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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

31,205 documents

MQL5 code base

The BS Living Now indicator marks chart highs and lows using filters that differ from those in the standard Bill Williams Fractals indicator. Its period parameter controls how many extrema appear: a larger setting produces fewer marks, while a smaller one…

ForexTechnical indicatorsTrend followingBreakout
SuperMind

This Chinese stock selection rule combines three filters: rank stocks among the top 100 by volume ratio, keep those whose opening price is within five percent above or below the ten-day moving average, and look for a shortening histogram in the 15-minute…

EquitiesTechnical indicatorsMomentumChina markets
backtrader

This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This document describes a daily stock screen that selects shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and an intraday low between 4% and 5% below the previous close. It provides equivalent selection logic in a…

EquitiesTechnical indicatorsMean reversionBacktesting
SuperMind

This proposed stock screen looks for shares with a daily high-low range above 1%, trading activity above 60 million in the prior day, and a newly formed KDJ golden cross, defined as K moving above D after being below it. The article frames the range and…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

ADXVMA is described as a moving average whose calculation weights depend on ADX values. This makes the average responsive to a measure of trend strength rather than relying only on a conventional fixed weighting scheme. The description also notes that the…

Technical indicatorsTrend following
MQL5 code base

XAng_Zad_C applies additional smoothing to indicator values to reduce noisy signals from false moving-average crossings. Its configurable inputs include the smoothing ratio, smoothing method and depth, a method-specific parameter, applied price, and…

Technical indicators
MQL5 code base

The indicator presents CandlesticksBW color signals from ten timeframes as separate lines, allowing a trader to compare trend readings across multiple horizons in one display. Each line represents one instance of the underlying indicator, and its colors…

Technical indicators
SuperMind

The document presents a Chinese equity screening idea focused on metaverse-related stocks. Its initial criteria combine a volume ratio between 1.5 and 6 with a stated prior-year return threshold. The post then proposes adding a market-cap floor, a forecast…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

The document describes a MACD variant that replaces its fast, slow, and signal moving averages with Arnaud Legoux Moving Averages (ALMA). It calculates weighted averages using a Gaussian-shaped weighting scheme, then subtracts the slow average from the fast…

Technical indicatorsTrend followingBacktesting
MQL5 code base

This document outlines an Expert Advisor that trades when the KWAN_NRP indicator changes its direction, represented by a color change. The signal is evaluated when a bar closes, making the bar close the decision point for detecting a change and generating a…

ForexTechnical indicatorsBacktesting
SuperMind

This document describes a Chinese stock screen that selects shares with turnover between 3% and 12%, a listing year of 2021, and a MACD value below zero two trading days earlier. It presents the conditions as a way to combine a liquidity filter with a…

EquitiesChina marketsTechnical indicators
BigQuant

This BigQuant forum entry addresses an error caused by referencing a locally created stock list as though it were an attribute of the backtest context. Its central correction is to use the variable where it was defined, without the context prefix, unless the…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This document describes a Chinese stock screen that combines an intraday price range filter with a 15-minute MACD histogram condition, limited to 2021. The accompanying examples implement the filters in indicator and Python workflows. The intended use is to…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

This indicator description is based on a method attributed to Markos Katsanos and a 2018 magazine article. It describes average penetration bars and adds configurable choices for how penetration is measured: the original method uses closing prices, while…

Technical indicatorsTrend followingEquities
SuperMind

This A-share stock screen combines three technical conditions: a 14-period RSI below 65, MACD above its zero line, and a rising 30-day moving average. The stated rationale is to find stocks with moderate momentum and an upward price trend. The article also…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes an indicator for detecting harmonic chart patterns. These patterns use five price turning points and constraints on their relative proportions, which can be difficult to assess consistently by eye. The tool uses a ZigZag indicator to…

Technical indicatorsMarket microstructureRisk management
SuperMind

This post describes a stock-selection rule focused on the metaverse sector. It screens for positive returns and prior-day auction turnover above a stated threshold, then proposes adding a positive return over the preceding six months. The rationale is that…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post outlines an A-share stock screen combining a metaverse-sector classification, positive recent returns, and positive auction turnover. It proposes an additional six-month positive-return filter, and later suggests valuation and trend conditions such…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document proposes screening Chinese stocks for three conditions: association with the metaverse theme, a rounded chart pattern, and company scale above 200 million yuan. It frames the rounded pattern as a technical signal and company size as a rough…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document introduces an MQL4 indicator called HL. Its stated function is to display a pivot level together with support and resistance levels on a chart. These plotted reference levels can help a trader identify areas where price may pause, reverse, or…

Technical indicatorsForex
SuperMind

The document describes a Chinese stock screen combining a daily amplitude threshold, membership in a robotics concept group, a circulating market value below 10 billion yuan, and an outside-volume to inside-volume ratio above 1.3. It also presents example…

EquitiesChina marketsTechnical indicatorsMarket microstructure