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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

Strategy library

This crypto accumulation protocol modifies dollar-cost averaging with price-drop entries and volatility-sensitive thresholds. It uses ATR to raise the required decline when volatility increases, and describes preset recipes for several assets. Purchases can…

CryptoVolatilityGrid tradingRisk management
Strategy library

This long-only grid strategy opens an initial position after a specified start date, adds buys when price falls a set percentage below the initial entry, and closes all positions when price rises a set percentage above that entry. Its stated defaults use 5%…

FuturesCryptoGrid tradingPosition sizing
Strategy library

This Binance futures program calculates a target position from the price's percentage move relative to a stored initial or user-defined reference price. A grid interval and position value determine how exposure changes as price moves; the program submits…

CryptoFuturesPerpetual futuresGrid trading
Strategy library

This document describes a long-only grid configured for NVDAX-USDT on a 15-minute chart. The grid spans fixed high and low prices, and its levels can be spaced geometrically or arithmetically. The stated design buys when price crosses a grid level downward…

CryptoGrid tradingPosition sizingBacktesting
Strategy library

This document presents a long-only grid strategy configured for TON-USDT on a 15-minute chart. It places grid levels between fixed upper and lower price bounds, with either geometric or arithmetic spacing. The script’s description says it buys as price…

CryptoGrid tradingPosition sizingBacktesting
Strategy library

The code places a fixed set of buy limit orders below the current BTC perpetual-futures price and sell limit orders above it. The price offsets widen in regular increments, while order quantities grow rapidly at deeper levels, creating symmetric bid and ask…

CryptoFuturesGrid tradingPosition sizing
Strategy library

This grid strategy sets an upper and lower price boundary from recent highs and lows or a moving average, with a configurable deviation. It divides that range into evenly spaced grid levels and opens fixed-size long positions as price crosses levels; a move…

Grid tradingCryptoFuturesTechnical indicators
Strategy library

This strategy places buy and sell limit orders at regular price increments around the midpoint of the best bid and ask. It aims to earn the spread by keeping a ladder of orders on both sides, adjusting the ladder as prices and account balances change. Order…

Market makingGrid tradingHigh-frequency tradingExecution
Strategy library

This document describes a bounded grid system that divides a chosen price range into evenly spaced levels and places buy or sell orders as price moves between them. Users set the trading pair, lower and upper bounds, grid count, per-grid quantity, and price…

CryptoSpot marketsGrid tradingExecution
Strategy library

This perpetual futures grid strategy adapts its range, direction, and exits using recursive estimates rather than a fixed lookback window. A Kalman filter estimates local trend and volatility, while recursive AR(1) estimation on a cointegration residual…

FuturesPerpetual futuresGrid tradingMean reversion
Strategy library

This strategy combines an ATR-scaled set of price bands with moving average trend filters to build positions in the prevailing direction. The center line is a 20-period simple moving average, and four bands on either side are spaced at multiples of ATR. A…

FuturesCryptoGrid tradingTrend following
Strategy library

This strategy places evenly spaced price levels above and below a simple moving average, then uses price moves across those levels to open and close long positions. Its stated example uses a 300-hour average, a 3% range on each side, and up to 15 grid…

CryptoFuturesGrid tradingMean reversion
Strategy library

This screening method ranks trading perpetual futures by the average daily range of their recent candles, with the stated lookback default set to 30 days. For each eligible contract quoted in USDT, it calculates each candle’s high-to-low range as a…

CryptoFuturesPerpetual futuresGrid trading
Strategy library

This tutorial outlines a directional grid that adds a position whenever the market moves beyond the next grid level by a configured spacing. In upward mode it sells at successive levels and later buys back when price reaches a cover threshold; downward mode…

Grid tradingExecutionRisk managementPosition sizing
Strategy library

This document describes a continuously running, single-asset grid bot that monitors the order book and outstanding orders. It proposes selling when the best bid rises sufficiently above a reference derived from existing sell orders or a base price, then…

Grid tradingExecutionMarket microstructureRisk management
Strategy library

This strategy combines RSI readings from the chart timeframe and two higher timeframes with a volatility-adjusted grid. It opens a long when all three RSI values are below the oversold threshold, or a short when they are above the overbought threshold. ATR…

CryptoFuturesGrid tradingTechnical indicators
Strategy library

This compact rule set starts with configurable long and short positions. For a long position, it trims a specified quantity after price rises by a defined distance from the stored reference price, and adds quantity after price falls by a defined distance.…

Grid tradingPosition sizingRisk management
Strategy library

This TradingView strategy lays evenly spaced price levels between upper and lower bounds. Bounds can be set manually or calculated from recent highs and lows or a simple moving average, with a lookback and deviation parameter to adjust the range. When price…

CryptoFuturesGrid tradingPosition sizing
Strategy library

This futures grid strategy lets the operator choose a buy-first or sell-first direction. In buy-first mode, it places a ladder of buy orders at fixed price intervals below a starting level; when one fills, it places a sell order above that fill by a…

FuturesGrid tradingRisk managementExecution
Strategy library

This ETH/USDT spot strategy runs a price grid while in attack mode. It places staggered buy orders and sells filled positions at grid levels, sizing orders as a fraction of total account value divided across the configured node count. The user can tune…

CryptoSpot marketsGrid tradingRisk management
Strategy library

This script lays out a long-only grid between user-defined upper and lower prices. Traders can divide the range into evenly spaced arithmetic levels or levels separated by equal percentage changes using a geometric progression. At each level below the top,…

Grid tradingExecutionRisk managementBacktesting
Strategy library

This document outlines a long-only grid strategy calibrated for an ENA perpetual market. It sets upper and lower price boundaries and distributes grid levels between them, using either geometric or arithmetic spacing. The description says the bot buys as…

CryptoPerpetual futuresGrid tradingPosition sizing
Strategy library

This strategy opens a spot position, places a profit-taking order, and adds to the position after an adverse move to bring its average entry price closer to the market. Parameters set the initial direction and amount, spacing between additions, desired…

Spot marketsGrid tradingPosition sizingRisk management
Strategy library

This document describes a long-only grid strategy for volatile markets. It divides a price range into evenly spaced levels, opens positions as price falls below grid lines, and closes them as price rises through the next line. Users can set the bounds…

Grid tradingCryptoFuturesRisk management