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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,613 documents

SuperMind

This Chinese equity screening idea selects stocks with a daily range greater than 1%, a positive ten-day return below 35%, and shortening MACD histogram bars on a 15-minute timeframe. The proposed rationale is to find stocks with some recent upward movement…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The Well Martin Expert Advisor combines Bollinger Bands and ADX for trading in calmer market conditions. It buys when price breaks below the lower band and sells when it breaks above the upper band. The described setup is for EURUSD on a 15-minute chart and…

ForexMean reversionTechnical indicatorsPosition sizing
MQL5 code base

This trading software description outlines an automated system with four selectable entry approaches: tick momentum, candlestick engulfing patterns, RSI reversals, and EMA crossovers. It supports market, stop, and limit orders, plus three variants of…

ForexMomentumMean reversionTechnical indicators
Lumibot

The strategy describes a daily process for building an equity portfolio from publicly reported congressional transactions. A research agent reads House periodic transaction reports and includes only filings whose report date is on or before the trading…

EquitiesEvent-drivenPosition sizingPortfolio construction
vn.py community

This community question concerns managing a CTA strategy when a stop-triggered close order fills only partially. The author uses a target-position approach and reports that the strategy’s target can remain out of sync with the actual position after a partial…

FuturesExecutionPosition sizingRisk management
FMZ forum

The document outlines a workflow for trading coin-margined cryptocurrency contracts from TradingView signals. TradingView alerts send webhook messages to an FMZ robot, which can open long or short positions at market or close positions. The proposed opening…

CryptoPerpetual futuresExecutionPosition sizing
MQL5 code base

The document describes an automated system that can run a grid and martingale strategy across as many as 100 currency pairs from one chart. It closes a pair’s orders when their combined profit reaches a configured level. The description explains that a grid…

ForexGrid tradingPosition sizingRisk management
FMZ forum

The document outlines a rule-based long strategy for Bitcoin futures, framed around adding to a position when price is rising. On a daily chart, it proposes buying a fixed amount when the close is above the five- and ten-day moving averages and the five-day…

CryptoFuturesTrend followingTechnical indicators
MQL5 code base

This document describes an account protection utility for prop firm evaluations. It monitors equity against a daily loss threshold measured from a daily reset baseline and a total drawdown threshold measured from the highest equity since startup. A…

Risk managementPosition sizingExecution
MQL5 code base

This brief strategy description combines an initial entry based on the Stochastic Oscillator with Martingale position scaling. When there are no open positions, the indicator supplies the entry signal. The listed settings include an initial lot size, a…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This chart helper totals profits for buy and sell orders separately and displays the totals in two buttons. Clicking a button closes all tracked orders on that side for the chart’s symbol. The author describes using it when a trade moves against them and…

ExecutionPosition sizingRisk management
MQL5 code base

This brief description outlines a trade-opening script that automatically assigns a lot size using one of three available methods: a fixed lot size or either of two alternative sizing approaches. It also attempts to set a stop loss and an equal-distance take…

Position sizingRisk managementExecution
MQL5 code base

This document gives a brief description of an Expert Advisor based on the RSI indicator. It evaluates trading logic only when a new bar appears, and RSI is always used. Moving-average indicators are conditional on a setting that enables trading with a…

Technical indicatorsPosition sizingRisk management
MQL5 code base

This trading-platform description explains a semi-automated expert advisor for entering trades from manually drawn support, resistance, or breakout levels. The trader loads the advisor, sets parameters such as stop-loss, take-profit, trade size, and entry…

BreakoutExecutionPosition sizingRisk management
BigQuant

This forum post describes a daily stock rotation setup: invest the available cash in one stock, sell it the next day, and repeat. The author reports that orders filled close to fully invested earlier in the backtest but did not use all available capital near…

EquitiesBacktestingPosition sizing
MQL5 code base

This expert advisor concept combines the Commodity Channel Index (CCI) and Moving Average Convergence Divergence (MACD). Because the indicators use different scales, it introduces a conversion ratio to align their values and displays the resulting…

Technical indicatorsPosition sizingRisk managementForex
SuperMind

This article describes a China-focused stock screen combining liquidity, earnings growth, and company age. It selects stocks with turnover between 3% and 12%, year-over-year net profit growth attributable to parent-company shareholders above 20% and up to…

EquitiesChina marketsFactor investingPosition sizing
MQL5 code base

The document explains a counter-trending strategy built around intrinsic time: price movements trigger events when they reverse by a chosen threshold, dividing the path into directional changes and overshoots. Eight agents trade long and short at four…

ForexMean reversionPosition sizingBacktesting
MQL5 code base

This Expert Advisor is described as a risk-control tool that limits losses at both the account and individual-deal level. When configured percentage limits are exceeded, it closes open positions using market orders and removes pending orders. A daily balance…

Risk managementPosition sizingFuturesForex
MQL5 code base

This brief description outlines an Expert Advisor that acts only when a new bar appears. It compares a moving-average value on the current bar with the bar’s open and close prices, using those relationships to guide position opening. The number of open…

ForexTechnical indicatorsPosition sizingExecution
BigQuant

This tutorial adds two risk controls to a Chinese small-cap equity strategy. The underlying template excludes stocks listed for less than a year and special-treatment shares, ranks by market capitalization, holds 30 stocks at equal weights, and rebalances on…

EquitiesChina marketsRisk managementPosition sizing
pysystemtrade

This risk stage calculates portfolio risk for several position representations. It can pass optimized portfolio weights directly to the portfolio stage, or estimate risk from original positions after buffering and rounding. For the latter path, it gathers…

Portfolio constructionRisk managementPosition sizing
MQL5 code base

The document outlines an automated trading tool that periodically adjusts indicators and trade-management settings to respond to changing market conditions. Examples include revising the RSI period, ATR multipliers, and trailing-stop levels. It also…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

This brief description presents an expert advisor that opens a position at a configured clock time and closes it at another configured time. The time inputs use hours and minutes. Other parameters select the traded symbol, position volume, direction, and an…

ExecutionPosition sizing