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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

29,558 documents

MQL5 code base

The document describes a MetaTrader 5 library for testing expert advisors against simplified proprietary trading challenge rules. It records an initial balance, calculates profit or loss relative to that amount, and uses tester deposit or withdrawal…

BacktestingRisk managementPosition sizing
MQL5 code base

The document describes an expert advisor that trades support and resistance levels drawn by the user as trendline objects. The trader chooses trade direction graphically with arrows and selects between two trigger interpretations. In the move-from-level…

Technical indicatorsExecutionRisk management
OctoBot

This introductory guide explains four order types used in cryptocurrency trading. A market order seeks immediate execution at available prices, so the final fill may differ from the trader’s expected price. A limit order sets a price condition for buying or…

CryptoExecutionRisk management
SuperMind

This formula-based trading system combines a displaced moving average with recent crossover patterns and price-range levels. It identifies a buy setup when price crosses above the shifted average under conditions involving recent crossings in both…

EquitiesTechnical indicatorsBreakoutRisk management
SuperMind

The proposed stock screen selects shares whose daily range exceeds a threshold and whose large-order net volume remains positive for at least three consecutive days. It then ranks candidates by the day’s auction amount and keeps the five highest-ranked…

China marketsEquitiesMomentumMarket microstructure
SuperMind

This Chinese equity screening method first filters for stocks with amplitude above the stated threshold and an opening price near the ten-period moving average. It then ranks candidates by the day’s auction amount and selects the top five. The note frames…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This technical stock screen selects shares with daily amplitude above 1, excludes stocks described as limit-up on the prior day, and requires the K value of the KDJ indicator to be rising. The author treats amplitude as a sign of market activity and a rising…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock-selection approach combines price amplitude with a ratio using the previous day's turnover rate and the current opening-auction volume relative to the prior day's volume. It selects stocks where the combined measure falls within a stated band,…

EquitiesVolatilityTechnical indicatorsRisk management
MQL5 code base

The document describes an analyzer for assessing whether several trading systems diversify one another. It groups closed trades by magic number, aggregates profit and loss at a chosen daily, weekly, or monthly interval, and compares the sum of each system’s…

Portfolio constructionRisk managementStatisticsPosition sizing
MQL5 code base

This document describes an MT4 trade manager for applying protective rules to already-open forex orders. It can set stop loss and take profit distances in pips, shift a stop to break-even after a chosen profit threshold, and trail the stop as price moves.…

ForexRisk managementExecution
SuperMind

The article describes a Chinese equity screening idea that combines at least five overlapping moving averages, a current-day upward spread among moving averages, and a 9:25 a.m. gain below 6%. It interprets overlapping averages as a stable or trendless…

EquitiesTechnical indicatorsMomentumRisk management
Kraken Learn

The guide outlines French tax treatment of crypto activity, distinguishing private asset management from professional trading and describing when gains, mining rewards, and other income may be taxable. It says private disposals to fiat generally fall under…

CryptoRisk management
BigQuant

This forum post reports a difference in how a trading platform handles a day counter in development backtests versus simulated trading. The counter behaves as expected in backtests but remains at one in simulation, prompting questions about whether the…

BacktestingExecutionRisk management
MQL5 code base

This note describes an account-monitoring indicator that displays the account’s current status in the main chart window and plots a profit curve in a subwindow. Users can choose to follow total account profit or profit associated with a selected magic…

Risk managementStatistics
BigQuant

This note describes a stock risk factor based on the Sharpe ratio over a 20-day period. It defines the measure as annualized stock return minus a risk-free rate, divided by the stock return standard deviation. The stated risk-free rate is 0.04. The factor is…

EquitiesFactor investingRisk managementStatistics
SuperMind

This Chinese-language post presents a stock screen for main-board equities requiring RSI below 65, a daily gain above 1%, and a closing price between the middle and upper Bollinger Bands. The stated rationale combines a recent price advance with a bounded…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes an equity screen requiring RSI below 65, a float market capitalization between 5 billion and 10 billion yuan, and a rising MACD signal line (DEA). It explains these filters as a combination of a momentum condition,…

EquitiesTechnical indicatorsMomentumChina markets
vn.py community

This short forum exchange discusses a timing problem in a 15-minute bar strategy: a signal is generated when a bar closes during a trading break, so an order submitted immediately may fail because the market is closed. The question also raises the…

ExecutionMarket microstructureRisk management
SuperMind

This stock screen combines three conditions: daily high-to-low amplitude above one percent, at least one limit-up event in the prior 25 trading days, and a stochastic K reading below 20. The article interprets the amplitude condition as elevated movement,…

China marketsEquitiesTechnical indicatorsMomentum
Lumibot

This example outlines a daily workflow that combines browser-based research, trade review, and optional publication of a trade receipt. A research agent visits a configured site, captures evidence and a screenshot, and returns claims, contradictions, and…

EquitiesExecutionRisk managementBacktesting
MQL5 code base

This EURUSD strategy places pending orders around the previous day's high and low, seeking to enter in the direction of a range break. The described setup places a buy above the prior high and a sell below the prior low, adjusted for spread. Both orders are…

ForexBreakoutExecutionRisk management
MQL5 code base

This document describes a sample expert advisor that demonstrates a martingale approach, averaging positions either upward or downward. It uses the TEMA indicator to generate entry signals and ATR to set the spacing between grid orders. The update notes…

ForexGrid tradingMean reversionTechnical indicators
Amberdata research

This report excerpt proposes assessing crypto-market stress through volatility regimes, flows, leverage, liquidity, daily range and volume, and persistent funding. Its central example is the October 2025 Bitcoin selloff: an initial macro-driven decline was…

CryptoVolatilityRisk managementMarket microstructure
SuperMind

This article turns a value investing approach associated with Charles Brandes into a rules-based stock selection strategy adapted for China. It screens for companies with moderate debt and valuation measures below specified market-relative limits, also…

EquitiesFactor investingBacktestingRisk management