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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

31,205 documents

SuperMind

This post outlines a stock-selection rule using amplitude, three consecutive limit-up sessions on the previous day, and a historical limit-up condition tied to 2021. Its revised formulation specifies amplitude above 1.5% and requires a past limit-up price to…

EquitiesChina marketsMomentumBreakout
MQL5 code base

This document describes an Expert Advisor that trades when the Candles_Smoothed indicator changes color at a bar’s close. A transition in either direction, from pink to blue or from blue to pink, generates a trading signal. The strategy therefore treats…

ForexTechnical indicatorsBacktesting
SuperMind

This Chinese A-share screening post describes a rule set combining amplitude above 1, a previous-day 9:15 matching price at the limit-down level, and a stated holder-concentration condition. It proposes selecting the first n stocks and provides…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

The document describes a Super Smoother that operates on a selected price series. Its stated use is as a preprocessing filter before other indicators calculate their values, potentially smoothing the input those indicators receive. The only configurable…

Technical indicators
MQL5 code base

DayBulls is a version of the Bulls Power indicator whose calculation period is set automatically based on the number of bars in the current day. The description presents it for chart timeframes from one minute through one day and recommends it as an aid to…

Technical indicatorsMomentumEquities
MQL5 code base

The Dynamic Momentum Index is a variable-period form of the relative strength index. With the document’s default settings, its lookback ranges from 3 to 30 bars. The period shortens as price volatility rises, making the measure more responsive to short-term…

Technical indicatorsMomentumVolatility
SuperMind

This stock-selection screen combines three conditions: a relative strength index below 65, positive large-order net inflow in the afternoon, and more than two limit-up days in the recent ten-day period. The article presents the setup as a way to find…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

Three Bigger Time Frame ATR displays the Average True Range from three selected higher timeframes on the current chart. The indicator lets the user set the ATR calculation period and choose each of the three source timeframes, making it possible to compare…

Technical indicatorsVolatility
SuperMind

This Chinese stock selection proposal looks for shares with turnover between 3% and 12%, seven consecutive down days, and a Morning Star candlestick signal. Its rationale is to search for a possible rebound after a sustained short-term decline. The document…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This proposed Chinese equity screen combines a daily price move with company size and profitability. It selects stocks with amplitude above 1, a daily decline between 4% and 5%, market capitalization at or below 10 billion yuan, and no losses. The document…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The indicator displays three RSI readings from different timeframes together on the currently viewed chart. Its configurable inputs include the RSI calculation period, overbought and oversold levels, three source timeframes, and visual presentation options.…

Technical indicatorsMomentum
ProRealCode

The document defines a price-based oscillator labeled Kurtosis and presents it as a market sentiment indicator that reflects price direction. Its calculation first takes a short exponential moving average of closing prices, computes the change between…

Technical indicatorsStatisticsSentiment
SuperMind

This survey outlines a broad set of systematic approaches across equities, currencies, futures, options, and fixed income. It describes cross-sectional signals such as price and earnings momentum, book-to-price value, volatility, and combinations of factors;…

Multi-assetFactor investingTechnical indicatorsArbitrage
SuperMind

The document describes a Chinese equity screen combining four conditions: membership in the metaverse sector, a prior-day close above the 250-day moving average, a robotics concept classification, and circulating market value below 10 billion yuan. It…

EquitiesChina marketsTechnical indicatorsTrend following
BigQuant

This article describes a discretionary intraday approach to trading an existing stock position in an effort to lower its effective cost. It distinguishes buying before selling in an uptrend from selling before buying in a downtrend, and frames entries around…

EquitiesMean reversionMomentumTechnical indicators
SuperMind

This stock screen selects companies classified in the metaverse sector whose prior-day actual turnover is between 3% and 28%. It also requires the closing price to fall between the 20-period Bollinger middle band and upper band. The article describes the…

China marketsEquitiesTechnical indicatorsVolatility
MQL5 code base

This Expert Advisor runs separate long and short systems using configurable ColorMETRO signals. Each direction has independent settings for sizing and a rule that examines recent trades in that direction. If the specified count of losses appears within the…

ForexPosition sizingRisk managementTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades when two moving averages cross. It checks their values on two adjacent completed bars: a buy signal occurs when the first average moves from below to above the second, and a sell signal when it moves from…

ForexTechnical indicatorsMomentumTrend following
SuperMind

This stock screen combines three conditions: amplitude above one, circulating market capitalization above 10 billion yuan, and a newly formed KDJ golden cross. The post frames the combination as a way to find relatively large, volatile stocks with a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The screen selects listed Chinese stocks with an amplitude above one, more than three years since listing, and closing prices that fell on each of the last three sessions. Its stated rationale is to seek actively traded shares while excluding newer listings,…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

DayRSI is an RSI indicator whose calculation period adjusts automatically according to the number of bars in the current day. The description says it is intended for intraday decision-making and supports chart timeframes from one-minute to daily. This makes…

Technical indicatorsEquities
MQL5 code base

The document describes a candlestick indicator that colors candles extending beyond the Ozymandias channel. The colors distinguish candles that align with the indicated trend from those that move against it: trend-aligned candles receive a brighter shade,…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document describes an indicator that displays the relative change in the current price compared with a price from a chosen number of bars earlier. It gives two default lookback lengths and illustrates their time span on a five-minute chart, where the…

Technical indicatorsMomentum
MQL5 code base

The document explains the inputs and output buffers of a channel indicator. Its channel length setting determines how many bars are used to create the channel. A second setting controls the local peak and valley evaluation: the method considers a centered…

Technical indicatorsStatistics