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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

SuperMind

This Chinese equity screen combines a daily amplitude threshold with a prior-day 9:15 matching-price limit-down condition, robot-industry membership, and a circulating market value below 10 billion yuan. The final version adds a price-to-earnings ratio below…

EquitiesTechnical indicatorsChina marketsBacktesting
ProRealCode

This indicator identifies thirteen common candlestick formations and marks them on a chart with labels and, for many patterns, directional arrows. The listed formations include doji, morning and evening stars, shooting star, hammer variants, harami,…

Technical indicatorsEquitiesStatistics
SuperMind

This stock screen combines a price-range filter with two momentum conditions. It looks for a range above 1%, a contracting negative MACD histogram on a 15-minute chart, and a KDJ value below 20. The document interprets the shrinking negative histogram as a…

EquitiesTechnical indicatorsMomentumMean reversion
MQL5 code base

This brief note describes a multi-timeframe option for the RAVI indicator in MetaTrader 5. A user can select the timeframe used by the indicator through an input parameter, with a four-hour period shown as the default example. The note also states that the…

Technical indicators
SuperMind

This stock screen combines daily price movement with a recent high and a volatility-compression condition. It selects stocks whose intraday range exceeds 1%, whose high is the highest of the current and previous day, and whose Bollinger-band variability is…

EquitiesTechnical indicatorsVolatilityRisk management
SuperMind

This stock screen combines three filters: price amplitude greater than 1, free float no more than 5.5 billion shares, and company size above 200 million. The article interprets the amplitude condition as a way to find more volatile stocks that may suit…

EquitiesVolatilityTechnical indicatorsRisk management
MQL5 code base

R-Squared is described as a linear regression indicator that can help assess how statistically strong the current trend may be. Although its display resembles an oscillator, the document frames its purpose as indicating the reliability of a trend rather than…

Technical indicatorsStatisticsTrend following
SuperMind

This stock selection method searches the metaverse industry for shares showing simultaneous bullish crossovers in MACD and two moving average pairs: the 5-period average over the 10-period and 20-period averages. It adds a condition that the KDJ indicator…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

The document describes an MT4 indicator that plots daily pivot, support, and resistance levels while allowing it to be attached to charts from M1 through H4. Its settings offer five calculation choices: Standard, Fibonacci, Camarilla, Woodie, and DeMark,…

Technical indicators
SuperMind

This Chinese stock screen combines trading activity, thematic classification, market capitalization, and fundamental filters. It seeks stocks with amplitude above 1, elevated same-day control, a robotics association, and circulating market value below 10…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This brief describes a custom linear regression channel indicator. It plots or calculates the regression line together with support and resistance line values, making those values available through indicator buffers for use by a trading platform or other…

Technical indicatorsStatistics
ProRealCode

The Close Series indicator counts consecutive bars in three categories: closes within the previous bar’s range, opens beyond the previous bar’s high or low, and bars that close in the same direction as the prior bar. The author interprets long internal-close…

Technical indicatorsTrend followingBreakoutRisk management
SuperMind

This post describes a Chinese equity screening rule combining a large daily high-low range, at least one strong up day in the recent trading window, and a close above the previous day’s low. The accompanying discussion frames these conditions as filters for…

EquitiesChina marketsVolatilityMomentum
SuperMind

This post outlines a stock-selection idea combining a short-versus-long moving-average trend filter with measures of daily position increases and large-order net flow. The initial logic highlights a positive position-increase share, the product of price…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This brief indicator description presents a trend identifier oscillator intended to distinguish directional markets from flat conditions. It exposes five settings: a moving-average period, the price used for that average, a signal-line period, a deviation…

Technical indicatorsTrend followingVolatility
SuperMind

This post describes a Chinese A-share screening rule that combines daily price range, a newly formed KDJ crossover, and relative volume. Stocks enter a watchlist when the range exceeds the stated threshold and volume ratio falls within the specified band.…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes a stock screen using daily price range, closing price, and the ratio of outside to inside trading volume. Its stated core thresholds are amplitude above 1, close below 20, and outside volume divided by inside volume above…

EquitiesTechnical indicatorsMarket microstructureChina markets
MQL5 code base

The Ultimate Oscillator combines buying pressure relative to true range across three lookback periods. Each period’s ratio is calculated by summing buying pressure and true range over that window, then dividing the two sums. The shortest period receives the…

Technical indicatorsMomentum
MQL5 code base

This document describes an automated strategy that trades changes in the KWAN_RDP indicator’s direction. A signal occurs when the indicator changes color at a bar’s close, providing the entry trigger for the expert advisor. The indicator file must be…

ForexTechnical indicatorsBacktesting
MQL5 code base

This short description identifies FineTuningMA as a moving average indicator designed to allow detailed configuration. It credits the indicator to gumgum and notes that an earlier implementation appeared in MQL4’s Code Base in 2010. The page offers no…

Technical indicators
MQL5 code base

This brief description presents a single-file collection of averaging methods, including familiar simple and exponential averages alongside smoothed, weighted, triangular, sine-weighted, Hull, and T3 variants. It also lists a linear regression value and…

Technical indicatorsStatistics
MQL5 code base

This indicator adds a trend-strength cue to AML using a standard deviation calculation. When the AML indicator’s standard deviation exceeds a configurable threshold, the indicator places a colored dot on its moving average. The dot color reflects the current…

Technical indicatorsVolatilityTrend following
MQL5 code base

This expert advisor runs two NRTR signal systems, one for long positions and one for short positions. Each side has its own settings, including separate identifiers, position sizing, and switches for allowing entries and exits. The separation lets a trader…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This document describes an A-share stock screen that selects Shenzhen main-board shares with daily price amplitude above 1%, a nonempty outstanding convertible-bond name, positive price-to-earnings ratio below 29.01, and positive price-to-book ratio below…

EquitiesChina marketsFactor investingTechnical indicators