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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

9,660 documents

OctoBot

This short OctoBot configuration guide explains three ways to specify an order price relative to a crypto market. A constant sets an exact price. A signed price delta moves the current price up or down by a fixed amount, while a signed percentage changes it…

CryptoExecution
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
MQL5 code base

The document explains an automated approach to trading around scheduled economic news. At the opening of a candle, the expert advisor places both a buy stop and a sell stop at a configurable distance from the current opening price. When one order triggers,…

ForexEvent-drivenBreakoutExecution
vn.py

This notebook demonstrates a basic command-line workflow for operating a trading engine through a CTP gateway. It loads connection settings, initializes the engine, and connects to the server. The example then queries available contracts, account balances,…

FuturesExecution
BigQuant

The note answers how to prevent a backtest from buying stocks that cannot realistically be traded because they are suspended or locked at a one-price limit. It says BigQuant's backtesting module handles these cases by automatically canceling an order when…

BacktestingEquitiesExecutionChina markets
MQL5 code base

This document describes an MT4 expert advisor that duplicates trades within the same account using a preset lot multiplier. It says the tool can be attached to any chart, handles simultaneous orders up to a stated limit, and may be synchronized on a virtual…

ExecutionPosition sizingRisk managementForex
FMZ forum

This primer explains how electronic trading and venue fragmentation changed stock order execution. It distinguishes high-frequency trading as a way to implement strategies, such as market making or arbitrage, rather than a strategy in itself. It describes…

EquitiesHigh-frequency tradingExecutionMarket microstructure
FMZ forum

This forum post reports a data collection problem when repeatedly switching the selected currency on an exchange and requesting five-minute candle records. The example cycles through ETH, LTC, and BTC, logs the active currency and returned records, then…

CryptoMarket microstructureExecution
Hyperliquid docs

The document explains trailing stops that follow mark price after immediate placement or after an activation price is reached. A short-side trailing stop tracks the highest mark price and triggers when price falls by a chosen fixed distance or percentage; it…

CryptoPerpetual futuresExecutionRisk management
MQL5 code base

This expert advisor opens trades when price crosses a manually drawn trend line. The line’s name determines direction: a line marked for buying triggers a buy, while one marked for selling triggers a sell. The system permits one trade in each direction;…

Technical indicatorsBreakoutExecutionRisk management
MQL5 code base

This brief page describes an alert feature for a Super Trend indicator. Signals can be triggered when the indicator line changes color, and the page lists sound, on-screen alert, email, and push notification as delivery options. It is a description of…

Technical indicatorsExecution
Hummingbot docs

This paper explains why liquidity in digital asset markets is concentrated in a small number of assets and venues, then presents Hummingbot as open-source software intended to make automated market making more accessible. It describes quoting bids and asks,…

CryptoMarket makingArbitrageExecution
MQL5 code base

The document describes a rules-based gold strategy that buys after the CME’s daily maintenance break, holds for a fixed period, and uses a volatility-scaled stop. It reports an eleven-year hourly-data study: the first hour after the daily reopen showed a…

CommoditiesFuturesBacktestingExecution
OctoBot

The document explains how to run strategy backtests in OctoBot: choose a profile, download historical market data, select a data file, run the simulation, and review performance summaries, charts, and individual trades. It describes how the starting…

BacktestingCryptoExecutionRisk management
Binance API docs

This reference explains Binance user data streams delivered through an authenticated WebSocket subscription, with events available in JSON or SBE format. It describes account position updates, balance changes from transfers or deposits and withdrawals, and…

CryptoExecutionMarket microstructure
BigQuant

This overview explains how AI quantitative investment platforms combine machine learning, deep learning, and natural language processing with financial data analysis. It describes a general workflow in which platforms collect and process market and financial…

Machine learningRisk managementPortfolio constructionExecution
MQL5 code base

The document describes an MQL4 script for managing open positions across a configured basket of currency pairs. The script checks positions against the defined pairs and order types, then closes qualifying positions when their profit exceeds a specified…

ForexRisk managementExecutionPosition sizing
MQL5 code base

This Expert Advisor uses signals from the ColorJJRSX oscillator. A signal forms when a bar closes and the indicator's direction and color have changed. The EA therefore relies on a completed bar for its entry signal rather than reacting to an intrabar color…

ForexTechnical indicatorsBacktestingExecution
FMZ forum

The document shows a Pine Script strategy that enters long when a short-period RSI crosses below a threshold, then closes when price rises above an exponential moving average or falls to a fixed percentage below the recorded entry price. The author’s…

Technical indicatorsRisk managementBacktestingExecution
MQL5 code base

The document describes a trading-platform button that closes all open positions across instruments in one action. It focuses on the control logic used when an order cannot be closed: the revised approach checks the platform’s last error and stops processing…

ExecutionRisk management
BigQuant

This forum post describes a long-short stock routine that first attempts to close existing positions, then buys the three highest-ranked stocks and sells short the three lowest-ranked. It checks whether each security can be traded before sending an order,…

EquitiesExecutionMarket microstructurePosition sizing
SuperMind

This A-share screening idea combines three conditions: daily amplitude above 1%, a ranking by individual-stock heat, and a 9:25 a.m. gain below 6%. The accompanying explanation treats amplitude as a sign of activity and stock heat as a proxy for market…

EquitiesChina marketsTechnical indicatorsExecution