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
Quantpedia
86 documents
TqSdk
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

This document describes a trading script that sets stop-loss and take-profit levels for open positions using a chosen risk–reward ratio. The trader specifies a stop distance in pips, and the script calculates a corresponding take-profit distance. It can…

ForexRisk managementPosition sizing
SuperMind

This post describes a stock selection rule that combines daily turnover, a low KDJ K value, and prior-day opening-auction turnover. It treats the conditions as a buy signal: turnover must fall within a stated band, K must be below a threshold, and auction…

EquitiesChina marketsTechnical indicatorsSentiment
ProRealCode

This indicator measures historical seasonality by grouping monthly price changes by calendar month, using data from a chosen starting year and month through the present. For each month, it reports the average open-to-close return, a normalized rank relative…

StatisticsTechnical indicatorsBacktestingPosition sizing
MQL5 code base

The document outlines an expert advisor that uses the Commodity Channel Index, ZigZag, and Impulse indicators. Its configurable inputs include initial position size, stop loss, take profit, trailing stop and step, a shared averaging period for Impulse and…

Technical indicatorsRisk managementPosition sizingBacktesting
MQL5 code base

This utility describes managing each open order with virtual profit and loss thresholds. When an order reaches its configured level, the tool closes it, allowing a trader to apply exit rules without placing a conventional stop loss or take profit order. It…

Risk managementExecutionPosition sizing
MQL5 code base

This document describes a chart-based trading assistant that lets a user place market orders with keyboard commands and configure pending buy-stop, sell-stop, buy-limit, and sell-limit orders by selecting entry, stop-loss, and take-profit prices on a chart.…

ExecutionPosition sizingRisk managementForex
MQL5 code base

The document describes Roboost, a MetaTrader 4 expert advisor for major forex pairs on an hourly timeframe. It combines ideas from common forex robots, including RSI-based half-scalping, and can run on multiple pairs with separate settings. Its configurable…

ForexTechnical indicatorsRisk managementPosition sizing
OctoBot

This overview explains trading bots as programs that use market data and predefined rules to analyze conditions and place orders. Bots can run strategies such as dollar cost averaging or grid trading, and may connect technical indicators with risk management…

CryptoExecutionRisk managementPosition sizing
MQL5 code base

The Market Capture strategy starts with a market sell, then adds positions at fixed grid intervals as price moves. An upward move from the initial sell triggers a buy; continued movement adds further buys at intervals from the previous buy. If price reverses…

Grid tradingPosition sizingRisk managementExecution
SuperMind

The strategy ranks stocks by market capitalization, excludes designated special-treatment shares, and buys the ten smallest names, subject to a filter that rejects stocks whose short and long moving averages indicate a clear downtrend. It limits each…

China marketsEquitiesTrend followingTechnical indicators
MQL5 code base

This document describes a modified chart indicator for practicing and reviewing manual trading strategies on historical data. It produces operation reports in tables and charts and saves chart templates, with and without annotations. The stated purpose is to…

BacktestingRisk managementPosition sizingExecution
FMZ forum

The article explains why a high win rate alone does not ensure long-run profits. Traders may close winners too early and let losing positions grow, so the size of gains and losses matters alongside their probabilities. It also argues that trading systems…

StatisticsRisk managementPosition sizingFutures
SuperMind

This article outlines a daily stock backtest framework in which a natural-language screening query selects entries. The example framework also allows a maximum number of holdings, a holding-period exit, and optional take-profit and stop-loss thresholds.…

EquitiesBacktestingExecutionRisk management
MQL5 code base

The EA described combines the Adaptive Moving Average (AMA) and Relative Strength Index (RSI) in a two-stage signal. For a buy example, RSI must first fall below a configurable level of 30, and price must then cross above AMA within a configurable number of…

ForexTechnical indicatorsMean reversionPosition sizing
ProRealCode

The Fill Channel is a chart indicator intended to help traders plan entries, stop losses, profit targets, and position size. It draws a regression-based central line with surrounding bands, then uses those levels to display potential long or short entry…

Technical indicatorsPosition sizingRisk management
MQL5 code base

The document describes a high risk recovery approach that opens an opposite trade when price moves against an existing position by a defined pip distance. If price continues in the new direction, the gains on the newer position may eventually offset the…

ForexGrid tradingRisk managementPosition sizing
ProRealCode

This document describes a ProRealTime trend strategy that enters when weighted rate of change, MACD, and stochastic conditions align. It adds to positions as price moves favorably by a volatility-adjusted grid step, with the step derived from recent and…

Trend followingGrid tradingRisk managementPosition sizing
TqSdk

This script describes a three-leg futures strategy that treats hog value minus weighted corn and soybean meal costs as a proxy for livestock feeding profitability. It estimates the spread’s mean and standard deviation from daily bars, calculates a z-score,…

FuturesCommoditiesMean reversionArbitrage
MQL5 code base

This document outlines an automated strategy that trades breakouts from a price range during configurable trading hours. Its settings cover start dates, position volume, risk per order, stop-loss placement, take profit, trailing stops, partial exits, and…

BreakoutRisk managementPosition sizingBacktesting
FMZ forum

This guide treats a trading strategy as a complete set of rules covering what to trade, position size, entries and exits, order placement, and responses to unusual conditions. It surveys broad strategy families and recommends trend trading as an accessible…

Risk managementPosition sizingExecutionTrend following
BigQuant

This BigQuant strategy tutorial outlines a framework for combining a broad-market risk signal with individual-stock timing and position management. The proposed workflow builds separate feature expressions for index-level risk and stock-level conditions,…

China marketsEquitiesRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor that places Buy Stop and Sell Stop orders at user-defined distances from the current price, with stop-loss and take-profit levels. When one side triggers, the other pending order is removed; after the resulting…

ForexBreakoutExecutionPosition sizing
BigQuant

This weekly Chinese equity-market note describes a market-regime framework using the distance between 20-day and 120-day moving averages on a broad market index, alongside a measure of market-wide profit-making activity. In the reported week, the short…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The document describes a MetaTrader 5 utility that manages existing positions by moving stop losses as trades become profitable. It does not select instruments, open trades, or generate entry signals. Traders set a profit threshold for activation, a trailing…

ExecutionRisk managementPosition sizing