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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 document describes a chart-based script for opening a long position at the current price. Before execution, the user can set a risk percentage and a reward ratio through the script’s input prompt. The stated workflow is to apply the script to a chart,…

Position sizingRisk managementExecution
BigQuant

This explanation clarifies why a stock strategy may send orders for shares it already owns. It separates current holdings into positions with sell signals, new buy candidates, and existing positions that still qualify to be held. The strategy sells the first…

EquitiesTechnical indicatorsPosition sizingPortfolio construction
Kraken Learn

The guide explains why crypto holders stake proof-of-stake assets: to earn token rewards, help secure networks, offset some issuance-related dilution, compound holdings, and sometimes participate in governance. It distinguishes bonded staking, which can have…

CryptoRisk managementPosition sizing
Lumibot

This strategy sells one SPY put credit spread at a time, using an agent to select contracts from the option chain and a separate agent to manage trades. The research agent looks for a spread 30 to 45 days to expiration, sells a put near 0.16 delta, and buys…

OptionsEquitiesRisk managementPosition sizing
MQL5 code base

The document describes a MetaTrader chart panel for manually placing and managing trades through buttons or keyboard shortcuts. It is explicitly an execution aid rather than an automated strategy, so it produces no trades in the Strategy Tester. The overlay…

ExecutionRisk managementPosition sizingMarket microstructure
BigQuant

This example shows a basic workflow for comparing portfolio value paths across several strategy weights. It sets a date range and starting value, generates daily returns from a normal distribution whose mean scales with the selected weight, compounds those…

BacktestingPortfolio constructionPosition sizingStatistics
MQL5 code base

This document describes an Expert Advisor that places Buy Stop and Sell Stop pending orders at scheduled times. The orders include a Stop Loss. Take Profit is handled virtually: the EA watches an open position and closes it at market once its profit reaches…

ForexExecutionPosition sizingRisk management
OctoBot

This guide explains how to create orders through a Python trading interface. It covers market, limit, stop-loss, and trailing-market order types; order size can be specified as a fixed amount, a share of total portfolio value, or a share of available…

ExecutionRisk managementPosition sizingFutures
NautilusTrader

This documentation explains how NautilusTrader routes order commands from strategies through emulators or execution algorithms, risk checks, the execution engine, and venue clients. It distinguishes command paths for submissions, modifications,…

ExecutionRisk managementPosition sizingMarket microstructure
ProRealCode

This proposal describes a USD/JPY strategy on hourly bars that looks for reversals after three consecutive candles of the same direction. It filters entries with ADX, ATR-based activity, and a fast versus slow moving-average relationship: after falling bars…

ForexMean reversionTechnical indicatorsPosition sizing
MQL5 code base

The document outlines an Expert Advisor organized into four independent trading cycles. Cycle 1 combines moving-average conditions with RSI and Williams’ Percent Range signals, using a register to reject conflicting indications and a one-trade-per-bar check.…

Technical indicatorsTrend followingMean reversionBreakout
MQL5 code base

The document describes a MetaTrader 5 script for moving several open positions to breakeven after trades become favorable. Traders can choose either a profit-points threshold or a target price to trigger the adjustment. The two trigger methods are…

Risk managementPosition sizingExecutionForex
ProRealCode

This Expert Advisor uses a ColorXPWMA_Digit indicator to identify trend changes from changes in the indicator line's color. Signals are evaluated at bar close. Position size is adjusted separately for buys and sells based on recent outcomes in the same…

ForexTrend followingPosition sizingRisk management
SuperMind

The article proposes selecting listed A-share companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, no reported losses, and no limit-up close on the prior day. It presents the screen as a way to avoid stocks that have…

EquitiesChina marketsRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor that combines Wilder’s ADX with Ichimoku Kinko Hyo to detect trend direction. It also says position size is calculated from a percentage of margin risk. The stated settings use a configurable ADX timeframe,…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This expert advisor aims to trade range-bound conditions in EURUSD and GBPUSD. An ONNX model classifies the market as sideways, bullish, or bearish using nine inputs, including EMA200 slope, distance from the average, ATR, candle structure, breakout…

ForexMean reversionMachine learningRisk management
Hummingbot docs

The document describes a Hummingbot strategy for providing bids and asks across several spot markets from one instance. Users choose the markets, the asset used to supply liquidity, order size, spread, and target base inventory. Optional inventory skew…

Market makingVolatilitySpot marketsPosition sizing
MQL5 code base

The document describes an Expert Advisor that runs three independent systems using AbsolutelyNoLagLwma_Digit indicators. Each system generates a trade signal when a bar closes and its indicator changes color, which represents a trend change. Long and short…

Trend followingTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The document describes a forex trading expert advisor that draws three trend lines from fractal points and opens trades when price breaks out of a converging consolidation. It says the tool can be used on multiple time frames and major forex pairs, as well…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

The document describes a lightweight expert advisor that combines grid order placement with the direction of the latest candle. A bullish last candle prompts a buy, while a bearish one prompts a sell; this signal is applied to subsequent orders in the grid…

Grid tradingTechnical indicatorsPosition sizingRisk management
FMZ forum

This collection of futures trading principles emphasizes following established price movement rather than trying to buy exact lows or sell exact highs. It recommends focusing on the middle of a move, identifying support in rising markets and resistance in…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

The document describes a MetaTrader 5 Expert Advisor with a chart-based panel for calculating trade size and managing orders. Its sizing method uses a user-set percentage of account equity and the stop-loss distance to determine lot size. The panel also…

Risk managementPosition sizingExecution
MQL5 code base

This document describes an Expert Advisor that monitors the combined profit or loss across all open positions and closes every position once a predefined threshold is exceeded. In effect, it applies a portfolio-wide stop-loss and take-profit rule rather than…

Risk managementPosition sizingExecution
MQL5 code base

This document describes an Expert Advisor built around a reversing martingale. After a losing trade, the strategy doubles its stake; it aims to keep increasing exposure until price movement reverses direction, then close the position in profit and recover…

Position sizingRisk managementBacktesting