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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

MQL5 code base

The document describes a chart-based planning aid for traders using MetaTrader 5. It is intended to help assess current market conditions and estimate the size of a hypothetical trade before the trader places an order manually or starts a separate trading…

Risk managementPosition sizingTechnical indicators
MQL5 code base

The document describes an MQL5 calculator for translating a chosen account risk percentage and stop-loss distance into a lot size for the current trading symbol. Its purpose is to make position sizing consistent with the account balance and planned exit…

Risk managementPosition sizing
MQL5 code base

The document describes a configurable expert advisor for scalping multiple currency pairs. It uses RSI, the Stochastic Oscillator, and Bollinger Bands, either separately or in combination, and offers trend-following and countertrend interpretations of…

ForexTechnical indicatorsRisk managementPosition sizing
backtrader

This Backtrader example demonstrates target orders in three forms: a desired share size, a desired position value, or a desired fraction of portfolio value. Each bar, it derives a changing target from the calendar day and month, then submits the selected…

ExecutionPosition sizingBacktestingTechnical indicators
ProRealCode

This strategy proposes shorting the DAX on a four-hour chart when price is above the 50-period exponential moving average but the most recent close is below the preceding close. It applies calendar and session filters: it excludes specified months, restricts…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

The document shows how to display a daily account profit or loss percentage on a MetaTrader chart. Its calculation selects account deal history, sums the current day’s realized trading profit together with commission and swap, and adds current open profit to…

Risk managementPosition sizing
MQL5 code base

This short description outlines an Expert Advisor inspired by variants of Dealers_Trader. Its stated trigger is the stochastic indicator entering an overbought or oversold region, at which point the system opens an initial lot. It also mentions operating…

Technical indicatorsMean reversionPosition sizing
MQL5 code base

This MetaTrader expert advisor manages open positions using virtual take-profit, stop-loss, and breakeven levels. It detects orders on a chart and displays the corresponding exit prices as labels, with separate colors identifying breakeven, stop-loss, and…

ExecutionRisk managementPosition sizingForex
MQL5 code base

This trading script opens a sell position with a stop loss and take profit set at fixed point distances from the current price. Its key risk-management feature is sizing the position from a user-selected loss amount expressed as a percentage of the account…

Risk managementPosition sizingExecution
MQL5 code base

This Expert Advisor describes a level-based strategy that opens a buy when price crosses a support level under specified bar-close and prior-bar conditions; sell entries use the opposite conditions. It places stop loss and take profit orders at support or…

Technical indicatorsRisk managementPosition sizingExecution
BigQuant

This discussion asks whether a financial-report event strategy can exceed its intended exposure when positions have different exit dates. The example closes existing holdings only after each reaches a specified holding period, then sets target weights for…

Event-drivenPosition sizingPortfolio construction
MQL5 code base

The document describes an expert advisor that manages stop loss, take profit, and trailing-stop levels on the trader’s computer rather than placing those levels with the broker. Its trailing stop uses three settings: the distance behind price, the profit…

Risk managementExecutionPosition sizing
MQL5 code base

The document describes one Expert Advisor that runs three independent trading systems based on ColorJFatl_Digit indicator color changes. It generates signals when a bar closes and an indicator changes color, treating that as a trend change. Each system has…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This trading script description presents a two-part exit plan. It calculates position size from account balance, stop distance, and a chosen percentage risk, then splits the position between an earlier profit target equal to the stop distance and a farther…

ForexPosition sizingRisk managementExecution
Freqtrade docs

This guide explains static and trailing stop losses, including trailing stops that switch to a tighter loss allowance after a profit threshold or begin trailing only after a specified offset. It also covers exchange-placed stops, comparing market orders,…

Risk managementExecutionPosition sizingPerpetual futures
MQL5 code base

This document describes a chart indicator for estimating position size from a planned order, stop loss, and take profit. The trader adds a starter line to the price chart; the indicator then displays separate order, stop, and target lines that can be moved…

Position sizingRisk managementExecution
MQL5 code base

The document describes a forex and stock trading EA that uses the DeMarker indicator and changes position size after losses. A user can configure the multiplier or lot-size increments, trading hours, trade limits, stop-loss and take-profit distances, and a…

ForexEquitiesTechnical indicatorsPosition sizing
SuperMind

This strategy uses a short moving average and a long moving average to generate entry and exit signals. It buys when the 10-period average crosses above the 240-period average, allocating 80% of available cash, and sells the entire position when the short…

EquitiesTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document outlines an expert advisor that trades from the Fractals indicator and evaluates signals only when a new bar appears. A newly detected upward fractal produces a sell signal and closes buy positions; a downward fractal produces a buy signal and…

Technical indicatorsExecutionPosition sizing
MQL5 code base

This brief description outlines an expert advisor that builds a series of trades in one direction. The direction is set by the first position, and subsequent positions are opened at what the description calls the best price while increasing trade volume. It…

ForexPosition sizingRisk managementTechnical indicators
vn.py

This guide explains how pre-trade controls can block orders that exceed preset limits, helping reduce accidental oversizing, excessive order flow, and other operational errors. It describes common controls for order frequency, reset intervals, single-order…

Risk managementExecutionPosition sizingBacktesting
ProRealCode

This indicator estimates a month’s historical tendency by examining monthly open-to-close changes across a configurable number of prior years. It accumulates the price changes and counts how often the month closed above or below its open, then reports an…

StatisticsPosition sizingEquities
MQL5 code base

The strategy uses the close at a chosen hour and weekday as a reference price. It buys or sells when price moves beyond a user-set fraction of the average daily range, with stop-loss and take-profit distances also defined as fractions of that range. The…

BreakoutPosition sizingRisk managementBacktesting
MQL5 code base

This expert advisor combines Heikin-Ashi color changes with a Keltner-style channel to time reversal entries. A color flip arms a signal, but entry waits for price to close back into or through the channel in the new direction. Signals expire after a…

ForexMean reversionTechnical indicatorsRisk management