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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

4,713 documents

FMZ forum

This overview presents ten intraday breakout concepts. They use reference levels drawn from prior-session highs and lows, the opening price, an initial post-open range, recent consolidation, average price, or measures of historical and intraday ATR. In each…

BreakoutVolatilityTechnical indicatorsFutures
SuperMind

This document outlines an intraday Chinese stock selection idea. It screens the metaverse industry for non-ST shares, ranks candidates by the day’s opening auction amount, keeps the top five, and applies a named five-stage limit-up method before 10 a.m. The…

EquitiesMomentumBreakoutExecution
BigQuant

This document describes a chart indicator that draws a price channel from the high and low of a candle on a selected higher timeframe. The user chooses the timeframe, and the indicator uses that period’s candle range as the channel boundaries on the chart.…

Technical indicatorsBreakout
MQL5 code base

This Expert Advisor takes signals from the ColorSchaffRVITrendCycle oscillator when it crosses into or out of overbought or oversold territory, with the signal confirmed at bar close. The description therefore presents a threshold-break strategy based on…

ForexTechnical indicatorsBreakoutBacktesting
SuperMind

This stock screen targets companies classified in the metaverse theme that recorded at least one limit-up event within the prior 25 days, while excluding Beijing-listed A-shares. The post presents this as a way to identify candidates with potential short- to…

EquitiesChina marketsBreakoutTechnical indicators
MQL5 code base

This indicator describes a breakout approach built around a channel drawn through peaks from a Zigzag2_R indicator. It generates alerts when price moves outside the channel, with the stated purpose of signaling a possible change in direction. After a…

BreakoutTechnical indicatorsTrend following
SuperMind

The document describes a Chinese equity screen for stocks in the metaverse industry that recorded at least one limit-up during the prior 25 days, excluding stocks on the STAR Market. It specifies screening before 10 a.m. for that day's candidates and…

EquitiesChina marketsBreakoutTechnical indicators
ProRealCode

This indicator applies fixed rules to identify channels, wedges, and triangles from price swings. It builds a recursive zigzag at multiple scales, takes the latest five pivots at each scanned level, and fits two boundary lines through alternating pivot…

Technical indicatorsBreakoutStatistics
NautilusTrader

This indicator extends a price channel with two intermediate levels, crossover signals, and optional stop-loss and take-profit markers. It defines five channel levels: the high and low boundaries, the midpoint, and two intermediate levels positioned between…

Technical indicatorsBreakoutRisk managementBacktesting
ProRealCode

The indicator combines weighted averages of highs and lows to form channel levels, a Hull moving average for trend display, and relative volume to qualify breakouts. A bullish or bearish breakout is identified when price crosses a stored channel boundary in…

Technical indicatorsBreakoutMomentumVolatility
SuperMind

This Chinese stock-screening note combines three filters: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a three-session limit-up streak ending the previous day. It presents the screen as a way to…

China marketsEquitiesMomentumBreakout
MQL5 code base

V1N1 LONNY is described as a multi-symbol intraday Expert Advisor that trades breakouts during the London session. It treats the pre-London Asian range as a no-trade zone, placing buy stops above the range high and sell stops below its low. Entries use the…

ForexBreakoutTechnical indicatorsRisk management
SuperMind

This screening rule looks for stocks with an amplitude above one percent, a current high matching the highest high over two days, current volume above ten thousand lots, and an opening price equal to the high. The document frames the combination as a way to…

EquitiesChina marketsTechnical indicatorsBreakout
FMZ forum

This study compares Bitcoin returns during a defined US daytime window with returns outside that window, using hourly Gemini data from 2015 through 2024. It splits results around the October 2021 launch of the BITO fund as a rough proxy for Bitcoin’s growing…

CryptoTrend followingBreakoutBacktesting
SuperMind

This Chinese equity screening rule selects stocks in the metaverse industry whose circulating share count is no more than 5.5 billion shares and that recorded at least one daily gain of 10% or more during the previous 25 trading days. The rationale is to…

EquitiesChina marketsMomentumBreakout
MQL5 code base

This Expert Advisor trades signals from an X-period candle channel system. A signal is generated when a bar closes after breaking through the channel, and the system can close an open position once it has been held longer than a configured time limit. The…

ForexBreakoutExecutionBacktesting
ProRealCode

The document presents a Renko-based system that buys after at least two upward bricks follow a decline of two or more bricks, and sells short after at least two downward bricks follow an advance of two or more bricks. The example code builds bricks from…

FuturesTrend followingBreakoutTechnical indicators
MQL5 code base

This brief indicator description concerns a semaphore-style signal tool that marks breakouts through a dynamic price channel. Its stated purpose is to form signals when price breaks that channel, offering a technical mechanism for identifying possible trend…

Technical indicatorsBreakoutTrend following
SuperMind

This stock selection proposal combines a momentum filter, a breakout condition, and a trading activity measure. It selects shares with RSI below 65, a positive product of price change and a measure derived from turnover and very large orders, and a close…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening example begins with capital-flow strength, a stated share-price level, and more than two limit-up sessions within the prior ten days. Its analysis treats repeated limit-ups as a sign of attention and possible upward momentum. The…

EquitiesMomentumBreakoutTechnical indicators
MQL5 code base

This document describes an Expert Advisor signal based on price breaking through a level set at a distance from the CorrectedAverage moving average. A trade signal is generated at the close of a bar when price crosses that offset threshold. The distance is…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor tests a time-based breakout approach. At 15:00 Moscow time, it places a buy stop and a sell stop 100 points from the current price, with a 200-pip stop loss on each order and no take-profit target. If one order triggers, the other remains…

BreakoutExecutionRisk managementBacktesting