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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 describes a short-term stock screen combining daily price range, company size, profitability, and a reversal pattern called a bearish-to-bullish “wraparound” or reversal setup. Its proposed criteria include a daily range above one percent,…

EquitiesTechnical indicatorsMean reversionRisk management
MQL5 code base

Paromon is a chart indicator that marks the start of each trading day and displays that day’s high and low prices. Its purpose is to make the daily range visible on a price chart, which can help traders orient intraday price action around the session’s…

Technical indicators
MQL5 code base

The document briefly describes an indicator built from two Double Exponential Moving Averages applied to averaged high and low price series. Together, these averages form a channel. Candles that move beyond the channel receive a color associated with the…

Technical indicatorsTrend followingBreakout
ProRealCode

The document describes a configurable engine that combines up to 11 common indicators into long or short signals. Users can require every enabled indicator to agree or allow any one of them to trigger. The indicators include moving average crossovers, RSI,…

Technical indicatorsRisk managementBacktestingTrend following
MQL5 code base

The document explains how to create synthetic currency strength instruments in MetaTrader 5. For each currency, it combines readings from several currency pairs, where each reading represents the close price’s position within the recent high-low range. The…

ForexTechnical indicatorsMulti-asset
SuperMind

This note proposes screening Chinese mainboard stocks using an RSI below 65, a daily gain above 1%, and prior-day trading value above 60 million yuan. The stated intent is to combine a moderate RSI reading, recent upward price movement, and a liquidity…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screen combining daily price range, free-float market capitalization, and the direction of the 30-day moving average. It selects stocks with an intraday range of at least 1%, free-float capitalization above 10 billion…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This brief description presents a utility for showing the time remaining before the current candlestick closes. It is aimed at chart intervals that may be less intuitive to track, including intraday and multi-hour periods. The practical purpose is to let a…

ExecutionTechnical indicators
ProRealCode

This ProOrder indicator draws a zigzag by identifying local highs and lows over a symmetric window and connecting alternating turning points. Its configurable depth parameter determines how many bars are considered around a candidate fractal: increasing the…

Technical indicatorsStatistics
SuperMind

This A-share stock selection idea combines a turnover filter with a short-term price decline and a longer-term trend condition. It screens for stocks with turnover between 3% and 12%, seven consecutive down days, and weekly MACD above zero. The article…

EquitiesTechnical indicatorsMomentum
SuperMind

This note proposes a Chinese equity screen requiring price amplitude above 1%, a reversal or engulfing-style pattern, and positive net buying attributed to major participants during the opening auction. It explains the signals as indicators of short-term…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This note describes a simple Chinese equity screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and a positive return below 35% over ten days. It frames the filters as a way to find volatile stocks with moderate prices and recent…

EquitiesMomentumVolatilityTechnical indicators
FMZ forum

This reading note distills three rules attributed to the book The Ghosts of Wall Street. First, treat a new position as unproven: reduce or exit if the market does not confirm the trade within a reasonable period, with survival and small losses taking…

Risk managementPosition sizingTrend followingTechnical indicators
MQL5 code base

This document describes an indicator that displays power-weighted moving averages calculated on three selectable timeframes over a price chart. A trader can set the calculation period and power, choose how the values are drawn, and select the timeframes for…

Technical indicatorsTrend following
SuperMind

This document outlines a Chinese equity screening rule that combines daily price movement with a short moving average and a lower low. The stated final criteria are amplitude above 1, the close crossing above a five-day moving average, and today’s low…

EquitiesTechnical indicatorsVolatilityBacktesting
MQL5 code base

This brief description introduces a MetaTrader indicator that displays trend information from the SimpleBars indicator at a fixed timeframe. It mirrors the source indicator’s bar colors, with marks on the signal line appearing when a bar in the selected…

Technical indicatorsTrend following
SuperMind

This stock-screening example combines a technical condition with reported earnings growth and trading activity. It selects A-share stocks with a 14-period RSI below 65, year-over-year growth in parent-company net profit from above 20% through 100%, and a…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This screening concept selects stocks tagged with the metaverse theme, whose close is above the prior day's low, and whose weekly five-period moving average has crossed above the weekly ten-period average. The article interprets the industry label as a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-screening idea combines three conditions: MACD above zero, upward-moving averages, and price above the five-day moving average. The accompanying Python example calculates MACD from exponential moving averages and compares the five-day average with…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection screen combines three conditions: daily range as a percentage of the prior close above a threshold, the current high equal to the highest high over the current and previous day, and the 20-day moving average above the 120-day moving…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This expert advisor uses the Chaikin Oscillator to classify conditions as flat or trending, then looks for directional entries when the market is not classified as flat. It examines a configurable run of oscillator readings and labels the market flat when a…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This document describes adapting a semaphore-style indicator based on the DeMarker oscillator so it can notify a trader when its buy or sell signal buffers contain a signal. The alert logic checks a selected bar, tracks a counter, and can issue a sound…

Technical indicatorsExecution
SuperMind

This post outlines a short-term Chinese stock screen that requires amplitude above 1, ranks stocks by the day’s auction amount, keeps the top five, and requires the closing price to exceed the previous day’s low. The suggested interpretation is that elevated…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

This document describes a Chinese stock screen using daily price movement and convertible bond information. It selects stocks with an amplitude above 1, a nonempty name for outstanding convertible debt, and a daily return between negative 5% and positive…

China marketsEquitiesVolatilityTechnical indicators