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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

9,660 documents

FMZ forum

The article explains how to inspect market-order results from a simulated BTC/USDT account using an exchange debugging tool and the Wex order history. In its examples, the standard average-price field is zero, while the first fill detail contains the…

CryptoSpot marketsExecutionStatistics
SuperMind

This Chinese stock screen selects shares with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a listing date more than ten years earlier. It then takes up to 30 names, with the formula example also restricting the…

China marketsEquitiesMarket microstructureExecution
MQL5 code base

This MetaTrader Expert Advisor trails the stop loss of an open position along the boundary of a channel formed by an ATR_Trailing indicator. It updates the stop only when a new bar forms, using data from the newly closed bar, and only when the resulting stop…

Technical indicatorsVolatilityRisk managementExecution
SuperMind

This tutorial explains how to monitor a stock-selection query on the Supermind platform and send a WeChat notification when stocks meet its conditions. Users adapt a natural-language query, such as one combining technical signals, recent returns, and other…

EquitiesTechnical indicatorsExecution
vn.py community

This brief VeighNa community exchange answers how to inspect variables during a backtest. It suggests printing values or writing them to the system log, giving two straightforward ways to observe runtime state while a strategy runs. For a backtest started…

BacktestingExecution
SuperMind

The article introduces algorithmic trading as a way to automate rule based market analysis and order execution. It describes potential uses including applying technical indicators, high frequency trading, arbitrage between markets, scalping small price…

High-frequency tradingArbitrageExecutionRisk management
MQL5 code base

The post introduces a custom simulator intended to provide trade-event notifications in MQL4, where the author says the built-in OnTrade event was not yet supported in the referenced build. The proposed event categories cover opening an instant order,…

ExecutionRisk management
MQL5 code base

This document describes a MetaTrader 5 version of the TDI-2 indicator that can use a selected chart timeframe, with a higher-timeframe setting shown as an example. It also explains how the repeater variant is compiled with the original custom indicator…

Technical indicatorsExecution
vn.py community

The post describes a timing issue in a live spread engine for a two-leg arbitrage. At startup, each leg has zero bid and ask volume, so the engine waits until both have received data. Afterward, however, it may calculate a spread as soon as either leg…

ArbitragePairs tradingMarket microstructureExecution
FMZ forum

This tutorial explains how to group trading instructions so positions opened by one setup are closed according to that setup’s exit conditions. It distinguishes filtered models, where groups pair distinct entry and exit signals, from unfiltered models, where…

FuturesTechnical indicatorsRisk managementExecution
OctoBot

This guide explains how to format TradingView alert messages so OctoBot can create or cancel exchange orders. A minimal order alert identifies the exchange and symbol and gives a buy or sell signal. Optional fields specify market, limit, or stop order…

ExecutionCryptoFuturesRisk management
MQL5 code base

This document describes a MetaTrader indicator for MT4 and MT5 that calculates a breakeven price level from open positions and displays it as a horizontal chart line. It also reports the number of trades, total lots, and distance from the breakeven level in…

Risk managementPosition sizingExecution
vn.py community

The post describes a live-trading incident in which two instances of a spread-taking algorithm sent opposite orders in the same contract, and the broker executed them against each other. The author asks whether VeighNa has an in-process self-trade prevention…

FuturesExecutionMarket microstructureRisk management
FMZ forum

This overview catalogs FMZ platform tools for operating and developing trading bots. It describes bulk starting and stopping, log alerts, persistent bot identifiers, parameter import and export, strategy grouping, editor options, and remote editing. For…

BacktestingExecutionRisk management
MQL5 code base

This document explains how to add notifications to the BrainTrend2Sig semaphore indicator in MetaTrader. It introduces inputs for selecting the signal bar, enabling sound, email, or mobile push alerts, and setting an alert limit. Buy and sell routines…

Technical indicatorsExecution
MQL5 code base

This description presents a chart indicator that classifies volume bars into categories such as buying climax, selling climax, churn, climax churn, weak candle, and ordinary volume. It displays those categories with colors and adds a moving average of…

Technical indicatorsMarket microstructureExecution
MQL5 code base

The document outlines an automated grid approach that places equally spaced pending limit orders around the current market price. It places sell limits above price and buy limits below, with the trading range derived from weekly highs and lows. Once orders…

Grid tradingExecutionRisk managementForex
Lumibot strategies

This strategy maintains an equal-weight portfolio of Bitcoin and Ethereum using daily checks and monthly rebalancing. At each rebalance, it estimates target quantities from current portfolio value, divides value evenly between the two assets, and submits buy…

CryptoSpot marketsPortfolio constructionExecution
Hummingbot docs

Condor is presented as an open-source framework for building autonomous trading agents. Its architecture separates an agent layer, where large language models observe conditions and make decisions through an Observe, Orient, Decide, Act loop, from an…

CryptoMachine learningExecutionRisk management
NautilusTrader

This reference explains when an execution engine emits a PositionChanged event: a fill or fill correction updates a position while leaving it open. Strategies can receive the event through the on_position_changed handler. The document highlights fields…

ExecutionRisk management
MQL5 code base

This expert advisor generates signals when two moving averages intersect, using a selectable bar to determine whether the signal comes from the current or previous bar. An optional MACD filter checks the main MACD line's position relative to zero on that…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

The document describes an automated trading system based on the BlauTStochI oscillator. It identifies two alternative entry approaches: trade when the oscillator histogram changes direction, or act when it crosses the zero line. An input setting selects the…

ForexTechnical indicatorsBacktestingExecution
BigQuant

This semiautomatic Expert Advisor opens a trade when price crosses a chart line. It supports trendlines, angle-based trendlines, vertical lines, and horizontal lines, with options to follow the line’s stated direction or restrict entries to buys or sells.…

Technical indicatorsExecutionPosition sizingRisk management
vn.py community

This forum discussion troubleshoots connecting VeighNa to a broker’s QMT environment through the XT interface and asks whether the setup supports live trading. Contributors explain that broker QMT interfaces may differ from the vendor’s token-based service:…

China marketsEquitiesExecutionMarket microstructure