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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

549 documents

FMZ digest

This document describes a grid strategy that trades the relative price of two crypto assets, illustrated with LTC/USDT and ETH/USDT. Instead of using the price difference between assets, it tracks their price ratio. As the ratio rises through preset levels,…

CryptoGrid tradingPairs tradingPosition sizing
FMZ digest

The article outlines a way to shortlist Binance USDT spot pairs for grid trading. It frames grids as strategies that seek repeated buy and sell opportunities within fluctuating prices, so the screening process favors substantial daily ranges while filtering…

CryptoSpot marketsGrid tradingStatistics
MQL5 articles

This article describes revisions to a candle-counting strategy that starts a series of positions when bullish or bearish candles dominate a sample. It identifies weaknesses in fixed window lengths and thresholds, frequent entries, fixed basket exits, and…

ForexStatisticsGrid tradingRisk management
MQL5 articles

The article reviews the Ilan Expert Advisor, which averages into losing positions using a grid and increasing trade sizes, then closes the basket near its average entry price. It explains why this approach can perform during quiet, sideways markets yet face…

Grid tradingMachine learningRisk managementPosition sizing
MQL5 articles

The article develops a mathematical approach to choosing order spacing and volumes in a grid strategy. It starts with one open position and a pending order, deriving the combined breakeven price and relating target profit, position size, volume increments,…

Grid tradingPosition sizingRisk managementVolatility
MQL5 articles

This article explains how a Virtual Order Manager (VOM) can preserve order-centric behavior in MetaTrader 5, where multiple trades on one symbol may be combined into a single position. It targets setups where several Expert Advisors, or a complex EA, need to…

ExecutionMarket microstructureGrid tradingRisk management
MQL5 articles

This article describes an automated grid built from Buy Stop and Sell Stop orders around a reference price on Moscow Exchange futures. Orders are spaced by a chosen step within upper and lower bounds; as price triggers an order, the system may update the…

FuturesGrid tradingExecutionRisk management
MQL5 articles

The article describes an include-file risk manager for MetaTrader 5 expert advisors. It outlines conservative, moderate, aggressive, and custom modes, with limits for daily, total, and per-trade risk. It also compares balance-based and equity-based drawdown…

Risk managementPosition sizingGrid tradingExecution
MQL5 articles

This article presents a constrained, restartable grid Expert Advisor informed by Aldo Taranto’s research on bidirectional grid processes. It contrasts the grid’s accumulating losses across traversed levels with the faster loss growth of martingale doubling,…

Grid tradingRisk managementPosition sizingForex
MQL5 articles

The article develops a floating grid that places buy-stop orders above the current price and sell-stop orders below it, then updates the pending orders as price moves. Each position has its own take profit, while orders far from the market are removed and…

ForexGrid tradingRisk managementBacktesting
MQL5 articles

This article describes building a basic grid Expert Advisor for both MetaTrader 4 and MetaTrader 5. It introduces conditional compilation to handle differences between the platforms and a shared order-placement interface. The trading concept places staggered…

Grid tradingBacktestingRisk management
MQL5 articles

The article develops a grid-like martingale EA that opens additional positions at fixed adverse price intervals, increasing trade size along the chain. It closes the whole basket when aggregate profit reaches a configured target. Since the approach can…

Grid tradingForexEquitiesRisk management
MQL5 articles

The article tests whether running a grid Expert Advisor across several currency pairs can improve its risk and return profile. The EA uses RSI thresholds to choose an initial contrarian position, adds a second position after an adverse move, and limits the…

ForexGrid tradingRisk managementBacktesting
MQL5 code base

Ilan 1.6 Dynamic is a forex expert advisor that averages into losing positions, increasing trade size as price moves against the initial entry. It sets the next entry distance from the recent high–low range, then seeks a small reversal to close the basket at…

ForexGrid tradingMean reversionPosition sizing
MQL5 code base

This description outlines an automated swing-trading system using Bollinger Bands. It is presented for hourly and four-hour charts on major forex pairs and Nasdaq stocks, and can be configured for single trades or multiple trades in a hedging grid. The…

ForexEquitiesTechnical indicatorsGrid trading
MQL5 code base

This brief description outlines a MetaTrader 5 expert advisor that forms two currency pairs from three currencies and trades them as a correlated pair, with EUR/USD and EUR/GBP given as an example. It opens four initial orders across the two pairs, split…

ForexPairs tradingGrid tradingRisk management
MQL5 code base

This document describes an Expert Advisor that places a grid of pending Buy Stop and Sell Stop orders around the current market price. Users can enable either order type, set the maximum number of pending orders of each type, and choose the distance from the…

Grid tradingExecutionPosition sizingRisk management
FMZ forum

The article explains why doubling a position after each loss can appear reliable while carrying ruinous tail risk. It uses lottery and coin toss examples to distinguish an individual’s unlikely streak from the higher chance that someone in a large group…

StatisticsRisk managementPosition sizingGrid trading
MQL5 code base

The document describes a grid approach that repeatedly opens equal-directional Buy and Sell positions, then closes the profitable side as price moves between levels. It illustrates the idea with a move from 100 to 200 and back: realized gains on selected…

Grid tradingPosition sizingRisk management
ProRealCode

This document presents a long-only DAX strategy intended for a 15-minute chart. It enters when a short moving average crosses below a longer one, subject to an ADX range, then adds to a losing position after a fixed price decline. The entry logic is limited…

FuturesGrid tradingTechnical indicatorsRisk management
MQL5 code base

This strategy description targets EURCAD on a five-minute chart and opens short positions using three stochastic indicators, with ATR also included in the method. If the first position does not close at a profit, the system can place up to eight additional…

ForexTechnical indicatorsGrid tradingPosition sizing
FMZ forum

The document proposes a trend-oriented grid as a position management and exit framework that can be paired with different entry signals. It divides capital into ten portions, opens with one portion after an entry condition, and sets a midpoint, stop, and…

Grid tradingTrend followingBreakoutPosition sizing
MQL5 code base

The Smart AC Trader is described as a forex expert advisor that ranks eight major currencies by strength and combines that selection with moving averages and other indicators. It is intended for major currency pairs and multiple time frames, and the…

ForexTechnical indicatorsPosition sizingRisk management
SuperMind

The article describes a perpetual futures strategy that places paired limit orders above and below the current price. When one side fills, it cancels remaining orders and places a closing order at a target distance from the position price, alongside a new…

CryptoFuturesPerpetual futuresGrid trading