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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
Quantopian lectures
45 documents
Binance API docs
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

MQL5 code base

This Expert Advisor trades signals from the Volume_Weighted_MA_StDev indicator. A colored point appearing at a bar’s close forms a signal, while a change in the indicator’s direction against an open position is described as an exit signal. The system…

ForexTechnical indicatorsBacktestingExecution
vn.py community

The forum thread describes a case where a VeighNa application connected to CTP and completed strategy orders, yet its daily log file remained empty. The user found that log events reached the logging engine and initially had logging enabled with a…

ExecutionRisk management
MQL5 code base

This chart indicator marks the days of the week and the starts of months and years with lines and text labels. Its purpose is to make calendar boundaries easier to see while reviewing price charts. The description lists controls for showing or hiding…

Technical indicatorsExecution
MQL5 code base

This short description covers a chart script that calculates and displays breakeven levels separately for open buy positions and open sell positions. It is a position-monitoring aid: traders can see the level at which each side of their open exposure reaches…

ExecutionRisk management
MQL5 code base

The document describes an expert advisor that monitors open positions and closes those meeting configured conditions. Position selection can be filtered by magic number or by result, and the tool can be used to implement hidden stop-loss and take-profit…

Risk managementExecution
FMZ forum

This product description outlines a multi-exchange hedging system intended to capture price differences across venues. It lists implementation features including parallel order-book retrieval and order placement, simulated account updates, retrying exchanges…

CryptoArbitrageExecutionMarket microstructure
MQL5 code base

CandleStop is a channel-based indicator intended to trail stop levels in Expert Advisors. It sets upper and lower channel boundaries separately, with user-adjustable lookback periods for finding highs and lows. Traders can use those boundaries as trailing…

Technical indicatorsRisk managementExecution
MQL5 code base

This MetaTrader expert advisor places pending buy-stop and sell-stop orders using price levels found by searching an array of the most recent 100 bars. It calculates order prices with regard to the symbol’s minimum permitted stop distance. The listed…

ForexExecutionTechnical indicatorsRisk management
SuperMind

This tutorial demonstrates repeatedly querying a stock-screening service for the twenty stocks currently ranked highest by popularity, printing the returned stock codes with a timestamp, and waiting three seconds before querying again. It presents a minimal…

EquitiesExecutionChina markets
MQL5 code base

This document explains a trading platform Expert Advisor that manages protective orders on open positions. When a position lacks a stop-loss or take-profit, the tool can place an initial order at a configured distance. It can then adjust either order as…

Risk managementExecutionPosition sizing
vn.py community

The author asks why a CTP feed recorded a Level-1 tick for a Shanghai Futures Exchange contract even though trade volume was zero and the displayed prices and quantities matched the preceding half-second snapshot. A third-party Ricequant dataset had no…

FuturesMarket microstructureExecution
MQL5 code base

The document describes a utility for changing stop-loss levels, take-profit levels, or both across all open orders for a selected symbol. The user supplies the desired price levels, and the script applies them to the matching orders. A zero input leaves that…

ExecutionRisk management
Hummingbot docs

This document describes Hummingbot’s Gemini spot connector, which connects to a centralized exchange order book through REST and WebSocket interfaces. It lists supported order types and gives basic steps for creating trading API credentials and connecting…

CryptoSpot marketsExecutionMarket microstructure
Cryptohopper blog

The document presents prompt patterns for using a crypto market data assistant. It covers broad ticker scans, candle and indicator analysis, comparisons across timeframes or venues, order book depth checks, news context, and recurring reports. Its central…

CryptoTechnical indicatorsExecutionMarket microstructure
OctoBot

This document explains OctoBot’s architecture for moving market and other data through a modular trading system. It uses asynchronous producer-consumer channels to notify components when new information arrives, aiming to avoid polling loops and keep…

Market microstructureExecutionTechnical indicators
vn.py

The document explains how VeighNa WebTrader provides browser access to basic manual trading functions. Its architecture separates the strategy trading process from a FastAPI web service. REST requests from the browser are relayed to the trading process…

ExecutionMarket microstructure
MQL5 code base

This expert-advisor concept monitors every open position, regardless of symbol or magic number, including positions opened manually or by another advisor. When a position’s loss reaches a configured threshold, the system opens an opposite position. The hedge…

Risk managementPosition sizingExecutionForex
vn.py community

This brief Chinese-language forum exchange asks whether a VeighNa strategy can subscribe to hundreds or thousands of stock instruments at once. A respondent says that subscribing to the whole market is possible, while the number of contracts a particular…

EquitiesExecution
Lumibot

The document argues that trading agents need controls after they generate a signal: trade permissions, deterministic risk checks, execution controls, and records of their decisions. It describes a setup that separates research agents from agents allowed to…

ExecutionRisk managementBacktesting
FMZ forum

This article presents a checklist for judging whether a quantitative strategy is understandable and whether its reported performance reveals its risks. It recommends examining the strategy’s economic or behavioral rationale, the explanation for position…

Risk managementStatisticsBacktestingExecution
MQL5 code base

This MetaTrader expert advisor combines a fan of moving averages across three timeframes, with five averages on each, to generate signals for GBPUSD on a five-minute chart. Its inputs tune position size, flat-market filters, stochastic thresholds,…

ForexTechnical indicatorsRisk managementExecution
MQL5 code base

This MetaTrader indicator displays the current bid-ask spread on a price chart and refreshes the reading with each incoming tick. It can also place a label near the bid line, making the spread visible alongside price. The document highlights its potential…

ExecutionMarket microstructureForex
BigQuant

The document describes a problem encountered when using an initialization module to set a day counter and prevent duplicate daily trades. In backtests, the counter reportedly advanced across several days, but in simulated trading the same first-day trade ran…

ExecutionBacktestingRisk management
MQL5 code base

The document describes an average-price indicator for manually configured virtual orders. A trader enters order volumes, and the tool calculates an average price intended to show where the combined orders could be closed at break-even. Orders can also be…

Position sizingRisk managementExecution