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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
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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

SuperMind

This Chinese A-share stock screen combines a technical condition with fundamental growth and liquidity filters. It selects stocks with RSI below 65, parent-company net profit growth above 20% and no more than 100%, and prior-day trading value above 60…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The Trend Analysis Index is presented as a simple trend indicator attributed to Adam White. It uses four configurable inputs: the moving average period, the moving average calculation method, the period over which trend values are assessed, and the applied…

Technical indicatorsTrend following
SuperMind

This Chinese stock-selection rule focuses on companies classified in the metaverse sector. It calls for three technical indicators to cross upward simultaneously and constrains recent price change to a band from −5% to 2.6%. The named indicator conditions…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post proposes screening Shenzhen main-board stocks for daily price amplitude above one percent, a newly formed KDJ golden cross, and specified price-to-earnings and price-to-book ranges. It describes the crossover as a possible sign of improving…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese equity screen that ranks stocks by funding strength, looks for a weekly five-period moving average crossing above a ten-period average, and filters for an opening gain below six percent at 9:25. The proposed rationale is to…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes an Expert Advisor built around the XCCI_Histogram_Vol indicator. It generates a signal when a bar closes after crossing an overbought or oversold threshold. Two threshold levels are associated with separate order identifiers and…

ForexTechnical indicatorsBreakoutPosition sizing
SuperMind

This stock-screening proposal looks for shares with an amplitude measure above 1, three technical indicators said to have bullish crosses, and three consecutive declining closes. Its sample Python logic approximates the multiple-cross condition with the 5-,…

EquitiesTechnical indicatorsMomentumBacktesting
MQL5 code base

This trading-system description uses simple moving averages with periods of 5, 20, 40, and 60, and specifies EUR/USD on a 30-minute chart. The entry rule is based on the 40-period average crossing the 60-period average: an upward cross opens a long position,…

ForexTrend followingTechnical indicators
SuperMind

This Chinese A-share screening proposal combines a technical condition with earnings growth and a concentration filter. It selects stocks with a 14-period RSI below 65, year-over-year net-profit growth above 20% and no more than 100%, and a stated…

EquitiesChina marketsTechnical indicatorsFactor investing
ProRealCode

This document explains a price-overlay indicator that marks supply zones at confirmed swing highs and demand zones at confirmed swing lows. Zone thickness scales with average true range, and the midpoint serves as a point of interest. A zone remains active…

Technical indicatorsVolatilityBreakoutRisk management
SuperMind

This document describes a stock-selection rule that combines a daily high-low range threshold, a recent reversal pattern, and a negative MACD reading from two sessions earlier. It frames range as a volatility filter, the reversal as a possible change in…

EquitiesTechnical indicatorsVolatilityBacktesting
SuperMind

This proposed A-share screen targets metaverse-related stocks with a circulating share count no greater than 5.5 billion and an upward-spreading set of moving averages. The article’s example rules add price, volume, and return conditions: price is…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock selection rule screens for companies with market value below 10 billion yuan, positive profit history, turnover between 3% and 12%, and a 14-period RSI below 65. It combines a size filter and profitability condition with activity and…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post proposes a technical stock screen combining price amplitude above a threshold, progressively rising lows, and a volume ratio between stated bounds. It describes the rising floor as a sign of improving price structure and uses relative volume to…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator description presents a Keltner Channel whose center line can use a chosen price input and smoothing method. The upper and lower channel boundaries are based on the Average True Range (ATR), with a configurable multiplier controlling the…

Technical indicatorsVolatility
ProRealCode

This post adapts the DeMarker oscillator into an on-chart display of possible reversal points. The indicator compares averaged upward high changes with averaged downward low changes and scales the result to a range from zero to one hundred. In the chart…

Technical indicatorsMean reversionFutures
SuperMind

This Chinese-language post outlines an A-share stock screen combining daily price range, relative trading volume, and recent return. It selects stocks with a daily high–low range of at least one percent, volume between 1.5 and 6 times its five-day average,…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor built around the CCFp, or Complex Common Frames percent, cluster indicator. It identifies the indicator as the basis for the automated system and lists controls for trade volume, stop loss, take profit, trailing…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

This note describes a histogram version of an adaptive moving average based on Perry Kaufman’s KAMA and an update by Vitali Apirine. The update accounts for where the close sits within the high–low range when adapting the average. The indicator combines the…

Technical indicatorsTrend followingBacktesting
SuperMind

The document outlines an equity screen that selects stocks with turnover between 3% and 12%, a rising KDJ K line, and MACD above its zero line. It describes the rising KDJ reading and positive MACD as indicators of upward price momentum, and provides both a…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes a price-chart moving average using JSmooth smoothing, an approach attributed to Mark Jurik. It identifies two user inputs: the lookback period and the price series used in the calculation. The formula updates a sequence of intermediate…

Technical indicators
SuperMind

This stock-selection idea combines three filters: price amplitude above one percent, appearance on the prior day's notable-trading list with reported buying exceeding selling, and turnover between three and twelve percent. The article presents the filters as…

China marketsEquitiesTechnical indicatorsMarket microstructure
Freqtrade

GodStra is a Freqtrade long strategy that builds a broad set of technical indicators and evaluates configurable entry and exit rules. Each rule compares a selected indicator with another indicator or a numeric threshold; supported operators include…

Technical indicatorsBacktestingRisk management