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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

9,660 documents

Hummingbot docs

These release notes describe a Hummingbot update that adds connectivity to several decentralized and centralized crypto markets, including spot and perpetual futures venues. The highlighted strategy, cross-exchange mining, places maker orders on one exchange…

CryptoArbitrageMarket makingExecution
MQL5 code base

The document describes a MetaTrader indicator that plots configurable round-number price levels and surrounding zones above and below the current price. It frames these zones as possible psychological support or resistance areas and can alert users when the…

Technical indicatorsForexExecution
MQL5 code base

PricerEA is described as a trading utility for placing stop or limit pending orders at user-selected prices. It can calculate the lot size for each order automatically and can apply a trailing stop after a pending order is triggered; trailing stops are…

ExecutionPosition sizingRisk management
MQL5 code base

The indicator collects real-time tick arrival times and Bid and Ask prices, displays the two price series in a subwindow, and can save collected observations to a tick file. It also supports keeping several nonstandard chart types active, including…

ForexMarket microstructureExecution
FMZ live strategies

This dashboard snapshot describes a live Binance BTC/USDT futures robot running on an hourly candle interval. It reports account-level figures including equity, cumulative profit, drawdown, open positions, and win rate, alongside a large order history.…

CryptoFuturesPerpetual futuresExecution
FMZ forum

This intermediate FMZ tutorial explains practical platform techniques for building automated trading strategies. It covers operating across exchanges and symbols, configuring futures and swap contracts, and handling API failures through retries, null checks,…

CryptoFuturesBacktestingExecution
MQL5 code base

This Expert Advisor example applies two moving averages, MACD, and the Commodity Channel Index to USDJPY on an hourly chart. It reads indicator values from completed bars, including consecutive MACD readings, and uses trade-transaction events to track…

ForexTechnical indicatorsExecution
BigQuant

This brief Chinese-language support exchange addresses a strategy configured for daily rebalancing that appears to trade only every seven days in backtesting and does not rebalance in simulation. The response points to a condition in the backtest module’s…

BacktestingExecution
MQL5 code base

This Expert Advisor searches the previous 500 closing bars for price levels where closes cluster, then uses a cross of three moving averages of different lengths as a trend-development signal. After detecting a directional trend, it identifies the nearest…

ForexTechnical indicatorsTrend followingExecution
FMZ forum

The document describes an order-management issue in a Binance perpetual futures example. A partially filled sell order has an original quantity and an executed quantity; subtracting the latter from the former in JavaScript produces a residual quantity with a…

CryptoPerpetual futuresExecutionMarket microstructure
MQL5 code base

This brief note presents general software design principles that can inform trading-system architecture. It describes design patterns as reusable solutions developed through experience, intended to help make systems easier to extend, maintain, and support.…

Execution
FMZ forum

This beginner tutorial explains why a live trading system may need to collect its own candlestick history. Some exchanges provide candle data directly, while others may not. The author distinguishes live use from testing: the platform supplies historical…

ExecutionMarket microstructureCrypto
Hummingbot docs

This interview describes how a cryptocurrency liquidity miner used automated market making to provide liquidity across selected token pairs. He began with market making, tested different order approaches, and settled on using three orders. He ran bots…

CryptoMarket makingTechnical indicatorsExecution
MQL5 code base

The document explains how MQL5’s trade-transaction event can report account changes caused by submitted requests, interface actions, pending or stop-order activation, and server-side operations. It presents a base class that receives the transaction,…

ExecutionMarket microstructureHigh-frequency trading
MQL5 code base

The document describes a Windows message-based script for disabling automated trading on a specific Expert Advisor in MetaTrader. It opens the EA properties dialog, navigates to the Common tab using keyboard shortcuts when needed, locates the auto-trading…

ExecutionRisk management
FMZ forum

This FAQ explains practical design and troubleshooting points for FMZ Quant Workflow strategies. It covers host-version requirements, JavaScript-only code nodes, sequential execution, trigger behavior, reading data from connected parent nodes, and sharing…

BacktestingRisk managementExecutionMachine learning
MQL5 code base

This document describes an MT5 chart indicator that displays server time and the current bid price as labels in the main chart or a chosen subwindow. Its clock uses a timer event to update once per second, so the display can continue advancing when the…

ForexExecutionMarket microstructure
MQL5 code base

The document describes an Expert Advisor that trades when the Laguerre_ADX indicator’s cloud changes color. It generates a signal at the close of the bar where the color change occurs. The strategy therefore uses an indicator-state transition as its entry…

ForexTechnical indicatorsBacktestingExecution
ProRealCode

This post describes a long-only RSI(2) mean-reversion strategy for equity indices. It buys when the two-period RSI falls below 15, subject to a positive slope in the 22-day moving average and a 22-period RSI above 50. It exits when RSI(2) rises above 60 and…

EquitiesMean reversionTechnical indicatorsRisk management
BigQuant

The document describes a timing question in a daily trading strategy. Signals are created in an after-market routine, while orders are submitted in a data handler and intended to fill at the opening price. The author expects a signal generated after one…

EquitiesExecutionBacktesting
vn.py community

This short community exchange addresses why orders may fail in a SimNow simulated trading account even when login and account queries work and the user has checked the configuration. The reply identifies a specific environment limitation: SimNow does not…

FuturesExecution
vn.py

The document explains how to use a market-depth trading interface for live, manual intraday trading in a single futures contract. After connecting a trading gateway and opening a contract chart, the ladder displays price levels, bid and ask quantities, best…

FuturesExecutionMarket microstructure
Binance API docs

This reference explains exchange rules that determine whether orders are accepted. Symbol-level checks cover valid price ranges and increments, quantity bounds and steps, notional value limits, iceberg order parts, trailing-stop parameters, and caps on open…

CryptoExecutionMarket microstructureRisk management