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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

FMZ forum

The document presents a shortened implementation of a grid trading strategy and explains that it condenses a much longer earlier version. The strategy tracks grid levels in a list. As price moves far enough in a chosen direction, it opens a position at the…

Grid tradingExecutionRisk management
MQL5 code base

The document illustrates a grid-like approach that opens a long and a short position at the same price, then closes whichever side becomes profitable as price moves. It gives a two-step example: price rises, the trader realizes the long’s gain and opens…

Grid tradingForexRisk management
MQL5 code base

The document describes a programming framework for grid and Martingale strategies. A shared strategy class holds settings such as starting price, trade size, take profit, and monetary stop loss; specialized classes supply their own buy and sell signals. An…

Grid tradingMean reversionVolatilityRisk management
FMZ forum

The document outlines a stock grid strategy that places buy and sell orders at fixed percentage intervals. Its example divides the stock position into ten portions and uses a 5% grid: sell a portion after each rise and buy one after each decline. It…

EquitiesGrid tradingVolatilityPosition sizing
MQL5 code base

This read-only tool estimates how far an averaging or grid position chain can move against an account before broker stop-out. It accounts for cumulative floating losses across the legs, margin locked by open trades, the broker’s stop-out threshold, and the…

Grid tradingRisk managementPosition sizingStatistics
MQL5 code base

The document outlines an automated forex trading system that holds buy and sell trades at the same time, intended for 15-minute charts on major currency pairs. It describes an optional drawdown-control protocol that closes a basket of trades after reaching…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

The expert advisor builds a grid from configurable pending stop and limit orders. Traders can choose which buy and sell order types to enable, define the first order by an absolute price or a distance from the current price, and set separate spacing and…

Grid tradingExecutionRisk managementPosition sizing
MQL5 code base

This MT5 expert advisor combines candle direction with grid order placement. A bullish previous candle triggers a buy and a bearish one triggers a sell; that signal applies to later grid orders as well as the first. The description says this avoids placing…

Grid tradingMean reversionExecutionRisk management
OctoBot

This overview compares ten cryptocurrency trading platforms by their automation styles, access models, and supporting tools. It describes grid trading within a defined price range, dollar-cost averaging, signal-driven systems, market making, and custom…

CryptoGrid tradingMarket makingBacktesting
MQL5 code base

The document describes a basic grid-trading library through its public controls and a sample expert-advisor workflow. A grid is configured with a direction, initial lot size, spacing between grid levels, and a profit target. Optional settings assign a magic…

Grid tradingRisk managementPosition sizing
MQL5 code base

This document explains an Expert Advisor that builds a channel around a moving average and opens a buy when price reaches the lower boundary or a sell at the upper boundary. A qualifying bar must touch the boundary after the preceding bar remained on the…

ForexMean reversionTechnical indicatorsGrid trading
MQL5 code base

This semi-automatic trading assistant lets a user place grids of buy-stop, sell-stop, buy-limit, or sell-limit orders, then close positions by side or all at once. Users set the order count and spacing for each grid type, as well as the initial lot size and…

Grid tradingPosition sizingExecutionRisk management
OctoBot

This article surveys ten cryptocurrency trading bot platforms and outlines the kinds of automation they offer. Features described include grid trading within a price range, dollar-cost averaging, signal-based trading, market making, technical-indicator…

CryptoGrid tradingMarket makingExecution
MQL5 code base

The described expert advisor uses two moving averages to identify a main market direction. When the averages have not crossed for a specified period and price pulls back from that direction, it opens an initial position. It can then add positions, up to a…

Technical indicatorsGrid tradingVolatilityRisk management
MQL5 code base

The document describes a two-sided pending-order grid with three stages. It begins with a symmetric ladder, increases the opposite side’s pending size after the nearest level fills, and switches to a doubling sequence after either side has two fills. Filled…

Grid tradingRisk managementPosition sizingExecution
BigQuant

The post shares a one-minute grid trading strategy that uses the prior day’s close as a center price and divides prices into bands. It opens an initial position, then changes holdings when the price moves between grid regions, subject to cash and…

Grid tradingBacktestingPosition sizing
MQL5 code base

TraderToolEA is presented as a chart-based panel for placing and managing trades. It supports orders created manually or by an Expert Advisor, including one-click order entry. Users can set position size and configure stop-loss and take-profit levels,…

ExecutionGrid tradingRisk managementPosition sizing
MQL5 code base

This document describes a MACD-based expert advisor that can be configured for single trades or a hedging grid. It says the system trades using the open price of the current candle and lists configurable controls for MACD and moving-average periods, trade…

ForexTechnical indicatorsGrid tradingRisk management
Quant course library

The document introduces a position calculator for a grid strategy that tracks net quantity, average price, and accumulated profit as fully filled orders arrive. Its example illustrates that after buying at several nearby levels and selling part of the…

CryptoSpot marketsGrid tradingPosition sizing
Quant course library

This strategy starts by placing buy and sell limit orders around the best bid, then follows whichever side fills. After a fill, it cancels opposing and profit-taking orders and adds another same-direction order at a wider, position-dependent grid interval.…

Grid tradingHigh-frequency tradingPosition sizingRisk management
Quant course library

The strategy compares the current marked value of its position with a stored balance amount on each new bar. When the relative difference reaches a configurable threshold, it trades toward balance: it buys when the stored amount exceeds position value and…

CryptoGrid tradingPosition sizingExecution
Quant course library

The document defines common records used to represent ticks, bars, orders, fills, positions, accounts, contracts, and trading requests. Fields capture instrument identity, exchange, time, prices, volumes, order state, and selected contract properties.…

Grid tradingMarket microstructureExecution
Quant course library

This guide explains execution algorithms that divide large orders, react to market prices, and adjust positions on a grid or across a spread. It describes time-weighted execution, iceberg orders, a tick-driven sniper approach, conditional orders, and…

ExecutionMarket microstructureGrid tradingPairs trading
Quant course library

This implementation describes a two-sided spot grid. It tracks buy and sell limit orders, checks their exchange status, and, when one fills, places a replacement order on the other side at a configured percentage gap. It rounds prices and quantities to…

CryptoSpot marketsGrid tradingExecution