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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 a chart-based trading script that opens a sell position from a chosen cash amount rather than a manually specified lot size. The script calculates the corresponding lot quantity and then submits the trade, making the requested…

Position sizingExecutionRisk managementForex
Amberdata research

The report describes tests of 14 Ethereum trading strategies using stablecoin issuance and Uniswap V2 USDC/ETH pool activity. It outlines signals based on rolling issuance sums, moving averages, standard-deviation thresholds, Pearson correlation, and pool…

CryptoOn-chain dataBacktestingPosition sizing
SuperMind

This proposed screen combines a market-cap limit below 10 billion yuan, turnover between 2% and 9%, and convergence among the 5-, 10-, 20-, 30-, and 60-day moving averages. It also describes selecting stocks without losses, though the meaning of that…

EquitiesChina marketsTechnical indicatorsPosition sizing
MQL5 code base

This Expert Advisor uses one of two CCIT3 indicator variants to generate directional trades. It opens a buy after the indicator crosses above zero and a sell after it crosses below zero, using the previous bar’s value for the signal. The indicator…

ForexTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This foreign-exchange Expert Advisor is described as using an EMA_RSI_VA indicator. It opens a buy signal when the fast line crosses upward and a sell signal when that line crosses downward. An optional position-size scaling feature increases lot size…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This script is designed to reverse an existing position in a currency pair. It opens a position in the opposite direction, places a stop loss and take profit at fixed distances from the current price, and sets the new volume in relation to the position being…

ForexExecutionRisk managementPosition sizing
ProRealCode

This rule-based swing system uses Monday’s first session open as the weekly reference. It places a limit buy one percent below that level and, after entry, sets a one percent profit target beginning on the next day. If price falls half a percent below entry,…

Mean reversionEquitiesFuturesBacktesting
MQL5 code base

This brief description outlines an Expert Advisor built around a moving-average principle that operates on buy and sell sides at the same time. It calculates volume separately for each direction, apportions the resulting volume according to a specified…

ForexTrend followingPosition sizingExecution
MQL5 code base

This expert advisor calculates a central pivot and three support and resistance levels from daily bars, then looks for entries when a closed bar’s price reaches the pivot. It is intended for chart timeframes below the daily interval. Stop loss and take…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This description explains a EUR/USD expert advisor that compares opening prices from two bars at configurable shifts. When the difference exceeds a direction-specific threshold, it opens a long or short position. It includes configurable take-profit and…

ForexTechnical indicatorsPosition sizingRisk management
Kraken Learn

The document presents a checklist for futures entries and exits. It calls for a specific technical trigger, position sizing that limits the loss at the stop to 1%–2% of account value, and a check of whether funding costs support or oppose the trade. Funding…

FuturesRisk managementPosition sizingExecution
SuperMind

This Chinese-language example describes a stock screen combining three conditions: membership in the metaverse concept group, a close above the previous session’s low, and a positive price-to-earnings ratio. The price comparison is a simple recent…

EquitiesChina marketsTechnical indicatorsPosition sizing
MQL5 code base

The Money-Meter indicator translates price movement into estimated account-currency gains and losses for a chosen virtual position size. Starting from the current price or a user-entered zero price, it draws levels at set monetary intervals above and below…

Risk managementPosition sizingTechnical indicators
MQL5 code base

Nevalyashka is a simple directional trading approach that opens each new position opposite to the previous one. The brief description identifies only three configurable inputs: stop loss, take profit, and minimum trade size. It says the stop-loss and…

ForexMean reversionPosition sizingBacktesting
MQL5 code base

The document describes an expert advisor that uses three moving averages with ascending periods of 5, 25, and 125. It checks that the periods remain in ascending order and looks for the averages to align from highest to lowest, or lowest to highest. A signal…

ForexTechnical indicatorsTrend followingBacktesting
FMZ forum

The document argues that traders should treat stop losses as a planned risk-control rule rather than an emotional response to a losing position. It uses the “Alligator Principle” to illustrate why delaying an exit after recognizing a trade is wrong can…

Risk managementPosition sizingEquitiesForex
FMZ forum

The document presents a TradingView Pine strategy that combines a Vegas-style EMA filter with ADX and candle conditions. It enters long or short positions when the corresponding filter conditions are met, the ADX exceeds a threshold, and the candle condition…

Technical indicatorsBacktestingPosition sizingRisk management
MQL5 code base

This document describes a beginner-oriented Expert Advisor that combines a Simple Moving Average with the Relative Strength Index to generate trades, including for gold. It identifies risk-based position sizing, RSI overbought and oversold thresholds, a…

Technical indicatorsRisk managementPosition sizing
SuperMind

The proposed Chinese equity screen selects stocks with daily price movement above one percent, market capitalization below 10 billion yuan, and positive net profit, then ranks candidates by a measure described as capital strength. The text presents the…

EquitiesChina marketsTechnical indicatorsPosition sizing
MQL5 code base

The document describes a trading tool that opens a buy position using a specified cash amount rather than a user-entered lot quantity. The tool calculates the corresponding lot size and submits the trade. Its fixed deal amount setting controls the intended…

Position sizingRisk managementExecution
BigQuant

The report extends a single-asset drawdown adjustment approach to portfolios of strategies. It describes selecting the control parameter gamma directly from the single-dimension result, avoiding Monte Carlo optimization for the multidimensional case. The…

EquitiesRisk managementPortfolio constructionPosition sizing
BigQuant

This article introduces a custom-coded stock selection strategy built around five rules, mainly seeking stocks that have fallen sharply and begun to stabilize, with some rules intended to capture possible strong buying. It contrasts rule-based strategies,…

EquitiesMean reversionBacktestingPosition sizing
BigQuant

The article explains how risk-constrained Kelly sizing modifies the classic Kelly approach, which chooses a capital fraction to maximize long-run log growth but can produce large drawdowns. The constrained version adds a limit on the probability that wealth…

Risk managementPosition sizingBacktestingMachine learning
MQL5 code base

This document describes an expert advisor designed to monitor a trading account against daily loss limits. It uses a two-stage response: at a warning threshold, it partially closes the worst-performing open position to reduce exposure; at the hard daily…

Risk managementPosition sizingExecution