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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

FMZ forum

The author describes a cryptocurrency strategy built around trend-aware entry selection and dynamically adjusted distances for adding to losing positions. After an initial trade, the method uses martingale-style averaging rather than promptly admitting a…

CryptoPerpetual futuresPosition sizingRisk management
MQL5 code base

This document describes an expert advisor that monitors all open positions together and closes them when their combined losses exceed a user-set threshold. The threshold can be measured either as a percentage or in the account’s deposit currency. The advisor…

Risk managementExecutionPosition sizing
MQL5 code base

This listing describes an automated strategy that combines Ichimoku and Parabolic indicators, with configurable moving averages and momentum triggers. It says the system evaluates the open candle price and provides controls for stop loss, take profit,…

ForexEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes a MACD-based expert advisor that opens trades when a signal appears and closes an opposing position. It also offers optional trade-management settings: close half a position after a configured profit, move a position to breakeven, and…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This MetaTrader 5 article describes a way to trigger manual orders while an expert advisor runs in Strategy Tester. Since the author says chart events do not work there for detecting button clicks, the EA instead checks a shared files folder on each tick.…

ExecutionBacktestingPosition sizing
MQL5 code base

This document outlines a semi-automated intraday trend strategy built from two Parabolic SAR settings. The slower indicator supplies the directional entry signal, while the faster one determines the exit level. Positions are also closed when an opposite…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This brief description outlines an automated short-term scalping strategy for one-minute charts. It names a six-period RSI and a two-period moving average as fast signals, and recommends filtering trades when spreads exceed a stated range. It also suggests a…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This trading script description explains how to place multiple pending buy or sell orders evenly across a specified price range, using a chosen point interval. It also describes bulk changes to take-profit and stop-loss levels, and deletion of untriggered…

ExecutionPosition sizingRisk management
ProRealCode

This strategy description proposes trading a reversal in the Italy 40 index around the morning opening of its futures market. It takes a position opposite the prior day's directional move when that move exceeds a threshold, excludes August, and requires ATR…

FuturesMean reversionVolatilityPosition sizing
OctoBot

This introductory article defines a trading strategy as a plan specifying what to trade, when to enter and exit, and how much risk to accept. It says the plan should reflect a trader’s goals and risk tolerance, and identifies technical analysis, risk…

Risk managementPosition sizingExecution
MQL5 code base

This brief description outlines an expert advisor using Bill Williams’ Awesome Oscillator (AO) and Accelerator Oscillator (AC). It opens a buy position when both indicators are green and a sell position when both are red. It exits when either indicator…

Technical indicatorsTrend followingPosition sizing
MQL5 code base

This MQL4 and MQL5 library guide describes a wrapper for double-precision values and a vector collection of those objects. Its trading-focused methods round prices to a symbol’s tick size, volumes to its lot step, and trade-request price, stop-loss,…

ExecutionMarket microstructurePosition sizing
MQL5 code base

This brief description outlines an automated MetaTrader 4 trading approach that uses MACD signals across two chart intervals. A signal on the daily chart acts as the directional filter: the system waits for a matching signal on a 15-minute chart before…

ForexTechnical indicatorsMomentumPosition sizing
BigQuant

This short BigQuant forum exchange clarifies how an AI-generated portfolio template handles positions. The question asks whether a stated holding period means a ten-day accumulation window, why purchases are spread across days instead of completed…

EquitiesMachine learningPortfolio constructionPosition sizing
FMZ forum

The article explains that trading outcomes depend on both the proportion of winning trades and the average size of wins relative to losses. It gives examples intended to show that a low win rate can still be profitable when average wins are much larger,…

ForexRisk managementPosition sizingStatistics
FMZ forum

The document describes a spot trading scheme that opens a position with a fixed profit target, then adds to the position as price moves against it in an attempt to lower the average entry price. If losses or available capital prevent further additions, an…

CryptoSpot marketsGrid tradingPosition sizing
ProRealCode

This document describes an intraday strategy for the French CAC 40 using 10-second bars. It calculates Supertrend states across several higher timeframes, then combines those states with detailed weekday and time-of-day filters. Long entries are considered…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

This document describes an on-chart calculator for determining trade volume from account balance, a chosen risk percentage, and stop-loss distance. It is intended to help manual traders translate a risk limit into a position size rather than choose lots by…

Position sizingRisk managementForex
MQL5 code base

The document explains an Expert Advisor approach that triggers take profit using current profit in the account currency rather than a price or pip distance. It counts open orders and sums profit for orders sharing a magic number, which can isolate a…

ExecutionRisk managementPosition sizing
FMZ forum

The document introduces the Kelly criterion through repeated bets with known win probabilities and gain or loss sizes. It explains why a positive expected value alone does not justify risking all available capital: large bets expose a strategy to ruin and…

Position sizingRisk managementStatisticsEquities
FMZ forum

The article outlines a long-only strategy for crypto contracts that attempts to buy during declines using a grid-like sequence of limit orders. Starting from a reference price, it places further buys at progressively lower intervals, with order size…

CryptoFuturesGrid tradingPosition sizing
MQL5 code base

The document describes an indicator that displays the estimated monetary value of a defined stop loss, take profit, or both, converted into the account’s deposit currency. This can help a trader see the approximate financial impact of exit levels in familiar…

Risk managementPosition sizing
BigQuant

This tutorial outlines a conventional trend-following strategy for Chinese stocks using short- and long-period moving averages. It describes entering when the short average is above the long average and exiting when it falls below, with trades placed at the…

EquitiesTrend followingTechnical indicatorsBacktesting