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 document explains a chart panel for placing and managing pending orders and open positions with three draggable price levels. The aqua line sets the entry price for pending orders. The green and red lines set take profit and stop loss levels, with their…

ExecutionPosition sizingRisk management
MQL5 code base

The document describes a set-and-forget trading approach combined with anti-Martingale sizing. It defines anti-Martingale as increasing position size when a trade moves favorably or after a winning trade. The stated use case is placing orders ahead of time…

Position sizingRisk management
MQL5 code base

The document outlines a set-and-forget approach paired with a Martingale position-sizing rule. It defines Martingale as increasing position size when a trade moves against the trader or after a loss. The stated aim is to place orders in advance, including…

Position sizingRisk management
ProRealCode

This document presents a long-only DAX strategy intended for a 15-minute chart. It enters when a short moving average crosses below a longer one, subject to an ADX range, then adds to a losing position after a fixed price decline. The entry logic is limited…

FuturesGrid tradingTechnical indicatorsRisk management
vn.py community

This brief forum exchange concerns a backtest error described as an integer value too large to convert to a floating-point number. A respondent suggests that the strategy is submitting an excessively large order quantity and advises checking the order size.…

BacktestingPosition sizingExecution
MQL5 code base

This expert-advisor description presents two independently configurable trading systems driven by a Slow Stochastic indicator: one for long trades and one for short trades. Separate input groups control each side’s trade identifier, position sizing mode, and…

ForexTechnical indicatorsBacktestingPosition sizing
MQL5 code base

This document describes a trading script for placing a sell stop-limit order and lists configurable inputs. These include a money-management value, permitted price deviation, the distance from the market at which to place the order, and the offset used to…

ExecutionRisk managementPosition sizing
SuperMind

This strategy report describes a monthly rebalanced approach to Chinese small-cap equities. It first screens for fully tradable shares below a stated market-cap threshold, above a 38-day average, and within a specified 38-day amplitude band. It then looks…

EquitiesChina marketsBreakoutTrend following
MQL5 code base

This document describes a MetaTrader 5 Expert Advisor that uses the Largest Lyapunov Exponent (LLE) to classify market behavior. It reconstructs phase space from market observations, compares the divergence of nearby trajectories, and treats that divergence…

MomentumTechnical indicatorsRisk managementPosition sizing
BigQuant

This Chinese equity strategy seeks stocks that open at the daily upper price limit and remain there, using a platform field to identify the condition. It first excludes special-treatment stocks, suspended stocks, and Beijing Stock Exchange listings, then…

EquitiesMomentumChina marketsPosition sizing
MQL5 code base

This Expert Advisor combines the Chaikin Oscillator (CHO) with a custom dual CCI-on-moving-average indicator. CHO acts as a trend signal and also triggers position closures when it crosses zero. The CCI filter is used to add positions: a buy setup occurs…

Technical indicatorsTrend followingPosition sizingRisk management
Hummingbot docs

This strategy monitors positions across configured markets and places opposing trades on a spot or perpetual exchange to reduce market-making inventory exposure. It can calculate the hedge from asset amounts or total asset values, then apply a hedge ratio…

CryptoMarket makingRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor for managing stop loss and take profit levels, locking in profits, and applying trailing stops. Stop and target levels may be hidden or placed with the broker. The software evolved through versions that added…

Risk managementExecutionPosition sizing
vn.py community

The document describes a question about order conversion in a trading strategy. When a close order is submitted, the converter calculates frozen volume from the unfilled order quantity. The author says this calculation sets a short-side frozen amount, which…

ExecutionFuturesPosition sizing
MQL5 code base

This educational MQL5 Expert Advisor uses a fast and slow EMA crossover on the last two closed bars to generate entries once per new bar. It places a stop at an ATR-based distance, subject to the broker’s minimum stop distance, and sets a take profit as a…

Technical indicatorsPosition sizingRisk managementExecution
MQL5 code base

This document outlines an automated strategy using two Stochastic indicators, with listed parameters for buy and sell levels. It says trades are evaluated using the open price of the current candle and notes that the EA is intended for major forex pairs and…

ForexEquitiesTechnical indicatorsPosition sizing
MQL5 code base

This document describes an expert advisor that uses the Renko Level indicator to generate trading signals. It lists configurable inputs for block size, signal reversal, increasing positions, and a unique identifier for the EA. Position sizing can be set as a…

ForexTechnical indicatorsPosition sizing
ProRealCode

This strategy waits for a configurable run of bullish or bearish candles, then opens a position at the next candle. A direction setting chooses whether the position follows the run or trades against it. The described controls include position size, stop…

Technical indicatorsMomentumMean reversionRisk management
MQL5 code base

This strategy description targets EURCAD on a five-minute chart and opens short positions using three stochastic indicators, with ATR also included in the method. If the first position does not close at a profit, the system can place up to eight additional…

ForexTechnical indicatorsGrid tradingPosition sizing
BigQuant

A BigQuant user reports an error stating that an expression argument was expected to be a string but instead was null. The reported fix is to enable the position formula option in the position allocation module. This identifies a configuration setting that…

ExecutionPosition sizing
FMZ forum

The document proposes a trend-oriented grid as a position management and exit framework that can be paired with different entry signals. It divides capital into ten portions, opens with one portion after an entry condition, and sets a midpoint, stop, and…

Grid tradingTrend followingBreakoutPosition sizing
MQL5 code base

Zakryvator is an expert adviser that monitors open terminal orders and closes an order when its loss reaches a configured amount in the account currency. It can be attached to any currency pair and is described as monitoring orders across pairs, including…

ForexRisk managementPosition sizingExecution
MQL5 code base

The document describes an Expert Advisor that runs three independent trading systems based on the Skyscraper_Fix, ColorAML, and X2MACandle indicators. Each system generates a signal after a bar closes when its indicator changes color, representing a change…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document describes an MT4 utility for managing existing open positions. It monitors trades and moves a stop loss to the break-even price once a user-defined profit trigger is reached. An optional offset can place the stop beyond break even to lock in a…

Risk managementPosition sizingExecution