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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
WonderTrader
14 documents
Alphalens
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

BigQuant

The author recounts developing and repeatedly revising a set of strategies, then lays out a research-to-deployment process. It begins by defining intended capital capacity, trading costs and order size, the balance between win rate and payoff, training data…

EquitiesBacktestingRisk managementPosition sizing
SuperMind

This overview compares four crypto trading styles by holding period, activity, and typical analytical focus. Scalping seeks frequent small moves within a day and demands close monitoring; day trading holds positions for hours but generally closes them before…

CryptoTechnical indicatorsRisk managementPosition sizing
SuperMind

Firebird v0.60 is described as an expert advisor that trades using a moving average and a configurable percentage distance between the price and the average. Before opening a position, it checks the time since the previous position was opened and skips a new…

Technical indicatorsExecutionPosition sizingRisk management
FMZ forum

The article presents a stock grid method that divides a chosen price interval into a finite number of levels. As price falls, the trader divides remaining cash among lower grid levels; as price rises, remaining shares are divided among upper levels. It…

EquitiesGrid tradingPosition sizingRisk management
vn.py community

The discussion explains how a VeighNa portfolio strategy handles its own position state. The strategy position data is stored in the portfolio strategy data JSON file and read when the strategy starts, so saved values can initialize the strategy’s internal…

FuturesPosition sizingExecution
ProRealCode

The document describes a long-only stock strategy that trades when the closing price is above a rising 200-period moving average. It uses a faster and a slower moving average as a crossover trigger: a bullish cross opens a position, and a bearish cross…

EquitiesTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The document briefly describes an Expert Advisor called OpenTicks. At each new bar, it evaluates the previous four bars, though it does not explain the exact signal rules or how those observations determine entries. It also describes a position-management…

Risk managementPosition sizing
MQL5 code base

This document describes a MetaTrader 5 panel for manual trade management, with automatic entries enabled only in Strategy Tester mode. Traders choose direction and adjust entry, stop, and target levels; the panel can suggest levels from hidden pivot-based…

Risk managementPosition sizingGrid tradingTechnical indicators
FMZ forum

This document outlines a basic program structure for a long-only spot cryptocurrency strategy. It separates the trading signal from the operational framework: the example has manual commands to open or close a position, while the user is expected to add the…

CryptoSpot marketsExecutionPosition sizing
BigQuant

This essay argues that traders can develop intuition about leading stocks by participating in their price moves rather than relying only on charts or retrospective analysis. It frames market feel as accumulated experience with price rhythm, capital flows,…

EquitiesSentimentRisk managementPosition sizing
Zipline

This release note describes changes to Zipline, a Python framework for running algorithmic trading systems. It adds command-line and IPython notebook ways to execute algorithms, plus a history function that supplies rolling market data to a strategy. The…

BacktestingRisk managementPosition sizingExecution
MQL5 code base

This Expert Advisor combines a moving average with MACD. The moving average acts as a trend filter, while MACD provides trading signals. When a new signal calls for an opposite position, it also serves as the instruction to close the existing position.…

Technical indicatorsTrend followingMomentumPosition sizing
vn.py community

This tutorial explains how to convert a discretionary futures idea into a specification a program can follow. Its five elements are signal timeframe, entry rules, exit rules, position size, and behavior in edge cases. It emphasizes separating directional…

FuturesTechnical indicatorsBreakoutPosition sizing
MQL5 code base

This Expert Advisor pairs trend-change signals from an Iin_MA_Signal indicator with position sizing that responds to recent trade outcomes. Signals are acted on after a bar closes when the indicator shows a trend change. Buy and sell histories are evaluated…

EquitiesTrend followingPosition sizingRisk management
MQL5 code base

This trading script is designed to place a buy stop-limit order using trigger distances measured from the current price. It also sets stop-loss and take-profit distances from the eventual opening price. The listed inputs cover the money-management ratio, the…

ExecutionPosition sizingRisk management
MQL5 code base

The document outlines a MetaTrader Expert Advisor approach for managing open positions on the current symbol. On each tick, it checks whether a position has reached configured profit or loss thresholds and closes it when either threshold is met. If neither…

Risk managementExecutionPosition sizing
SuperMind

This Chinese equity screening proposal combines above-normal daily range, a close between the middle and upper Bollinger bands, and an upward 30-day moving average. It presents these conditions as a way to find active stocks whose medium-term trend is rising…

EquitiesTechnical indicatorsTrend followingVolatility
MQL5 code base

The document describes a forex Expert Advisor that places market orders in one direction at fixed price intervals. A configured maximum price sets the top of the trading range; the examples show a range extending ten yen or ten cents below that level. The…

ForexGrid tradingPosition sizingRisk management
OctoBot

This guide explains how to create market, limit, stop-loss, and trailing-market orders with OctoBot Script. It describes order sizing for spot and futures trading, including fixed asset amounts, percentages of portfolio value, and percentages of available…

ExecutionPosition sizingFuturesSpot markets
MQL5 code base

This Expert Advisor uses a fixed alternating direction: it starts with a buy and switches between buys and sells on successive trades. It opens trades at candle starts and applies stop loss and take profit settings. After a losing trade, the next position…

ForexPosition sizingRisk managementBacktesting
MQL5 code base

This MetaTrader 5 Expert Advisor is a position-management utility for traders who enter trades manually. It does not create entry signals or open positions. For buys, it places an initial stop beyond a recent swing low; for sells, beyond a recent swing high.…

Risk managementPosition sizingTechnical indicatorsExecution
ProRealCode

The strategy seeks long trades during a rebound after a bearish move. It uses a Donchian channel to divide the recent price range into four sections, then places a buy stop near the first level above the channel low when price remains below that level. A…

EquitiesMean reversionTechnical indicatorsPosition sizing
Hummingbot docs

This controller monitors liquidation activity for a selected Binance perpetual futures pair and initiates a dollar-cost averaging trade when liquidations on the chosen side exceed a configured quote-currency threshold within a time window. It treats forced…

CryptoPerpetual futuresMean reversionPosition sizing
MQL5 code base

The document explains an expert advisor approach for managing stop loss, take profit, and trailing exits locally on a trader’s computer. Because the stop orders are virtual, they are not sent to the broker. The article also says the system ignores broker…

Risk managementExecutionPosition sizing