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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

SuperMind

The document proposes screening Chinese stocks for amplitude above 1%, an aligned set of three moving averages, and a 2021-to-2018 revenue ratio above 1.1. It presents the moving-average condition as a technical signal and the revenue comparison as a basic…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese A-share stock screen that excludes Beijing-listed shares, requires daily high-low amplitude above 1%, and selects stocks with at least one daily gain of 10% or more in the previous 25 trading days. It outlines the rationale…

EquitiesChina marketsMomentumVolatility
SuperMind

This stock screen combines three technical conditions: daily price amplitude of at least one percent, turnover above two percent and no greater than nine percent, and a pattern of rising lows. The accompanying explanation interprets the combination as…

EquitiesTechnical indicatorsVolatilityRisk management
MQL5 code base

This indicator adapts XOSMA for use on a fixed timeframe that may differ from the chart’s timeframe. It allows separate choices of averaging methods for the histogram and signal line, including standard moving averages and adaptive or nonlinear smoothing…

Technical indicatorsMomentum
ProRealCode

This indicator uses the 14-period average true range (ATR) to mark two kinds of potential entry signals. One identifies a directional candle that confirms a preceding pattern, such as a pin bar after a correction; the other marks a horizontal breakout. The…

Technical indicatorsBreakoutVolatilityRisk management
SuperMind

This Chinese equity screen selects companies associated with the metaverse theme when prior-day actual turnover is between 3% and 28% and both weekly MACD lines, DIFF and DEA, are above zero. The article treats the turnover range as a sign of market…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screening rule combines a 14-period RSI below 65, prior-day auction turnover above 0.26, and a 9:25 price gain below 6%. The article describes RSI as a gauge of overbought or oversold conditions, auction turnover as a measure of trading…

EquitiesTechnical indicatorsChina markets
MQL5 code base

The document defines trading volume as the amount of an asset traded over a period and average volume as total traded amount divided by the length of that period. It explains that volume is commonly expressed as shares per trading day for individual stocks,…

StatisticsMarket microstructureExecutionTechnical indicators
SuperMind

The document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, positive 10-day gains below 35%, and a rising 30-day moving average. It presents the conditions as a way to combine trading activity with short-term…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This brief description introduces an oscillator formed from the ratio of two moving averages calculated with the linear regression method. The indicator compares a faster or slower regression-based average with another, offering a derived measure of their…

Technical indicatorsStatistics
ProRealCode

The document explains Murrey Math levels as a set of price zones derived from the high-low range over a lookback period. It describes the outer 0/8 and 8/8 levels as major support and resistance, the 4/8 midpoint as a key pivot, and the 3/8 and 5/8 levels as…

Technical indicators
SuperMind

This stock screen combines price movement and recent trading activity. It looks for amplitude above 1, at least one daily gain of 10% or more during the past 25 trading days, and more than two limit-up days within the past 10 days. The document frames these…

EquitiesMomentumVolatilityTechnical indicators
MQL5 code base

Auto Adjusting is described as an expert advisor that trades using three moving averages and candle-based trailing stops for stop loss and take profit. It includes adjustable position sizing and parameters for trade limits, equity stops, basket profit and…

Technical indicatorsForexEquitiesRisk management
MQL5 code base

NELODI Trend Waves is described as a customizable indicator that calculates standard deviations, moving averages, and additional potential support and resistance zones. Its default display shows a selected subset of levels, while input settings can expose…

Technical indicatorsTrend followingVolatility
MQL5 code base

FloatPivot is described as a chart indicator that offers an alternative to the Bollinger Bands channel. Its distinctive presentation is a colored inner area within the channel, intended to make the indicator’s regions easier to distinguish visually. The…

Technical indicatorsVolatility
SuperMind

This note outlines a Chinese equity screen that combines membership in the metaverse theme with positive net buying by large traders during the auction and a relatively low shareholding concentration measure. It presents these as three filters for…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This note describes a Chinese equity screening rule combining daily price amplitude, turnover, and the direction of the 30-day moving average. It selects stocks with amplitude of at least 1%, turnover above 2% and below 9%, and a 30-day average close that…

EquitiesTechnical indicatorsRisk management
MQL5 code base

This document describes an XMA Ichimoku indicator that adds a visual estimate of trend strength using standard deviation. When the indicator’s standard deviation falls between two configured thresholds, it displays a small dot on the moving average; the dot…

Technical indicatorsStatisticsTrend following
FMZ forum

The document defines swing trading as a holding period between day trading and longer-term trend trading, typically lasting several days to a few weeks. It presents the style as trading shorter oscillations in liquid stocks, especially when broad markets…

EquitiesTechnical indicatorsMean reversionTrend following
MQL5 code base

This document describes a smoothed correlation indicator intended to distinguish trending price action from ranging or erratic movement. It calculates a bar-to-bar correlation coefficient over a correlation period and then applies smoothing, with both…

Technical indicatorsStatisticsTrend followingMean reversion
SuperMind

This stock-screening proposal selects equities whose 5-, 10-, 20-, 30-, and 60-day moving averages converge, with turnover above 2% and below 9%, and a dividend payout ratio above 25% for 2019. The author interprets clustered short- and medium-term averages…

EquitiesTechnical indicatorsFactor investing
Cryptohopper blog

The document explains how cryptocurrency traders can use automated triggers to adapt buying behavior to market conditions. Its trend example uses a fast 10-period EMA and a slow 20-period EMA on a daily chart: a bullish signal enables buying, while a bearish…

CryptoTrend followingTechnical indicatorsRisk management
MQL5 code base

The indicator described here creates an index for one of the eight major currencies from a configurable basket of as many as ten components. Users can select currency pairs or other instruments, turn each component on or off, and choose whether to invert the…

ForexTechnical indicatorsPortfolio construction
MQL5 code base

This MetaTrader expert advisor combines three moving averages with the Moving Average of Oscillator and Relative Vigor Index indicators. It evaluates signals only when a new bar forms, and exposes a minimum separation setting for the moving averages. The…

ForexTechnical indicatorsRisk managementPosition sizing