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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 brief description presents an Expert Advisor that uses three time frames to identify a trend and trades the open candle price. It lists support for major forex pairs and NASDAQ stocks, along with configurable stop losses, take profits, trailing stops,…

ForexEquitiesTechnical indicatorsPosition sizing
BigQuant

The article presents five ideas attributed to an active Chinese stock trader: focus on the strongest leading shares rather than broad-market direction, buy into conspicuous strength, use small capital for flexibility, concentrate decisions in a short morning…

EquitiesMomentumBreakoutPosition sizing
Cryptohopper blog

The document explains dollar-cost averaging (DCA) as buying an asset at regular intervals or adding purchases after a price decline. It presents the approach as a way to build a position over time while reducing reliance on short-term market timing and…

CryptoPosition sizingRisk managementExecution
vn.py community

This community post asks how to start a live or simulated trading strategy with positions already held in the account, rather than having the strategy assume it begins flat. It also raises a related backtesting question: a user supplied an initial-position…

ExecutionBacktestingPosition sizing
MQL5 code base

This Expert Advisor uses Stochastic Oscillator signals to open trades and includes averaging, a configurable cap on open positions, and optional trailing stops. Its inputs cover trade size, take-profit and stop-loss distances, trailing distance, maximum…

Technical indicatorsForexPosition sizingRisk management
MQL5 code base

This expert-advisor description outlines a trading system that acts on several candlestick patterns. It allows separate stop-loss, take-profit, and trailing-stop settings for long and short positions, plus a shared trailing increment. The system is designed…

ForexTechnical indicatorsRisk managementPosition sizing
FMZ forum

The article argues that traders should avoid relying on elaborate market theories or stacks of technical indicators. It recommends choosing a method that suits the trader, then checking it against historical charts and defining entries, stops, scaling…

FuturesTechnical indicatorsStatisticsPosition sizing
MQL5 code base

Equity Guard is described as an account-level risk tool that tracks losses from a daily reference point and reacts when a configured trigger is reached. The reference can be the account’s balance or equity at the daily reset, and the limit can be expressed…

Risk managementPosition sizingExecution
MQL5 code base

This expert advisor uses the Stochastic oscillator to close existing positions according to one of three rules: %K crossing %D in an extreme zone, %D entering an overbought or oversold zone, or %D leaving one. The rules are directional: for example, an…

Technical indicatorsRisk managementPosition sizingExecution
MQL5 code base

The document outlines an expert advisor that places grid orders using average true range values. Its inputs include a profit target tied to invested capital, a moving-average period intended to assess trend, a multiplier that scales each new order from the…

Grid tradingVolatilityTechnical indicatorsPosition sizing
MQL5 code base

This short description outlines an automated strategy built around the Average Directional Index (ADX). It says the expert can trade any supported symbol and uses a fixed position size, stop loss, and take profit. The listed settings let a user choose the…

Technical indicatorsPosition sizingRisk management
MQL5 code base

The document outlines a rule-based trading approach using candlestick patterns and RSI thresholds. It opens buys on bullish engulfing candles when RSI is above an overbought level, and sells on bearish engulfing candles when RSI is below an oversold level.…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes configurable trade-management options for closing part of an open position and moving a stop loss to the break-even area. Its listed settings enable partial closing, set the percentage of position volume to close, enable stop movement,…

Risk managementPosition sizingExecution
FMZ forum

This historical OKCoin strategy combines short-term price-breakout trading with a portfolio-balance rule. It tracks recent trades, order-book prices, and a smoothed trading-volume measure. When price moves beyond a threshold relative to recent highs or lows,…

CryptoHigh-frequency tradingBreakoutMomentum
backtrader

This script implements a long-only buy-the-dip strategy for a single price series. It measures declines using one of several definitions: close versus prior close, close versus open, close versus high, or low versus high. When the selected measure crosses a…

Mean reversionBacktestingPosition sizingEquities
MQL5 code base

The document describes an automated strategy that buys more as a contract price falls and sells more as it rises. Despite being labeled arbitrage, the approach trades price moves in exchange contracts without requiring a corresponding commodity price…

ForexMean reversionArbitrageRisk management
MQL5 code base

The document describes an MT4 script that totals the net imbalance across existing positions and places a trade in the opposite direction for that amount. Its examples show how the hedge changes as buys and sells accumulate: an excess of buy volume leads to…

ForexRisk managementPosition sizing
FMZ forum

This essay presents general principles for trading and investing: research the economy and business conditions, wait for suitable market opportunities, protect capital, and keep expectations realistic. It stresses that sound fundamentals do not by themselves…

Risk managementPosition sizingFutures
Hyperliquid docs

The document outlines delegated proof-of-stake mechanics for HYPE on Hyperliquid. Users can move HYPE from spot to a staking account, delegate it to validators, and earn rewards based on delegated stake after validator commission. Validators need a minimum…

CryptoRisk managementPosition sizing
FMZ forum

This FMZ Pine Script reference describes script structure, declarations, indentation, comments, and time-series behavior. It explains how historical values are accessed, illustrates calculations over bars, and discusses limits on historical references. It…

ExecutionPosition sizingBacktestingTechnical indicators
ProRealCode

This multiday strategy trades the FTSE 100 as an IG Markets CFD on hourly bars. It uses QQE signals crossing the midpoint for entries, with a Universal indicator as a directional filter. Month-specific multipliers adjust long and short position sizes,…

FuturesTechnical indicatorsMomentumPosition sizing
MQL5 code base

This document describes an expert advisor that opens trades using one of six signal configurations: MACD direction, price relative to a pivot, support and resistance breaks, or combinations of i_Trend, RSI, stochastic, and MFI. Users can reverse signals and…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from the XWPR_Histogram_Vol indicator. It enters when a bar closes after crossing an overbought or oversold level. The two levels correspond to separate positions, each with its own magic number…

ForexBreakoutTechnical indicatorsPosition sizing
MQL5 code base

The document describes a trading expert that closes all open positions when selected basket-level profit or loss conditions are met. It offers two closing modes: triggering on a percentage change or on a specified monetary amount. The author says the expert…

Risk managementPosition sizingExecution