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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

47 documents

backtrader

This Backtrader example demonstrates a simple moving average crossover strategy and how cheat-on-open mode changes the timing of order decisions. It builds two moving averages, with configurable periods and moving-average type, then uses their crossover as…

EquitiesTechnical indicatorsBacktestingExecution
backtrader

This example shows how to replay lower-timeframe price data as daily, weekly, or monthly bars in Backtrader. A simple strategy calculates a configurable simple moving average and prints lifecycle messages as the replayed data advances. The script lets users…

BacktestingTechnical indicators
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
backtrader

This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…

EquitiesTechnical indicatorsTrend followingBacktesting
backtrader

This Backtrader example demonstrates a simple breakout-style strategy and a way to process daily bars in two stages. The strategy compares the current high with a rolling highest-high indicator, submits an entry when they match, and exits after a configured…

EquitiesBreakoutBacktestingExecution
backtrader

This example script demonstrates how to connect Backtrader to OANDA data and optionally use an OANDA broker. It defines a sample strategy that logs market data and a simple moving average, tracks data and order notifications, and can submit sample buy or…

ForexExecutionBacktestingTechnical indicators
backtrader

This Backtrader example loads a base data feed and creates a second feed at a larger timeframe, with daily, weekly, or monthly options. The larger feed can be produced by resampling or replaying the original series, loaded separately, or created through…

Multi-assetTechnical indicatorsBacktesting
backtrader

This Backtrader example demonstrates target orders in three forms: a desired share size, a desired position value, or a desired fraction of portfolio value. Each bar, it derives a changing target from the calendar day and month, then submits the selected…

ExecutionPosition sizingBacktestingTechnical indicators
backtrader

This Backtrader example implements a simple moving average crossover strategy. It buys when the closing price crosses above a configurable moving average and sells when it crosses below; unless configured for long-only trading, it can also open short…

BacktestingTrend followingTechnical indicatorsRisk management
backtrader

This Backtrader example demonstrates a price-versus-moving-average signal and an optional moving-average crossover exit. The entry signal is the difference between the close and a configurable simple moving average: positive values indicate price above the…

Technical indicatorsTrend followingBacktesting
backtrader

This Backtrader example demonstrates a simple trend-following strategy and order-monitoring setup. It calculates a 15-period simple moving average and uses a crossover between the closing price and the average: an upward cross creates a buy signal, while a…

BacktestingTrend followingTechnical indicatorsExecution
backtrader

This Backtrader example demonstrates how to combine a sequence of Euro Stoxx 50 futures contracts into a continuous rollover feed or a simple chained feed. It compares the framework's Cerebro rollover and chain options with directly adding a RollOver data…

FuturesBacktestingExecution
backtrader

This Backtrader example implements a simple moving-average crossover strategy. It buys when the closing price crosses above a simple moving average and sells when it crosses below. A long-only setting suppresses short entries, and a configurable stake…

Technical indicatorsTrend followingBacktestingExecution
backtrader

This example shows how to load daily market data from a delimited text file into a pandas DataFrame and pass it to Backtrader as a Pandas data feed. It uses a basic Backtrader strategy, runs the engine over the data, and plots the result. Optional…

BacktestingFutures
backtrader

This Backtrader example shows a simple strategy that counts changes in calendar date and alternates between opening and closing a position when its counter reaches two. Orders use the close execution type, so the intended fill is at a bar’s closing price.…

ExecutionBacktesting
backtrader

This example shows how to compare two long-only signal strategies in Backtrader. One strategy enters based on a crossover between 10-period and 30-period simple moving averages; the other uses a crossover between the closing price and a 10-period simple…

EquitiesTechnical indicatorsBacktesting
backtrader

This Backtrader example demonstrates how to load minute-level CSV data for a chosen date range and trading session, optionally filter records to session hours, and fill missing bars within that session. The filler can assign a configurable volume to…

BacktestingExecutionStatistics
backtrader

This Backtrader example defines a signal strategy using a fast and a slow simple moving average, with configurable periods. A crossover drives long entries; an option enables long-short signals. The script loads historical data, sets starting cash and…

BacktestingTechnical indicatorsTrend followingPosition sizing
backtrader

This Backtrader example shows how a strategy can use two data feeds: a moving average crossover on the second asset generates long entry and exit signals, while orders are placed on the first. The signal uses a simple moving average and a crossover of the…

Multi-assetEquitiesTechnical indicatorsBacktesting
backtrader

This Backtrader example enters a long position when a short-period simple moving average crosses above a longer-period average. Once a position exists, it submits a sell stop order, configurable as a trailing stop or trailing stop-limit. The trailing…

BacktestingTrend followingTechnical indicatorsRisk management
backtrader

This sample demonstrates how to configure a Backtrader run with a trading calendar and resampled market data. It defines a custom NYSE calendar for 2016, loads Yahoo Finance data either from a feed or a local CSV file, and resamples the input series to…

BacktestingEquities
backtrader

This script implements a long-only buy-the-dip strategy for a single price series. It measures declines using one of several definitions: close versus prior close, close versus open, close versus high, or low versus high. When the selected measure crosses a…

Mean reversionBacktestingPosition sizingEquities
backtrader

The document presents a Backtrader observer that plots the creation price of buy orders while they are submitted or accepted, and marks that price when a buy order expires. Separate plot markers distinguish created and expired orders. The observer filters…

BacktestingExecution
backtrader

This Backtrader example shows how to include credit interest in a simple moving average crossover strategy. It computes fast and slow averages, uses their crossover as a signal, and lets the user choose long-short, long-only, or short-only trading. A fixed…

EquitiesFuturesTechnical indicatorsBacktesting