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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

29,558 documents

MQL5 code base

This script is intended to close part of a buy order that is already in profit while leaving other running orders open to pursue their target profits. Its described role is a position-management operation: realize some gains from a profitable buy without…

ExecutionPosition sizingRisk management
BigQuant

The article proposes a recovery approach for a losing equity position that avoids adding shares while price is still falling. It advises waiting for a low-price consolidation and a volume increase as signs that selling pressure may have eased, then using…

EquitiesMean reversionTechnical indicatorsRisk management
MQL5 code base

This trading example describes calculating a buy position size from a chosen percentage of account equity at risk and a stop-loss distance. It then checks whether the calculated size is valid and whether the account has enough funds to open it. If the…

Position sizingRisk managementExecutionBacktesting
FMZ forum

The author questions whether FMZ is worthwhile when moving a strategy from backtesting to live trading. They describe having to rewrite or adapt functions because exchange APIs differ, backtested functions may fail in live use, and tasks such as placing…

ExecutionBacktestingRisk management
FMZ forum

A strategy performance report brings together trade records, returns over different periods, graphs, and summary statistics for either historical tests or live trading. The document recommends beginning with total net profit, profit factor, percent…

BacktestingStatisticsRisk management
SuperMind

This stock selection approach combines three filters: a 14-period RSI below 65, best bid volume greater than best ask volume, and at least two limit-up sessions in a 500-day lookback. The article frames these conditions as a way to find shares with prior…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This A-share screening proposal places stocks in a candidate pool when they meet three technical conditions: daily amplitude above a stated threshold, a newly formed KDJ crossover, and at least five coincident moving averages. The post explains these filters…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening proposal combines daily price range, weekly MACD, a non-ST restriction, and a five-pen limit-up pattern. It describes selecting stocks before 10 a.m. and gives formula and Python examples intended to express the conditions. The…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The document introduces Kagi charts, a price-focused representation in which the horizontal time spacing is not uniform. Vertical segments track price movement, while horizontal inflection segments connect changes. Direction and color reflect whether price…

Technical indicatorsTrend followingBreakoutRisk management
ProRealCode

This DAX trading idea opens a long position on Monday at the specified morning entry time if the current price is more than 50 points above the previous day’s close. It exits at a preset time later that morning and sets a 50-point loss stop. The code also…

FuturesTrend followingBreakoutRisk management
SuperMind

This Chinese-market stock selection approach combines several daily filters: RSI below 65, a gain above 1%, and a positive day-over-day change in the KDJ indicator’s K value. It further focuses on main-board listings and describes controls involving…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

The Fearzone indicator is presented as a visual signal for periods of unusually weak price action. It marks a candle below the price when two conditions coincide: a drawdown measure from a recent high exceeds its longer-term average by one standard…

Technical indicatorsMean reversionRisk management
SuperMind

This stock-selection rule combines an RSI below 65, a condition labeled as the start of a strong upward move, and a rising 30-day moving average. The article’s formula defines the upward-move condition by requiring the 30-day highest high and lowest low to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screening idea looks for stocks in the metaverse theme whose previous closing price is above the 250-day moving average and whose previous-day opening-auction turnover rate exceeds the stated threshold. The long moving average is intended to identify…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening approach combines three signals: membership in the metaverse theme, positive net buying by major participants during the opening auction, and evidence of institutional accumulation. The article describes these as ways to target a popular…

EquitiesChina marketsSentimentExecution
MQL5 code base

This document describes a rule-based strategy for the Nikkei 225 on 15-minute bars. It enters long after a closed bar meets three criteria: price is above its recent average by a volatility-scaled amount, upward momentum remains below a threshold, and tick…

FuturesTechnical indicatorsBacktestingRisk management
SuperMind

This proposed stock screen looks for companies with market capitalization below 10 billion yuan and no losses, alongside a reported increase in buying interest above 5% and a maximum daily decline between 4% and 5%. The rationale is that buying activity may…

China marketsEquitiesMean reversionRisk management
SuperMind

This stock-selection idea combines three filters: MACD above its zero line, a price-change measure multiplied by large-order net volume, and a 15-minute MACD histogram whose green bars are becoming shorter. The accompanying discussion interprets the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed stock screen selects shares with turnover between 3% and 12%, excludes Beijing-listed A-shares, and seeks evidence of institutional buying at lower prices. The article frames institutional accumulation as a signal of focused research, while its…

EquitiesChina marketsFactor investingRisk management
MQL5 code base

This foreign-exchange expert advisor begins by looking for price breakouts, then adds orders progressively while seeking an overall profit target. It also takes small gains when positions become profitable and attempts to increase gains when the market…

ForexBreakoutGrid tradingTechnical indicators
FMZ forum

This tutorial extends a basic grid strategy to several cryptocurrency spot pairs and focuses on the engineering decisions needed to run it. It covers retrieving aggregated quotes and account balances, tracking assets and performance by pair, and assigning…

CryptoSpot marketsGrid tradingExecution