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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

vn.py community

A forum user asks how to exempt a selected portion of a trading setup from risk control after commenting out a line caused an error. The reply suggests setting the relevant limit higher than the largest order the user expects to submit, so that the rule does…

Risk managementPosition sizing
Amberdata research

The document explains how crypto perpetual futures differ from dated futures. Perpetual contracts have no expiry or rollover, so exchanges use funding payments between long and short holders to encourage the futures price to track spot. When the contract…

CryptoPerpetual futuresRisk managementPosition sizing
SuperMind

This document describes an A-share stock screen combining metaverse classification, a turnover-related threshold, and the presence of an outstanding convertible bond. Its final proposed version adds a market-cap ranking filter and an ROE condition. It also…

China marketsEquitiesTechnical indicatorsPosition sizing
MQL5 code base

This document describes a MetaTrader 5 chart indicator that calculates a suggested lot size from account balance, a chosen risk percentage, and stop-loss distance. Its central method divides the intended cash risk by the loss associated with one lot at the…

Risk managementPosition sizingTechnical indicators
MQL5 code base

The document introduces a discretionary approach that uses an opposing pending order to hedge a position instead of placing a conventional stop loss. The author says they use scripts to place the orders through keyboard shortcuts. The title describes sell…

ExecutionRisk managementPosition sizing
BigQuant

This Chinese equity strategy combines two types of candidates: stocks in the top 30% by return over the prior 120 trading days, and stocks in the bottom 10% by performance over the prior 30 days. A candidate must also have net inflows from very large orders…

EquitiesChina marketsMomentumMean reversion
FMZ forum

The article argues that capital management should take priority over choosing individual securities, because losses can require disproportionately large gains to recover. It presents position sizing as a way to preserve the ability to keep trading and says…

Risk managementPosition sizingPortfolio constructionTrend following
MQL5 code base

This MetaTrader expert advisor places sell-stop orders during a configurable trading window. It checks whether trading is allowed and screens orders against a maximum spread, then sets the pending entry below the bid with a stop loss above the ask. The code…

ForexExecutionPosition sizingRisk management
MQL5 code base

This document describes an expert advisor that opens positions pseudorandomly without custom indicators. It can apply a stop loss, take profit, and trailing stop, and it tracks closed deals to identify losses caused by stop-loss execution. When a qualifying…

Position sizingRisk managementBacktesting
Cryptohopper blog

This article discusses holding cryptocurrencies through bear markets and adding to a position as prices fall through dollar-cost averaging (DCA). It illustrates how successive purchases at lower prices reduce the average entry price, while stressing that…

CryptoSpot marketsPosition sizingRisk management
MQL5 code base

This expert-advisor description explains a pending-order strategy that can place buy and sell limit orders or, in a revised version, stop orders. Orders are initially set a configurable distance from market price with stop-loss and take-profit levels, then…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This MetaTrader 5 Expert Advisor describes a countertrend entry method that combines an extreme RSI reading with a close beyond a Bollinger Band, then looks for a reversal candlestick pattern as confirmation. The stated defaults use RSI period 14 with…

Mean reversionTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This document presents an MQL-style function for updating stop-loss levels on open buy and sell orders. It can filter which orders it manages by symbol and magic number, set an initial stop after a trade moves favorably by a start distance, and then adjust…

ExecutionRisk managementPosition sizingForex
SuperMind

This stock screen combines three filters: membership in the metaverse theme, a close above the previous session's low, and a stated minimum threshold for float market capitalization. The accompanying explanation treats the price condition as a sign of a…

EquitiesChina marketsTechnical indicatorsPosition sizing
MQL5 code base

This document describes a trading account script that displays the maximum lot size the account can currently support. The estimate is based on free margin, which reflects account funds available for opening positions, and is influenced by account size and…

ForexPosition sizingRisk management
MQL5 code base

This Expert Advisor describes a range breakout method keyed to a narrowest-range indicator. When a signal appears, it places buy-stop and sell-stop orders beyond the range boundaries, with a take-profit setting and a stop loss at the opposite boundary. If a…

ForexBreakoutVolatilityExecution
BigQuant

The document introduces a quantitative way to assess an individual stock before deciding whether to buy it and how much capital to allocate. Rather than forecasting which stocks will be attractive, the proposed diagnostic approach looks backward at how the…

EquitiesStatisticsPosition sizingChina markets
SuperMind

This Chinese equity selection rule screens for main board shares with RSI below 65 and a daily rise greater than 1%, then ranks eligible names by opening auction value and selects the top five. The post presents the ranking as a way to favor stocks with…

EquitiesTechnical indicatorsMomentumPosition sizing
vn.py community

The post asks why VeighNa’s spread position calculation divides net position by a trading multiplier and rounds down, while an algo’s leg-traded calculation also rounds to the spread’s minimum volume before rounding down. It presents the two code snippets as…

FuturesPosition sizingExecution
MQL5 code base

This document describes a chart indicator that calculates an average or breakeven price across multiple positions in the same symbol. It draws a horizontal line and uses color to distinguish an overall buy position, sell position, or neutral state. The…

ForexTechnical indicatorsPosition sizing
MQL5 code base

This Expert Advisor runs two trading systems based on changes in the direction of the ColorJFatl_Digit indicator: one for long positions and one for short positions. Each side has its own settings, including a distinct magic number and money-management…

Technical indicatorsTrend followingPosition sizingBacktesting
MQL5 code base

This MetaTrader script is described as a position-sizing aid: the user enters a maximum risk percentage and stop-loss distance to calculate the lot size for an opening position. Parameters also allow buy or sell mode, multiple orders, a take-profit distance,…

ForexPosition sizingRisk management
MQL5 code base

PROphet is an Expert Advisor built around two independent linear perceptrons that classify candlestick-shift inputs. One model distinguishes buy signals from flat or sell conditions; the other distinguishes sell signals from flat or buy conditions. The…

Machine learningTechnical indicatorsPosition sizingBacktesting