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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

549 documents

Quant course library

This guide describes configuring and running an automated cryptocurrency grid trader for spot or futures markets. Its settings include the trading pair, percentage spacing between grid levels, per-order quantity, price and quantity precision constraints, and…

CryptoGrid tradingVolatilityRisk management
Quant course library

This example describes a two-sided grid for a futures market. It tracks open buy and sell limit orders, checks their statuses, and after a fill places a replacement order on the opposite side at a configured percentage gap. It also maintains another order…

CryptoFuturesGrid tradingExecution
Quant course library

This example implements a spot grid that keeps one buy and one sell order working around the latest top of book. At timed intervals, when neither side has an outstanding order, it places orders offset from the best bid and ask by half the configured grid…

Spot marketsCryptoGrid tradingExecution
Quant course library

This strategy places paired long and short limit orders around the market, then rebuilds the grid after fills using the last filled price and a position-dependent step. It tracks net position and average entry price with a grid position calculator. When…

FuturesCryptoGrid tradingRisk management
Quant course library

The document describes a two-sided futures grid strategy that places orders on both sides of the market and includes take-profit and stop-loss controls. It presents the approach as most suitable for range-bound conditions or periods of relatively low, stable…

FuturesGrid tradingVolatilityRisk management
Quant Q&A

The document describes a way to size orders across a geometric price grid so that the average execution price approaches a chosen target. It starts with equally sized orders, whose average price differs from the target, then adjusts each order’s weight…

Grid tradingPosition sizingExecution
TradingView scripts

This strategy builds a fixed grid between user-selected lower and upper prices, using either equal price intervals or equal percentage intervals. It submits buy limit orders at grid levels and links each entry to a take-profit order at the next level above.…

Grid tradingMean reversionExecutionRisk management
TradingView scripts

This TradingView strategy runs a long-only price grid between user-set upper and lower bounds. It divides the allocated investment evenly among grid levels, with either geometric spacing, which keeps percentage gaps more consistent, or arithmetic spacing,…

CryptoGrid tradingPosition sizingExecution
TradingView scripts

AliceTears Grid sets a baseline at the daily or session open and projects price levels above and below it at configurable percentage intervals. Its central entry filter waits for price to cross a grid level and then close back toward the baseline, seeking…

Mean reversionGrid tradingVolatilityRisk management
TradingView scripts

This script describes a long-only grid for TWT priced in USDT. It places a series of levels between configurable high and low bounds, using either geometric spacing, which maintains proportional gaps, or arithmetic spacing, which maintains equal price gaps.…

CryptoSpot marketsGrid tradingPosition sizing
TradingView scripts

This strategy script backtests a grid whose levels can be spaced arithmetically or geometrically around a reference price. It supports neutral, long-only, and short-only modes, with entries triggered by level crossings or pullbacks. Users can set a test…

Grid tradingBacktestingPosition sizingRisk management
TradingView scripts

This TradingView strategy divides a fixed BTCUSDT perpetual-futures price range into configurable levels, using either geometric or arithmetic spacing. It allocates the stated total investment evenly across levels. When a bar closes through an unowned level…

CryptoPerpetual futuresGrid tradingPosition sizing
TradingView scripts

This document describes a fixed, ten-level long-only grid centered on a user-selected price. Levels are spaced by a configurable percentage, and the script places buy orders at each level. Order notional decreases geometrically with each successive level, an…

Grid tradingPosition sizingBacktestingRisk management
TradingView scripts

This strategy divides a price range into geometric levels and uses confirmed bar closes to detect crossings. A downward cross through an unfilled level opens a buy; an upward cross through the next level closes it, aiming to capture the spacing between…

CryptoGrid tradingBacktestingExecution
TradingView scripts

This strategy divides a fixed XLM price range into geometric or arithmetic levels and assigns an investment amount to each slot. It opens a long position when a bar closes across a level downward, then closes that slot’s position when price crosses the next…

CryptoGrid tradingPosition sizingExecution
TradingView scripts

This strategy divides a fixed price range into geometric or arithmetic grid levels and allocates investment across the levels. When the closing price crosses a level downward, it opens a long position for that slot; when price rises through the next level…

CryptoGrid tradingPosition sizingRisk management
TradingView scripts

This TON strategy divides a fixed price range into evenly spaced arithmetic or percentage-spaced geometric levels. When the close crosses down through a level, it opens a long position sized from an allocated investment per grid slot. When price later…

CryptoGrid tradingSpot marketsPosition sizing
TradingView scripts

This XAUUSD strategy uses a fixed lattice of round prices to define breakout triggers, stops, and targets. On a confirmed 15-minute candle, a bullish close crossing above a green level can trigger a long entry; a bearish close crossing below a red level can…

CommoditiesBreakoutGrid tradingRisk management
TradingView scripts

This strategy models a static grid for UNI/USDT spot trading. It divides a fixed price band into geometric or arithmetic levels and buys when a bar closes down through an unfilled level. A position is closed when price crosses the next level upward. The…

CryptoSpot marketsGrid tradingBacktesting
TradingView scripts

This strategy divides a user-defined price interval into levels spaced either geometrically or arithmetically. It buys a fixed cash allocation when the closing price crosses down through a level and closes that level’s position when price crosses up through…

CryptoGrid tradingPosition sizingBacktesting
TradingView scripts

This spot strategy divides a user-selected price range into ten evenly spaced levels. It treats the lower portion as an accumulation zone and the upper portion as a selling zone. When price crosses the middle grid level and there are no open trades, the…

CryptoSpot marketsGrid tradingPosition sizing
TradingView scripts

This long-only grid strategy divides a user-defined price range into levels spaced either geometrically or arithmetically. On a close crossing downward through an unowned level, it opens a position sized from an equal share of the specified investment; when…

CryptoGrid tradingPosition sizingRisk management
TradingView scripts

This ENA strategy places a fixed set of price levels between user-defined upper and lower bounds. Levels can be spaced geometrically, keeping percentage spacing more uniform, or arithmetically, keeping absolute spacing uniform. When the closing price crosses…

CryptoGrid tradingExecutionRisk management
TradingView scripts

This grid strategy divides a fixed price range into configurable levels, spaced either geometrically or arithmetically. It buys a slot when the closing price crosses downward through its level and closes that slot when price crosses upward through the next…

CryptoGrid tradingPosition sizingExecution