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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

MQL5 code base

This product description outlines a trading-panel interface for entering and managing trades. Its controls include an account and position information panel, dedicated buy and sell actions, and support for a Magic Number so the expert advisor can identify…

ExecutionPosition sizingRisk managementGrid trading
MQL5 code base

The document describes a semi-automatic expert advisor that opens positions as price moves by configured steps: an upward move triggers a sell and a downward move triggers a buy. This creates separate buy and sell grids. The trader can close each side or all…

Grid tradingExecutionRisk managementForex
MQL5 code base

This document describes a chart indicator that draws fixed horizontal price levels at regular intervals around the current price. The trader configures how many lines to display on each side and the spacing between adjacent lines, then chooses their color,…

Technical indicatorsGrid trading
BigQuant

The example code implements a simple long-only threshold strategy for one security. It opens an initial position, then compares each close with the most recent recorded purchase price. A decline beyond the configured buy threshold adds another purchase; a…

Grid tradingEquitiesPosition sizingRisk management
OKX Learn

The document explains a dollar-cost averaging (DCA) approach that opens a position, adds buys when price falls by set increments, and exits when a take-profit or stop-loss condition is met. It distinguishes this from recurring buys, which invest fixed…

CryptoSpot marketsGrid tradingPosition sizing
OKX Learn

The article describes European access to two types of exchange products: leveraged perpetual contracts tied to private-company valuations and tokenized exposure to public stocks and ETFs. It says the pre-IPO contracts reference OpenAI and Anthropic, permit…

CryptoEquitiesFuturesExecution
OKX Learn

The document explains two OKX automated strategies for X-Perps: a futures grid bot and a futures dollar-cost-averaging bot. The grid bot places orders at price levels within a user-defined range; users choose the boundaries, grid count, order size, leverage,…

CryptoFuturesGrid tradingMean reversion
OKX Learn

The document explains a product feature that lets users change the range and grid quantity of an active spot grid bot without closing and restarting it. These adjustments are presented as a way to adapt a configured grid to changing market conditions while…

CryptoSpot marketsGrid trading
Strategy library

This document describes a grid strategy that divides a chosen price range into evenly spaced levels. Bounds can be set manually or derived from recent highs and lows or a moving average, with a deviation adjustment. The strategy places buys and sells as…

Grid tradingMean reversionRisk managementBacktesting
Strategy library

This grid strategy divides a price range into evenly spaced levels and opens fixed-size long positions as price moves below grid lines. When price rises past the next level, it closes the position associated with the lower line, seeking to capture…

Grid tradingMean reversionFuturesCrypto
Strategy library

This long-only grid strategy operates between fixed upper and lower price bounds. It divides the range into configurable levels, using either geometric or arithmetic spacing, buys when price crosses down through a level, and sells on an upward crossing at…

CryptoPerpetual futuresGrid tradingPosition sizing
Strategy library

This Pine strategy builds evenly spaced price levels between an upper and lower bound, then prepares a grid of order states for trading. Bounds can be supplied manually or calculated from recent closing-price highs and lows, widened or narrowed by a…

Grid tradingTechnical indicators
Strategy library

This spot trading routine rebalances a coin and USDT toward a configured target share of portfolio value. It reads account balances and the ticker, values the coin holdings at the sell price, and compares that value with the target allocation. If the…

CryptoSpot marketsGrid tradingPosition sizing
Strategy library

This strategy places buy and sell triggers on a grid whose center and levels adjust as a smoothed price reference changes. The user can select among several moving-average methods, choose whether signals use highs and lows or closes, and set grid spacing,…

Grid tradingTechnical indicatorsExecutionRisk management
Strategy library

This BTC grid strategy alternates between long and short futures positions at configurable price thresholds. When flat, it opens a base position in the direction associated with the current price region: long below a lower threshold or short above an upper…

Grid tradingCryptoFuturesPerpetual futures
Strategy library

This document describes a grid strategy that places buy and sell orders across a defined price range. It opens a position when price moves across a grid level and closes it when price crosses back through the adjacent level, aiming to harvest repeated price…

CryptoFuturesGrid tradingRisk management
Strategy library

This scalping system combines three MACD readings with progressively slower fast and slow periods. Its long and short rules look for momentum alignment across the slow indicators, then inspect recent history for zero-line crossings and turning points in…

ForexTechnical indicatorsMomentumRisk management
Strategy library

This teaching example repeatedly cancels its outstanding orders, reads the current ticker and account balances, then places buy limits below and sell limits above the midpoint. Each side adds orders at successive price intervals until its configured quantity…

Grid tradingMarket makingExecutionMarket microstructure
Strategy library

This Expert Advisor combines three moving averages with Williams Fractals to identify possible entries. For a long trade, the averages must be ordered from shortest-period highest to longest-period lowest, and the previous candle’s low must sit between the…

ForexTechnical indicatorsTrend followingGrid trading
Strategy library

This strategy trades a three-contract spread across a perpetual, current-quarter, and next-quarter Binance coin-margined futures contract. It defines the butterfly spread as next-quarter plus perpetual minus twice the current-quarter price. Long exposure to…

CryptoFuturesArbitrageGrid trading
Strategy library

This spot strategy repeatedly places a buy limit order at a preset price, then places a sell limit order after the buy fills. Once the sell fills, it returns to the buy stage, creating a simple two-price trading loop. The parameters include the buy and sell…

Spot marketsGrid tradingExecutionBacktesting
Strategy library

GridDCA combines dollar-cost averaging with price levels: it places buys as the market reaches successive grid prices, with a configured quantity and stop-loss and take-profit levels for each purchase. The description says orders can be submitted as market…

CryptoFuturesGrid tradingPosition sizing