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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
Quantpedia
86 documents
TqSdk
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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

Kraken Learn

This overview introduces rules-based crypto trading and distinguishes discretionary decision-making from systematic strategies that use indicators, algorithms, or automation. It explains dollar-cost averaging as recurring purchases at fixed intervals, then…

CryptoTechnical indicatorsBacktestingRisk management
SuperMind

The post describes a Chinese equity screening rule combining a 14-period RSI below 65, a specified range for tradable market capitalization, and a share price below 12. When at least five stocks meet the filters, the example selection function sorts…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document briefly introduces r_Gator as an analogue of the Alligator technical indicator, with the stated aim of reducing signal lag. It notes that the indicator was first implemented in MQL4 and published in 2008. No formula, parameter settings, chart,…

Technical indicatorsTrend following
SuperMind

This Chinese A-share screening idea combines three filters: daily price amplitude above a threshold, a minimum time since listing, and a MACD condition above the indicator’s zero axis. The article explains that amplitude is calculated from the day’s high and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a Chinese A-share screening rule for Shenzhen Main Board stocks. It combines daily amplitude above 1%, a reversal or engulfing-style signal, and positive price-to-earnings and price-to-book ratios below 29.01 and 3.11, respectively. The…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

This indicator description combines the Williams %R oscillator with Bollinger Band boundaries to define overbought and oversold areas. The band thresholds are intended to adapt to the oscillator’s behavior, rather than relying only on fixed levels. The…

Technical indicatorsForexMean reversionVolatility
SuperMind

This post describes a Chinese equity selection screen with three filters: price amplitude above 1%, a ten-day price gain greater than zero but below 35%, and circulating market capitalization between 5 billion and 10 billion yuan. Its accompanying Python…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This Chinese-language post describes an equity screening rule using RSI below 65, a three-candle pattern described as three consecutive down candles, and prior-day turnover above 8%. It frames RSI and the candle sequence as signs of weakness, while high…

EquitiesTechnical indicatorsSentiment
ProRealCode

This note presents a third-generation moving average attributed to Dr. Manfred G. Dürschner. It calculates a short-period average, then averages that result over a longer period, and combines the two with a coefficient derived from their relative lengths.…

Technical indicatorsStatistics
SuperMind

This Chinese equity selection rule filters stocks by trading activity, prior-day leaderboard appearance, and the latest daily price change. It seeks names with turnover between 3% and 12%, a positive leaderboard flag on the preceding day, and a daily return…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor uses the AFIRMA autoregressive finite impulse response moving average indicator to generate trade signals. It checks for a change in the indicator’s direction when a bar closes, then forms a signal. The document notes that the indicator…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This Expert Advisor combines ADX, CCI, RVI, and Williams %R indicators with a martingale sizing approach. Its suggested tuning sequence first optimizes the main signal and ADX settings with the WPR strategy disabled, then tunes WPR separately, and finally…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

This indicator description defines alert conditions using Bollinger Bands and price envelopes together. A buy alert is triggered when a bullish candle opens and closes below both lower bands. A sell alert requires a bearish candle to open and close above…

Technical indicatorsMean reversionVolatility
MQL5 code base

This MetaTrader 5 Expert Advisor description outlines a breakout scalping system that trades only when a set of filters align. It uses fast and slow exponential moving averages to define direction, an ATR-based threshold for trend strength, price location…

BreakoutTechnical indicatorsRisk managementPosition sizing
SuperMind

This Chinese stock-screening post describes a three-part selection rule: rank stocks by volume ratio and keep the top 100, require weekly MACD to be above zero, and exclude stocks whose gain at 9:25 is 6% or more. The author interprets the filters as…

EquitiesTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese A-share selection rule combining a technical indicator, earnings growth, and a measure described as previous-day major-holder control. Candidates must have a 14-period RSI below 65 and parent-company net profit growth above 20%…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This Chinese-language post describes a stock screen for companies classified in the metaverse sector. It selects shares trading above their five-day moving average and with a volume ratio above 1.5 but below 6. The post defines the ratio as current volume…

EquitiesTechnical indicatorsChina markets
MQL5 code base

This indicator description explains a charting tool inspired by Stanislav Chuvashov's wave theory. It uses a modified Zig Zag to distinguish impulse waves from corrective waves, color upward and downward sequences differently, and label wave lengths at…

Technical indicatorsBreakoutTrend following
SuperMind

This Chinese A-share screening idea selects stocks in the metaverse industry when their average price is above the five-day moving average and a weekly chart shows a red bar. It presents these conditions as signs of upward price momentum. The article also…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

The Absolute Strength Oscillator (ASO) is described as a trend-following indicator that compares bullish and bearish forces to represent the current market trend. Its configurable inputs include the calculation period, smoothing period, mode, calculation…

Technical indicatorsTrend followingStatistics
SuperMind

The strategy screens Chinese stocks in the beverage and alcohol import-export sector for a turnover rate between 3% and 12%, then ranks qualifying names by the day’s auction trading value and selects the top five. The document frames auction value as a…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This indicator displays DeMarker oscillator conditions across ten timeframes to give a compact view of current market trends. Each line represents an indicator on a separate timeframe. Its color marks whether the oscillator is below the oversold threshold,…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The document describes a script intended to compare how much an asset moves across trading days. Its single input is the number of trading days to include. The proposed workflow is to analyze historical data and convert the output into a column chart, making…

StatisticsTechnical indicatorsRisk management