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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

Lumibot

This example describes an AI trading team modeled on concentrated investing. A quality researcher selects a high-quality large-cap company, an activist bull develops the case for catalysts and value creation, and a short-seller challenges the thesis on…

EquitiesPosition sizingPortfolio constructionRisk management
MQL5 code base

This MetaTrader expert advisor places a sell-stop entry below the current bid, then manages the pending order and any resulting position. It exposes settings for stop loss, take profit, spread and slippage limits, trading hours, and a magic number. Its…

ForexExecutionPosition sizingRisk management
MQL5 code base

This mechanical strategy sets a reference price at the start of a chosen period, then places upper and lower breakout levels at a user-defined distance from that price. An upward break can trigger a buy-stop or sell-limit order, while a downward break can…

BreakoutForexPosition sizingRisk management
MQL5 code base

This Expert Advisor uses the iFractals indicator to place pending stop orders in the direction of developing price structure. A buy stop is considered when the two most recent upper fractals show the latest one above the preceding one. Its initial stop loss…

Technical indicatorsBreakoutRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor that trades from Stochastic indicator signals. Users configure upper and lower signal levels and choose which bar to compare with the current bar. The description does not specify the exact entry rules, so the signal…

Technical indicatorsPosition sizingRisk management
ProRealCode

Boxes Trail combines rolling price extremes with a modified Hull moving average to plot dynamic support and resistance levels and identify trend direction. Its entry logic uses crossings between trailing levels, with separate long and short signals. The…

Technical indicatorsTrend followingRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor that combines a moving average (MA), the Commodity Channel Index (CCI), and stochastic oscillator readings to generate buy and sell signals. A buy is triggered when CCI and stochastic are below their respective…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document explains a manual trading panel for opening and closing positions across several instruments. Users select symbols, volumes, and trade directions in separate fields; unselected symbol boxes are ignored. When a symbol changes, the panel updates…

ExecutionPosition sizing
MQL5 code base

The document describes a simple trading indicator for changing the stop-loss price across all positions associated with the currently selected symbol. The user sets a target stop price, and the script applies that price to the positions as a group. This is a…

Risk managementPosition sizingExecution
pysystemtrade

This code describes position buffers used in a trading system’s position sizing and portfolio processes. It supports three configured methods: forecast-based buffers, position-based buffers, and a nominal small buffer when buffering is disabled or an…

Position sizingPortfolio constructionRisk management
MQL5 code base

The document briefly describes a grid trading robot that places pending orders at equal price intervals. When the market moves against an opened lot, it places an order in the opposite direction with a larger lot size. The robot begins with a minimum lot…

Grid tradingPosition sizingRisk managementExecution
SuperMind

This document describes a Chinese equity screen for metaverse-related stocks. It combines a close above the previous session’s low with specified price-to-earnings and price-to-book ranges, and limits the universe to Shenzhen main-board stocks. The…

EquitiesChina marketsTechnical indicatorsRisk management
FMZ forum

This essay draws on Nassim Taleb’s The Fool’s Random Walk to argue that decisions should account for chance, uncertainty, and the role of luck in apparent success. For traders, its central distinction is between counting probabilities and gambling on…

StatisticsRisk managementPosition sizingBacktesting
MQL5 code base

This document describes a MetaTrader 5 expert advisor that monitors the combined profit or loss of open positions and closes them when user-set thresholds are reached. Traders can enable profit-triggered closing, loss-triggered closing, or both, and choose…

Risk managementPosition sizingExecutionFutures
MQL5 code base

The described Expert Advisor applies Bill Williams-style indicators in three stages. It first seeks bullish or bearish divergence as a possible trend reversal signal. It may add to a winning position when the Awesome Oscillator prints a specified sequence of…

Trend followingTechnical indicatorsPosition sizingRisk management
FMZ forum

This Python-style example outlines a state-based trading loop driven by fast and slow exponential moving average crossovers. While flat, it checks an entry crossover and opens a long position for an upward cross or a short position for a downward cross,…

Technical indicatorsMomentumPosition sizingBacktesting
MQL5 code base

The analyzer evaluates closed-trade results from a CSV containing a date and profit for each trade. It reports how much gross profit came from the largest winners at several cutoffs, and calculates the share of net profit attributable to the top N trades. A…

StatisticsRisk managementBacktestingPosition sizing
MQL5 code base

This document describes an on-chart risk monitor for funded trading accounts. It reports the day’s realized and floating result, starting balance, equity, the share of the daily loss allowance consumed, and remaining room under daily and maximum loss limits.…

Risk managementPosition sizingExecution
Awesome Systematic Trading

This strategy forms a dollar-neutral stock portfolio by identifying securities that rank among the strongest or weakest performers over two overlapping six-month return windows. It buys stocks in the top decile in both windows and shorts those in the bottom…

EquitiesMomentumPortfolio constructionPosition sizing
MQL5 code base

This document describes a MetaTrader Expert Advisor that uses Bollinger Bands signals and trades on new bars. A buy signal closes open sell positions, while a sell signal closes open buy positions. Version 2 adds configurable stop loss, take profit, trailing…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes an automated strategy that trades pullbacks relative to a trend indicated by fast and slow moving averages. It lists configurable entry triggers, stop loss and take profit settings, trailing stops, break-even behavior, trade limits,…

ForexEquitiesTrend followingTechnical indicators
FMZ forum

This tutorial describes a futures order-following bot that copies changes in a reference account’s long and short positions to additional accounts. It reads the reference account’s positions, tracks long and short quantities separately, and sends…

FuturesCryptoExecutionPosition sizing
Awesome Systematic Trading

This strategy ranks stocks by their return during the month one year earlier, then buys the strongest group and shorts the weakest. It forms portfolios monthly and rebalances at month end. The described source approach uses equal weighting and a large-cap…

EquitiesMomentumFactor investingBacktesting
SuperMind

This Expert Advisor description combines a volatility gate, Stochastic entry signals, loss-triggered position sizing, and profit-based exits. It calculates an average of standard deviation indicator readings over a sliding window. Trading is prohibited when…

Technical indicatorsVolatilityPosition sizingRisk management