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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 description outlines an expert advisor that adds orders at set grid intervals after an initial position is opened. Traders can configure whether order size increases as the grid expands, and can use RSI and CCI signals at grid steps to filter additional…

Grid tradingTechnical indicatorsPosition sizingForex
MQL5 code base

This document describes an expert advisor built around crossovers between two moving averages, with a third moving average used as a filter. It exposes settings for each average’s period, shift, method, and display color, and describes plotting the averages…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This MetaTrader 5 Expert Advisor description outlines a breakout scalping system that trades only when a set of filters align. It uses fast and slow exponential moving averages to define direction, an ATR-based threshold for trend strength, price location…

BreakoutTechnical indicatorsRisk managementPosition sizing
SuperMind

The article presents a discretionary short-term approach to Chinese equities built around market narratives. It argues that traders should identify a compelling catalyst, assess whether expectations differ materially from current perceptions, and look for…

EquitiesChina marketsEvent-drivenMomentum
MQL5 code base

The document describes an expert advisor for stocks priced below a chosen ceiling. It places an initial small buy when price rises above a stochastic low level, then adds equal-sized lots after declines. A percentage step setting controls when another buy…

EquitiesTechnical indicatorsPosition sizingRisk management
MQL5 code base

This expert advisor opens a trade when a candle reaches a configurable minimum size within a specified number of minutes. An optional maximum length for the opposing candle shadow can filter the signal; the relevant shadow differs for buys and sells. Trading…

Technical indicatorsPosition sizingRisk managementExecution
MQL5 code base

This document describes an Expert Advisor built around the XCCI_Histogram_Vol indicator. It generates a signal when a bar closes after crossing an overbought or oversold threshold. Two threshold levels are associated with separate order identifiers and…

ForexTechnical indicatorsBreakoutPosition sizing
FMZ forum

The document explains grid trading as repeated buying during declines and selling during advances, with portfolio rebalancing used to harvest price fluctuations. Its central example, attributed to Shannon’s Demon, splits capital equally between shares and…

Grid tradingPosition sizingStatisticsRisk management
MQL5 code base

Auto Adjusting is described as an expert advisor that trades using three moving averages and candle-based trailing stops for stop loss and take profit. It includes adjustable position sizing and parameters for trade limits, equity stops, basket profit and…

Technical indicatorsForexEquitiesRisk management
MQL5 code base

This MetaTrader expert advisor combines three moving averages with the Moving Average of Oscillator and Relative Vigor Index indicators. It evaluates signals only when a new bar forms, and exposes a minimum separation setting for the moving averages. The…

ForexTechnical indicatorsRisk managementPosition sizing
SuperMind

The document presents a method for moderating drawdowns by reducing the capital base used to size trades as portfolio value falls. It first defines maximum drawdown as the largest peak-to-later-trough decline relative to the earlier value. Its adjustment…

Risk managementPosition sizingBacktestingEquities
FMZ forum

This reading note distills three rules attributed to the book The Ghosts of Wall Street. First, treat a new position as unproven: reduce or exit if the market does not confirm the trade within a reasonable period, with survival and small losses taking…

Risk managementPosition sizingTrend followingTechnical indicators
MQL5 code base

This Expert Advisor description explains how to configure separate long and short trading systems around changes in the color of the XDidi Index Cloud indicator. Each side has its own magic number, position sizing settings, and entry and exit switches,…

ForexTrend followingTechnical indicatorsPosition sizing
FMZ forum

This article argues that grid trading can move beyond small gains by improving how the strategy handles falling markets. It describes combining suitable instrument selection, portfolio construction, dynamic grid placement, and position management to address…

Grid tradingCryptoRisk managementPosition sizing
MQL5 code base

The document outlines an expert advisor for EURUSD that trades around the European and American sessions. It identifies session start and end times as configurable inputs and describes a minimum European-session range, stop loss, take profit, and a lot-size…

ForexBreakoutRisk managementPosition sizing
BigQuant

The article introduces a custom coded stock selection strategy built from five rules, mainly intended to identify stocks that have fallen sharply and begun to stabilize, with some rules meant to capture potential strong advances. It contrasts AI generated…

EquitiesFactor investingBacktestingPosition sizing
MQL5 code base

This description outlines an Expert Advisor based on the MALR indicator. It opens short positions when price crosses the indicator’s upper line downward and opens long positions when price crosses its lower line upward. Optional controls include adding a…

ForexTrend followingPosition sizingRisk management
FMZ forum

This tutorial introduces the M Language used in a trading platform to write indicators and trading logic for commodity futures and cryptocurrency contracts. It explains scalar and sequence data, numeric, string, and Boolean values, variable naming, and…

FuturesCryptoTechnical indicatorsPosition sizing
MQL5 code base

The document describes adding withdrawal tracking to an existing Expert Advisor so position sizing can respond when account funds are removed. It identifies a limitation in recovery-style sizing systems: an EA may increase lot size after losses and retain…

Position sizingRisk managementExecution
BigQuant

This article recommends a three-part process for improving trading discipline: record each trade’s rationale, timing, size, planned risk and reward, and emotional state; review those records regularly for rule violations and emotional decisions; then analyze…

Risk managementPosition sizingStatistics
SuperMind

This post describes a Chinese equity screen for stocks associated with the metaverse theme, with a close above the previous day’s low and a code beginning with 60. It combines a thematic classification, a simple price condition, and an exchange-listing code…

China marketsEquitiesTechnical indicatorsPosition sizing
FMZ forum

The article explains grid trading combined with Martingale position sizing and distinguishes traditional, hedged, and trend-oriented variants. Traditional grids place multiple pending orders with fixed, multiplied, or percentage-based sizing. Hedged grids…

ForexGrid tradingPosition sizingRisk management
OctoBot

This guide explains a dollar-cost averaging trading mode for placing repeat entries and managing the resulting positions. Entries can be triggered on a schedule or when an evaluator produces a new maximum signal, defined as a value of -1 or 1. The guide says…

CryptoSpot marketsFuturesExecution
MQL5 code base

This document describes an Expert Advisor that trades signals from the custom BullsBearsEyes indicator. It opens a buy when the indicator value on the prior bar is 0.0 and a sell when that value is 1.0. The EA includes configurable stop-loss, take-profit,…

Technical indicatorsPosition sizingRisk management