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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

Stratmill research code

This notebook excerpt describes evaluating multiple cryptocurrency pairs from grid-trading backtests. It filters for assets listed before May 2024, excluding Bitcoin and Ether, and examines a run made in June 2024 using May data. For each pair, it builds an…

CryptoGrid tradingBacktestingMarket microstructure
MQL5 code base

This Expert Advisor concept opens buy and sell positions together, then adds trades at fixed pip intervals when price moves against an initial position. Added position sizes may grow by a configured multiplier, while the system seeks to close trades or the…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

This description explains an expert advisor that maintains configurable grids of pending orders above and below the current market price. Traders choose the number of orders per side, spacing, lot size, slippage limit, and the order types used on each side.…

ForexGrid tradingExecutionRisk management
Hummingbot docs

The document explains a grid trading executor that places buy and sell orders at evenly spaced prices between configured bounds. Each level has an order amount and take-profit target; the executor can handle spot or perpetual futures. It tracks level states…

Grid tradingExecutionRisk managementSpot markets
MQL5 code base

This Expert Advisor combines RSI threshold signals with a grid position-building approach. After an initial entry, it can add positions as price moves against that trade. An overlap function aims to reduce drawdown by closing selected combinations of…

Technical indicatorsGrid tradingRisk managementPosition sizing
MQL5 code base

This document describes an Expert Advisor built around an initial pair of buy and sell stop orders. When one activates, the other is canceled. If the resulting position moves against the trader, the system opens an opposite position at progressively wider…

ForexGrid tradingPosition sizingRisk management
MQL5 code base

This expert advisor uses RSI levels to initiate grid trading orders, with configurable parameters for the RSI period, upper and lower thresholds, and calculation timeframe. It also allows control of initial order size, lot multiplication, maximum lot, grid…

ForexGrid tradingTechnical indicatorsRisk management
BigQuant

This Chinese-language guide compares three configurations for a trading bot called “Wind Following”: a classic two-sided mode, a custom-multiple long-only mode, and a fast-entry, fast-exit long-only mode. It gives suggested account sizes, per-coin…

CryptoGrid tradingPosition sizingRisk management
BigQuant

The document answers whether a grid strategy can be applied across all stocks, trained, and used to generate selections on the platform. It says a grid trading template is available and that handling multiple instruments requires adding loop logic to apply…

Grid tradingEquities
MQL5 code base

The document outlines an Expert Advisor inspired by Waddah Attar. It places Buy Limit and Sell Limit orders, then adds another pending order when market price moves close to an existing one. It notes that the EA uses trade transaction events to retrieve the…

ForexExecutionBacktestingGrid trading
MQL5 code base

The AntiFragile EA applies a grid-like approach to EUR/USD: it places buy and sell limit orders at intervals, increasing trade size with each additional order, then relies on price reversals to close positions profitably. The stated premise is that price…

ForexGrid tradingMean reversionPosition sizing
Stratmill research code

The document presents a simplified high-frequency grid market-making approach inspired by GLFT. Rather than dynamically estimating order-arrival intensity to set spreads and skew, it uses recent price volatility to determine quote distance. Inventory is…

CryptoHigh-frequency tradingMarket makingGrid trading
FMZ forum

The article proposes a grid strategy intended to balance frequent trading with reduced risk of running out of funds during a sustained decline. It compares arithmetic grids, which use fixed price intervals and can exhaust their range, with geometric grids,…

Grid tradingRisk managementPosition sizingBacktesting
BigQuant

This article proposes changing position sizes and take-profit distances in a grid strategy to recover from underwater positions sooner. Instead of a fixed base position, it describes increasing additions in stages as price falls: one unit per grid initially,…

Grid tradingPosition sizingRisk managementMean reversion
MQL5 code base

This document outlines a manual sequence of opposing trades intended to recover from adverse price movement. After an initial buy or sell, the trader opens an opposite position when price moves against the first trade by a chosen distance, using a somewhat…

ForexGrid tradingPosition sizingRisk management
FMZ forum

The document describes an online workflow for backtesting a grid trading strategy through FMZ. Users set the simulation dates, currency, balances, and grid parameters, including price bounds, grid spacing, and order size. The workflow creates the backtest…

CryptoGrid tradingBacktestingExecution
OctoBot

OctoBot is presented as an open-source cryptocurrency automation platform with a graphical interface. It supports configurable approaches such as grids, dollar-cost averaging, and crypto baskets, along with external signal connections, social indicators, and…

CryptoGrid tradingBacktestingExecution
FMZ forum

This tutorial introduces visual strategy construction through examples involving price changes, volume expansion, gaps, moving averages, MACD, and KDJ. Its main worked strategy applies threshold rebalancing between cash and Bitcoin: compare the market value…

CryptoSpot marketsGrid tradingPortfolio construction
MQL5 code base

The document describes settings for an automated trading system that can operate as a hedging grid or place a single trade. It lists controls for closing a basket at a profit or loss threshold, monetary take-profit and trailing stops, maximum trade count,…

ForexGrid tradingRisk managementPosition sizing
OctoBot

This document outlines a grid trading mode designed for relatively stable markets. It maintains buy and sell orders at configured intervals, aiming to capture small price movements. The grid can use fixed spacing and increments, be initialized from a chosen…

Grid tradingSpot marketsExecution
MQL5 code base

The document describes an expert advisor intended to make it easier to place grid orders. It says the grid can be configured to follow or oppose the prevailing direction and can operate without martingale sizing, with lighter or full martingale variants also…

Grid tradingRisk managementExecution
MQL5 code base

This Expert Advisor description combines a moving-average trend filter with two envelope breakout modules. Each module checks the previous completed candle and current candle open: both must sit above the relevant line for a buy, or below it for a sell. The…

ForexTrend followingBreakoutTechnical indicators
MQL5 code base

This document describes a sample expert advisor that demonstrates a martingale approach, averaging positions either upward or downward. It uses the TEMA indicator to generate entry signals and ATR to set the spacing between grid orders. The update notes…

ForexGrid tradingMean reversionTechnical indicators
MQL5 code base

The expert advisor begins by opening a buy position, then tracks the opening prices of buy and sell positions separately. It adds a buy when the latest buy entry is at least the configured step above the current ask, and adds a sell when the latest sell…

Grid tradingMean reversionRisk management