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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,613 documents

MQL5 code base

This document describes a defensive trading monitor that supervises open positions without initiating trades. Its controls can be enabled separately: it can detect positions without stop losses and set a stop using chart-timeframe ATR, enforce a daily loss…

Risk managementPosition sizingTechnical indicators
MQL5 code base

This document describes an Expert Advisor built around an initial pair of buy and sell stop orders. When one activates, the other is canceled. If the resulting position moves against the trader, the system opens an opposite position at progressively wider…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

This expert advisor uses RSI levels to initiate grid trading orders, with configurable parameters for the RSI period, upper and lower thresholds, and calculation timeframe. It also allows control of initial order size, lot multiplication, maximum lot, grid…

ForexGrid tradingTechnical indicatorsRisk management
BigQuant

This Chinese-language guide compares three configurations for a trading bot called “Wind Following”: a classic two-sided mode, a custom-multiple long-only mode, and a fast-entry, fast-exit long-only mode. It gives suggested account sizes, per-coin…

CryptoGrid tradingPosition sizingRisk management
BigQuant

This Chinese market-timing report assesses the broad A-share market as still being in a longer-term decline despite a recent rebound. It combines distance from a moving average and a measure of market-wide profit-making breadth to classify the trend, then…

China marketsEquitiesTrend followingPosition sizing
MQL5 code base

The document introduces two Expert Advisors that use price crossing a moving average as an entry signal. One version applies a Martingale approach after losses, while the other does not. It notes that the tools used by both programs are contained in a…

EquitiesTechnical indicatorsPosition sizing
SuperMind

This proposed stock screen looks for companies with daily high-low range above 1%, market capitalization below 10 billion, and no losses. The initial description refers to 2021 data; the refined version adds positive net income in each of the latest four…

EquitiesTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This document describes a trailing-stop service that can manage one open position per symbol. For a real stop, the trader includes the desired stop distance in points in the order comment. For a virtual stop, the trader creates a horizontal chart line for…

Risk managementPosition sizingExecution
BigQuant

This debugging note follows an attempt to combine a daily top-ten stock selection strategy with exits when a holding gains about 9% or loses 5%. The author reports that `context.options['data']` is a DataSource and has no `positions` attribute, so it cannot…

EquitiesExecutionRisk managementPosition sizing
MQL5 code base

This Expert Advisor combines three independent systems that trade when a ColorX2MA_Digit indicator changes color at a bar close, signaling a trend change. Each system can be enabled or disabled separately and manages its own long and short entries. Position…

ForexTrend followingTechnical indicatorsPosition sizing
vn.py community

This brief forum exchange addresses how to retrieve an account’s funds in VeighNa and whether the value can be used in a backtest or only in live trading. The response points to the engine’s account-retrieval method and states that this call is unsupported…

BacktestingPosition sizing
FMZ forum

This installment explains two parts of a spot-market strategy. Its account routine estimates total account value using available and frozen balances, marks coin holdings at the best bid, and tracks the coin share of portfolio value. If that share moves…

CryptoSpot marketsMarket microstructureExecution
MQL5 code base

This document describes an MT5 utility for estimating the potential risk and reward of a planned trade. Inputs include entry, stop-loss and take-profit prices, lot size, and direction; the calculator estimates possible loss and profit, account risk…

Risk managementPosition sizingExecution
MQL5 code base

This document describes a demonstration trading panel built with the MasterWindows interface library for MQL5. It illustrates how a panel can display a probability-style signal based on applied-price data and submit market orders. Its controls include…

ExecutionPosition sizingRisk managementTechnical indicators
ProRealCode

The Donchian Volatility Indicator measures the width of a price channel in a separate panel to visualize volatility expansion and contraction. It sets the upper boundary at the highest high over a lookback period plus an ATR-based buffer, and the lower…

VolatilityTechnical indicatorsBreakoutPosition sizing
Amberdata research

The document explains how DeFi borrowers pledge collateral worth more than their loans, creating a buffer against falling crypto prices. It discusses how lending platforms set overcollateralization ratios according to collateral risk, market conditions, and…

CryptoDeFiRisk managementPosition sizing
ProRealCode

This document describes a long-only mean-reversion strategy for QQQ using Internal Bar Strength (IBS), calculated as the close’s position within the day’s high-low range. It treats a very low reading as a short-term oversold signal: enter at the next market…

EquitiesMean reversionTechnical indicatorsPosition sizing
SuperMind

The article outlines buy-and-hold, day-trading, and swing-trading approaches for volatile altcoins, and describes stablecoins mainly as trading-pair assets, temporary havens, or inputs to yield farming. It distinguishes fundamental research, such as…

CryptoSpot marketsDeFiRisk management
MQL5 code base

JK Synchro is an expert advisor that compares opening and closing prices across a configurable range of candles to decide when to open positions. The entry process is gated by three controls: the existing position count must remain below a candle-analysis…

Technical indicatorsRisk managementPosition sizing
ProRealCode

This short-term strategy uses a Gann Market Model style filter to enter long positions when price is above levels derived from exponential averages of highs and lows over three lookback periods. It scores each period as bullish or not, then buys when all…

Trend followingTechnical indicatorsPosition sizing
MQL5 code base

The AntiFragile EA applies a grid-like approach to EUR/USD: it places buy and sell limit orders at intervals, increasing trade size with each additional order, then relies on price reversals to close positions profitably. The stated premise is that price…

ForexGrid tradingMean reversionPosition sizing
MQL5 code base

This document outlines a simplified MetaTrader 4 Expert Advisor intended for EURUSD on a five-minute chart. It combines moving-average direction, RSI, MACD, Bollinger Bands, and stochastic conditions to form buy and sell signals. The stated default…

ForexTechnical indicatorsPosition sizingExecution
SuperMind

This stock screen combines a metaverse industry classification with an upward-moving 30-day moving average and turnover between 3% and 12%. It aims to identify shares associated with a current sector theme, positive recent price direction, and trading…

EquitiesTechnical indicatorsMomentumPosition sizing
ProRealCode

The document presents a two-hour strategy adapted for Brent crude, combining smoothed RSI crossover signals from the Traders Dynamic Index approach with Heiken Ashi price values and a shifted moving average of typical price. Long entries occur when the…

CommoditiesTechnical indicatorsMomentumPosition sizing