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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
Quantopian lectures
45 documents
Binance API docs
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 concept opens buy and sell positions together, then adds trades at fixed pip intervals when price moves against an initial position. Added position sizes may grow by a configured multiplier, while the system seeks to close trades or the…

ForexGrid tradingPosition sizingRisk management
backtrader

This Backtrader example defines a signal strategy using a fast and a slow simple moving average, with configurable periods. A crossover drives long entries; an option enables long-short signals. The script loads historical data, sets starting cash and…

BacktestingTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This document describes a MetaTrader 4 toolkit that combines chart information, support and resistance drawing, order planning, and chart controls. Its money-management panel lets a trader position entry, stop-loss, and take-profit lines, inspect the…

ForexTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This description outlines an automated trading system that combines RSI, moving averages, and stochastic indicators. It says the EA operates using the price of the currently open candle and can be applied across timeframes to major forex pairs and NASDAQ…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This trading system enters when fast and slow moving averages cross while the Commodity Channel Index crosses its zero line in the same direction. It exits when the moving averages cross back. A stop loss is set using the Average True Range from the most…

Technical indicatorsTrend followingRisk managementPosition sizing
MQL5 code base

This document describes a trading robot for major forex pairs and Nasdaq stocks, intended to operate on a daily chart. It says the EA uses the current candle’s opening price and offers fast and slow moving-average settings, stop loss and take profit…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

The document describes a simple expert advisor that trades when the Relative Strength Index crosses configured thresholds. It opens a buy when RSI crosses the lower level upward and a sell when RSI crosses the upper level downward. To reduce signals caused…

ForexTechnical indicatorsMean reversionPosition sizing
SuperMind

This document presents a code-heavy Chinese equity strategy built around a third-party stock screener. It describes buying candidates from the screen, limiting the portfolio to a fixed number of holdings, and checking positions once per day. A position…

EquitiesChina marketsRisk managementPosition sizing
MQL5 code base

This MetaTrader Expert Advisor identifies trend direction using three moving averages, with example periods of 200, 50, and 25, and enters trades from Parabolic SAR signals. It can close positions on an opposite signal and includes options for choosing…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This expert advisor trades when two lines of a custom moving-average-on-momentum indicator cross. It filters entries by the indicator’s 100 level: buy signals qualify below it, while sell signals qualify above it. Positions can exit at a point-based…

MomentumTechnical indicatorsPosition sizingRisk management
BigQuant

This Chinese brokerage research summary examines Fuling Zhacai, a single Chinese listed company, and proposes adjusting exposure according to how much future earnings its share price appears to anticipate. The analysis describes relatively stable analyst…

EquitiesChina marketsMean reversionPosition sizing
BigQuant

This BigQuant workflow builds a Chinese stock portfolio from a broad exchange and sector universe. Its factor query computes lagged price measures, ranks stocks using longer- and shorter-window returns, filters out special-treatment stocks, and removes rows…

China marketsEquitiesMomentumBacktesting
MQL5 code base

This MetaTrader 4 expert advisor is designed as a chart-side control panel for manually managed trading. It displays the symbol, timeframe, account leverage, current spread, selected lot size, estimated tick value, required margin, and the profit or loss and…

ExecutionPosition sizingRisk managementForex
FMZ forum

The document surveys several exit rules: sell after a position underperforms for a set time, combine elapsed time with a rising stop level, use fixed price thresholds for exits, trail a stop below the holding-period high, or adjust a stop in steps as the…

Risk managementPosition sizingTechnical indicatorsEquities
SuperMind

This post outlines a Peter Lynch-style equity selection rule based on the price-to-earnings ratio divided by a growth rate. Stocks with PEG below 0.5 enter the candidate pool; when that does not fill the available slots, existing holdings below 1.0 can be…

EquitiesFactor investingPosition sizingRisk management
MQL5 code base

This script description covers opening a position with stop-loss and take-profit distances specified in points from the current price. Its money-management input is intended to set deal volume in relation to the account deposit, expressing the funds used in…

Risk managementPosition sizingExecution
MQL5 code base

The document describes an Expert Advisor that places pending orders in both directions shortly before a scheduled economic release. If an order activates, the system trails its stop loss; after the release window, it removes pending orders that did not…

Event-drivenExecutionPosition sizingRisk management
MQL5 code base

The document describes a trading robot that combines moving averages with fractal-derived trend lines. It says the trend line acts as a filter alongside moving-average signals in live trading, while the robot trades using the opening price of a candle. The…

ForexTechnical indicatorsRisk managementPosition sizing
ProRealCode

This long-only strategy for QQQ uses a three-period Relative Strength Index to identify short-term weakness and recovery. It enters when RSI falls below 10 and exits when RSI rises above 50. Position size starts at 100 shares and increases in steps as…

EquitiesMean reversionTechnical indicatorsPosition sizing
SuperMind

This Chinese equity screening rule selects stocks with turnover between 3% and 12%, a K value below 20, and a shortening green MACD histogram on a 15-minute timeframe. The article presents the combination as a buy signal and includes example screening logic…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This MT5 expert advisor estimates and displays the combined monetary value associated with stop-loss and take-profit levels across currently open positions. It iterates through positions with a nonzero stop or target, uses each position’s entry-to-level…

Risk managementPosition sizingExecution
MQL5 code base

The document introduces a position-sizing problem: sizing each new trade against its own risk allowance can understate total exposure when existing positions move in similar ways. It uses a long EUR/USD position followed by a long GBP/USD position as an…

ForexPosition sizingRisk management
MQL5 code base

The document describes a set of trading scripts for adding to positions as price moves favorably. Traders can enter at market or use a stop order at the prior bar’s high or low, then place three additional pending orders in the same direction. A separate…

Trend followingPosition sizingRisk managementTechnical indicators
MQL5 code base

This Expert Advisor combines RSI threshold signals with a grid position-building approach. After an initial entry, it can add positions as price moves against that trade. An overlap function aims to reduce drawdown by closing selected combinations of…

Technical indicatorsGrid tradingRisk managementPosition sizing