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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

9,660 documents

SuperMind

This overview outlines four broad high-frequency trading approaches: market making, large-order execution, quantitative signal trading, and event-driven trading. It explains how passive market makers seek spread and fee-rebate income while managing inventory…

High-frequency tradingMarket makingExecutionMarket microstructure
MQL5 code base

This brief description outlines an MQL5 indicator approach for showing higher-timeframe logic on a lower-timeframe chart. It highlights synchronizing higher-timeframe data within a lower-timeframe execution loop and using new-bar detection to trigger…

Technical indicatorsExecution
ProRealCode

The document presents a simple directional strategy for EUR/USD based on the ordering of three moving averages. It identifies a shorter, medium, and longer average, and enters a long position when they are stacked from shortest to longest in ascending order.…

ForexTrend followingTechnical indicatorsExecution
MQL5 code base

The document describes a manual trading tool with buttons to open and close positions and settings for stop losses, take profits, trailing exits, and trade size. It outlines both per-trade controls and a basket-level protocol that can close all positions…

ExecutionRisk managementPosition sizing
MQL5 code base

The document describes a trading utility that helps close positions according to a configured stop-loss amount and a take-profit multiple of that amount. The stop-loss input must be negative. It describes two stop-loss approaches: setting a stop on an order…

Risk managementPosition sizingExecution
MQL5 code base

This document describes an MQL5 library for storing tick records in a compact format. It retains selected fields from the standard tick structure, including timestamps, bid and ask prices, last price, volume, and flags. Example scripts retrieve ticks, save…

ForexMarket microstructureExecutionBacktesting
FMZ forum

This brief example describes a short-selling strategy that opens an initial position, then responds to price movement with either a cover or an added short. It closes the position when the buy price falls below the entry price by a specified profit…

Position sizingRisk managementBacktestingExecution
MQL5 code base

RingSystemEA is described as a multi-currency expert advisor that forms currency rings from a configurable set of three to eight currencies. The user selects currencies through an external parameter and attaches the expert to a single chart; the chart and…

ForexMulti-assetExecution
Hummingbot docs

This article reviews a two-month program in which individuals used market-making bots to provide liquidity for the ONE token on Binance. It examines participation, filled order volume, user retention, activity by weekly cohorts, and the program’s share of…

CryptoMarket makingExecutionMarket microstructure
BigQuant

A BigQuant user asks why a strategy continues to submit buy orders even though the platform logs cancel them for insufficient cash. The example allocates a daily portion of portfolio value, reads the reported cash balance, calculates an order value, and…

FuturesCryptoRisk managementExecution
BigQuant

This brief BigQuant assignment proposes a contrarian stock strategy based on the idea that unusually low trading activity may accompany a price low. It buys the five stocks with the lowest turnover and holds them for five days, seeking a reversal. The…

EquitiesChina marketsMean reversionBacktesting
BigQuant

This article describes a discretionary intraday approach to trading an existing stock position in an effort to lower its effective cost. It distinguishes buying before selling in an uptrend from selling before buying in a downtrend, and frames entries around…

EquitiesMean reversionMomentumTechnical indicators
OctoBot

The guide explains how to authorize OctoBot Cloud to trade through a Coinbase account using API credentials. The setup involves creating a key in Coinbase, choosing the intended wallet, enabling trading permission, adding OctoBot’s IP addresses to the key’s…

CryptoSpot marketsExecutionRisk management
Hyperliquid docs

HyperEVM divides transaction throughput across two interleaved block types: small blocks produced frequently and larger blocks produced less often. This design separates confirmation speed from block capacity, aiming to let users benefit from faster…

CryptoExecutionMarket microstructure
SuperMind

This guide outlines how to move a strategy from backtesting or simulation into Supermind’s live research-trading environment. It describes logging in to a simulated or funded account, creating live-trading code, and adapting a backtest template to initialize…

ExecutionBacktesting
Hummingbot docs

The document explains V1 strategies as configurable algorithmic trading templates that monitor trading pairs on one or more exchanges. It distinguishes strategy logic, which defines behavior in code, from user-set parameters such as spread and order size,…

Market makingArbitrageExecutionCrypto
Awesome Systematic Trading

The strategy compares two portfolios drawn from a basket of cryptocurrencies: one is rebalanced daily to equal weights, while the other starts equally weighted and is left to drift. It takes a long position in the rebalanced portfolio and a short position in…

CryptoPortfolio constructionArbitrageBacktesting
MQL5 code base

TimerEA is an expert advisor for opening and closing orders at specified dates and times on the symbol to which it is attached. Scheduling can be based on a day of the week or a day of the year. It supports market orders as well as pending stop and limit…

ExecutionRisk managementPosition sizing
OctoBot

This guide explains how to run trading strategies against historical market data in OctoBot. The workflow is to select a profile, download data for the desired pairs and timeframes, run the backtest, and review the report. It describes how starting funds and…

BacktestingCryptoExecutionPortfolio construction
MQL5 code base

The document explains a forex scalping system based on price briefly crossing a confirmed swing high or low, then closing back through it. The system marks the sweep candle as a potential order block and waits for a later candle to break back through its…

ForexTechnical indicatorsRisk managementBacktesting
FMZ forum

The author recounts moving from manual trading to automated strategies. An early setup sent TradingView entry signals to FMZ for take-profit and stop-loss handling; the author reports that unreliable signals, unstable profits, platform rental, and trading…

Grid tradingRisk managementBacktestingExecution
Kraken Learn

The document explains how conditional stop-loss and take-profit orders work for futures positions on Kraken Pro. A stop loss is intended to close a position if the market moves adversely through a chosen level; a take-profit order closes it at a specified…

FuturesCryptoRisk managementExecution
ProRealCode

The indicator identifies candidate liquidity zones from repeated wick tests that fail to close through a candle-body reference level. It maintains separate upside and downside references, counts contacts only when tests are sufficiently spaced, and confirms…

Technical indicatorsMarket microstructureExecution
NautilusTrader

This example configures a live trading framework to connect to Derive’s test environment and exercise its built-in execution tester on an ETH perpetual instrument. At startup, the strategy can open a position using an immediate-or-cancel order and maintain…

ExecutionPerpetual futuresMarket microstructure