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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 places Buy Stop and Sell Stop orders around a recent price range, either at its edges or near its center. It can manage open Buy and Sell positions with classic trailing stops, prior-bar high/low levels, or a moving average. The…

ForexBreakoutPosition sizingRisk management
BigQuant

The discussion explains how to change a StockRanker strategy’s initial buying schedule when starting a live simulation. The questioner says the strategy gradually adds positions, leaving the portfolio underinvested at launch, and wants the simulation’s first…

EquitiesPosition sizingPortfolio construction
FMZ forum

The document compares three ways to add to a winning stock position: increasing each successive addition, adding equal amounts, or reducing each addition. In its example, a trader buys at three progressively higher prices using a fixed total share…

EquitiesPosition sizingRisk management
MQL5 code base

The document outlines an automated trading system that uses fractals and moving averages, described for hourly charts on major currency pairs and NASDAQ stocks. Its settings include entry and exit parameters, take-profit and stop-loss options, trailing…

ForexEquitiesTechnical indicatorsRisk management
BigQuant

This tutorial outlines a long and short strategy that uses short and long simple moving averages to identify trend changes. A bullish crossover triggers a long signal, while a bearish crossover triggers a short signal. It describes applying the approach to…

ForexEquitiesTrend followingTechnical indicators
MQL5 code base

This expert-advisor strategy follows trend changes signaled by the TTM-Trend indicator. It checks for a colored bar when a bar closes, then opens a position; it can increase position volume when the latest deal’s profit exceeds a user-set point threshold.…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The document describes a MetaTrader 5 utility for estimating lot size before a trade. A trader supplies either a risk percentage or a fixed amount, an account value, and a stop-loss distance; the calculator converts those inputs into a volume compatible with…

Position sizingRisk managementExecutionForex
MQL5 code base

This document describes an Expert Advisor that compares the opening prices of the current bar (bar zero) and bar two. It identifies the comparison as the strategy’s central rule, but does not state what trade direction or entry condition follows from the…

Technical indicatorsRisk managementPosition sizingBacktesting
MQL5 code base

This document describes a utility that monitors a selected basket of open positions and attempts to close that basket when its floating loss reaches a user-set threshold. The loss limit can be a fixed cash amount or a percentage of account balance or equity;…

Risk managementPosition sizingExecutionMarket microstructure
MQL5 code base

This Expert Advisor description presents a channel-based trading method. It finds the highest high and lowest low over a chosen lookback period and derives a reference level from those bounds and the close. A close between the reference level and the channel…

Technical indicatorsBreakoutRisk managementPosition sizing
FMZ forum

This post outlines a long-term Bitcoin strategy based on the standard Ichimoku cloud. It scales position changes according to where price sits relative to the cloud when a crossover occurs: bullish crossovers lead to smaller, medium, or full purchases below,…

CryptoTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This page describes a configurable expert advisor presented for mean-reversion trading, with a stated preference for major forex pairs on daily charts. It lists settings for trade size, moving averages, fractal counts, stop loss, take profit, maximum trades,…

ForexMean reversionRisk managementPosition sizing
BigQuant

This forum post asks how a portfolio-sizing expression allocates cash for purchases and sales. It defines an average cash amount by dividing portfolio value by the holding period, caps buy cash at available cash and a staging-dependent multiple of that…

EquitiesMachine learningPosition sizingPortfolio construction
MQL5 code base

This Expert Advisor checks for signals only when a new bar begins and combines the Adaptive Moving Average with the Relative Strength Index. A buy setup uses a two-stage sequence: RSI must fall below the configured lower level, set to 30 in the example, and…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The described expert adviser looks for a candle whose high-to-low range exceeds twice the range of the preceding candle. If that expanded-range candle closes above its open, it signals a buy; if it closes below its open, it signals a sell. The accompanying…

BreakoutMomentumForexPosition sizing
MQL5 code base

This document describes an expert advisor that combines fast and slow moving averages with RSI to generate buy and sell signals. It evaluates signals when a new bar appears, while managing open positions on each tick. The slow moving average period is set to…

ForexTechnical indicatorsBacktestingPosition sizing
MQL5 code base

This brief description presents an automatic mechanism for setting stop-loss and take-profit levels, with confirmation before the settings are applied. It says the calculations use the purchase cost as their reference point. The current setup provides one…

Risk managementExecutionPosition sizing
SuperMind

This stock selection idea screens Shanghai-listed equities whose codes begin with 60, whose turnover rate is between 3% and 12%, and that show signs of institutional buying. The stated rationale is that institutional activity may signal buying interest,…

EquitiesChina marketsPosition sizingRisk management
Cryptohopper blog

The document presents five basic practices for controlling risk in cryptocurrency trading: keep position size appropriate to one's experience and comfort, limit leverage, cap planned loss on an idea using a 2% capital rule, place a stop loss, and favor…

CryptoRisk managementPosition sizingExecution
BigQuant

This study describes a revised deep Q-network approach for timing individual Chinese stocks. The earlier version used daily OHLCV data and several common factors as its state. The revision instead takes a configurable window of recent closing prices and…

EquitiesMachine learningBacktestingPosition sizing
SuperMind

This Chinese equity screen combines three filters: membership in the metaverse concept group, an upward-moving 30-day moving average, and a stated circulating market capitalization band of 50 to 100 hundred million yuan. The article includes example formula…

EquitiesTechnical indicatorsTrend followingPosition sizing
MQL5 code base

This Expert Advisor uses two configurable systems, one for long trades and one for short trades, based on Vortex Indicator signals. Its added money management changes the next trade's volume according to recent outcomes in the same direction. The example…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document inventories the interface of an MQL5 class intended to manage a hedging strategy. It describes parameters for target profit, starting lot size, desired gain per lot, buy and sell levels, order spacing, and a hard stop loss. Read-only methods…

ForexExecutionRisk managementPosition sizing
BigQuant

This post shows a daily stock strategy that combines a market risk filter, a trailing stop, and ranked portfolio rotation. It exits all holdings when a market risk indicator is positive, otherwise checks each position against a stop set below the highest…

EquitiesRisk managementPosition sizingExecution