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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 expert advisor manages existing positions by moving their stop loss along a user-defined price path. The trader specifies a target through a bar offset and a price change, then selects a linear, exponential, or power curve. The chosen curve shapes how…

Risk managementPosition sizingTrend following
MQL5 code base

This document describes a MetaTrader expert advisor that closes trades when account-currency profit or loss crosses user-defined thresholds. Profit-triggered closing is enabled by default in the listed settings, while loss-triggered closing is disabled by…

Risk managementExecutionPosition sizing
ProRealCode

This intraday index strategy trades breaks of the overnight high or low during a morning entry window. It uses recent highs and lows to define levels, adds a configurable spread to some stop or limit orders, and uses the Parabolic SAR to shape entries and…

FuturesBreakoutTechnical indicatorsPosition sizing
MQL5 code base

The document explains a basic position-sizing calculation: derive trade volume from a chosen risk percentage and the distance to the stop loss. It says the method is intended to work across security types. The calculation therefore connects the amount at…

Risk managementPosition sizing
MQL5 code base

This tutorial explains a MetaTrader 5 example expert advisor that trades price crossings of a simple moving average. It opens a short position when a bar moves from above the average to below it, and a long position on the reverse crossing. The EA checks for…

Technical indicatorsExecutionPosition sizingRisk management
MQL5 code base

This MQL5 auditing tool analyzes closed positions from a CSV trade-history file. It looks for four risk patterns: larger position sizes after losses, overlapping same-direction positions that may indicate grid trading or averaging down, an imbalance between…

Risk managementPosition sizingStatisticsExecution
MQL5 code base

This forex Expert Advisor trades a currency pair when Heiken Ashi candles agree across four charts: five-minute, fifteen-minute, thirty-minute, and hourly. Red candles across all charts trigger a sell; white candles trigger a buy. It uses fixed take-profit…

ForexTechnical indicatorsTrend followingPosition sizing
BigQuant

This article outlines a systematic trend-following approach commonly called the Turtle method. It describes choosing liquid markets, using average true range (ATR) as a volatility measure for position sizing, and entering on Donchian channel breakouts. The…

FuturesTrend followingBreakoutVolatility
Lumibot

This example implements a simple long-only strategy that buys one configurable asset and then holds it. It runs once per day, records the asset’s latest price, and adds that price to an indicator chart. If the strategy has no positions, it uses the portfolio…

EquitiesBacktestingPosition sizing
MQL5 code base

The document describes a trading-platform script for opening a short position at the current chart price. When the script is placed on a chart, it prompts the user to set a risk percentage and a reward ratio; confirming the inputs submits the trade. The…

ExecutionPosition sizingRisk management
BigQuant

This discussion describes a backtest design in which a stock is bought whenever it meets a daily filter, with purchases made each day rather than on a ten-day rebalance schedule. Each new position is allocated 20% of the remaining cash, with holdings…

EquitiesBacktestingPosition sizing
MQL5 code base

This short strategy description explains a breakout entry process: once a buy or sell signal appears, the system defines a price level and opens a position when price crosses it. The signal's working hours can be restricted, and any open positions can be…

BreakoutRisk managementPosition sizing
FMZ forum

This platform announcement describes support for trading Binance BTC-USDT futures through an algorithmic trading system. It lists a maximum leverage of 20 and explains that leverage is applied automatically, with required margin rising as notional position…

CryptoFuturesExecutionPosition sizing
BigQuant

This example turns StockRanker predictions into daily portfolio orders inside BigTrader. It selects a small set of the highest-ranked stocks and assigns larger weights to higher-ranked names using inverse logarithmic weights. Per-stock exposure is capped,…

EquitiesMachine learningMomentumPosition sizing
MQL5 code base

The document outlines an automated trading system with two selectable strategies, described for major forex pairs and NASDAQ stocks. It says the EA acts on the open candle and exposes moving-average settings, a distance parameter between averages, and a…

ForexEquitiesPosition sizingRisk management
Cryptohopper blog

The guide explains leveraged cryptocurrency trading on Binance, including the relationship between position size and margin, how to calculate leverage, and the basic steps for opening a margin account and placing a trade. It describes transferring funds into…

CryptoRisk managementPosition sizingExecution
MQL5 code base

This brief description outlines an expert advisor that opens positions according to bullish or bearish engulfing candlestick patterns. Users can specify the position type for each signal, set risk as a percentage for position-volume calculation, and adjust…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This MetaTrader expert advisor uses a daily price move threshold to enter countertrend trades: it sells after price rises sufficiently above the day’s low and buys using the opposite condition. The stated approach seeks a pullback after a strong move. Once…

ForexMean reversionPosition sizingRisk management
MQL5 code base

This document describes a chart-based assistant for placing and managing orders. Users can open buy or sell entries using a chosen lot size and entry count, close all orders or only those in profit or loss, and apply take-profit or stop-loss values across…

ExecutionRisk managementPosition sizing
MQL5 code base

This manual-trading assistant manages positions on the currently selected symbol, without filtering by magic number. Its trailing feature waits until a position reaches a user-set profit threshold, described as a breakeven-like activation condition, before…

Risk managementExecutionPosition sizing
Lumibot

This Python strategy sells a short-dated SPY iron condor near the end of each trading day, targeting expiration on the next trading day. It skips a new position when the prior day's VIX close exceeded 25. Otherwise, an AI trading agent selects short put and…

OptionsVolatilityRisk managementPosition sizing
FMZ forum

This conclusion to a chart analysis tutorial explains how traders use price patterns to infer possible direction and estimate potential moves. It names formations such as head and shoulders, triangles, cup and handle, tops and bottoms, flags, pennants,…

Technical indicatorsBreakoutPosition sizing
MQL5 code base

This document describes a chart-based trading tool that displays position size, risk, and reward information while allowing traders to set entry, stop-loss, and take-profit levels by moving chart lines. It supports market and pending buy or sell orders, can…

Position sizingRisk managementExecution
MQL5 code base

This document describes an Expert Advisor that turns signals from custom indicators into trades. Users specify an indicator, its input parameters, and the buffers or lines that represent signals. The tool supports arrow signals, line crossovers, threshold…

Technical indicatorsExecutionPosition sizingRisk management