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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

This indicator derives yearly pivot levels from the prior year’s high and low, together with price inputs that vary by calculation mode. It offers three stated pivot formulas, using combinations of the yearly range, the prior close, and the current open.…

Technical indicators
MQL5 code base

This document describes an alert layer for an XRSI candle and zero-line indicator. It can notify the user when the indicator crosses the zero line, when candle direction changes, when an overbought or oversold threshold is crossed, or when the indicator…

Technical indicatorsMomentum
MQL5 code base

This indicator displays the colors and signal shapes produced by a separate Ichimoku candle indicator across ten configurable timeframes, ranging from hourly to monthly by default. It lets a trader compare trend conditions across several horizons on one…

Technical indicatorsTrend following
MQL5 code base

This short strategy description uses consecutive candlestick bars and the growth of their real bodies to generate contrarian signals. A run of N bullish bars, with each bar's body larger than the preceding one, is treated as a sell signal. Conversely, N…

Technical indicatorsMean reversionEquities
SuperMind

This document describes a Chinese A-share stock screen that combines trading activity, a technical trigger, and a capital-flow ranking. It selects stocks with turnover between 3% and 12%, a newly formed KDJ golden cross, and positive price movement, then…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection note proposes screening equities for an RSI below a stated threshold, seven consecutive down sessions, and turnover within a specified band. The criteria combine a momentum oscillator, a sustained decline, and a liquidity or…

China marketsEquitiesMean reversionTechnical indicators
MQL5 code base

The document describes an indicator that overlays three Tymen STARC Bands sets on one chart, each calculated using a separately chosen timeframe and parameters. It is designed to let traders compare volatility bands from higher or lower timeframes with the…

Technical indicatorsVolatility
SuperMind

The document presents a Chinese equities screening idea that combines turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, and a price-range condition scaled by a large-order…

China marketsEquitiesFactor investingTechnical indicators
MQL5 code base

The document describes an expert advisor that trades support and resistance levels drawn by a user with trendline tools. The trader indicates the intended direction graphically, and the advisor opens a position when price crosses the configured level. If a…

ForexTechnical indicatorsExecution
MQL5 code base

This description outlines an indicator concept based on the ICT Silver Bullet approach. It proposes restricting fair value gap detection to selected morning or afternoon macroeconomic trading windows, on the premise that time alignment can help distinguish…

Technical indicatorsMarket microstructureExecution
SuperMind

This note proposes a short-term Chinese equity screen that combines daily price amplitude, price above the five-day moving average, and a price-change measure multiplied by a proxy for large-order activity. The intended interpretation is that substantial…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes a Chinese equity screen requiring turnover between 3% and 12%, appearance on the previous day’s Dragon-Tiger list, and a selection period in 2021. It gives example expressions for applying those filters and mentions excluding stocks…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document outlines a Chinese equity screening idea combining three conditions: membership in the metaverse theme, a positive institutional-flow reading, and a current high that is the highest of the latest two days. It also includes example indicator…

EquitiesChina marketsMomentumTechnical indicators
Jesse

The document reports a backtest of a Donchian strategy on Binance BTC-USDT six-hour candles spanning January 2019 to January 2021. It records 18 closed trades and one still-open position. The reported net profit was 45,194.35 from a starting balance of…

CryptoTechnical indicatorsBacktestingTrend following
MQL5 code base

This expert advisor opens a trade when a candle reaches a configurable minimum size within a specified number of minutes. An optional maximum length for the opposing candle shadow can filter the signal; the relevant shadow differs for buys and sells. Trading…

Technical indicatorsPosition sizingRisk managementExecution
MQL5 code base

The Trend Trail indicator displays a possible trailing stop level that follows the prevailing trend. It has two adjustable inputs: the period used to calculate average true range (ATR) and a multiplier that controls sensitivity. A trader can use the…

Technical indicatorsVolatilityRisk managementTrend following
SuperMind

This Chinese stock selection strategy filters for turnover between 3% and 12%, a positive product of price change and net super-large-order volume, and a 10-day return between 0% and 35%. The author presents the added 10-day return band as a way to focus on…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document briefly describes a modified MACD trading indicator as a faster version of an earlier variant. It also says that the display includes multiple Bollinger stop levels, presenting the added visual levels alongside the speed improvement. It does not…

Technical indicatorsVolatilityRisk management
SuperMind

This note describes a Chinese equity screening rule for stocks classified in the metaverse sector. It selects stocks whose latest close is above the previous close and whose current low matches the lowest low over either a 20-session or 30-session lookback.…

EquitiesTechnical indicatorsRisk managementChina markets
ProRealCode

The document explains a regression trend indicator that gives less influence to bars with high local residual variance. It first fits an ordinary least squares line, smooths squared residuals to estimate local variance, adds regularization, and converts…

Technical indicatorsStatisticsVolatilityTrend following
SuperMind

This proposed Chinese stock screen selects beverage and alcohol companies with turnover in a stated range and a prior-day signal described as main-force control. The article also supplies platform formulas and a Python example. The code uses industry…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity screen combines a robotics industry classification with a small circulating market capitalization, a price range condition, and a morning star candlestick pattern. The article presents the conditions as a way to find smaller…

China marketsEquitiesTechnical indicatorsBreakout
MQL5 code base

This document describes a Keltner-based candlestick indicator with an optional breakout display. Its color signals can mark either moves beyond overbought or oversold levels, or breaks through the Keltner channel boundaries, depending on the selected input…

Technical indicatorsBreakout
SuperMind

This A-share screening recipe combines price movement, past limit-up events, and a weekly moving-average crossover. It seeks stocks with an amplitude above 1%, at least two limit-up events within 500 days, and a five-period weekly moving average crossing…

EquitiesChina marketsTechnical indicatorsBreakout