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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

4,613 documents

MQL5 code base

This expert advisor combines a moving average with MACD to open trades and add to losing positions. It checks for signals or additions when a new bar appears. A sample buy setup requires MACD below zero, its main line above its signal line, and price above…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This trading utility estimates the deposit-currency profit or loss of open market orders on the current chart symbol at a hypothetical price. The trader places a horizontal line named LP, and the calculation updates as the line moves, showing the projected…

Risk managementPosition sizing
ProRealCode

This intraday strategy looks to short crude oil when a five-minute candle signals a downside breakout. The signal requires both candle range and volume to exceed three times their respective averages over a 276-bar lookback, with the candle closing below its…

CommoditiesFuturesBreakoutTrend following
MQL5 code base

This Expert Advisor develops an earlier MACD-based system by replacing standard MACD with Zero-Lag MACD. It can reverse signal direction and manages a series of positions by increasing the spacing between entries, take-profit distance, and trade size as the…

ForexTechnical indicatorsPosition sizingBacktesting
BigQuant

The article presents six discretionary rules for short-term trading: exit when a closing price falls below its five-day moving average, use a two-day moving average to judge the near-term trend, wait for preset entry conditions, and follow sell signals…

Technical indicatorsTrend followingRisk managementPosition sizing
NautilusTrader

This guide describes how NautilusTrader builds and maintains positions from fills. It covers signed exposure, average entry and exit prices, realized and unrealized PnL, commissions, funding adjustments, and closure when net quantity reaches zero. It…

ExecutionRisk managementPosition sizingPerpetual futures
MQL5 code base

This trading system uses a color change in the JBrainTrend1Stop indicator at bar close as its entry signal. It adds to an existing trend-following position when open profit, measured in points, passes a threshold set in the Expert Advisor inputs. Position…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

The document describes an Expert Advisor that uses a three moving average cross to trigger trades and MACD as an additional entry check. A later update adds fixed percentage risk sizing and sets stop loss and take profit levels from ATR ranges, linking…

Technical indicatorsTrend followingRisk managementPosition sizing
Hummingbot docs

This community guide explains the structure and workflow of a Hummingbot V1 cross-exchange market-making strategy. It describes how the strategy's periodic tick leads through market-pair checks, order profitability checks, and order creation, and outlines…

CryptoMarket makingExecutionPosition sizing
FMZ forum

The article explains how the Kelly criterion can set leverage and capital allocation to maximize long-run compounded growth. Under its simplifying assumptions of normally distributed strategy returns, stable estimated means and standard deviations,…

Risk managementPosition sizingPortfolio constructionStatistics
MQL5 code base

The document explains an automatic take-profit and stop-loss feature that attaches exit levels to each newly opened position. Traders set the levels using parameters such as a pip distance, a percentage of balance, or technical price levels. When a position…

Risk managementPosition sizingExecution
MQL5 code base

The document describes an automated trading system that scans for classical chart structures, including head-and-shoulders formations, bottoms, triangles, flags, and cup-and-handle patterns. It seeks confirmation before entering a breakout by measuring bid…

BreakoutMarket microstructureRisk managementPosition sizing
MQL5 code base

This automated trading system implements the principal components of the Original Turtle rules. It sizes positions according to market volatility, enters on breakouts of fast or slow Donchian channels, and skips a later signal after a successful breakout. It…

Trend followingBreakoutVolatilityPosition sizing
MQL5 code base

This document describes a Forex expert advisor that compares the strength of eight major currencies, identifies stronger and weaker currencies, and trades major currency pairs using moving averages. It outlines three ways the strength measure can be…

ForexMomentumTechnical indicatorsRisk management
MQL5 code base

The document explains a trailing stop as a stop-loss level that follows the market at a chosen distance, aiming to retain gains as a position moves favorably. It outlines operational rules: activate only once the position is profitable or at break-even,…

Risk managementExecutionPosition sizing
MQL5 code base

This Expert Advisor runs separate long and short systems using signals from the ColorMaRsi-Trigger indicator. Each side has its own magic number, position sizing settings, and switches for enabling entries and exits, allowing its parameters to be configured…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document describes a MetaTrader expert advisor built around signals from Fractals and Stochastic indicators. Traders can choose to require both indicators or use either one on its own. The listed inputs also allow configuration of position volume, stop…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes a trading-system risk analytics tool that processes closed-trade history and reports risk and performance measures. Its stated functions include Monte Carlo simulation, Value at Risk, Kelly Criterion position sizing, and more than a…

Risk managementPosition sizingStatisticsBacktesting
MQL5 code base

The document outlines a zone recovery method that responds to an adverse price move by opening an opposite trade with a somewhat larger lot size. If price continues in that direction, the combined position may reach a profit level at which both trades can be…

ForexRisk managementPosition sizingExecution
MQL5 code base

This Expert Advisor combines entry signals from the DeMarker oscillator with a position-sizing rule that increases the lot after a losing trade. It exposes the oscillator period, take-profit distance, stop-loss distance, initial lot size, a trade identifier,…

Technical indicatorsPosition sizingRisk managementBacktesting
MQL5 code base

This document describes a simple martingale trading program intended as a template. Users are told to replace its entry analysis with their own scalping strategy, adapt the money management, and optimize the system. It frames the approach as suitable only…

Position sizingRisk managementBacktesting
MQL5 code base

This document describes an Expert Advisor that chooses currency pairs, trade direction or order type, and lot size randomly. It presents the EA as a simplified version of an earlier randomness-based system and says it does not use indicators, price patterns,…

ForexRisk managementPosition sizingExecution
MQL5 code base

The author describes a manual-trading aid intended to reduce repeated order-entry steps. For pending trades, the script is said to place limit or stop orders at an appropriate setting. For immediate trades, the user enters a stop-loss value without…

ExecutionPosition sizingRisk management
BigQuant

This Chinese-language post introduces a custom-coded stock selection strategy on the BigQuant platform. It says the strategy combines five selection rules, mainly seeking stocks that have fallen sharply and begun to stabilize, while also attempting to…

EquitiesChina marketsFactor investingBacktesting