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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

79,386 documents

MQL5 code base

This document outlines a trend indicator that uses a crossover involving a pivot level and its median. It defines the pivot level from the maximum and minimum prices over a specified number of bars together with the closing price. The described calculation…

Technical indicatorsTrend following
MQL5 code base

The document describes a ZigZag indicator built from XMACandles indicator candles. It characterizes the result as a smoothed form of ZigZag, which presents price movement as swings using the underlying candle representation. This is an indicator description…

Technical indicators
WonderTrader

This document is a historical intraday dataset for the Dalian Commodity Exchange iron ore futures contract. Its rows report timestamped five-minute open, high, low, and close prices, along with volume, turnover, and open interest. The visible entries cover…

FuturesCommoditiesChina marketsBacktesting
SuperMind

This Chinese-language post describes an A-share stock screen combining three conditions: a 14-period RSI below 65, an outer-to-inner trading volume ratio above 1.3, and circulating market value between 5 billion and 10 billion yuan. It outlines a screening…

China marketsEquitiesTechnical indicatorsMomentum
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

This expert adviser seeks pivot points using only the current and previous bars, then enters market orders when price appears to attempt a trend reversal. It does not use technical indicators. Orders can have configured take-profit and stop-loss levels;…

Mean reversionTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The indicator presents RSI conditions across ten timeframes to give a compact view of trend-related oscillator readings. Each line represents one timeframe: it turns red below the oversold threshold, blue above the overbought threshold, and gray between…

Technical indicators
MQL5 code base

The document describes a price oscillator modified by incorporating volume before the indicator's final smoothing step. Because this changes the oscillator's scale and smoothing behavior, the overbought and oversold thresholds must be recalculated for the…

Technical indicatorsVolatilityStatistics
backtrader

This Backtrader example demonstrates a simple moving average crossover strategy and how cheat-on-open mode changes the timing of order decisions. It builds two moving averages, with configurable periods and moving-average type, then uses their crossover as…

EquitiesTechnical indicatorsBacktestingExecution
SuperMind

The document describes a Chinese stock screen that combines a daily increase in reported holdings, a daily price gain, and a company size and profitability filter. Its initial description focuses on stocks with market capitalization below a stated ceiling…

EquitiesChina marketsMomentumFactor investing
SuperMind

This Chinese equity screen selects stocks associated with the metaverse theme that had a limit-up event within a recent 25-day window, while excluding stocks described as limit-up on the previous day. It frames the combination as a way to identify recently…

EquitiesChina marketsMomentumEvent-driven
FMZ forum

The article explains a countertrend martingale approach in which a trader adds to a losing position at set price intervals, hoping a later reversal will recover accumulated losses. It works through a foreign exchange example with equal size additions and…

ForexMean reversionPosition sizingRisk management
SuperMind

This stock selection screen combines a recent price movement filter with listing history and trading activity. It seeks shares whose daily amplitude exceeds the stated threshold, that have been listed for more than a year, and whose previous day’s trading…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document explains a price channel indicator built from the highest and lowest bar values over a configurable lookback. Its upper boundary tracks the maximum, its lower boundary tracks the minimum, and its middle line is the average of those two…

Technical indicators
MQL5 code base

The document describes an XFisher indicator that displays twenty Fisher indicator series in a single window with additional smoothing. Its settings include an initial averaging depth and step, a selectable smoothing method, smoothing length and phase, and…

Technical indicators
FMZ forum

This article explains why trend-following systems often endure repeated small losses in pursuit of occasional large gains. It advises traders to select a trend horizon that fits their tolerance, comparing possible timeframes through backtests, and to define…

Trend followingBacktestingRisk managementBreakout
Amberdata research

This market snapshot reviews several crypto themes: a sharp contraction in AI-agent token capitalization alongside rebounds in a few assets, relative strength in DeFAI, and a newly announced WLFI fund focused on major crypto assets. It also discusses…

CryptoSentimentOn-chain dataTechnical indicators
MQL5 code base

The document describes a reverse MACD indicator intended to identify a possible market turning point before the MACD Zero Lag indicator reaches its own return point. It says the indicator’s external values match those of MACD Zero Lag, though it does not…

Technical indicators
SuperMind

This article describes a technical stock screen that combines apparent moving-average convergence, a rounded price pattern, and an opening-price condition. Its stated rationale is that clustered averages may mark stable support or resistance, while the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The article proposes a stock selection screen combining three conditions: RSI below 65, a specified range for tradable market capitalization, and positive return. Its sample implementation calculates a 14-period RSI, filters stocks against the stated…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article outlines how an early-stage hedge fund or CTA can prepare to seek institutional allocations. It describes three fundraising routes: the manager’s professional network, third-party marketers, and prime brokers’ capital introduction services. It…

Multi-assetRisk management
vn.py community

This short forum exchange concerns order and trade events that are not appearing inside callbacks in a spread strategy template. The questioner says the template passes those events to the relevant callback methods, but receives no visible output from the…

ExecutionMarket microstructure
MQL5 code base

This post proposes selecting stocks with a daily range threshold, substantial prior-day trading activity, and a pattern described as an engulfing reversal. The range and turnover filters are presented as ways to focus on actively traded, volatile shares,…

EquitiesChina marketsTechnical indicatorsVolatility