor that combines three moving averages with the Stochastic Oscillator and RSI. It can open market positions and place buy-stop or sell-stop orders. Configurable controls include stop loss, take profit, percentage…

ForexTechnical indicatorsPosition sizingBacktesting
vn.py community

The discussion addresses how a strategy’s reported position changes when its buy, sell, short, and cover orders use lock mode. A user asks whether opening a long position and opening a short position would leave the strategy’s position at zero. The reply…

Position sizingExecution
MQL5 code base

This expert advisor strategy places pending orders at a scheduled terminal time, with distances based on average volatility over a selected number of past days. Stop-loss and take-profit levels are expressed as percentages of that volatility measure rather…

VolatilityBreakoutRisk managementPosition sizing
MQL5 code base

This trading system uses signals from a colored-candle indicator based on Ichimoku. It generates trades when a bar closes and the indicator shows a trend change. Position size depends on recent outcomes in the same direction: after a configured number of…

ForexTrend followingTechnical indicatorsPosition sizing
SuperMind

A Chinese-language trading forum thread asks why the same strategy produced positive returns with one starting balance but a sharply different, even opposite, result with a smaller balance. Participants suggest that account size can affect which shares are…

EquitiesBacktestingPosition sizingRisk management
MQL5 code base

The described trading robot uses two strategies and switches to the other after a losing trade while increasing the next position size by a configurable multiplier. It also offers optional basket-level controls: close a group of trades at a specified profit…

ForexPosition sizingRisk managementMean reversion