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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

The Expert Advisor described here seeks pullbacks after a strong one-way move. It counts a user-defined run of bars moving in the same direction, with each candle body larger than the previous one, then opens a position in the opposite direction. The…

Mean reversionTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This Expert Advisor description outlines a swing-level trading method that identifies confirmed highs and lows on a four-hour chart, then watches a fifteen-minute chart for price to breach and close beyond those levels. A detected sweep triggers an automatic…

ForexTechnical indicatorsBreakoutPosition sizing
MQL5 code base

This Expert Advisor trades breaks of the high or low formed during a selected time interval. A move above the range triggers a buy, while a move below triggers a sell. The initial stop is placed at the opposite range boundary, and the take-profit distance is…

BreakoutPosition sizingRisk managementForex
MQL5 code base

The document describes an MT5 chart indicator that turns daily loss and overall drawdown limits into price levels based on a trader’s current net positions in the chart symbol. It displays the stricter of the two levels as the main line, with optional…

Risk managementPosition sizingMulti-asset
MQL5 code base

This Expert Advisor is designed for hedge accounts and holds opposing long and short positions. At each new bar, it closes existing positions and opens a buy and a sell simultaneously. The intended outcome is for one side to reach its take-profit level…

ForexExecutionPosition sizingRisk management
BigQuant

The document explains a portfolio approach built around StockRanker, a model that ranks stocks using historical data. Each day, the strategy buys the highest-ranked candidates and sells or replaces holdings that fall toward the bottom of the ranking. The…

EquitiesMachine learningPortfolio constructionPosition sizing
MQL5 code base

The document describes settings for an automated trading system that can operate as a hedging grid or place a single trade. It lists controls for closing a basket at a profit or loss threshold, monetary take-profit and trailing stops, maximum trade count,…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

This expert advisor enters in the direction of the prevailing trend after price has traversed a specified share of its average daily range. It estimates that range with a 20-bar ATR and uses an 80% threshold by default. The stated stop is the daily high for…

FuturesTrend followingVolatilityTechnical indicators
MQL5 code base

This expert advisor begins by opening opposing positions with the same initial lot size, each protected by a stop loss and managed with trailing-stop settings rather than a take-profit target. The author’s logic treats a losing stop-out as evidence of a…

ForexTrend followingPosition sizingRisk management
BigQuant

This Chinese-language tutorial describes implementing a stock-ranking strategy in BigTrader by passing StockRanker predictions directly to the trading engine and coding the trade logic there. It allocates purchases among the top-ranked stocks using weights…

EquitiesMachine learningPosition sizingPortfolio construction
BigQuant

This BigQuant note explains how to change a strategy template’s initialization settings from a declining weight schedule to equal weights. The existing example assigns larger allocations to earlier stocks using weights proportional to the inverse logarithm…

EquitiesPortfolio constructionPosition sizing
MQL5 code base

This document describes an Expert Advisor that estimates the largest lot size that could be used to open a position with the deposit’s available free margin. It displays the calculated size in a chart corner. A position type input lets the user select buy or…

Position sizingRisk management
MQL5 code base

The document describes an expert advisor that draws Fibonacci time zones on a chart and supports trading on price breakouts. It includes controls for manual order handling, stop-loss and take-profit settings, and managing multiple open trades. Users can…

Technical indicatorsBreakoutRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor that runs two systems based on signals from the FineTuningMACandle indicator: one for long positions and one for short positions. Each side has its own input settings, including distinct identifiers and money…

Technical indicatorsBacktestingPosition sizingEquities
MQL5 code base

The document describes a MetaTrader utility for moving several open positions to breakeven once price has moved favorably. It offers two trigger approaches: a points-based move, with a stated default of 100 points for a five-digit broker, or a target-price…

Risk managementPosition sizingExecutionForex
vn.py community

The thread discusses changing a Turtle-style CTA backtest from a fixed number of contracts per trade to dynamically sized positions. A user reports editing a strategy variable intended to replace the fixed unit, but the refreshed backtest still uses the…

FuturesTrend followingPosition sizingBacktesting
SuperMind

The document describes buying already-listed Chinese convertible bonds at lower prices and selling them higher, including the appeal of same-day trading and lower stated transaction fees than stocks. It contrasts this approach with bond subscriptions and…

China marketsFixed incomeArbitrageRisk management
ProRealCode

This strategy uses Ichimoku cloud position and the relationship between the Tenkan-sen and Kijun-sen to generate directional entries. A long requires price above both cloud spans, a bullish candle, and Tenkan-sen above Kijun-sen; a short applies the opposite…

Technical indicatorsTrend followingForexEquities
MQL5 code base

The document describes a MetaTrader account guard for enforcing prop-firm limits alongside an existing trading strategy. It monitors static and trailing drawdown, daily loss, profit targets, payout consistency, minimum trading days, news restrictions, and…

Risk managementPosition sizingExecution
MQL5 code base

This Expert Advisor pairs signals from the MA Rounding Candle indicator with position sizing that responds to recent trade outcomes. It enters when a completed bar indicates a trend change, shown by a candle color change. Buy and sell histories are evaluated…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The Glitch Index measures price deviation as a percentage above or below a detrended simple moving average. The system treats sufficiently negative readings as potential long entries and exits after the index rises into positive territory. It trades long…

Mean reversionTechnical indicatorsPosition sizing
MQL5 code base

The document outlines a set-and-forget trading approach implemented as an MT4 expert advisor. The user supplies the number of pending stop-limit orders, an initial entry price, a stop loss, a take profit, and a position size. The stated idea is to place…

ForexPosition sizingRisk management
MQL5 code base

This document presents a library of trading functions for opening and closing positions and calculating trade size. Its sizing routine estimates the loss budget from account equity or balance and a user-specified risk percentage, then divides that budget by…

Position sizingRisk managementForexCommodities
MQL5 code base

The document describes a position-size calculator that uses a trader’s chosen percentage risk and stop-loss distance to determine lot size. The stop can be specified as a fixed number of points or as a multiple of Average True Range, linking the size of a…

Position sizingRisk managementForexTechnical indicators