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I am looking for online references for creating advanced macros for LaTeX.

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A tongue-in-cheek comment: TeX.SX is a good online reference. ;) – Werner Oct 6 '11 at 22:54

I would say one good starting point for something online is Victor Eijkhout's TeX by Topic. It is freely available. As mentioned on the UK TeX FAQ entry on ol' books, "it’s not a beginner’s tutorial but it’s a fine reference."

This does not actually count as an online reference, per se, but it is a (free) reference none the less.

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Although it's not really a book, the source documentation for LaTeX is also a good resource for all sorts of TeX programming techniques. You can access it with texdoc source2e. Between that and TeX by Topic, you can learn an awful lot.

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At least in TeXlive 2011, TeX by topic topic is also available via texdoc: texdoc texbytopic. – Torbjørn T. Oct 7 '11 at 6:20

(I think the answers should be community wiki)

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