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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

ProRealCode

The author presents a DAX strategy on a 30-minute chart that identifies swing highs and lows using moving averages, then enters in the direction of a break beyond those levels. Stochastic and short moving-average filters gate entries, while average true…

FuturesBreakoutTechnical indicatorsVolatility
FMZ forum

The document presents a quantitative trading system as a combination of strategy modules and an overarching capital management layer. It separates trader psychology and the ability to adapt from the system’s operational design, then lays out a strategy…

Risk managementPosition sizingTechnical indicatorsPortfolio construction
SuperMind

This note describes a Chinese equity screen that selects stocks associated with the metaverse theme, with a close above the previous session’s low and turnover between 2% and 9%. It presents the price condition as a way to identify a potentially improving…

EquitiesTechnical indicatorsPosition sizingChina markets
FMZ forum

The document outlines a stock grid strategy that places buy and sell orders at fixed percentage intervals. Its example divides the stock position into ten portions and uses a 5% grid: sell a portion after each rise and buy one after each decline. It…

EquitiesGrid tradingVolatilityPosition sizing
MQL5 code base

This read-only tool estimates how far an averaging or grid position chain can move against an account before broker stop-out. It accounts for cumulative floating losses across the legs, margin locked by open trades, the broker’s stop-out threshold, and the…

Grid tradingRisk managementPosition sizingStatistics
MQL5 code base

This Expert Advisor is a configurable framework for studying trade management around a moving-average bias. It can switch between long and short positions, restrict trading to one direction, or add positions as price moves either with or against the existing…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This tutorial explains four pending-order types used in an Expert Advisor: buy limit and sell limit orders placed away from the current price for a potential reversal, and buy stop and sell stop orders placed beyond the current price for a potential move…

ExecutionForexPosition sizing
OctoBot

This guide explains how to configure OctoBot order sizes using fixed quantities, portfolio-scaled percentages, or amounts that change with available holdings. Fixed settings specify a base-asset quantity or a quote-currency value. Scaling settings allocate a…

Position sizingPortfolio constructionExecutionRisk management
MQL5 code base

This expert advisor uses the Ichimoku Kinko Hyo system. It opens a long or short position when the Chikou Span crosses price, then requires confirmation from price and Chikou Span relative to the Kumo cloud. It also filters entries by a user-set minimum…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document describes an MQL5 Expert Advisor signal module that combines bullish or bearish reversal candlestick patterns with the Stochastic oscillator. It proposes entering long after a bullish pattern with the oscillator’s signal line below 30, and…

Technical indicatorsMean reversionBacktestingForex
WonderTrader

This configuration example sets up a CTA environment for a trading engine, including references to commodity, contract, holiday, session, fee, filter, execution, parser, and trader configuration files. It selects a trading session template and configures…

FuturesRisk managementPosition sizing
Cryptohopper blog

This article outlines a discretionary framework for managing a cryptocurrency portfolio. It recommends setting a trading plan, defining risk and reward with stop-loss and profit targets, diversifying across tokens, researching each project, planning entries…

CryptoPortfolio constructionRisk managementPosition sizing
FMZ forum

This personal-finance article uses addition, subtraction, multiplication, and division as metaphors for managing money. Addition means steadily building savings and financial knowledge. Subtraction means limiting debt and high-risk investments.…

Risk managementPosition sizingPortfolio constructionEquities
MQL5 code base

This expert advisor generates trades when a fast and slow line from a custom RSI-based indicator cross. A cross below the RSI midpoint signals a buy, while a cross above it signals a sell. Signal evaluation can occur on every tick or at the start of a new…

Technical indicatorsForexPosition sizingRisk management
MQL5 code base

This Expert Advisor uses two moving averages of opening prices, comparing their values across the current and prior bars. The difference between the fast and slow averages is evaluated against separate thresholds to generate buy and sell signals, with the…

Technical indicatorsMean reversionPosition sizingRisk management
MQL5 code base

The document outlines an automated forex trading system that holds buy and sell trades at the same time, intended for 15-minute charts on major currency pairs. It describes an optional drawdown-control protocol that closes a basket of trades after reaching…

ForexGrid tradingRisk managementPosition sizing
ProRealCode

This document explains a chart heatmap that compares an instrument’s typical volume or volatility across months, days of the month, weekdays, or hours. It calculates each period’s total volume or true range, groups observations by the selected calendar…

Technical indicatorsStatisticsVolatilityPosition sizing
MQL5 code base

This document describes a MetaTrader 5 expert advisor designed to enforce account and trade level risk limits. It monitors daily and overall drawdown, allows a safety buffer before a stated firm limit, and can close open positions and remove pending orders…

Risk managementPosition sizingExecution
MQL5 code base

This document describes an Expert Advisor that trades a manually specified price level. It enters long when the most recent bar closes above the level after the prior bar closed at or below it; the short condition reverses those comparisons. The trader can…

BreakoutPosition sizingRisk management
Kraken Learn

This comparison reviews the evaluation structures and funded-account terms of Breakout and MyCryptoFunding. It contrasts challenge paths, profit targets, leverage, eligible markets, profit splits, payout timing, scaling, and trading-day requirements. The…

CryptoRisk managementPosition sizing
MQL5 code base

The expert advisor builds a grid from configurable pending stop and limit orders. Traders can choose which buy and sell order types to enable, define the first order by an absolute price or a distance from the current price, and set separate spacing and…

Grid tradingExecutionRisk managementPosition sizing
MQL5 code base

Bleris is presented as a foreign-exchange strategy that opens hedges when the trend changes. Its author emphasizes keeping absolute drawdown below $3,000 as the system’s central constraint and recommends fixed lot sizes when optimizing. The description also…

ForexRisk managementPosition sizingBacktesting
TqSdk

TqScenario supports synchronous what-if calculations from a snapshot of futures positions and account equity. The document explains how to initialize that snapshot, simulate opening or closing orders, change a symbol’s margin rate, and inspect resulting…

FuturesRisk managementPosition sizing
MQL5 code base

The Maximus expert advisor identifies past price consolidations, draws their boundaries, and opens trades when price moves beyond them by a configured distance. Its chart uses separate colored boundary pairs for buy and sell consolidations, with white lines…

ForexBreakoutMean reversionPosition sizing