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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 document describes an MT4 indicator intended to help traders think about positions and risk in percentage terms instead of monetary amounts. Its rationale is behavioral: traders with the same plan and market information may act differently because…

Risk managementPosition sizing
MQL5 code base

The document describes a script for placing a pending sell stop order at a trigger level below the current price. It sets stop-loss and take-profit distances in points from the trigger and allows the trader to set order volume through a money-management…

Position sizingExecutionRisk managementBreakout
MQL5 code base

The document explains a MetaTrader trade function that sizes positions from a risk budget and sets stop distance using the asset’s average true range. It calculates the allowed risk as a percentage of free margin, converts an ATR multiple into stop-loss…

Risk managementPosition sizingVolatilityTechnical indicators
SuperMind

This Chinese stock screening example combines three filters: membership in the metaverse concept group, a closing price above the previous day’s low, and a closing price below 12 yuan. It presents the first condition as a way to focus on a market theme, the…

EquitiesTechnical indicatorsPosition sizingRisk management
TqSdk

This example describes a three-leg futures strategy that treats polyester fiber value minus the weighted costs of PTA and ethylene glycol as a production margin. It estimates the margin’s mean and standard deviation from recent daily bars, then calculates a…

FuturesCommoditiesMean reversionBacktesting
TqSdk

This guide walks through a TqSdk workflow, from setting up an account and connecting to live quotes to reading synchronized bars, checking account and position references, and submitting or cancelling orders. Its central pattern is to create an API, request…

FuturesTechnical indicatorsBacktestingExecution
BigQuant

This Chinese-language article describes a customizable stock-selection strategy built around five rules, mainly seeking shares that appear oversold and stable, with some rules intended to identify possible rallies. It distinguishes rule-based coding from an…

EquitiesMean reversionBacktestingFactor investing
MQL5 code base

The document describes a trading-platform script that calculates the largest lot size that can be opened using all free margin currently available in an account. It displays the calculated size in the chart’s upper-right corner for a default period of ten…

Position sizingRisk managementExecution
SuperMind

This strategy selects the ten lowest-priced eligible stocks within the SSE 50 universe, excluding special-treatment, suspended, and delisted stocks. It allows each holding to remain open for up to twenty days and sells a stock if its decline exceeds eight…

EquitiesChina marketsBacktestingRisk management
vn.py community

This community post describes a restart issue in a portfolio strategy. A position and target are saved when the system shuts down, then restored during startup; however, historical bars are replayed through the strategy’s bar handler during initialization.…

Portfolio constructionPosition sizingBacktesting
BigQuant

The article describes a long-only Chinese equity strategy that uses a ResNet101 image classifier to identify strong stocks during pullbacks in an established uptrend. Its rationale combines buying a retracement in a strong trend, favoring stocks that…

EquitiesMachine learningTrend followingMomentum
MQL5 code base

This swing trading Expert Advisor uses a Percentage_Crossover_Channel indicator to generate signals in one of two ways. In channel mode, a bar’s low crossing or touching the lower boundary triggers a buy, while its high crossing or touching the upper…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This Expert Advisor provides a framework for testing whether the previous trading day’s direction predicts continuation or reversal on a selected weekday. Users can choose weekdays and compare entries that follow or oppose the prior day’s move. Positions may…

StatisticsBacktestingTechnical indicatorsPosition sizing
MQL5 code base

The document outlines an automated recovery system that begins with a buy order. If price rises, the order is closed; if price falls by a configured distance, the system opens a sell. If the overall profit target has not been reached and price reverses…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

The tool estimates the risk associated with a proposed position by combining its lot size with a chosen stop-loss level. A user marks a virtual stop on a chart, then receives a percentage risk estimate and a monetary risk figure. The inputs also distinguish…

Risk managementPosition sizingExecution
Cryptohopper blog

The article outlines market, liquidity, credit, operational, and systemic risks in cryptocurrency trading, then presents four basic controls: position sizing, risk/reward assessment, stop-loss and take-profit orders, and diversification across tokens. It…

CryptoRisk managementPosition sizingPortfolio construction
Lumibot

This example describes an AI-assisted value-investing workflow inspired by Warren Buffett’s public approach. One agent reviews filings and assesses business quality, cash generation, balance-sheet strength, and durability. A second challenges the valuation…

EquitiesFactor investingMachine learningRisk management
MQL5 code base

This script is intended to close part of a buy order that is already in profit while leaving other running orders open to pursue their target profits. Its described role is a position-management operation: realize some gains from a profitable buy without…

ExecutionPosition sizingRisk management
MQL5 code base

This trading example describes calculating a buy position size from a chosen percentage of account equity at risk and a stop-loss distance. It then checks whether the calculated size is valid and whether the account has enough funds to open it. If the…

Position sizingRisk managementExecutionBacktesting
MQL5 code base

This document describes a rule-based strategy for the Nikkei 225 on 15-minute bars. It enters long after a closed bar meets three criteria: price is above its recent average by a volatility-scaled amount, upward momentum remains below a threshold, and tick…

FuturesTechnical indicatorsBacktestingRisk management
SuperMind

This Chinese equities strategy builds a daily candidate list from the 300 smallest eligible stocks by market capitalization, excluding special-treatment and suspended shares. It selects up to seven targets when a stock opens below the previous day’s low,…

EquitiesChina marketsMean reversionPosition sizing
MQL5 code base

This foreign-exchange expert advisor begins by looking for price breakouts, then adds orders progressively while seeking an overall profit target. It also takes small gains when positions become profitable and attempts to increase gains when the market…

ForexBreakoutGrid tradingTechnical indicators
BigQuant

This Chinese research note explores bull-bear indicators in three equity applications: timing broad indices, rotating among industries, and setting index constituent exposure. For direct index timing, it adapts the dual moving average idea by comparing…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

The document describes a Chinese equities screening rule: keep stocks with turnover between 3% and 12%, require first-level bid volume to exceed first-level ask volume, rank candidates by the day's auction amount, and select the top five. It presents the…

EquitiesChina marketsMarket microstructurePosition sizing