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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

MQL5 code base

This document describes a MetaTrader 5 script that opens a buy or sell position at the current market price and attaches a stop-loss and take-profit when placing the order. The stop-loss and take-profit distances are specified in pips, and the script also…

ExecutionRisk managementPosition sizing
MQL5 code base

The document describes a tool for checking whether a trader’s actions and recent outcomes are associated with subsequent losses. It trains a neural network on eight features from closed trades, then reports validation accuracy relative to a majority-class…

Machine learningStatisticsRisk managementPosition sizing
MQL5 code base

This brief description presents an expert advisor intended to manage exits using a percentage-based threshold. It says the robot will close a position when floating profit reaches a configured level, and lists a stop-loss parameter tied to a loss amount…

Risk managementPosition sizingExecution
MQL5 code base

This expert advisor is described as a multi-pair breakout system. It estimates support and resistance for selected currency pairs, places incremental orders, and manages positions after a combined profit threshold is reached by attempting to trail gains…

ForexBreakoutRisk managementPosition sizing
MQL5 code base

This expert advisor uses a moving average to generate directional entries. Four consecutive declining moving-average values establish a downward trend condition, with a price rebound above the latest average triggering a sell; four rising values establish an…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This manual trading script places market or pending orders from a chart. Pending entries can be set at an absolute price or at a point distance from the current price, and can have an optional expiration. Stop loss can likewise be specified by price or…

Position sizingRisk managementExecution
MQL5 code base

This document describes an Expert Advisor that runs two SilverTrend-based trading systems, one for long positions and one for short positions. Each side has separate settings, including its own identifier, trade sizing mode, and controls for permitting…

ForexTrend followingPosition sizingRisk management
FMZ forum

The author warns that rented strategies can display steadily rising live curves while concealing a risk of catastrophic loss. They describe systems resembling martingale or complex hedged, locked-position approaches, and recount a trader who ran several…

Risk managementPosition sizingCryptoBacktesting
ProRealCode

The document describes an account-level risk utility for prop-firm evaluations. Attached to one chart, it monitors account equity against daily loss and maximum drawdown limits. When a threshold is reached, it closes open trades, removes pending orders…

Risk managementPosition sizingExecution
MQL5 code base

The document describes a trading expert advisor that uses fractals across two timeframes to identify support and resistance, with entries based on the open candle. It lists configurable controls for trade sizing, moving averages, stop loss and take profit,…

Technical indicatorsRisk managementPosition sizingGrid trading
MQL5 code base

This MetaTrader 5 expert advisor places a buy stop above the previous daily bar’s high and a sell stop below its low, with an optional price offset. It removes its existing pending orders when it begins a new trading day, then submits the new pair if trading…

FuturesBreakoutExecutionRisk management
vn.py community

The discussion clarifies that a strategy’s position variable represents net exposure. A long position of one unit followed by an additional short opening trade of one unit nets to zero in that variable, rather than retaining separate counts for long and…

Risk managementPosition sizing
FMZ forum

This introductory guide explains call and put options, the distinction between in-, at-, and out-of-the-money contracts, and key features of China’s 50ETF options, including contract size, exercise style, settlement, and price limits. It emphasizes that…

OptionsDerivatives pricingVolatilityRisk management
BigQuant

This essay groups purportedly successful stock market participants into six styles: patient traders who wait for rare setups, long-term value investors, specialists focused on one stock, short-term leaders-of-the-hot-sector traders, traders who repeat a…

EquitiesMomentumRisk managementPosition sizing
MQL5 code base

This brief description identifies an Expert Advisor based on a trading system called Pendulum. Its only stated operating constraint is that it keeps no more than three positions open at a time. The text names the idea's originator and the code author, but…

Risk managementPosition sizing
MQL5 code base

This expert-advisor description outlines a once-per-day RSI strategy with separate buy and sell signals. For a buy, RSI must be above 50 on the hourly timeframe, and the stop distance must satisfy a configured maximum. The stop is placed beyond the prior…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The expert advisor described here uses a moving average to determine entries and offers two martingale variants. After a loss, one variant opens a larger trade in the opposite direction; the other opens a larger trade based on whether price is above or below…

ForexMean reversionGrid tradingRisk management
BigQuant

This research note describes an earnings-expectations approach to positioning in Sanhuan Group, a Chinese electronics company. It constructs an “earnings overpricing” index within a fixed price-to-earnings valuation framework and uses the measure to allocate…

EquitiesChina marketsMean reversionBacktesting
Cryptohopper blog

This introductory guide explains bull markets as sustained rising-price environments and bear markets as prolonged declines accompanied by weaker confidence. It connects market direction with investor sentiment and outlines several discretionary approaches:…

CryptoTrend followingRisk managementPosition sizing
MQL5 code base

The document presents a trading-platform routine that limits a requested order size using a configured percentage of the account’s free margin. When the requested lots exceed the calculated cap, the routine reduces them and adjusts the result to the broker’s…

Risk managementPosition sizing
backtrader

This Backtrader example demonstrates managing several data feeds independently within one strategy. It assigns entry and holding weekdays by data-feed index, tracks each feed’s position and outstanding orders, and sizes buys and sells differently through a…

Multi-assetExecutionPosition sizingBacktesting
BigQuant

The document explains how a backtest engine turns an investment strategy into simulated trades. It distinguishes strategy logic, such as selecting securities and generating signals, from trade logic, such as deciding position size, rebalance timing, order…

BacktestingExecutionPosition sizingRisk management
SuperMind

This post describes an equity screen that combines membership in the metaverse concept group with two price conditions: the close must exceed the previous session’s low, and the open must fall within ten percent above or below the ten-day simple moving…

EquitiesTechnical indicatorsChina marketsRisk management