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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

BigQuant

The article argues that knowing market facts or technical concepts does not by itself produce successful trading. It recommends turning information into a complete trading framework that specifies entries, exits, position sizing, and risk controls. It also…

EquitiesRisk managementPosition sizingExecution
MQL5 code base

The document explains an Expert Advisor that manages trade size using a Labouchere sequence. At the start of a cycle, the trader defines a list of lot amounts. Each order uses the sum of the first and last amounts; after a winning trade, those two entries…

Position sizingRisk managementTechnical indicatorsForex
MQL5 code base

This description outlines a MetaTrader expert advisor for EURUSD on a 15-minute chart. Entries use a moving-average trend filter and an RSI threshold: price must be on the appropriate side of the average, while RSI must be high for a sell signal or low for a…

ForexTechnical indicatorsRisk managementPosition sizing
ProRealCode

The document explains a lightweight chart indicator that turns user-defined order signals into a visual backtest. Signals specify signed quantities, and the engine applies them at the next bar’s open with a configurable spread. It tracks net position,…

BacktestingExecutionPosition sizingRisk management
ProRealCode

This DAX strategy uses one-minute bars and the overnight high-low range to place conditional orders around the opening period. It records the overnight extremes shortly before 08:00 GMT+2, then places entries just beyond and inside each boundary, with the…

FuturesBreakoutMean reversionPosition sizing
MQL5 code base

RabbitM2 is a MetaTrader strategy that sets a directional bias from fast and slow moving averages on the current bar. A fast average below the slow average produces a preliminary sell signal, while a fast average above it produces a preliminary buy signal.…

ForexTrend followingTechnical indicatorsPosition sizing
SuperMind

The document describes a Chinese equity screen combining daily price range, robot-industry classification, circulating market capitalization, and a bullish KDJ crossover. It seeks stocks whose high-to-low range exceeds 1%, whose business is tagged as…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This script is a utility for opening orders with configurable risk and identification settings. It allows the user to choose a fixed position size or calculate position size from a risk percentage and the selected stop-loss distance. Stop loss and take…

Risk managementPosition sizingExecution
MQL5 code base

This document outlines an expert advisor intended for EURUSD on the hourly chart during the quieter interval after the American session closes and before the Asian session opens. Its configurable inputs include take profit, trailing stop and step, opening…

ForexMean reversionVolatilityPosition sizing
MQL5 code base

This expert advisor adapts an existing M1 forex system for multi-currency trading. It can trade as many as five currency pairs together and lets the user set a maximum position count for each pair. The document describes the configurable properties as pair…

ForexExecutionRisk managementPosition sizing
MQL5 code base

This Expert Advisor concept changes trade direction in response to take-profit, stop-loss, and trailing-stop levels. It opens positions in stages, with each new position pointing opposite to the previously opened one. The description says the system uses no…

ForexPosition sizingRisk management
MQL5 code base

This Expert Advisor concept attempts to bring losing positions back to profit by locking positions. Its configurable inputs include a target profit percentage, an initial lot size, a secondary lot increment, and the spacing between locking steps. The…

Position sizingRisk management
SuperMind

The document presents a draft daily stock strategy that screens for companies with price-to-earnings ratios in a specified range and high return on equity, then looks for MACD crossovers to time entries and exits. It also proposes limiting holdings to five…

EquitiesTechnical indicatorsMomentumPosition sizing
MQL5 code base

This document describes a trading assistant that draws an angled trend line on a chart and supports trading on a price break through the line or in the direction of the trend. It also includes manual trade controls, batch closing, and configurable stops and…

Trend followingBreakoutTechnical indicatorsRisk management
SuperMind

This stock-selection rule combines a price-range filter with turnover and volume conditions. It targets shares with an amplitude above 1, a turnover-adjusted ratio of yesterday’s turnover rate to today’s auction volume relative to yesterday’s volume between…

EquitiesTechnical indicatorsChina marketsPosition sizing
BigQuant

This personal account discusses trading strong Chinese stocks during a broad market decline. The author describes using stock-ranking models to pursue strong stocks, next-day rebounds after pullbacks, and limit-up leaders, while emphasizing that these…

EquitiesChina marketsMomentumRisk management
MQL5 code base

The document promotes viewing trading results and risk in percentage terms. This framing can help traders compare decisions across account sizes and develop a consistent way to think about gains and losses, rather than treating the same cash amount as…

Risk managementPosition sizing
MQL5 code base

This script places a sell stop-limit order using trigger levels measured from the current price, then attaches stop-loss and take-profit levels measured from the open price. It also offers an MM input that scales deal volume according to a chosen fraction of…

ExecutionPosition sizingRisk management
MQL5 code base

This document describes a modified version of a standard moving average expert advisor. It adds configurable stop-loss and take-profit settings, each disabled when set to zero. The lot parameter also supports a fixed-size mode: entering a negative value…

Technical indicatorsRisk managementPosition sizing
MQL5 code base

This educational strategy template trades breakouts of the high and low formed during a defined period after the session opens. It places stop orders on both sides of the range and cancels the opposite order after one triggers, limiting the approach to one…

BreakoutRisk managementPosition sizingUS markets
BigQuant

A BigQuant user reports an apparent issue when a strategy sells before buying back to close a position. In the user's tests, buybacks above half of the initial capital fail, while smaller buybacks work. The report describes varying the amount used for the…

China marketsExecutionPosition sizing
backtrader

This Backtrader example demonstrates execution modeling with volume-aware order fillers. Its strategy calculates a buy size as a configurable percentage of the current bar’s reported volume, then closes the position on a later eligible opportunity. A…

ExecutionMarket microstructureBacktestingPosition sizing
BigQuant

This document explains a reverse-doubling strategy designed for an older crypto-margined futures venue. It focuses on the strategy’s control flow: open a position, place take-profit orders, monitor both profit-taking and reverse stop triggers, cancel…

CryptoFuturesRisk managementPosition sizing
ProRealCode

This indicator estimates whether recent market regimes favor an uptrend or downtrend and tracks the calibration of its own probability forecasts. It classifies each bar using price change over a lookback window scaled by ATR. Changes beyond a positive or…

Technical indicatorsStatisticsTrend followingMean reversion