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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 describes a MetaTrader 5 trade-management expert advisor for open manual forex trades. It can assign stop-loss and take-profit levels in pips, move a stop to break-even after a chosen profit threshold, and trail the stop as price moves. Users…

ForexRisk managementExecutionPosition sizing
MQL5 code base

This document describes a trading script that places a buy limit order and a sell limit order at equal distances from the current price. Its listed inputs let the user configure money management, allowed price deviation, order spacing in points, stop loss…

ExecutionPosition sizingRisk management
backtrader

This example defines a long-only stock strategy that enters when the MACD line crosses above its signal line while a simple moving average is declining relative to its value over a lookback period. It initializes a protective stop several ATR units below the…

EquitiesTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This document describes a trading routine that sizes a position as a chosen percentage of the account’s free margin. The stated inputs are a stop-loss distance in pips and a risk percentage, and the example explains how the calculated buy volume is checked…

Position sizingRisk managementExecution
ProRealCode

This proposed daily strategy for the DAX mini switches between mean-reversion and breakout entries according to ADX thresholds. It uses the candle’s direction and size relative to average true range to trigger trades, and applies separate volatility ceilings…

FuturesMean reversionBreakoutVolatility
MQL5 code base

This description outlines an expert advisor that manages open positions by closing part of a profitable position when a price-distance condition is met, then moving the remaining position’s stop to breakeven. The stated condition is incomplete: it does not…

Technical indicatorsPosition sizingRisk management
SuperMind

This Supermind example turns a pressure-and-support indicator into a simple long-only trading system. It computes a price measure from the open, high, low, and close, then scales it within the recent 34-period low-to-high range. Two moving averages smooth…

EquitiesTechnical indicatorsTrend followingPosition sizing
Lumibot

This strategy scans a fixed universe of large, liquid US-listed stocks for breaks above the high established during the first 15 minutes of the regular session. A research agent identifies and ranks stocks that have since closed above that level; a separate…

EquitiesBreakoutPosition sizingRisk management
MQL5 code base

The Smart AC Trader is described as a forex expert advisor that ranks eight major currencies by strength and combines that selection with moving averages and other indicators. It is intended for major currency pairs and multiple time frames, and the…

ForexTechnical indicatorsPosition sizingRisk management
BigQuant

The document presents a BigQuant example for trading the CSI 300 index futures contract from a user-supplied calendar of daily long, short, or no-trade directions. It checks minute data for entry windows around 10:00 and 14:00, targets a specified fraction…

FuturesChina marketsExecutionBacktesting
MQL5 code base

This expert advisor uses a custom RSI Dual Cloud indicator and supports four signal types: entering a zone, remaining in it, leaving it, and line crossings. Buy signals use a zone below the specified lower level, while sell signals use a zone above the upper…

Technical indicatorsRisk managementPosition sizing
SuperMind

The article introduces the Kelly criterion as a way to choose the fraction of capital to risk based on the probability of winning and the payoff relative to losses. It gives the standard binary-bet formula and explains that positive values suggest a stake,…

Position sizingRisk managementStatistics
SuperMind

This stock selection screen targets robot-themed A-shares with a floating market value below 10 billion yuan and turnover between 3% and 12%, while excluding Beijing-listed stocks. The accompanying example also removes names marked as special treatment,…

China marketsEquitiesFactor investingPosition sizing
NautilusTrader

This reference explains how an engine represents cash, margin, betting, and wallet accounts across backtests and live trading. It defines total, locked, and free balances and requires them to reconcile at currency precision. It also describes how pending…

Risk managementPosition sizingPortfolio constructionDerivatives pricing
BigQuant

This article describes 25 reasons retail investors may lose money in equities. It groups them around information and research gaps, overreliance on one strategy, emotional and herd-driven decisions, limited planning and experience, concentrated portfolios,…

EquitiesRisk managementPortfolio constructionSentiment
MQL5 code base

MA2CCI is described as a trading strategy built from two moving averages, average true range, and the commodity channel index. Average true range is used to calculate the stop-loss level, while position size is based on a specified percentage of margin. The…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This expert advisor acts on signals from two moving-average indicators, whose settings are built into the program. It checks for signals only when a new bar appears. On a buy signal it closes sell positions, and on a sell signal it closes buy positions,…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This document describes a rule-based strategy that opens at most one position per day at a configured hour, trading against the direction inferred from price movement over a chosen number of preceding hours. It also lists controls for trade size, take…

ForexMean reversionPosition sizingRisk management
OctoBot

The article introduces cryptocurrency futures as contracts used to gain exposure to expected price moves without directly holding the underlying coins. It describes taking long positions when anticipating a rise and short positions when expecting a decline,…

CryptoFuturesArbitrageRisk management
MQL5 code base

The document describes an Expert Advisor for XAUUSD that combines a price dynamics filter, an online-learning neural network, and volatility-based risk management. Its market-state component derives velocity from price changes and an entropy-like measure…

CommoditiesMachine learningVolatilityRisk management
MQL5 code base

This MetaTrader Expert Advisor description explains how one EA can run two BrainTrend2_V2-based trading systems, with separate input groups for long and short positions. Distinct magic numbers identify the systems independently, and each side has its own…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This brief release note describes two additions to a MACD pattern trading program. A user can set a start date and stop date to restrict the period during which the program operates. It also adds support for a “stretched” martingale, indicating that position…

Technical indicatorsPosition sizingRisk managementBacktesting
MQL5 code base

This document describes an expert advisor built around a moving average indicator that analyzes recent bars to determine when to trade. Its configurable inputs include trade size, moving average period, minimum and maximum average slope, and timing and price…

ForexTechnical indicatorsRisk managementPosition sizing