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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

9,660 documents

OctoBot

This release note describes new features and fixes in OctoBot 1.0.4. Users can download strategies from OctoBot Cloud into a self-hosted bot, then configure them for different exchanges or assets and use the platform’s backtesting or strategy design tools to…

CryptoBacktestingFuturesExecution
MQL5 code base

This brief description introduces an expert advisor that places and manages pending orders. Its version 5.5 is described as working only with pending stop orders, so the stated trading mechanism is order placement rather than a fully explained entry or exit…

ForexExecutionMarket microstructure
OctoBot

This guide explains how to launch an OctoBot Cloud strategy or crypto basket with real exchange funds. The user selects a strategy, chooses live trading, links an exchange API key, and starts the bot. OctoBot checks that the account has enough funds before…

CryptoExecutionPortfolio constructionRisk management
MQL5 code base

This document describes a read-only MetaTrader 5 indicator for reviewing a proposed buy stop or sell stop on the chart’s current symbol. It compares the entered price and volume with broker contract details, including tick size, volume limits and increments,…

ExecutionRisk managementMarket microstructure
MQL5 code base

This document describes additions to a DeMarker-based trading strategy in its second version. It introduces configurable stop-loss and take-profit levels, plus a trailing activation threshold. The activation threshold is intended to move the stop to a…

Technical indicatorsRisk managementExecution
MQL5 code base

DonForex MinInfo is a MetaTrader indicator for displaying basic market and chart information. It shows the current price in a large font, highlights the last digit, changes price color with movement direction, displays the spread, and estimates the time…

ForexExecutionMarket microstructure
MQL5 code base

This document describes a trading script that places a buy stop and a sell stop at equal distances from the current price. Its input settings cover trade size, allowed price deviation, entry distance, stop loss, take profit, retry count, and the pause…

ExecutionBreakoutRisk management
MQL5 code base

The document presents a position-sizing method that converts a chosen percentage of account equity into a trade volume. It estimates the loss for one lot from the entry-to-stop distance, tick size, and tick value, then divides the allowed monetary risk by…

Position sizingRisk managementExecution
SuperMind

This post presents a simple Chinese equity screening rule based on daily price range and turnover, while excluding stocks from the STAR Market. The intended rationale is to find shares with both price movement and trading activity, potentially suitable for…

EquitiesTechnical indicatorsExecutionRisk management
MQL5 code base

This expert-advisor example describes a reversal rule: when a position closes at its take-profit or stop-loss, the program opens a position in the opposite direction. A buy closure is followed by a sell, and a sell closure by a buy. The explanation focuses…

ExecutionPosition sizingRisk management
vn.py community

This brief VeighNa community exchange answers a practical question about retaining order and execution records. A user reports that increasing a global setting did not make fill information appear in the log. The reply directs them to the main interface’s…

ExecutionMarket microstructure
MQL5 code base

This document describes a chart-based tool for viewing current, minimum, and maximum spreads across instruments available in a broker’s market watch. It is intended to help traders check account-specific spread conditions and identify periods of unusually…

ForexExecutionMarket microstructure
vn.py community

This short forum exchange concerns choosing a broker or trading counter for automated stock trading in China. One participant reports that a broker had announced it would stop allowing personally developed software to connect through its CTP interface.…

EquitiesChina marketsExecution
MQL5 code base

TangoLine is a technical indicator designed to mark rapid changes in market direction and support early entries after a reversal. It plots a central line at the midpoint of the range formed by a reversal bar, together with upper and lower lines marking that…

Technical indicatorsTrend followingExecution
Freqtrade docs

This documentation explains how a trading bot builds the set of markets it can trade. Pairlist handlers can start from a static whitelist or dynamically select pairs by measures such as volume or percentage change; subsequent filters can remove or reorder…

CryptoMarket microstructureRisk managementExecution
MQL5 code base

This document describes a utility library for working with floating-point numbers in trading software. Its functions cover approximate comparisons, rounding to decimal places or increments, normalization and range mapping, clamping, safe division, binary…

StatisticsExecutionGrid tradingRisk management
MQL5 code base

This MetaTrader 5 example demonstrates an EMA crossover Expert Advisor designed to illustrate implementation practices rather than a trading edge. It evaluates signals on closed bars and acts on a new bar, closing an existing position and opening in the…

Technical indicatorsRisk managementPosition sizingExecution
NautilusTrader

This documentation describes an order event raised when a trading venue refuses a cancellation request. The execution engine applies the event to the order, updates the cache, and publishes it through the message bus. A typical state change moves an order…

ExecutionMarket microstructure
vn.py

This operational guide explains how to run multi-contract portfolio strategies through VeighNa Elite Trader’s PortfolioStrategy module. It covers loading strategy classes, creating instances with symbols, gateways, and typed parameters, then initializing…

Multi-assetExecutionRisk management
Cryptohopper blog

The article introduces algorithmic trading as a way to automate rule based strategies and reduce some burdens of manual trading. It describes bots as tools for applying predefined entry and exit conditions across markets, including trend following,…

Multi-assetBacktestingExecutionTechnical indicators
NautilusTrader

This document explains how NautilusTrader builds, publishes, and verifies release artifacts across Python packages, Rust crates, Docker images, and GitHub Releases. Its release process anchors package integrity to a draft GitHub release: artifacts are…

Risk managementExecution
vn.py community

The document raises a question about why a bar-generation routine reads high_price and low_price from a tick when a tick may appear to contain only last_price. The code excerpt shows that the routine updates a bar’s high and low using the latest traded…

Market microstructureExecution
Hummingbot docs

The document describes an automated dollar-cost averaging executor that distributes an entry or exit across a sequence of orders. Its configuration includes a market, trading pair, side, order amounts and prices, leverage, order mode, and optional profit,…

ExecutionSpot marketsPerpetual futuresPosition sizing
MQL5 code base

This description outlines an Expert Advisor that opens and closes orders at configured times. The user sets the opening and closing day, hour, and minute, chooses whether to open buy orders, sell orders, or both, and specifies lot size. Optional take profit…

ExecutionPosition sizingRisk management