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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 script sets a stop loss for each open position so that a hit would produce an approximate loss equal to a specified amount in the account’s currency. It is intended to work across deposit currencies and forex symbols by using the platform’s loss tick…

ForexRisk managementPosition sizingExecution
MQL5 code base

This document describes a chart indicator for estimating potential profit or loss from a trade size, or estimating the size needed to reach a chosen profit or loss. The user selects which value to enter; the indicator calculates the other value and displays…

Position sizingRisk management
MQL5 code base

The document describes a trading framework built around an expert advisor with modules for price and tick pressure, recurring flow patterns, weighted volume delta, candle forecasts, volatility-adjusted thresholds, tick activity, historical forecast accuracy,…

ForexTechnical indicatorsVolatilityRisk management
MQL5 code base

The OzFx description combines the Stochastic Oscillator with the Accelerator Oscillator to generate entry signals. A buy requires the Stochastic reading on the latest completed bar to exceed a chosen level, while the Accelerator reading rises from below zero…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes an MT4 trading panel intended to let a trader set stop-loss and take-profit distances in pips, trade count, position size, and the instrument before placing orders. Its purpose is to make order setup faster, particularly when markets…

ExecutionPosition sizingRisk management
MQL5 code base

This document describes an MT5 chart panel for estimating trade size from a chosen percentage of account balance. The trader positions two horizontal chart lines to set low and high price levels, which the panel uses to preview buy and sell lot sizes…

Risk managementPosition sizingExecution
MQL5 code base

Elder’s Safe Zone Triple extends Alexander Elder’s Safe Zone indicator by displaying three lines with separate settings. The stated purpose is to estimate stop-loss levels that remain close enough to price to protect accumulated gains while leaving enough…

Risk managementTechnical indicatorsPosition sizing
vn.py community

The forum question asks how to add an available-funds check when a trading framework converts an order request under lock logic. The proposed approach is to obtain account information through the main engine, read the account’s available balance, compare it…

Risk managementExecutionPosition sizing
SuperMind

These notes summarize Alexander Elder’s approach to trading as a discipline built on market analysis, money management, and adherence to a plan. They describe how crowd behavior shapes prices, why traders should keep a journal to identify recurring mistakes,…

Technical indicatorsTrend followingRisk managementSentiment
BigQuant

This operations manual explains how a desktop terminal turns signals from simulated strategies into live equity trade plans. It describes linking an access credential, reviewing and editing proposed quantity and timing, and explicitly confirming plans before…

EquitiesExecutionPosition sizingRisk management
BigQuant

This short platform support exchange addresses why assigning equal target weights to five stocks may initially result in positions below the intended 20% per stock. The answer points to a trade-module setting that limits how much volume can be filled and…

EquitiesExecutionPosition sizing
SuperMind

This market-timing approach applies a modified MACD with parameters 20, 60, and 3 on 60-minute and 5-minute charts. It classifies bullish conditions as both lines above zero with a bullish crossover, and bearish conditions as both below zero with a bearish…

EquitiesTechnical indicatorsMomentumTrend following
BigQuant

This brief note explains that an MT4 drawdown calculation can be scoped by magic number and trading symbol. Those filters make the reported drawdown apply to trades associated with a particular Expert Advisor identifier and instrument, rather than…

Risk managementPosition sizingExecution
SuperMind

This Chinese-language post describes a stock-selection screen for companies classified in the metaverse sector. It selects stocks whose actual turnover rate from two sessions earlier is between 3% and 28%, while excluding stocks that closed at the prior…

EquitiesChina marketsTechnical indicatorsPosition sizing
BigQuant

The article presents five broad rules for surviving in equity markets: avoid borrowing to invest, do not rely excessively on technical analysis, combine macro views with industry and company research, remain humble about market uncertainty, and avoid…

EquitiesRisk managementPosition sizingChina markets
MQL5 code base

This educational MetaTrader 5 strategy trades continuation after a qualifying gap between the prior Nikkei 225 cash-session close and the new session open. It builds an opening range from one-minute bars, calculates session VWAP, and considers a long after…

FuturesBreakoutTechnical indicatorsRisk management
SuperMind

This introductory example presents a simple moving-average strategy for one Chinese-listed stock. It calculates the average closing price over the most recent five sessions and compares it with the average over twenty sessions. When the shorter average is…

EquitiesTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The document describes an account-level risk management tool for MetaTrader 5. It outlines controls for equity drawdown, daily losses, trailing drawdown from peak equity, trading hours, spreads, position counts, total lot exposure, and daily order counts.…

Risk managementPosition sizingExecution
BigQuant

This A-share commentary contrasts the time horizons and advantages attributed to institutions, quantitative firms, and short-term speculators, while arguing that retail traders often misread losses as deliberate targeting. Its practical advice is to focus…

EquitiesChina marketsRisk managementPosition sizing
MQL5 code base

The document describes an automated trading approach that opens an initial position in the direction of the current candle. When the trade moves favorably by a configured point threshold, the system adds volume to the position. It can begin trading once the…

Technical indicatorsPosition sizingBacktesting
Stratmill research code

This Python script launches a Rust grid-trading backtest for each symbol in a ticker configuration. It assembles daily market-data and latency-file paths for a specified date range, passes instrument and strategy settings to the backtest executable, and runs…

BacktestingGrid tradingPosition sizingExecution
MQL5 code base

The panel description outlines tools for discretionary or automated trading execution. A position size calculator derives volume from a stop loss and a chosen risk percentage. A split-order feature divides an intended trade into two orders, with one assigned…

Position sizingRisk managementExecutionTechnical indicators
MQL5 code base

FMOneEA is a MetaTrader 4 expert advisor whose documented settings cover trading timeframe, lot sizing, profit targets, stop losses, trailing controls, and handling losing orders. Earlier versions used ZigZag and MACD signals on an hourly chart; a later…

ForexTechnical indicatorsRisk managementPosition sizing