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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
Quantpedia
86 documents
TqSdk
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

4,613 documents

MQL5 code base

VR Breakdown Level is a breakout strategy that records the high and low of a prior period, with the period length chosen in the trading robot’s settings. At the beginning of each new period, it saves those levels. If price crosses the prior high, it opens a…

BreakoutExecutionPosition sizingRisk management
MQL5 code base

This document describes an Expert Advisor built around a moving average with a fixed period of 55. Users can adjust its timeframe, horizontal shift, smoothing method, and applied price. The EA checks for signals only when a new bar forms and during a…

Technical indicatorsTrend followingPosition sizingBacktesting
MQL5 code base

This document describes an account dashboard for tracking five common proprietary trading challenge constraints: daily loss, maximum loss, profit target, minimum trading days, and the best-day consistency rule. It explains that loss limits can be configured…

Risk managementPosition sizingForex
Lumibot

This strategy organizes research and trading for same-day-expiration bear call spreads through separate agents. A researcher gathers account and market information, checks the listed expiration, contract Greeks, and bid-ask quality, then identifies a short…

OptionsRisk managementPosition sizingExecution
MQL5 code base

This expert advisor monitors open positions across symbols and magic numbers. After a position has been open for a configurable number of seconds, it checks whether profit has reached a configured threshold in points. If the threshold is met, the advisor…

ExecutionRisk managementPosition sizing
MQL5 code base

This document outlines a proposed position-sizing engine for algorithmic trading. It combines Kelly sizing, which uses estimated win rate and payoff ratio, with volatility adjustment based on Average True Range and tick value. The stated goal is to reduce…

Risk managementPosition sizingVolatility
MQL5 code base

This expert adviser seeks pivot points using only the current and previous bars, then enters market orders when price appears to attempt a trend reversal. It does not use technical indicators. Orders can have configured take-profit and stop-loss levels;…

Mean reversionTechnical indicatorsRisk managementPosition sizing
FMZ forum

The article explains a countertrend martingale approach in which a trader adds to a losing position at set price intervals, hoping a later reversal will recover accumulated losses. It works through a foreign exchange example with equal size additions and…

ForexMean reversionPosition sizingRisk management
MQL5 code base

The document explains that MetaTrader 5 exposes generic, loss-side, and profit-side tick values for each symbol, and that these values may not be identical. This matters when an expert advisor calculates trade size from a risk budget: using a tick value that…

Risk managementPosition sizingForex
MQL5 code base

The document outlines a MetaTrader 5 expert advisor that combines moving average crossover signals with grid entries. It describes using fast and slow simple moving averages on an hourly chart, with volume and volatility checks to filter signals. Additional…

ForexGrid tradingTrend followingRisk management
MQL5 code base

This Expert Advisor generates signals from intersections of TDI-2 indicator lines, evaluated when a bar closes. It follows the direction of the signal and adds to an existing position when the profit from the most recent trade, measured in points, exceeds a…

ForexTechnical indicatorsTrend followingPosition sizing
ProRealCode

The document describes a short-term DAX strategy on five-minute bars that trades breaks of the prior day’s high or low during a morning window. Long entries require price above a 14-period moving average and are allowed Monday through Thursday, with up to…

FuturesBreakoutTechnical indicatorsPosition sizing
MQL5 code base

Daily BreakPoint is described as a breakout strategy that enters when price moves beyond the prior daily bar by a specified number of points. Its inputs include the breakout distance, minimum and maximum sizes for the last bar, stop loss, take profit, and…

BreakoutTechnical indicatorsPosition sizingRisk management
MQL5 code base

This document explains an expert advisor that manages a sequence of positions using a martingale volume multiplier. A new position’s size is calculated by multiplying the previous position’s volume, while user-set distances determine when the next position…

ForexPosition sizingRisk management
BigQuant

This assignment response translates two discretionary stock approaches into rule-based proposals. One combines recent institutional fund inflows, positive company earnings, improving per-share profit, elevated trading volume, and a price ceiling relative to…

EquitiesMomentumTechnical indicatorsBacktesting
MQL5 code base

RiskPerTrade is described as an MT5 tool that displays trading information as percentages instead of monetary amounts. Its stated purpose is to help traders manage emotional reactions, such as holding losing trades too long or closing winners too early, by…

Risk managementPosition sizing
MQL5 code base

The document presents a small open-source shield intended to check trading against prop firm account limits. Its usage outline initializes the tool with account balance and a firm profile, then updates it with equity and balance information on each tick.…

Risk managementPosition sizing
SuperMind

The proposed screen combines three stock characteristics: price amplitude above one, a circulating share count no greater than 5.5 billion, and a 20-day concentration measure below 70%. The article presents the amplitude condition as a way to find more…

EquitiesChina marketsTechnical indicatorsVolatility
Amberdata research

This beginner-oriented guide recommends planning trades in advance, researching assets before buying, and avoiding impulsive decisions driven by hype or fear of missing out. It advocates diversification across crypto assets, monitoring Bitcoin as a possible…

CryptoRisk managementPosition sizingTechnical indicators
MQL5 code base

This brief script description outlines a tool for estimating the margin needed to open a trade at a specified volume. It also says the tool calculates the maximum number of lots that can be traded for a chosen symbol. The only example identified is CADJPY…

ForexPosition sizingRisk management
MQL5 code base

This expert advisor uses three moving averages to define entry conditions. A buy opens when the fast average crosses above the middle average while both remain below the slow average. The sell condition reverses the crossover direction and requires the fast…

Technical indicatorsTrend followingPosition sizingRisk management
SuperMind

This brief template note describes a stock-screening strategy that selects companies using natural-language queries. Its example combines a small-market-cap screen with recent net inflows from large investors, a prior period of contracting volume, and a…

EquitiesMomentumTechnical indicatorsRisk management
FMZ forum

This forum post asks how to use pyramiding in a strategy that combines a higher-level long signal with lower-level entry and exit signals. The author wants to add long entries whenever the smaller-scale long condition occurs while the larger long condition…

EquitiesPosition sizingBacktestingRisk management
MQL5 code base

This document describes an expert advisor that closes open trades and pending orders when account-equity thresholds for profit or loss are reached. The thresholds are stated in account currency: a profit target should be above current equity, while a loss…

ForexRisk managementExecutionPosition sizing