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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

MQL5 code base

The document describes an order manager that waits until combined open profit reaches a chosen minimum, then closes the orders if profit retreats by a specified percentage from its peak. Its example uses a minimum profit of 1,000 and a 20% drawdown: a fall…

Risk managementPosition sizingExecution
SuperMind

A brief trading forum exchange asks how to place an order using the remaining available funds rather than a fixed amount, share count, or percentage of total assets. The reply points to the platform’s stock-account available-cash value as the basis for the…

EquitiesPosition sizingExecution
MQL5 code base

The document describes an expert advisor that manages one manually specified trade in a single symbol. When the main position enters a loss zone, it opens an opposing hedge intended to limit losses while allowing a wider stop on the main trade. It discusses…

Risk managementExecutionPosition sizing
MQL5 code base

This Expert Advisor uses changes in the ColorJFatl_Digit indicator’s line color as trade signals, assessed when a bar closes. It follows the indicated trend and increases position volume when unrealized profit, measured in points, rises past a threshold set…

ForexTrend followingPosition sizingBacktesting
FMZ forum

The author reflects on losses in leveraged forex trading and explains two staking approaches using a fair coin game. A martingale raises stakes after losses and depends on effectively unlimited capital; a reverse martingale risks a fixed fraction of current…

ForexRisk managementPosition sizingStatistics
MQL5 code base

The document describes an expert adviser that checks the current account balance against user-defined risk and profit percentages. It can close trades when either percentage condition is reached, offering a basic way to manage open positions through…

Risk managementPosition sizing
MQL5 code base

This MQL5 script places a configurable series of pending orders below the current market price. Inputs set the initial gap, spacing, order type, order count, volume, stop loss, and take profit. The order type can be a buy limit or a sell stop, so the grid…

ForexGrid tradingExecutionPosition sizing
MQL5 code base

This expert-advisor strategy enters trades when a bar closes and the Open Oscillator Cloud changes color, which the document treats as a trend change. It adjusts trade volume according to recent outcomes in each direction: after a specified run of losing…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This description identifies Aeron as an Expert Advisor using a martingale technique and says its parameters are customizable. It offers a sizing illustration based on the broker’s minimum lot, the margin needed to open that lot at 100:1 leverage, and a…

ForexPosition sizingRisk management
BigQuant

This Chinese-language article introduces a customizable stock-selection strategy on a quantitative trading platform. It describes combining five selection rules, mainly intended to find stocks that have fallen sharply and begun to stabilize, with some rules…

China marketsEquitiesBacktestingPosition sizing
vn.py community

This forum response lists common reasons that take-profit and stop-loss orders may be rejected. It points to rapid price changes, prices outside exchange limits, exchange risk controls, insufficient margin, thin contract liquidity, network or system…

ExecutionRisk managementPosition sizingFutures
MQL5 code base

This description outlines a MetaTrader expert advisor that trades from price action around the open candle and can send mobile push notifications. It identifies hourly charts, major forex pairs, and NASDAQ stocks as intended markets, and recommends trying…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes a MetaTrader trading panel built with the MasterWindows interface library. It displays a probability-style scale derived from price database analysis and allows a user to submit market orders, close positions, toggle stop-loss…

ExecutionPosition sizingRisk managementTechnical indicators
FMZ forum

The speaker outlines a systematic trend-following approach that uses historical testing to support a rules-based process for entries, exits, profit taking, and position sizing. The strategy seeks to capture medium-term moves across a broad set of…

Trend followingFuturesPortfolio constructionPosition sizing
MQL5 code base

This expert advisor monitors open positions across symbols and adjusts their stop losses as profit thresholds are reached. It supports up to three staged thresholds, each paired with a stop level to move to, and can optionally close one third of a position…

Risk managementPosition sizingExecution
ProRealCode

The document describes a long-only DAX strategy on four-hour bars. It looks for entries on Mondays between 09:00 and 21:00 Berlin time, when the close is below the 50-period exponential moving average and the 1-period average crosses above the 2-period…

FuturesTechnical indicatorsRisk managementPosition sizing
TqSdk

This example implements a futures Turtle-style trend-following system. It enters long when price breaks above a prior Donchian channel high and short when price breaks below the channel low. Position size is based on account balance, contract multiplier, and…

FuturesTrend followingBreakoutVolatility
MQL5 code base

This short description introduces an expert advisor that moves each open position to its breakeven level. The stated function is position management: it adjusts trades so their stop or exit threshold reaches the trade’s entry price, aiming to remove the…

Risk managementPosition sizing
MQL5 code base

The described Expert Advisor monitors the combined profit of all open terminal positions across symbols and magic numbers. It waits until aggregate profit reaches a minimum threshold, then tracks a percentage drawdown from the highest profit reached. If…

Risk managementPosition sizingExecution
MQL5 code base

This expert advisor uses the outcome of its last closed position to determine the next trade direction. After a take-profit exit, it seeks another trade in the same direction; after a stop-loss exit, it switches direction. It permits one open position and…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

The document describes an expert advisor that combines two independent systems, one based on SilverTrend_V2 and the other on ColorJFatl_Digit. Each system opens a trade when a completed bar shows a change in the indicator’s trend color. The systems can…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document describes an intraday XAUUSD strategy that looks for a wick to breach a confirmed swing high or low and then close back across it. The sweep candle defines an order block; a later candle must close through that zone with sufficient range to…

CommoditiesBreakoutTechnical indicatorsRisk management
MQL5 code base

This description outlines an Expert Advisor that trades signals from a custom price-channel indicator. The indicator supplies two types of buy entry signals, two types of sell entry signals, and separate signals to close long and short positions. The EA has…

Technical indicatorsExecutionPosition sizingRisk management
MQL5 code base

This MetaTrader Expert Advisor uses the Ichimoku Kinko Hyo indicator and changes position size after a losing trade. The loss is detected through trade-transaction events when an exit deal is recorded. The next position is opened with increased volume, but…

ForexTechnical indicatorsPosition sizingRisk management