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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

4,613 documents

SuperMind

The document describes a Chinese equity screening strategy that combines a 14-period RSI below 65, upward-diverging moving averages, and strong returns during 2021. Its proposed refinement broadens the historical-return cutoff to the top 30% and allocates…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This description outlines a currency trading adviser built around pullback entries after price moves a specified percentage away from the day’s low or high. It aims to enter after a strong move, then hold the initial trade toward a planned profit target. If…

ForexMean reversionGrid tradingPosition sizing
MQL5 code base

The article defines a bounce number as the count of price touches at the two boundaries of a range before price reaches a take-profit level. It proposes measuring these counts across a symbol’s historical price data to inform lot sizing or the number of…

Grid tradingPosition sizingStatisticsRisk management
MQL5 code base

This document describes settings for an Expert Advisor and mentions tester reports for EUR/USD across a long historical period, with and without lot increases. It says stop-loss and take-profit levels are applied after a position opens, and a retry parameter…

ForexRisk managementPosition sizingBacktesting
MQL5 code base

The document describes an indicator that gathers a trading symbol’s contract, pricing, margin, swap, execution, and session settings into a chart panel. It converts many values to account currency per standard lot, flags settings that can invalidate…

Risk managementPosition sizingExecutionMarket microstructure
MQL5 code base

This product description outlines a trading bot designed for Martingale-style trading. It lists stop loss, take profit, and trailing stop functions measured in points, plus user-defined high and low price levels. Entry can be based on tick volume for a…

Grid tradingTechnical indicatorsPosition sizingRisk management
FMZ forum

This article discusses practical decisions for running systematic strategies live, including how to enter a system initially, define the active futures contract during roll periods, choose markets, manage capital, handle outages or unexpected events, prepare…

FuturesRisk managementPosition sizingExecution
BigQuant

This essay argues that traders can accelerate learning by studying experienced practitioners’ actual trade records and decision patterns instead of relying only on abstract explanations or repeated personal trial and error. It recommends choosing examples…

Risk managementPosition sizingBacktesting
Kraken Learn

The document describes borrowing against SOL to access liquidity or buying power without selling the asset. The SOL remains pledged as collateral while the loan is open, so the borrower retains price exposure, and the collateral is released after repayment.…

CryptoRisk managementPosition sizingSpot markets
MQL5 code base

The eFibo Expert Advisor is presented as a manual trading aid that automatically executes a constant-step grid in a chosen direction. As price moves favorably, it adds positions at successive levels whose lot sizes can follow Fibonacci values, such as 1, 2,…

ForexGrid tradingTrend followingPosition sizing
MQL5 code base

This Expert Advisor design runs separate long and short systems based on ColorSchaffJCCXTrendCycle signals. Each side has its own settings and magic number, allowing the trader to configure or test them independently. The document emphasizes that the two…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This expert advisor uses the Acceleration/Deceleration oscillator to generate buy and sell signals. It evaluates the indicator when a new bar appears and allows only one open position at a time, which supports both hedging and netting account modes. The…

Technical indicatorsMomentumPosition sizingRisk management
MQL5 code base

This document describes an MQL5 indicator that estimates downside tail risk using the Peaks-Over-Threshold method. It converts price changes into loss magnitudes, selects a high quantile as a threshold, and fits a Generalized Pareto Distribution to losses…

StatisticsRisk managementVolatilityTechnical indicators
MQL5 code base

The document presents a position-sizing method that converts a chosen percentage of account equity into a trade volume. It estimates the loss for one lot from the entry-to-stop distance, tick size, and tick value, then divides the allowed monetary risk by…

Position sizingRisk managementExecution
MQL5 code base

This expert-advisor example describes a reversal rule: when a position closes at its take-profit or stop-loss, the program opens a position in the opposite direction. A buy closure is followed by a sell, and a sell closure by a buy. The explanation focuses…

ExecutionPosition sizingRisk management
FMZ forum

The article argues that a complete trading system must define entries, exits, and capital allocation. It favors coherent rules and warns against unexplained indicators or assumptions that cannot be justified. Entry and exit decisions should follow a…

Risk managementPosition sizingBacktestingTechnical indicators
SuperMind

This A-share stock screen combines a metaverse classification with positive institutional-flow readings and recent consecutive limit-up closes. The rationale is that institutional buying may indicate supportive demand, while repeated limit-ups suggest strong…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document outlines an equity screen combining a daily price-range condition, a market-capitalization ceiling, positive profits, and a price pattern described as a rounded arc. Its proposed version requires a range above 1%, capitalization below 10…

EquitiesTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor that runs grid trading in finite, restartable cycles. At each restart, it selects an anchor and grid, then closes the cycle when a profit target, drawdown limit, age limit, or weekend rule is reached. The design aims…

Grid tradingRisk managementVolatilityPosition sizing
SuperMind

This stock-screening idea combines a metaverse theme with a rising 30-day moving average and previous-day auction turnover above 0.26. The moving-average condition is intended to identify an upward price trend, while elevated auction turnover is used as a…

EquitiesTechnical indicatorsMomentumPosition sizing
MQL5 code base

This MetaTrader 5 example demonstrates an EMA crossover Expert Advisor designed to illustrate implementation practices rather than a trading edge. It evaluates signals on closed bars and acts on a new bar, closing an existing position and opening in the…

Technical indicatorsRisk managementPosition sizingExecution
Hummingbot docs

The document describes an automated dollar-cost averaging executor that distributes an entry or exit across a sequence of orders. Its configuration includes a market, trading pair, side, order amounts and prices, leverage, order mode, and optional profit,…

ExecutionSpot marketsPerpetual futuresPosition sizing
MQL5 code base

This description outlines an Expert Advisor that opens and closes orders at configured times. The user sets the opening and closing day, hour, and minute, chooses whether to open buy orders, sell orders, or both, and specifies lot size. Optional take profit…

ExecutionPosition sizingRisk management
MQL5 code base

This MetaTrader 5 expert advisor combines Supertrend direction with ADX trend strength and the relative positions of +DI and −DI. It checks signals once per new signal-timeframe bar using the prior completed candle. A long or short entry requires the…

FuturesTrend followingTechnical indicatorsRisk management