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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
Quantopian lectures
45 documents
Binance API docs
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

OctoBot

The article compares five open-source tools for automating cryptocurrency trading: OctoBot, FreqTrade, Hummingbot, Jesse, and Superalgos. It describes their stated strengths, including strategy options, exchange compatibility, testing support, customization,…

CryptoMarket makingGrid tradingBacktesting
MQL5 code base

This Expert Advisor uses fast and slow moving averages to determine direction. It opens a buy when the fast average is above the slow average by a configurable minimum distance, and a sell under the opposite condition. The EA can close or retain existing…

ForexTechnical indicatorsTrend followingGrid trading
OctoBot

Staggered Orders is a grid-like trading mode intended for sideways markets. A trader sets upper and lower price bounds, along with a spread and increment; the system then calculates the buy and sell orders needed to cover that range and uses available funds.…

CryptoGrid tradingSpot marketsPortfolio construction
Kraken Learn

This beginner’s guide explains futures grid trading bots, which place long and short orders at preset price levels around a contract price. The approach aims to capture repeated movements within a range by systematically buying and selling, rather than…

CryptoFuturesGrid tradingRisk management
MQL5 code base

The Simple_Grid expert adviser places pending orders at preset intervals above and below the current price. Users choose either stop orders or limit orders, set the distance to the first order, the grid spacing, the number of orders on each side, a…

Grid tradingExecutionRisk management
MQL5 code base

The document outlines a MetaTrader 5 expert advisor that combines moving average crossover signals with grid entries. It describes using fast and slow simple moving averages on an hourly chart, with volume and volatility checks to filter signals. Additional…

ForexGrid tradingTrend followingRisk management
MQL5 code base

This article compares five platforms for automating cryptocurrency trades: OctoBot, CryptoHero, 3Commas, Cryptohopper, and Pionex. It describes available approaches such as grid trading, dollar-cost averaging, signal following, market making, and AI-assisted…

CryptoGrid tradingMarket makingBacktesting
MQL5 code base

This document outlines an automated system that places pending buy and sell orders at intervals above and below the current market price. The grid is intended to capture price oscillations in either direction. It supports stop orders, which can enter on a…

Grid tradingRisk managementExecution
Hummingbot docs

This overview explains controllers as reusable, configurable components in Hummingbot Strategy V2. A controller receives market data such as order books, trades, and candles, then emits actions that direct a parent script to create or stop executors.…

Market makingArbitrageGrid tradingExecution
MQL5 code base

The document describes a grid expert advisor that opens its first trade with a market order and places subsequent grid orders as pending limit orders. The direction alternates between buys and sells, with the user choosing the type of the initial trade. This…

Grid tradingExecutionRisk management
MQL5 code base

This example compares a grid market-making strategy in HftBacktest using CME market-by-order Level-3 data and Level-2 depth reconstructed from that same feed. Quotes are arranged around a reservation price that shifts with inventory, with position limits,…

FuturesGrid tradingMarket makingBacktesting
OctoBot

Grid trading places a series of buy and sell orders at set price intervals. As the market moves through those levels, orders can buy at lower prices and sell at higher ones. The approach seeks to collect gains from price fluctuations without relying on a…

Grid tradingVolatilityExecutionRisk management
MQL5 code base

This expert advisor places buy-stop and sell-stop orders at configurable distances from the current price, forming a grid that can trade in the direction of price breakouts. Settings include starting lot size, optional lot increases, grid start distance,…

ForexGrid tradingBreakoutRisk management
MQL5 code base

This document describes an automated MetaTrader 5 strategy that uses an EMA envelope to trigger entries when price reaches configured boundaries. If price moves against an open position, the system can add trades at configured grid intervals, increase…

ForexTechnical indicatorsGrid tradingPosition sizing
Hummingbot docs

These release notes describe Hummingbot 1.19.0, focusing on a developing modular strategy framework and early dashboard tools for managing bots and backtests. The framework separates market data candles, controllers that choose actions, and executors that…

CryptoGrid tradingArbitrageMarket making
MQL5 code base

This document describes a MetaTrader Expert Advisor that places a grid of pending orders around the current market price. When there are no open positions or pending orders, it submits five Buy Limit orders below the price and five Sell Limit orders above…

Grid tradingRisk managementExecution
FMZ forum

Grid trading places orders at regular price intervals above and below a reference level to seek gains from market fluctuations without requiring a directional forecast. The described design opens successive buy orders as price falls, then places a sell…

Grid tradingVolatilityRisk managementExecution
MQL5 code base

The document describes a trading robot that first opens simulated positions to monitor the market, then begins placing real orders after a configured entry condition is met. Its settings cover timeframe, slippage, order identifiers, stop loss and take…

ExecutionPosition sizingGrid tradingRisk management
MQL5 code base

This document describes an automated system that combines trend and momentum filters with grid entries. It uses an exponential moving average to assess trend and the relative strength index for confirmation, opening an initial position only when both…

ForexTrend followingGrid tradingMomentum
MQL5 code base

The document describes a trading expert advisor that uses fractals across two timeframes to identify support and resistance, with entries based on the open candle. It lists configurable controls for trade sizing, moving averages, stop loss and take profit,…

Technical indicatorsRisk managementPosition sizingGrid trading
OctoBot

This French-language overview compares five open-source tools for automating cryptocurrency trading: OctoBot, FreqTrade, Hummingbot, Jesse, and Superalgos. It describes their broad use cases and relative strengths, including configurable strategies, cloud or…

CryptoMarket makingGrid tradingBacktesting
MQL5 code base

The expert advisor described here uses a moving average to determine entries and offers two martingale variants. After a loss, one variant opens a larger trade in the opposite direction; the other opens a larger trade based on whether price is above or below…

ForexMean reversionGrid tradingRisk management
MQL5 code base

The document describes a MetaTrader 5 expert advisor that combines filtered momentum entries with a grid and hedge recovery system. Its entry rules use a Z-score, multi-timeframe trend alignment, a zero-line crossover, and a minimum slope; an overextension…

Technical indicatorsMomentumGrid tradingRisk management
FMZ forum

This overview organizes strategy examples collected from a cryptocurrency trading platform into three groups: basic trading aids, simple strategies for study, and strategies described as having performed well in live trading. The examples span price alerts,…

CryptoFuturesArbitrageGrid trading