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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 description specifies four simple moving averages: periods 1 and 8 on both H1 and H4 timeframes. It does not explain how the readings generate entry or exit signals, so the strategy rules cannot be reconstructed from the description…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This document describes two MetaTrader 4 indicators that summarize open trades in a secondary chart window. They show profit or loss, position size and symbol, with the price movement expressed as either pips or points. The indicators are simplified…

Technical indicatorsRisk managementPosition sizing
BigQuant

The post asks how to adapt a portfolio-selling routine so that, when the equity allocation exceeds 60% of total portfolio value, the excess exposure is sold from the lowest-ranked holdings. The supplied routine builds a set of currently held securities,…

EquitiesPortfolio constructionPosition sizingExecution
vn.py community

A short VeighNa community discussion asks whether performance statistics are calculated from total account capital or from the capital associated with the traded instrument. The poster observes that when starting capital is large relative to fixed order…

BacktestingRisk managementPosition sizingPortfolio construction
TqSdk

This Chinese-corn-futures example combines the Chande Momentum Oscillator (CMO) with a short moving average to generate long and short entries. Signals include reversals from overbought or oversold levels, CMO crossings of its signal line, and zero-line…

FuturesCommoditiesMomentumTechnical indicators
MQL5 code base

This brief describes an expert advisor that monitors account equity relative to balance and closes all open positions once equity reaches a configured percentage above balance. Its stated scope covers positions across symbols and magic numbers, so the…

Risk managementPosition sizingExecution
MQL5 code base

The document describes configurable lot-size multipliers for a trading function. Its inputs offer three modes: disable the multiplier, use a Fibonacci-style sequence, or determine the next lot from the last closed lot by either multiplying it or adding a…

Position sizingRisk management
BigQuant

The document presents an individual-investor approach inspired by Peter Lynch: use familiar products and services to generate company ideas, then assess business quality, growth, debt, and valuation. Its suggested checks include sustained profit growth,…

EquitiesPosition sizingPortfolio constructionRisk management
SuperMind

This document describes a rule-based candlestick system that uses named reversal patterns to generate entries and exits. Its bullish conditions include morning-star variants, matching lows, and bullish engulfing-style moves; bearish conditions include…

EquitiesTechnical indicatorsMean reversionPosition sizing
ProRealCode

This four-hour DAX strategy opens long positions at a specified daily time on weekdays when true range exceeds 25 and a four-period TEMA is above a four-period exponential average. Position size is tied to equity through a reinvestment rule, then multiplied…

FuturesTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This MT5 trade-copying program uses a master account to supply trades and one or more slave accounts to receive them. The stated features include copying from multiple providers to one slave, independently enabling stop-loss, take-profit, and pending-order…

ExecutionPosition sizingRisk managementMarket microstructure
MQL5 code base

This Expert Advisor is described as targeting large, rapid market moves. It identifies a possible breakout using built-in calculations for volatility, trend formation, and entry timing. When a position becomes profitable, the system adds to it and…

BreakoutTrend followingVolatilityPosition sizing
FMZ forum

This Pine Script example combines Bollinger Band %B signals with a martingale-style position increase. It calculates %B from a moving average and standard deviation bands, enters long when %B crosses above zero, and enters short when it crosses below one.…

Technical indicatorsMean reversionPosition sizingBacktesting
pysystemtrade

This Python module prepares portfolio optimization inputs for a greedy allocation routine. It takes target and prior weights, covariance estimates, instrument values, trading costs, and optional constraints, then aligns the data to instruments with valid…

Portfolio constructionRisk managementPosition sizingStatistics
BigQuant

The article argues that quantitative trading depends on market understanding as well as technical implementation. It contrasts trend-following and mean-reversion approaches as examples of strategies grounded in different views of market behavior, and…

Factor investingTrend followingMean reversionRisk management
MQL5 code base

This product description outlines an automated strategy that identifies bullish and bearish three-bar fair value gaps and enters when price retraces into an unfilled zone. It tracks each gap separately so a traded setup is not reused. To filter signals, it…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The Cincin EA is described as an automated MetaTrader 5 system that chooses buy or sell trades randomly for a selected symbol. Its design wraps those random entries in user-configured controls: stop-loss and take-profit levels can use ATR or fixed pip…

ForexRisk managementPosition sizingExecution
Kraken Learn

The document explains bracket orders as a linked entry, stop-loss, and take-profit setup. Once the entry fills, the exit orders become active and operate on a one-cancels-the-other basis. It relates this structure to support and resistance trading, including…

CryptoTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes a trading utility for updating stop-loss and take-profit levels on existing positions. One version adjusts orders for the current symbol using distances expressed in pips, while another accepts price levels directly. A further version…

Risk managementExecutionPosition sizingForex
MQL5 code base

This document describes an Expert Advisor that trades signals from the XRSI_Histogram_Vol indicator. It enters when a completed bar breaks an overbought or oversold threshold. The two thresholds are treated as separate signal strengths, each with its own…

ForexTechnical indicatorsBreakoutPosition sizing
MQL5 code base

The document describes a MetaTrader utility that periodically writes a CSV record containing date, time, balance, equity, and margin. It is attached to a chart and stores the file in the platform’s files directory, with a note that Windows may place it under…

Risk managementPosition sizingExecution
MQL5 code base

This script description explains how to place a buy limit order at a trigger level set a fixed distance from the current price. It also specifies stop-loss and take-profit distances from the trigger, an optional expiration period, and repeat attempts with a…

ExecutionPosition sizingRisk management
MQL5 code base

This description outlines an automated trading system said to use the Heikin Ashi indicator, with moving-average and stochastic inputs, and to trade using the current candle’s open price. It describes use on daily charts for major forex pairs and Nasdaq…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This MetaTrader expert advisor opens a position when a BykovTrend indicator arrow appears at a bar close. It then adds volume in the direction of the existing position once the last deal’s profit points pass a user-set threshold. The system stores the scale…

ForexTrend followingPosition sizingBacktesting