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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

549 documents

SuperMind

The document describes a stock grid approach built around a reference price. It places an initial position at the current price, then schedules additional purchases at fixed percentage declines, dividing capital across up to six levels with larger…

EquitiesGrid tradingPosition sizingVolatility
MQL5 code base

This script places a configurable sequence of pending orders above the current price. Inputs control the initial gap, spacing between orders, order type, number of orders, trade volume, stop loss, and take profit. The example uses buy-stop orders on AUDCAD,…

ExecutionGrid tradingForexRisk management
SuperMind

This EUR/USD expert advisor averages losing positions in one chosen direction, buying or selling at the user's setting. When price moves against the open position by a specified step, it adds an order of fixed volume. After accumulated positions reach a…

ForexGrid tradingPosition sizingRisk management
Stratmill research code

This tutorial develops a market-making approach that estimates a futures contract’s fair price from spot-market returns. Its basic arbitrage pricing theory relationship assumes futures and spot returns move one-for-one with no intercept; the strategy uses…

CryptoFuturesSpot marketsMarket making
MQL5 code base

Hoop Master 2 is described as an evolution of an earlier automated trading system that uses pending buy-stop and sell-stop orders with a Martingale approach. The update adds more formal controls over open positions and pending orders. Its central change is…

ForexGrid tradingPosition sizingRisk management
FMZ forum

The document presents a JavaScript implementation outline for a long-and-short grid strategy on perpetual futures. It covers exchange position reconciliation, price and order-amount precision, persistence of open-order and profit-history state, and…

Perpetual futuresGrid tradingExecutionRisk management
OctoBot

The document explains how an automated trading strategy can be divided between a trading mode and evaluators. The trading mode handles order creation, sizing, maintenance, and cancellation. Evaluators provide signals that activate the mode when conditions…

CryptoGrid tradingTechnical indicatorsExecution
OctoBot

This guide describes a flexible grid trading mode for spot markets. Instead of starting from a chosen number of open orders, the trader specifies upper and lower price bounds along with grid spacing and increments. The system then determines the required buy…

CryptoGrid tradingSpot marketsExecution
MQL5 code base

The document lists configurable parameters for a trading Expert Advisor, including lot size, stop loss, take profit, fast and slow moving averages, trade limits, and equity risk controls. It describes options for running the EA as either a single-trade…

ForexTechnical indicatorsGrid tradingPosition sizing
FMZ forum

The note warns that exceptionally high win rates and smooth profit curves can conceal risks, especially in strategies that add to losing positions. It argues that evaluating a strategy requires tracking total account value against a relevant baseline. For a…

CryptoGrid tradingRisk managementBacktesting
OctoBot

The document explains the role of a trading mode in an OctoBot strategy: it creates, maintains, and cancels exchange orders, while evaluators can send signals that prompt the mode to act. This separates signal generation from order handling. Some modes,…

ExecutionGrid tradingTechnical indicators
NautilusTrader

This example sets up a simulated GBP/USD market-making strategy using one-minute bid and ask bars. It configures a margin account, starting balance, maker and taker fees, and a probabilistic fill model with specified fill and slippage probabilities. The…

ForexMarket makingGrid tradingBacktesting
MQL5 code base

This short description explains a chart-operated order-placement script. The trader drops it at a price level, and the script compares that level with the current market price to choose an order direction. A level below market leads to a sell order and a…

Grid tradingExecution
MQL5 code base

This product description explains an MT4 expert advisor for managing manually opened forex trades on the current currency pair. After an initial order is placed, the advisor can add positions when price moves a configured distance, up to a chosen maximum.…

ForexGrid tradingRisk managementExecution
FMZ forum

This article describes a monitoring upgrade for a cryptocurrency futures Martingale strategy used with Binance Futures and dYdX bots. The first version showed limited position information and plotted realized profit and loss without accounting for floating…

CryptoFuturesGrid tradingRisk management
MQL5 code base

The document outlines an automated recovery system that begins with a buy order. If price rises, the order is closed; if price falls by a configured distance, the system opens a sell. If the overall profit target has not been reached and price reverses…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

This foreign-exchange expert advisor begins by looking for price breakouts, then adds orders progressively while seeking an overall profit target. It also takes small gains when positions become profitable and attempts to increase gains when the market…

ForexBreakoutGrid tradingTechnical indicators
FMZ forum

This tutorial extends a basic grid strategy to several cryptocurrency spot pairs and focuses on the engineering decisions needed to run it. It covers retrieving aggregated quotes and account balances, tracking assets and performance by pair, and assigning…

CryptoSpot marketsGrid tradingExecution
NautilusTrader

This guide shows how to assemble and run a Rust live-trading node connected to OKX. It covers registering venue data and execution adapters, configuring a trader and account, adding a grid market-making strategy, and supplying credentials through environment…

CryptoGrid tradingMarket makingExecution
MQL5 code base

The document briefly describes a grid trading robot that places pending orders at equal price intervals. When the market moves against an opened lot, it places an order in the opposite direction with a larger lot size. The robot begins with a minimum lot…

Grid tradingPosition sizingRisk managementExecution
Hummingbot docs

The roadmap outlines planned upgrades to Hummingbot’s strategy framework, bot management tools, and core architecture. Its strategy plans include configurable scripts, reusable components for cross-exchange market making, dollar-cost averaging, statistical…

CryptoArbitrageGrid tradingMarket making
OctoBot

This guide surveys ten cryptocurrency trading bot platforms, describing their strategy types, free-plan restrictions, and usability. It introduces bots as software that connects to exchanges and executes predefined rules, then compares offerings that include…

CryptoGrid tradingMarket makingArbitrage
Stratmill research code

This Rust example configures a live trading bot for the BTCUSDT futures instrument on Bybit and invokes a separate grid-trading routine. It registers instrument precision and market-depth settings, installs an error handler for connection, order, and custom…

CryptoFuturesGrid tradingExecution
MQL5 code base

The document briefly describes a grid trading bot and says its stop loss is set at ten times the take profit. It mentions that the strategy uses four inputs, but does not identify them or explain the entry criteria, grid spacing, position sizing, or exit…

Grid tradingRisk managementBacktesting