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
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

The document describes an Expert Advisor that runs two independent systems based on the Skyscraper_Fix and ColorAML indicators. Each system generates a signal when a bar closes and its indicator changes color to show a trend change. Their trade volumes are…

ForexTechnical indicatorsPosition sizingRisk management
BigQuant

The document summarizes a position-sizing method derived from a drawdown adjustment lemma. It describes a strategy that uses observed data to adjust market exposure toward a chosen drawdown tolerance, without relying on future prices. A related index-timing…

China marketsEquitiesRisk managementPosition sizing
FMZ forum

The document argues that investors should define conditions for leaving a position in advance and reassess holdings against their original investment rationale. It uses Warren Buffett and George Soros as examples: Buffett may sell when a company no longer…

Risk managementPosition sizingTechnical indicatorsEvent-driven
SuperMind

This stock screen combines four conditions: daily high-to-low movement above 1%, membership in a robotics theme, circulating market capitalization below 10 billion yuan, and previous-day turnover above 8%. The accompanying examples describe how to apply the…

EquitiesChina marketsTechnical indicatorsPosition sizing
MQL5 code base

This document describes an automated RSI strategy that checks completed H1 and D1 candles. A buy requires RSI on both timeframes to be above an oversold threshold, with the current RSI rising versus its prior value. A sell uses the corresponding overbought…

ForexTechnical indicatorsTrend followingPosition sizing
BigQuant

The article advises individual equity investors to trade less frequently, favor larger and more stable companies over small speculative stocks, and follow explicit risk rules. Its suggested practices include avoiding fully invested positions, setting profit…

EquitiesRisk managementPosition sizingExecution
MQL5 code base

The Heiken Ashi Naive expert advisor uses the last two completed Heiken Ashi candles to generate entries and exits. It takes contrarian entries: after two candles in the same direction, a longer latest candle without a wick at the relevant end triggers a…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

The document describes a trading approach that leaves broker-side take-profit and stop-loss levels unset and calculates those levels virtually. For buying, it opens an initial position when none exists, then considers another buy when the latest position’s…

ForexPosition sizingRisk management
MQL5 code base

This document describes a price-action expert advisor intended for major forex pairs and NASDAQ stocks, with operation across timeframes. It says the EA evaluates the open candle and lists configurable controls for take profit and trailing stops, including…

ForexEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese-language tutorial describes using Supermind’s iWencai query function to turn natural-language stock criteria into candidate lists for a daily trading workflow. It gives examples combining small-cap or value preferences, exclusions such as…

China marketsEquitiesTechnical indicatorsExecution
MQL5 code base

This expert advisor runs separate long and short trading systems from an Adaptive Renko indicator. Inputs prefixed for each direction control that side’s magic number, position sizing, lot calculation mode, and permissions to open or close positions. Because…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This product description outlines a forex and stock expert advisor built around the Average Directional Index. It lists breakout rules based on ADX and directional indicator levels, plus a separate cross strategy with optional trend filters and confirmation…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This Expert Advisor describes a daily breakout strategy that places paired Buy Stop and Sell Stop orders around the day's high and low. At a configured terminal time, it offsets the order levels by a delta; when one order triggers, the other is removed.…

BreakoutTechnical indicatorsRisk managementPosition sizing
Cryptohopper blog

The document explains how to adapt automated crypto trading settings to three holding styles: day trading, swing trading, and longer term position taking. It discusses take-profit and stop-loss levels, asset selection, trade size, trailing stops, and the…

CryptoRisk managementPosition sizingExecution
SuperMind

This Chinese equity screening example combines several conditions: a metaverse classification, a robotics concept classification, circulating market value below the stated threshold, and a closing price above the previous day’s low. The article frames the…

EquitiesChina marketsTechnical indicatorsPosition sizing
vn.py community

This code describes a multi-contract futures strategy that combines daily contract selection with three-minute entry signals. It ranks instruments by trading activity relative to open interest and by daily range relative to the open, then permits new…

FuturesTrend followingBreakoutTechnical indicators
ProRealCode

The document describes a long-only DAX system intended for 15-minute bars. It permits entries around the Frankfurt open on weekdays, using a short momentum comparison and price above a parabolic SAR as entry conditions. A fractal dimension index below a…

FuturesMomentumTechnical indicatorsPosition sizing
vn.py community

A forum discussion considers how to size orders dynamically during a backtest as account equity changes. The trader describes a strategy that may lose capital after a position closes and then needs to size a new entry using the reduced balance. They explain…

BacktestingPosition sizingRisk managementFutures
MQL5 code base

The document describes a reusable library for adding a simple trailing stop to a MetaTrader Expert Advisor. Integration involves including the library, declaring configuration variables, and calling its position-management function during the advisor’s…

ExecutionRisk managementPosition sizing
MQL5 code base

The document outlines an Expert Advisor that places pending buy and sell stop orders using offsets from the current timeframe bar’s high and low. It operates when a new bar opens and does not analyze price ticks within the bar. Users can configure order…

ExecutionPosition sizingRisk managementForex
BigQuant

The example code implements a simple long-only threshold strategy for one security. It opens an initial position, then compares each close with the most recent recorded purchase price. A decline beyond the configured buy threshold adds another purchase; a…

Grid tradingEquitiesPosition sizingRisk management
MQL5 code base

This description presents an MT5 expert advisor intended to automate entries and exits based on a Fibonacci retracement trading plan. The user supplies prices for the 50%, 61%, and 100% retracement levels on a five-minute chart, a second target on an hourly…

Technical indicatorsForexPosition sizing
MQL5 code base

This Expert Advisor opens one EURUSD position each day at a chosen hour, trading against a recent price move. It defines that move as the price difference across a configurable number of hours, rather than using a broader trend model. The described setup…

ForexMean reversionBacktestingRisk management
Kraken Learn

The article presents chart patterns as possible ways to frame trade direction, entry, and invalidation. Its example uses a bull flag on an hourly chart: wait for a close above the upper boundary before entering, and treat a close below the lower boundary as…

CryptoTechnical indicatorsBreakoutRisk management