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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

The document describes a MetaTrader 5 library for testing expert advisors against simplified proprietary trading challenge rules. It records an initial balance, calculates profit or loss relative to that amount, and uses tester deposit or withdrawal…

BacktestingRisk managementPosition sizing
MQL5 code base

The document describes an analyzer for assessing whether several trading systems diversify one another. It groups closed trades by magic number, aggregates profit and loss at a chosen daily, weekly, or monthly interval, and compares the sum of each system’s…

Portfolio constructionRisk managementStatisticsPosition sizing
MQL5 code base

This EURUSD strategy places pending orders around the previous day's high and low, seeking to enter in the direction of a range break. The described setup places a buy above the prior high and a sell below the prior low, adjusted for spread. Both orders are…

ForexBreakoutExecutionRisk management
FMZ forum

The article distinguishes planned stop losses from sudden losses that occur when a stop cannot be executed at its intended level. It describes fixed stops based on a price or loss limit, trailing stops that follow conditions such as moving averages or…

FuturesRisk managementExecutionPosition sizing
MQL5 code base

This expert advisor uses the Parabolic SAR indicator to choose a direction: it buys when the Ask price is above the indicator and sells when it is below. The description identifies configurable chart timeframe, stop loss, take profit, order volume, risk…

FuturesTechnical indicatorsRisk managementPosition sizing
OctoBot

This guide describes order-size expressions in OctoBot, grouping them into fixed, portfolio-scaled, and variable amounts. Fixed amounts specify a quantity in the base asset or a value in the quote asset. Scaled amounts can reference holdings associated with…

Position sizingCryptoFuturesRisk management
Lumibot

This Lumibot guide explains three futures asset choices: continuous contracts, specific-expiry contracts, and automatically selected expiries. It presents continuous futures as a convenient choice for multi-year backtests because they avoid manual expiration…

FuturesBacktestingRisk managementPosition sizing
MQL5 code base

This Expert Advisor monitors open positions as a group and can close them when combined profit reaches a configured take-profit level or combined loss reaches a stop-loss threshold. The thresholds can be measured as percentages or in the account’s deposit…

Risk managementPosition sizingExecution
MQL5 code base

The document describes an Expert Advisor for manual trading that applies stop-loss and take-profit levels to market and pending orders. Its controls include when trailing begins, the trailing distance from the current price, the profit threshold for moving a…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This Expert Advisor combines a Laguerre indicator, a moving average, and the Commodity Channel Index to define buy and sell conditions. The document describes buying when Laguerre is at its lower extreme, the moving average is rising, and CCI is below a…

Technical indicatorsMean reversionMomentumPosition sizing
MQL5 code base

The document proposes watching for divergences in the relationship between two currency pairs and taking opposing positions when a gap appears. It focuses on AUD/JPY, CAD/JPY, and NZD/JPY, and gives AUD/JPY versus NZD/JPY as an example. A pip-value…

ForexPairs tradingArbitragePosition sizing
MQL5 code base

This document describes a MetaTrader expert advisor derived from an earlier Forex Fraus version. It uses the Envelopes indicator and was designed for EUR/USD on the one-minute chart, with possible use on other instruments. The EA can apply adjustable…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This page serves as a source-code index for a developing multicurrency Expert Advisor series. The series explores combining multiple trading strategies inside one program so they can operate on the same account. Its planned design moves market order handling…

ForexPortfolio constructionPosition sizingBacktesting
Cryptohopper blog

This document describes a forex expert advisor that uses two moving averages to determine trade conditions. If price moves against an open position by a configured pip distance, the system opens another trade in the original direction and repeats the process…

ForexTechnical indicatorsPosition sizingRisk management
BigQuant

This essay uses an unfinished introduction to a supposed futures reversal method to illustrate the appeal and danger of searching for secret signals. It does not describe a specific entry rule or demonstrate that any reversal strategy works. Instead, it…

FuturesRisk managementPosition sizing
BigQuant

This forum question concerns two lines in a portfolio trading template that limit how much cash may be allocated to an instrument. The poster asks whether the instrument is a stock selected by a prediction step, whether the maximum cash parameter is the…

Position sizingRisk managementEquities
SuperMind

This Chinese-language document presents a stock-selection screen combining three conditions: RSI below 65, a product involving percentage price change and large-order net volume, and an opening price near the 10-day moving average. The stated rationale is to…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes revisions to a MetaTrader expert advisor called Multi Arbitration. It trades two currency pairs at once: the chart’s main symbol and a second symbol selected from a fixed list of 20 forex pairs. The revised entry rule adds a buy only…

ForexPosition sizingExecution
MQL5 code base

This Expert Advisor opens trades only when a new bar appears and permits new entries only during configured working hours, while allowing positions to close outside that window. Its initial direction rule compares the 200-period exponential moving average…

Technical indicatorsTrend followingPosition sizingRisk management
SuperMind

The proposed Chinese stock screen looks for main-board companies associated with robotics, with turnover between 3% and 12% and free-float market capitalization below 10 billion yuan. It also requires three moving-average pairs to cross upward: 5 over 10…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This MetaTrader expert-advisor example describes an automatic reversal rule. When a position closes, the program detects the closing deal and opens a new position in the opposite direction on the same symbol, using the same volume. For instance, closing a…

ForexExecutionPosition sizing
vn.py

This document describes a guided process for turning a trading idea into a strategy that can be reviewed and tested. It moves through defining the idea, drafting and confirming its logic, generating and checking code, running a backtest, planning parameter…

BacktestingRisk managementPosition sizing
MQL5 code base

This brief library description explains a stop-loss helper for market execution orders. It supports either a stop distance set in points or a distance derived from the average true range, with an adjustable ATR multiplier. The stated default multiplier is…

Risk managementPosition sizingTechnical indicatorsExecution
MQL5 code base

This expert advisor uses UltraMFI signals to enter trades when a bar closes and the displayed trend cloud changes direction. It adjusts the size of a new trade according to recent results in the same direction: configurable counts of recent buy or sell…

ForexTechnical indicatorsPosition sizingBacktesting