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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

ProRealCode

The document describes a forex strategy that combines the Awesome Oscillator, Accelerator Oscillator, and Parabolic SAR. It enters long after price crosses above the SAR and both oscillators rise, or short after price crosses below the SAR and both fall. A…

ForexTechnical indicatorsBacktestingRisk management
SuperMind

This A-share stock-selection rule screens for turnover between 3% and 12%, excludes Beijing-listed shares, and selects stocks described as having fallen on each of the previous seven trading days. The post presents consecutive declines as a way to find…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

The post proposes a Chinese stock-selection screen combining price movement, trading activity, and company size. Its stated rules require amplitude above 1, a product involving the previous day’s turnover rate and today’s auction volume relative to the prior…

China marketsEquitiesTechnical indicatorsStatistics
MQL5 code base

CandleStop_System is described as a chart indicator that colors candlesticks when they move beyond the limits of a CandleStop channel. The color also communicates the candle’s relationship to the prevailing trend: brighter fills mark candles aligned with the…

Technical indicatorsTrend followingBreakout
SuperMind

The post describes a strategy adapted from another approach and characterized by its author as a moving-average method that takes long positions. The author reports a four-year backtest with a total return of 120 times the starting value and a maximum…

Trend followingTechnical indicatorsBacktesting
ProRealCode

The indicator identifies candidate liquidity zones from repeated wick tests that fail to close through a candle-body reference level. It maintains separate upside and downside references, counts contacts only when tests are sufficiently spaced, and confirms…

Technical indicatorsMarket microstructureExecution
ProRealCode

Momentum Pinball adapts the relative strength index to track changes in daily price movement rather than relying directly on the current close. It compares the change between consecutive daily closes with the prior change, separates upward and downward…

Technical indicatorsMomentum
BigQuant

The example builds a single-stock daily strategy from trend and momentum conditions. Entry requires the 21-period simple moving average to exceed the 60-period average, price to be above both averages, and daily and weekly MACD histograms to be positive. It…

EquitiesTrend followingMomentumTechnical indicators
SuperMind

This Chinese stock-selection example combines three short-term conditions: daily amplitude above 1%, a high equal to the highest high across two days, and an asserted Dragon-Tiger List signal from the prior day. The accompanying discussion interprets the…

EquitiesTechnical indicatorsSentimentMomentum
MQL5 code base

KLines is a technical indicator that plots support and resistance levels using the high and low extremes of periods across five timeframes. Its central idea is to use recent or timeframe-specific extremes as reference prices where the market may encounter…

Technical indicators
SuperMind

This proposed stock screen combines an amplitude threshold above 1, three moving-average crossover conditions, and a positive institutional-direction indicator. The explanation frames the moving averages as a trend filter and the institutional measure as a…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a stochastic expansion oscillator as a variation on the conventional stochastic oscillator, with a distinct calculation and display. It identifies three inputs: the %K lookback period, a slowing period, and a noise filter period used…

Technical indicatorsStatistics
SuperMind

This stock selection rule screens A-shares using four conditions: turnover between 3% and 12%, the product of daily percentage change and super-large-order net flow above zero, positive institutional activity, and volume expansion. A reference formula adds a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This article describes a China A-share stock screen that combines turnover, company size, profitability, and a rising-lows price pattern. Its stated filters restrict turnover to a specified band, market capitalization to below a stated ceiling, and earnings…

China marketsEquitiesTechnical indicatorsBreakout
SuperMind

This Chinese stock-screening idea combines three conditions: a positive MACD reading, a share price below 12 yuan, and a small price gain at the 9:25 pre-open observation. The post describes screening before the market opens and includes example indicator…

China marketsEquitiesTechnical indicators
SuperMind

The strategy screens Chinese mainland stocks using three conditions: RSI below 65, a circulating market capitalization between 5 and 10 billion yuan, and a shortening MACD histogram on 15-minute bars. The rationale is that RSI constrains the short-term…

China marketsEquitiesTechnical indicators
ProRealCode

This extended Donchian Channel indicator plots the rolling high and low boundaries, calculated over a configurable period and shifted by a selected number of bars. It presents the channel in three forms: directly on the price chart, as a centered oscillator,…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document describes an indicator derived from PanPrizMA Sin leverage 72 that calculates a wave’s phase and amplitude. Phase is expressed in degrees across a full cycle, with a complementary antiphase representation; amplitude is measured in price points.…

Technical indicatorsStatisticsTrend following
SuperMind

This Chinese equity screening proposal filters for stocks with daily amplitude above 1% and a positive ten-day gain below 35%, then ranks qualifying names by a market-attention measure. The rationale is to find stocks showing activity and some recent…

EquitiesMomentumTechnical indicatorsSentiment
SuperMind

This post proposes screening Chinese stocks for daily amplitude above 1%, a robot-related concept, circulating market capitalization below 10 billion yuan, and a weekly candle condition described as a sufficiently tall red bar. It presents example screening…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document explains a MetaTrader volume profile indicator that groups trade counts or reported volume by price over chart intervals or a user-selected range. Users can choose range boundaries, data source timeframe, histogram style, and which reference…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This document describes a smoothed Money Flow Index oscillator displayed as a histogram. Its values are mapped to a symmetric range from -50 to +50 to make the display easier to read. Histogram colors can be configured to highlight either breaks beyond…

Technical indicatorsMomentum
SuperMind

This Chinese-language note describes a stock screen based on daily price amplitude above 1%, trading value above 60 million on the previous day, and a positive daily MACD. It presents amplitude and turnover as ways to find active stocks, while MACD is used…

EquitiesTechnical indicatorsChina markets
MQL5 code base

The document describes a chart indicator that displays three JFATL smooth fast digital filters, each using a different timeframe. Its stated function is to let users view the filters together on one chart, potentially offering a multi-timeframe perspective…

Technical indicatorsTrend following