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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 document describes an Expert Advisor that enters when price breaks the prior candle’s high or low, using a selectable candle timeframe from one minute to one month. A moving-average filter can be enabled, and the first trailing-stop adjustment moves the…

BreakoutTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This Expert Advisor applies a martingale approach with a configurable delay between entries. After an initial position, it waits a chosen number of bars before opening another position when the price moves by the specified step and a new entry signal…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

This page describes an Expert Advisor that opens trades from signals produced by an Arrows and Curves indicator. A nonzero value in one indicator buffer triggers a buy, while a nonzero value in another triggers a sell. Position size can be set as a fixed lot…

Technical indicatorsExecutionRisk managementPosition sizing
FMZ forum

The document presents a discretionary framework that combines broad market assessment with decisions about individual positions. Before trading, a trader reviews trend direction and maturity across daily, weekly, and monthly charts, possible reversal or…

Technical indicatorsTrend followingRisk managementPosition sizing
Hummingbot docs

The article explains inventory value and the risk market makers face when one side of their orders fills more often than the other. Inventory value is the current worth of a portfolio measured against a reference asset such as a fiat currency. When prices…

Market makingRisk managementPosition sizingCrypto
OctoBot

This introductory article defines a trading strategy as a plan specifying what to trade, when to enter and exit, and how much capital to risk. It says the plan should reflect the trader's goals and tolerance for losses, and describes technical analysis, risk…

Multi-assetRisk managementPosition sizingExecution
MQL5 code base

This product description outlines a trading expert advisor that uses a rate-of-change indicator and moving-average parameters, trades at the open of a candle, and is described as usable across time frames, major forex pairs, and NASDAQ stocks. Its settings…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document presents a basic automated trading example built around a stop-and-reverse indicator, alongside a function for adjusting trade size from the strategy's order history. The sizing routine scans closed orders associated with a particular strategy…

Technical indicatorsPosition sizingRisk management
ProRealCode

This document describes a rule-based intraday breakout system for the DAX using 15-minute bars. It tracks the day’s high and low from a specified morning start, then sets stop-entry levels inside those extremes once price has moved far enough from them. The…

FuturesBreakoutBacktestingRisk management
MQL5 code base

This document describes an informational MetaTrader 5 chart indicator for reviewing account and position risk before placing an order. It displays balance or equity, margin figures, bid and ask, spread, broker volume constraints, open positions, and floating…

Risk managementPosition sizingExecution
MQL5 code base

The document describes an MT4 utility for estimating a proposed trade’s risk and potential reward before entry. Inputs include entry, stop-loss and take-profit prices, position size, and an account-value basis selected from balance, equity, or a custom…

Risk managementPosition sizingExecution
MQL5 code base

This document describes a MetaTrader expert advisor that uses a moving average as a reference for opening and adding positions. It opens buys when price is above the average by a configured distance and sells when price moves below it by that distance.…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This Expert Advisor applies a portfolio-wide take-profit rule. It monitors the combined profit of all open positions and initiates closure of every position once that profit exceeds a user-set maximum level. The method therefore manages exits at the account…

Risk managementExecutionPosition sizing
MQL5 code base

This document describes an Expert Advisor intended to support manual trading on the current symbol. It can attach stop-loss and take-profit levels to open positions and pending orders, close positions or the whole book after profit thresholds are reached,…

Risk managementExecutionPosition sizing
pysystemtrade

This document lays out an ordered process for adding a strategy to a live trading system or replacing an existing one. It covers preparing instrument data, confirming a working backtest, configuring strategy and control files, implementing custom backtest,…

BacktestingExecutionRisk managementPosition sizing
FMZ forum

The article uses binomial price paths to explain how adding to positions changes the distribution of trade outcomes. In a fair random walk with zero expected return, it shows that both adding in the direction of the move and adding against it leave expected…

Position sizingRisk managementTrend followingBacktesting
MQL5 code base

This document describes a MetaTrader indicator for MT4 and MT5 that calculates a breakeven price level from open positions and displays it as a horizontal chart line. It also reports the number of trades, total lots, and distance from the breakeven level in…

Risk managementPosition sizingExecution
BigQuant

This semiautomatic Expert Advisor opens a trade when price crosses a chart line. It supports trendlines, angle-based trendlines, vertical lines, and horizontal lines, with options to follow the line’s stated direction or restrict entries to buys or sells.…

Technical indicatorsExecutionPosition sizingRisk management
BigQuant

The article proposes a discretionary method for managing a losing stock position. It cautions against adding shares during an ongoing decline and instead waits for apparent stabilization near a prior low, including sideways action and increased volume. After…

China marketsEquitiesMean reversionRisk management
FMZ forum

The article uses gambling and trading stories to explain why survival and capital preservation come before pursuing returns. Roulette illustrates how a small house edge compounds with repeated play, while blackjack card counting shows how a positive edge can…

Risk managementPosition sizingStatisticsVolatility
Cryptohopper blog

This article presents ten general practices for developing a disciplined crypto trading process. It recommends starting with simulated trading, moving to small live positions, setting measurable progression goals, and backtesting strategies before…

CryptoRisk managementPosition sizingBacktesting
FMZ forum

This Chinese-language forum post asks how to interpret floating profit and loss, period profit and loss, and capital utilization in a backtest chart. It supplies a dated sample table showing those fields alongside trade volume and long and short positions.…

BacktestingRisk managementPosition sizing
FMZ forum

The document offers practical filters for deciding whether to carry a futures position overnight. It recommends aligning the position with the broad trend, checking agreement across timeframes, requiring some unrealized profit, and considering whether…

FuturesTrend followingRisk managementPosition sizing
FMZ forum

The post describes a trader rewriting a strategy from a simple domain language into JavaScript and encountering execution-state problems with limit orders. The trader asks whether the platform prices limit orders from the latest close or the best bid and…

ExecutionMarket microstructurePosition sizing