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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,613 documents

BigQuant

This forum question compares portfolio holding ratios under two execution schedules: buying with one TWAP setting and selling with another, versus buying at the open and selling at the close. It provides a trading function for a ranked stock strategy that…

EquitiesMachine learningPosition sizingExecution
BigQuant

The document answers two platform questions about order sizing and simulated signal timing. It explains that default AI strategy backtests may calculate share quantities from a portfolio percentage, which can produce quantities that do not meet the live…

BacktestingPosition sizingExecution
MQL5 code base

This description covers a MetaTrader 5 expert advisor for managing trades from a chart. Traders can drag entry, stop-loss, and take-profit lines, with changes updating the setup. It supports market orders and pending orders, and offers fixed-point or…

ExecutionRisk managementPosition sizingVolatility
Amberdata research

This overview explains several measures used to monitor exposure in crypto derivatives. Funding rates transfer payments between long and short perpetual futures positions and help keep contract prices aligned with spot; persistent or elevated payments can…

CryptoPerpetual futuresOptionsRisk management
MQL5 code base

This Expert Advisor concept combines MACD calculated on an adjustable, higher timeframe with a Stochastic oscillator on the chart’s current timeframe. The described setup uses the timeframe relationship as a core design choice, but the document does not…

ForexTechnical indicatorsPosition sizingRisk management
FMZ forum

The article explains grid trading as a rule-based method that places repeated buys as price falls and sells as it rises within a chosen range. Traders set grid spacing, boundaries, and position sizes, aiming to collect gains from repeated price oscillations…

Grid tradingMean reversionPosition sizingExecution
FMZ forum

The essay presents technical analysis as a way to measure price behavior and respond to market change, rather than predict the future. It advocates a structural approach that classifies price movement, seeks entry and exit points, and treats conclusions as…

Technical indicatorsRisk managementPosition sizingStatistics
MQL5 code base

This brief description outlines an Expert Advisor that uses the MACD indicator to open trades. It is presented as usable across symbols and compatible with brokers quoting prices to either five or four decimal places. Trade exits use fixed stop-loss and…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

The document describes an expert advisor intended to trade unusually large one-minute forex bars. It is presented for EUR/USD, with the author mentioning NZD/USD and AUD/USD as markets where they had also seen success. The EA compares the current bar’s size…

ForexBreakoutVolatilityPosition sizing
Freqtrade

This strategy uses price movement relative to an Average True Range threshold to generate long and short entries. It resamples hourly data to a three-hour interval, calculates ATR over fourteen periods and doubles it, then measures the absolute change…

VolatilityBreakoutTechnical indicatorsPosition sizing
MQL5 code base

The MT4 utility calculates a trade’s lot size from a chosen risk amount and the distance to the stop loss. The risk input can be a percentage or a fixed amount, while the account value can be taken from balance, equity, or a user-specified figure. Stop…

Position sizingRisk managementForex
SuperMind

This Chinese equity screen focuses on metaverse-related stocks with prior-day actual turnover between 3% and 28%, then ranks qualifying names by institutional ownership and selects the top five. The article treats turnover as an indication of trading…

EquitiesChina marketsSentimentPosition sizing
MQL5 code base

This document describes an expert advisor that randomly chooses currency symbols, trade sizes, and order types rather than basing entries on technical indicators or fundamental analysis. Although it can be attached to one currency chart, it is described as…

ForexMulti-assetRisk managementPosition sizing
MQL5 code base

This expert advisor implements a Puria-style system using one fast moving average, two slower moving averages, and MACD confirmation. Its described sell setup occurs when the fast average moves above both slower averages, subject to a minimum separation…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This trading script places a sell limit order at a trigger level measured in points from the current price. It also defines stop-loss and take-profit distances from the trigger, an optional order expiry, and retry settings for unsuccessful transactions. The…

ExecutionPosition sizingRisk management
MQL5 code base

This trading robot is described as a consolidation breakout system that draws short trend lines from fractals and combines them with two moving averages. The trend line is intended to act as a live-trading filter, while optimization and backtests rely on the…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

This MetaTrader panel is designed to estimate a prospective trade’s profit and loss and display entry, stop-loss, and take-profit levels. The user can choose a buy or sell position and adjust entry price, lot size, stop or target distance in pips, or the…

Risk managementPosition sizingExecution
MQL5 code base

This Expert Advisor checks for an entry once per day at a configured time. It finds the highest high and lowest low in a user-defined historical interval, with a shift that moves the interval back from the current bar. The relative positions of those…

ForexTechnical indicatorsPosition sizingBacktesting
Stratmill research code

This reference describes metrics for evaluating trading strategies from records of equity, fees, trades, trading volume and value, positions, prices, and timestamps. It covers cumulative and annualized returns, Sharpe and Sortino ratios, return relative to…

StatisticsRisk managementBacktestingPosition sizing
FMZ forum

The article describes a trend-following approach that enters on a smaller timeframe while using a larger timeframe to decide whether the trend remains valid and when to exit. After an entry, it recommends moving the stop toward break-even as the trade gains,…

Trend followingRisk managementPosition sizing
MQL5 code base

This Expert Advisor opens trades when a recent price move and the latest completed bar point in the same direction. A buy requires a bullish bar and a current price above its level from a configurable number of seconds earlier by at least a set step; a sell…

MomentumTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes a short-term automated trading system built around moving averages. It says the expert advisor is intended for one-minute charts in major forex pairs and Nasdaq stocks, and trades using the open price of the current candle. Settings…

ForexEquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes a shared pre-trade control for limiting total gross position volume in a symbol across multiple Expert Advisors. Each strategy checks all open positions on the symbol, including positions opened manually or by other EAs, and allows a…

Risk managementPosition sizingExecution
MQL5 code base

This expert advisor is described as entering trades on retracements from Fibonacci levels. It provides settings for fast and slow moving averages, stop loss, take profit, trade limits, and optional break-even handling. The description says it can be used on…

ForexEquitiesTechnical indicatorsRisk management