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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,613 documents

TqSdk

This example presents a basic futures strategy using daily Bollinger Bands. It calculates the 26-period bands with a parameter of 2, enters long when the latest price rises above the upper band, and enters short when it falls below the lower band. The target…

FuturesBreakoutTechnical indicatorsPosition sizing
MQL5 code base

The document describes a trade-management library for positions that have already been opened. It can move stops to break-even after a profit threshold, trail stops, partially close positions, and add missing stops or targets. Triggers can use multiples of…

Risk managementPosition sizingExecution
FMZ forum

The example outlines a periodic rebalancing strategy for a portfolio held across exchange markets. It tracks each asset’s quantity and estimated value, compares that value with a target share of total portfolio value, and places a buy or sell when holdings…

CryptoPortfolio constructionPosition sizingExecution
MQL5 code base

The document describes a script for placing buy or sell market orders and buy or sell limit and stop orders. It lets the user specify stop loss and take profit distances in pips, avoiding the need to calculate decimal price adjustments manually. Slippage and…

ExecutionRisk managementPosition sizing
vn.py community

The article adapts an efficiency ratio to a trend strategy for Chinese government bond futures. The ratio compares the absolute net price change over a lookback window with the sum of absolute price changes in that window. Values nearer one indicate a more…

FuturesFixed incomeTrend followingTechnical indicators
ProRealCode

This document describes a chart indicator for visualizing a planned trade’s entry, stop, and reward targets at one, two, and three times the distance between entry and stop. Users supply entry and stop prices along with the number of bars over which to draw…

Risk managementPosition sizingExecution
SuperMind

The document describes a stock grid approach built around a reference price. It places an initial position at the current price, then schedules additional purchases at fixed percentage declines, dividing capital across up to six levels with larger…

EquitiesGrid tradingPosition sizingVolatility
MQL5 code base

This document describes an Expert Advisor that trades crossovers between a faster and a slower moving average. A signal is evaluated when a bar closes: a move above the fast average triggers a buy, while a move below it triggers a sell. The EA can add volume…

ForexTrend followingTechnical indicatorsPosition sizing
BigQuant

This assignment asks learners to build a trading strategy using the standard deviation of turnover rate as a stock selection factor. It also specifies two exit rules: liquidate positions when the broad market falls by 4% consecutively, and close an…

China marketsEquitiesFactor investingRisk management
MQL5 code base

The document briefly describes a MetaTrader Expert Advisor that calculates a trade lot size from a user-set risk percentage of free margin. Its example heading refers to a 100% risk setting, but no worked calculation, formula, or demonstration is included.…

ForexPosition sizingRisk management
MQL5 code base

This document explains a trend-following approach that enters on breakouts of recent highs or lows and exits when price crosses a shorter-period opposing boundary. It describes two channel settings: a main system using 20-day entries and 10-day exits, and a…

Trend followingBreakoutTechnical indicatorsRisk management
MQL5 code base

The document presents an MT4 tool intended to help traders view trading information in percentage terms rather than monetary amounts. Its rationale is that emotional reactions to gains and losses can lead traders to hold losing positions too long or close…

Risk managementPosition sizing
BigQuant

This summary describes a single-stock strategy for Changchun High-Tech, a Chinese pharmaceutical company. It argues that steady fundamentals and stable analyst expectations for earnings growth create a valuation reference point. Using a price-to-earnings…

EquitiesChina marketsRisk managementPosition sizing
MQL5 code base

This brief description presents an automated trading strategy built around the Parabolic SAR indicator. It says the expert advisor includes AutoLot options and a built-in trailing stop, so the advertised system combines an indicator-based trading approach…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This description outlines an expert advisor that combines three moving averages with candle-based trailing stops and take-profit controls. It says the system trades using the open price of the current candle and presents major forex pairs and NASDAQ stocks…

ForexEquitiesTechnical indicatorsRisk management
Cryptohopper blog

The article outlines three approaches to navigating a cryptocurrency bear market: hold unleveraged positions through the downturn, use dollar-cost averaging to add during declines, and hedge portfolio exposure, for example through short selling. It also…

CryptoRisk managementPosition sizing
Kraken Learn

This brief overview presents cryptocurrency volatility as a source of both opportunity and substantial downside. It notes that rapid price moves can contribute to investors losing some or all of their capital over a short period, so exposure needs to be…

CryptoVolatilityPosition sizingRisk management
SuperMind

A trader reports that the same strategy produces different results across backtest runs and simulated trading, including differences in selected securities, order quantities, and execution prices. The discussion offers possible explanations: randomness or…

BacktestingExecutionPosition sizing
MQL5 code base

The document describes a simple expert advisor that monitors the combined profit or loss of open trades after it is attached to a chart. It offers two modes: close all trades once profit exceeds a configured fixed amount, or close them once profit exceeds a…

Risk managementExecutionPosition sizing
MQL5 code base

This document describes a position-sizing calculator that converts a cash risk budget, entry price, and stop price into a trade volume using the broker's symbol specifications. It uses tick size and tick value to estimate the loss per lot, then rounds the…

Position sizingRisk managementExecutionBacktesting
MQL5 code base

This expert advisor runs separate long and short systems using signals from the ColorMaRsi-Trigger indicator. The two directions can be configured independently, including how trade volume is set and how recent trade outcomes affect the next position. When a…

ForexTechnical indicatorsPosition sizingBacktesting
SuperMind

This Chinese equity screening note describes a rules-based selection process using RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and a revised ownership-concentration range of 20% to 50%. It also references a…

EquitiesChina marketsTechnical indicatorsPosition sizing
FMZ forum

The document presents a dynamic-balance strategy for a crypto and fiat account. It compares the marked value of the coin holdings with the fiat balance, using bid and ask prices adjusted by a spread parameter. When the coin side is valued above the fiat…

CryptoSpot marketsMean reversionPosition sizing