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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

9,660 documents

vn.py community

This code walkthrough explains how a Dual Thrust strategy tracks each day’s opening price, high, and low. When a bar’s date differs from the prior bar’s date, it uses the accumulated previous-day range to set long and short entry levels around the new day’s…

BreakoutFuturesTechnical indicatorsExecution
MQL5 code base

This document explains a utility for assigning and recognizing magic numbers used by trading Expert Advisors. Magic numbers help an EA distinguish its trades from trades opened by other EAs, including when the same EA runs on the same symbol and timeframe…

ExecutionMarket microstructure
MQL5 code base

This description explains a single-use trading robot that sets stop-loss and take-profit levels for positions on the current symbol. The user can choose which side of the market to target—buy, sell, or both—and specify the stop and target values. Once it…

Risk managementExecution
FMZ forum

This tutorial extends a multi-symbol cryptocurrency contract-spread monitor into a grid-based hedging strategy. It pairs longer-term contracts with perpetual contracts, tracks spread levels, and opens or closes offsetting positions when grid thresholds are…

CryptoFuturesPerpetual futuresGrid trading
ProRealCode

This intraday DAX strategy applies an opening-range breakout on one-minute data. It records the high and low of the two-hour morning range, then places stop entries above or below those levels after the range ends. The rules restrict entry to before a stated…

FuturesBreakoutTechnical indicatorsPosition sizing
vn.py community

This brief forum exchange addresses a live-trading timestamp anomaly in which a morning tick appears to be assigned a late-night time. The response points to bar construction rather than necessarily a timezone conversion problem: the bar synthesizer uses the…

Market microstructureExecution
MQL5 code base

This document describes an Expert Advisor that opens trades at a configured time and can close them at another configured time. Users can enable buy orders, sell orders, or both, and set the entry time, entry window duration, trade volume, stop loss, and…

ForexExecutionPosition sizingBacktesting
FMZ forum

The article explains why automated trading needs explicit order-state management. A signal does not guarantee a fill: an order may remain open, fill partially, be canceled, or require a replacement. The program should track the action it submitted and wait…

ExecutionArbitrageRisk management
MQL5 code base

This example describes an expert advisor that uses Heiken Ashi candles on two timeframes to signal entries. Its bullish condition looks for a current candle with a rising close and open at the low, preceded by another rising candle whose open is not at the…

ForexTechnical indicatorsExecution
vn.py community

This short forum exchange asks how to change a running strategy’s parameter without stopping it. The example is a strategy operating without a user interface that has a close flag initially disabled; another program would set the flag so the strategy can…

ExecutionRisk management
MQL5 code base

This document presents Hans123_Trader as an expert advisor intended for EUR/USD on an hourly chart. It lists two trading-session windows and configurable values for trailing stop, take profit, and initial stop loss. The session windows divide the day into…

ForexRisk managementExecution
MQL5 code base

GG-RSI-CCI is described as a trend indicator that assigns colors to market states: blue bars indicate potential long entries, pink bars indicate potential short entries, and gray bars indicate a flat position. The page positions it as a tool for deciding…

Technical indicatorsMomentumExecution
Kraken Learn

A crypto ATM is a physical kiosk for buying cryptocurrency with cash or a card, and some machines also let users sell crypto for cash. For purchases, the customer provides a wallet address and the machine sends the cryptocurrency directly to that wallet.…

CryptoSpot marketsExecutionRisk management
MQL5 code base

This trading-system description uses the XFatlXSatlCloud indicator to signal a change in trend direction. A trade signal is generated at bar close when the indicator cloud changes color. The document concerns an Expert Advisor setup, requiring the compiled…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document describes an MQL5 implementation of an associative array built on collection classes. It uses FNV-1a hashing and provides typed Set and Get operations for primitive values, with examples using strings and doubles. It also permits storing…

ExecutionStatistics
MQL5 code base

The document explains gnome sort as a simple, stable array-sorting method that orders items through adjacent comparisons and swaps. It resembles insertion sort in processing one element at a time, while using swaps to move out-of-order items into place. The…

ExecutionMarket microstructureStatistics
MQL5 code base

This document describes a non-directional automated trading expert advisor that can open trades using several modes, including simultaneous long and short positions, random side selection, alternating sides, swap-aware direction, or one-sided trading. It…

ExecutionRisk managementPosition sizing
vn.py community

The forum thread asks whether VeighNa version 4.4 can use MiniQMT for live order placement. Replies state that the xttrader interface is not supported for trading in VeighNa and that the vnpy_xt integration provides data access only. They suggest connecting…

ExecutionMarket microstructure
MQL5 code base

This document describes a MetaTrader 5 account-level risk manager intended for proprietary trading evaluations. It monitors all positions, regardless of whether an expert advisor or manual trading opened them, and can close positions and remove pending…

Risk managementPosition sizingExecutionForex
vn.py community

This brief forum exchange concerns stop orders in VeighNa 4.3 when running multiple processes or strategies. A user reports that stop orders for exits refresh as expected with one process and one instrument strategy, but stop orders no longer appear after…

FuturesExecutionMarket microstructureRisk management
FMZ forum

This post reports an intermittent runtime error in a live trading script when code attempts to read a position’s price field. The author asks whether the cause could be a null custom field or missing price data, and whether wrapping the position query in a…

ExecutionRisk managementFutures
MQL5 code base

This MetaTrader utility evaluates whether splitting a position into multiple exits improved the outcome relative to holding the full position until the final exit. It reads closing-deal records from a CSV and reports three measures: value added versus that…

ExecutionRisk managementStatistics
MQL5 code base

This utility displays an instrument’s swap values on a chart, using different text colors for positive and negative values. It also shows the instrument name and the date and time at which the values were captured. Because swap rates can change, the…

FuturesForexExecution
Hummingbot docs

The document describes a liquidity mining scheme for compensating market makers according to how much liquidity they provide. Rewards are divided across regular order book snapshots, so a participant must have orders present at a snapshot to earn from it.…

CryptoMarket makingMarket microstructureExecution