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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

549 documents

FMZ live strategies

This live robot record describes a multi-asset crypto futures strategy that combines directional trend tracking with opposing hedge positions and grid-based additions. Logs show a short grid position being increased after price crossed a grid level, with an…

CryptoFuturesGrid tradingArbitrage
MQL5 code base

The document describes a lightweight expert advisor that combines grid order placement with the direction of the latest candle. A bullish last candle prompts a buy, while a bearish one prompts a sell; this signal is applied to subsequent orders in the grid…

Grid tradingTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document describes an automated system that can run a grid and martingale strategy across as many as 100 currency pairs from one chart. It closes a pair’s orders when their combined profit reaches a configured level. The description explains that a grid…

ForexGrid tradingPosition sizingRisk management
OctoBot

This overview explains how OctoBot’s tentacles package supplies concrete plugins for market evaluation, trade decisions, exchange connections, services, and automation. Evaluators turn technical, real-time, social, or combined inputs into normalized signals;…

Technical indicatorsExecutionGrid tradingPortfolio construction
TqSdk

This example describes a futures grid strategy centered on a chosen starting price. It creates a fixed number of price levels on both sides, with each successive level set a constant percentage lower for the long side or higher for the short side. The target…

FuturesGrid tradingPosition sizingExecution
OctoBot

Grid Trading Mode maintains buy and sell orders at configured price intervals, aiming to capture repeated small price movements in sideways markets. The guide describes it as a simplified form of staggered-order trading and says the mode can be set up…

Grid tradingSpot marketsExecutionRisk management
MQL5 code base

The document describes a chart indicator that draws a grid of rounded price levels above and below the current price. Its inputs let users set the rounding precision and the number of grid blocks, then customize the colors, line styles, widths, and labels…

Technical indicatorsGrid trading
Hummingbot docs

This tutorial explains how to configure Hummingbot’s PMM Simple V2 controller, a market-making strategy that places buy and sell limit orders at specified distances from the mid-price. Users can set order levels and allocations, exchange and market, refresh…

CryptoMarket makingGrid tradingRisk management
Hummingbot docs

Hummingbot v2.3.0 release notes describe new trading controllers and infrastructure updates. The XEMM V2 controller supports multiple order levels, dashboard performance monitoring, and concurrent instances. GridStrike combines grid trading, market making,…

CryptoMarket makingGrid tradingRisk management
MQL5 code base

The Very Blonde Expert Advisor waits for a price change that exceeds a configurable pip threshold within a chosen number of bars, then opens a position in the opposite direction. It can also place a configurable grid of limit orders to reinforce that…

ForexMean reversionGrid tradingRisk management
MQL5 code base

The document describes a MetaTrader 4 expert advisor for placing grid orders. It says the system can build grids in the direction of market movement or against it, and offers configurations without martingale, with a lighter martingale approach, or with full…

ForexGrid tradingRisk management
NautilusTrader

The document presents a plotting utility for examining a dYdX grid market maker run. It parses logs for mid-price requotes and order submission, acceptance, and cancellation events, then generates panels for theoretical grid levels around the mid-price,…

CryptoMarket makingGrid tradingExecution
FMZ forum

The document describes a spot trading scheme that opens a position with a fixed profit target, then adds to the position as price moves against it in an attempt to lower the average entry price. If losses or available capital prevent further additions, an…

CryptoSpot marketsGrid tradingPosition sizing
FMZ live strategies

The listing describes a live GateIO futures robot trading BTC, ETH, LTC, BCH, and BNB against USDT on a 30-minute interval. Its author characterizes the approach as trend-following combined with a hedged long-and-short grid. Logs show grid adjustments,…

CryptoFuturesTrend followingGrid trading
FMZ forum

The article outlines a long-only strategy for crypto contracts that attempts to buy during declines using a grid-like sequence of limit orders. Starting from a reference price, it places further buys at progressively lower intervals, with order size…

CryptoFuturesGrid tradingPosition sizing
MQL5 code base

Jupiter M is described as an expert advisor that places grid orders in both directions. Its stated emphasis is flexible grid placement rather than highly accurate entry timing. The advisor includes a martingale feature, and the document says setting its…

Grid tradingForexRisk management
MQL5 code base

The document describes an automated trading system that aims to adapt its entries to trending or ranging markets. It combines an ATR volatility filter, RSI momentum checks, support and resistance bounces or breakouts, and regression-channel mean reversion.…

Technical indicatorsVolatilityMean reversionBreakout
FMZ forum

The article proposes modifying a range-trading grid to generate trading volume, aimed at market makers or traders seeking lower fees. It describes using maker orders to add positions as price falls, then closing profitable positions after a larger rebound…

Grid tradingMarket makingExecutionRisk management
Stratmill research code

The code describes a grid market-making approach that repeatedly places buy and sell limit orders around a forecast mid-price. The forecast is simply the current best bid and ask midpoint, with no alpha adjustment in this implementation. A relative…

Grid tradingMarket makingExecutionPosition sizing
MQL5 code base

This MetaTrader 5 trade manager is described as a way to manage manually initiated forex trades on the current currency pair. After a trader opens the first position, the expert advisor can add positions when price moves a chosen distance from the most…

ForexGrid tradingRisk managementExecution
MQL5 code base

This expert-advisor description explains a pending-order strategy that can place buy and sell limit orders or, in a revised version, stop orders. Orders are initially set a configurable distance from market price with stop-loss and take-profit levels, then…

ForexExecutionRisk managementPosition sizing
BigQuant

This MetaTrader 5 expert advisor is designed to manage account equity and individual open trades, then place a grid of pending orders when price reaches a user-specified level. The trader must decide in advance where a grid would be appropriate; the EA does…

ForexGrid tradingExecutionRisk management
FMZ forum

This strategy modifies a two-way martingale by opening a position against the current exposure when price reaches a configurable hedge threshold. It describes settings for initial order size, take-profit distance, leverage, position growth, and the…

CryptoGrid tradingPosition sizingRisk management
FMZ forum

This code commentary explains a directional spot trading bot that can open either a long or short position, add to the position as price moves against it, and close when a profit target or stop-loss condition is reached. It exposes settings for order size,…

CryptoSpot marketsGrid tradingExecution