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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 automated trading system description outlines risk controls for an expert advisor. It calculates position size from either a chosen account-risk percentage or a fixed monetary amount, applies a maximum monetary risk cap, and can set stop losses…

Risk managementPosition sizingVolatilityTechnical indicators
BigQuant

This article explains random forests through CART decision trees, Gini impurity, bootstrap sampling, and aggregation. Trees are trained on resampled data, while their predictions are combined by voting for classification or averaging for regression. It also…

EquitiesMachine learningFactor investingBacktesting
MQL5 code base

This brief description concerns a second version of a DeMarker Pending trading adviser. It says the earlier version was the starting point and identifies two additions: a maximum number of positions and a minimum spacing step between positions. Either…

Technical indicatorsPosition sizing
ProRealCode

This strategy description presents a long-only breakout approach for South Africa’s Top 40 index. It checks recent price bars against earlier highs and lows, then enters at market when the current close exceeds the highest level found in the lookback…

EquitiesBreakoutTechnical indicatorsRisk management
MQL5 code base

This Expert Advisor uses closing-bar arrows from the SilverTrend_Signal indicator to open positions. It scales an existing position when the most recent deal’s profit points exceed a threshold set in the EA inputs. A trade comment records the scale count…

ForexTrend followingPosition sizingBacktesting
MQL5 code base

This document outlines a version-two Expert Advisor that combines three moving averages with optional Stochastic and RSI filters. It can enter positions at market and place Buy Stop or Sell Stop pending orders. Its inputs cover moving-average periods and…

Technical indicatorsForexRisk managementPosition sizing
MQL5 code base

The strategy starts from a flat account by opening equal-sized long and short positions. When price moves by a preset step, it adds a position in the direction opposite that move, using twice the initial lot size. If price moves another step, the system…

ForexMean reversionGrid tradingPosition sizing
MQL5 code base

This document describes a foreign exchange expert advisor built around breakout stop orders and hedging losing positions in an effort to close trades with an overall positive result. The version discussed adds volatility-spike entries, trend checks, hourly…

ForexBreakoutTrend followingRisk management
MQL5 code base

This document describes a simple countertrend Expert Advisor. When price moves by at least a configured number of points within a single tick, the system opens a position in the opposite direction. It closes the position once it has any positive profit,…

Mean reversionExecutionPosition sizingRisk management
MQL5 code base

This Expert Advisor design combines signals from the Commodity Channel Index, moving averages, Stochastic, Accelerator/Decelerator, DeMarker, and Awesome Oscillator. It can use several indicators together or operate with one, and it lets traders choose…

Technical indicatorsPosition sizingRisk management
MQL5 code base

SniperJaw is described as an automated, one-trade-at-a-time strategy that follows trends using the Alligator indicator’s Jaw, Teeth, and Lips lines. Traders can adjust the periods and shifts used for those lines, set position size, and enable or disable…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document describes an indicator for calculating the average price at which a group of orders would close at breakeven. The trader creates virtual orders and manually sets their volumes; the indicator then computes the combined average price. Orders can…

Technical indicatorsPosition sizingRisk management
MQL5 code base

This expert-advisor method combines Commodity Channel Index readings across four bars with open and close prices across three bars. It evaluates entry conditions shortly before a bar closes, and opens a trade only when the advisor has no existing position.…

ForexTechnical indicatorsPosition sizingBacktesting
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a 2019 dividend ratio above 25%. It then ranks qualifying stocks…

EquitiesChina marketsFactor investingPosition sizing
FMZ forum

The author describes turning a strategy intended to earn money into one intended to accumulate bitcoin. The original approach bought cautiously and sold quickly; the reversed version spends most of its time holding the asset, sells cautiously, and buys more…

CryptoSpot marketsMean reversionRisk management
Lumibot

This strategy allocates a portfolio across leveraged funds tied to US stock indexes, Treasury bonds, gold, and oil and gas companies. It assigns each holding a target weight, checks the portfolio daily, and rebalances every four days by comparing each target…

Multi-assetPortfolio constructionPosition sizingBacktesting
BigQuant

This article argues that a high percentage of winning trades does not guarantee profits. It emphasizes the relationship between win rate and the relative size of gains and losses, using examples to illustrate how a strategy with fewer winning trades may…

Risk managementPosition sizingSentimentEquities
Lumibot

This code example shows a scheduled strategy that checks for its first trading iteration, creates a forex asset using a configurable currency symbol, and submits a buy-to-open order for a fixed quantity. Its daily sleep interval means the strategy is…

ForexExecutionBacktestingPosition sizing
MQL5 code base

This document describes implementation details for an MQL5 chart-based trading panel. Its key interface change is a modified spin-edit control that displays decimal values, allows direct text entry, and commits the entered text as a numeric value when…

ExecutionPosition sizing
MQL5 code base

This Expert Advisor uses the relationship between moving averages calculated on two timeframes. When the current timeframe’s average crosses the higher-timeframe average upward, it signals a long entry; a downward cross signals a short entry. A new signal…

Technical indicatorsTrend followingBacktestingPosition sizing
MQL5 code base

This Expert Advisor combines two smoothed XPeriodCandle indicators across different timeframes. A slower indicator sets the prevailing trend from the color of its most recently closed candle, while a faster indicator provides entries when its candle color…

Trend followingTechnical indicatorsPosition sizingBacktesting
MQL5 code base

Quantora Trade Manager MT4 is described as a tool for managing positions that are already open, rather than generating signals or entering trades. Its functions include applying stop-loss and take-profit levels, moving stops to break even, and trailing stops…

Risk managementPosition sizingExecution
Lumibot

This example describes a daily rule that uses CNN’s Fear & Greed Index to set exposure to SPY. A research agent retrieves a recent score, and a trading agent assigns one of five SPY allocations: full exposure at extreme fear, progressively smaller…

EquitiesSentimentPosition sizingBacktesting
MQL5 code base

The described expert advisor checks for a gap between the prior bar’s close and the current bar’s open. When it detects a gap, it opens a position in the opposite direction, making the approach a simple gap-fading rule. The document identifies configurable…

EquitiesMean reversionExecutionPosition sizing