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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

MQL5 code base

The described expert advisor combines two signal types: fast and slow moving average crosses for trend direction, and price deviations from a slower average measured with ATR-based bands for mean reversion. The stated rules generate buy signals on an upward…

Mean reversionTrend followingVolatilityRisk management
Hummingbot docs

The document explains an inventory-skew feature for market making that aims to keep the portfolio near a chosen value split between base and quote assets. The trader sets a target base-asset percentage and a range multiplier. The bot then adjusts bid and ask…

CryptoMarket makingRisk managementPosition sizing
MQL5 code base

This MQL5 Expert Advisor example changes its next trade size according to why the previous trade closed. After a stop-loss exit, it doubles the volume; after a take-profit exit, it resets volume to the minimum allowed by the symbol. The article explains that…

Position sizingRisk managementExecution
MQL5 code base

The article describes an expert-advisor method for allowing another trade after an existing position has been protected at break-even. It counts only matching positions whose stop loss has not reached the entry price, using the count to enforce a maximum…

ExecutionPosition sizingRisk management
FMZ forum

Across a series of personal essays, the author argues that futures traders should prioritize survival over rapid gains. The main practices are keeping positions small, capping losses with predefined stops, following the prevailing trend, simplifying analysis…

FuturesTrend followingRisk managementPosition sizing
MQL5 code base

CoensioTrader1 is a multi-currency automated trading system that identifies direction with a daily double exponential moving average (DEMA). It treats three consecutive daily DEMA readings pointing the same way as a trend, then seeks entries in that…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

This document outlines a one-minute scalping expert advisor that combines two moving averages with a MACD indicator. It says the approach is intended for major forex pairs and NASDAQ stocks, and that trades are made using the current candle's opening price.…

ForexEquitiesTechnical indicatorsPosition sizing
Lumibot

This document describes an automated short-dated options strategy that sells a SPY iron condor late in the trading day, with expiration on the next trading day. It skips a session when the previous VIX close exceeds 25. Otherwise, it selects short put and…

OptionsVolatilityPosition sizingRisk management
SuperMind

This stock-selection proposal filters for main-board shares with MACD above its zero line, a daily rise exceeding one percent, and a positive ten-day return below thirty-five percent. The accompanying example calculates MACD from fast and slow exponential…

EquitiesTechnical indicatorsMomentumPosition sizing
MQL5 code base

This Expert Advisor uses the Skyscraper_Fix indicator to run separate systems for long and short trades. Inputs prefixed for each direction allow independent settings, including trade identifiers, deposit share, lot mode, and permission to open or close…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document outlines an expert advisor that trades the Evening Star candlestick pattern. It says the EA does not draw on the chart, while an underlying indicator illustrates the pattern. Position size is based on a chosen risk percentage of free margin,…

Technical indicatorsPosition sizingRisk management
SuperMind

This Chinese-language post describes an equity screen that combines RSI below 65, the product of price change and a measure of very large-order net flow, and prior-day turnover above 8%. The stated rationale is to find stocks with favorable technical…

EquitiesTechnical indicatorsSentimentPosition sizing
BigQuant

The document raises a position-management idea for an equity holding: after a stock gains 10%, sell half the shares to secure some of the unrealized profit while leaving the rest invested for further gains. Its example starts with 1,000 shares and proposes…

EquitiesPosition sizingRisk managementBacktesting
MQL5 code base

This Expert Advisor looks for a run of identical candlesticks and opens a buy after bullish candles or a sell after bearish candles. Its settings allow the user to choose the run length and trade size, add take-profit, stop-loss, and trailing-stop controls,…

Technical indicatorsExecutionRisk managementPosition sizing
MQL5 code base

This MetaTrader 5 indicator uses a 9/21 EMA crossover to trigger evaluation of seven conditions: price relative to VWAP, RSI, MACD, crossover direction, ADX with price context, volume against its average, and short-term RSI on a five-minute chart. It draws a…

Technical indicatorsMomentumRisk managementPosition sizing
MQL5 code base

The document describes a lightweight MetaTrader 4 panel for manual trading. A trader sets a risk percentage of account balance and drags two horizontal chart lines to mark low and high prices used for stop-loss and take-profit levels. The panel previews…

Position sizingRisk managementExecutionForex
FMZ forum

This short Python example sketches a grid approach for ETC/USD using 15-minute data. It builds price levels by repeatedly increasing a starting level by five percent, locates the current price within those levels, and places an initial buy. The intended loop…

CryptoGrid tradingBacktestingPosition sizing
MQL5 code base

The document describes an Expert Advisor built from two parallel trading systems using signals from the UltraFatl indicator. Inputs prefixed for long trades and short trades are configured separately, including distinct magic numbers, position sizing…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This brief trading script description explains a way to use pending orders to balance open buy and sell positions for the chart’s symbol. It compares the two sides and, when their exposure is not already fully balanced, calculates the difference and places a…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This brief page introduces a day-trading plan that uses Fibonacci retracement levels to identify potential entries. It points readers to a video about building a plan, common trading mistakes, and applying the process to find entry points. The page does not…

Technical indicatorsRisk managementPosition sizingBacktesting
MQL5 code base

This expert-advisor description presents a moving-average crossover system: it opens trades when a fast average crosses a slow average and closes them when the signal reverses. Its distinctive setting changes how losing positions are handled. When loss…

Trend followingTechnical indicatorsRisk managementPosition sizing
BigQuant

This Chinese A-share backtest example uses a five-day versus twenty-day moving-average crossover to generate buy and sell signals. Its trading handler divides available cash equally among the stocks signaled for purchase, so if only one stock qualifies on a…

EquitiesBacktestingPosition sizingTechnical indicators
MQL5 code base

This article describes an MQL5 chart indicator intended to estimate the average price of open positions for a selected symbol and Magic Number. It scans open positions, separates buys from sells, and totals each side’s volume and price-weighted cost. The…

Technical indicatorsPosition sizingRisk management
MQL5 code base

The document describes an Expert Advisor that trades signals from the i-KlPrice_Vol indicator. It checks for a breakout of an overbought or oversold level when a bar closes, with separate order identifiers and position sizes for normal and strong signals.…

ForexBreakoutTechnical indicatorsPosition sizing