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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

79,386 documents

MQL5 code base

This document describes an Expert Advisor driven by the FineTuningMACandle indicator. A signal is generated when a bar closes and the candle direction changes while its color change is maintained. The system therefore depends on the indicator’s candle-state…

ForexTechnical indicatorsBacktesting
SuperMind

The document describes a Chinese equity screen that combines membership in the metaverse theme with price and limit-down conditions. Its stated selection logic uses a long moving-average comparison and a prior-day 9:15 matching-price limit-down signal; a…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This Expert Advisor starts with a simple CCI rule: positive readings indicate buys and negative readings indicate sells. It adds three linear perceptrons—one for sell decisions, one for buy decisions, and one that combines their outputs—to override the base…

Technical indicatorsMachine learningBacktestingForex
BigQuant

The document asks how to tune two component parameters together, specifically start and end dates as a pair. It provides an example tuning function that returns a parameter grid, with a list of candidate values for a single estimator-count parameter, then…

BacktestingStatistics
SuperMind

This Chinese equity screen selects stocks with a daily trading range above 1%, a ten-day price gain above zero but below 35%, and no limit-up close on the previous day. The stated rationale is to find shares showing some recent movement and positive momentum…

EquitiesChina marketsMomentumVolatility
SuperMind

This stock-selection idea screens for Chinese companies associated with robotics, with turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and a pattern of rising lows. The post presents the criteria as a way to combine…

EquitiesChina marketsTechnical indicatorsPosition sizing
MQL5 code base

The document describes an MQL4 tool that creates an offline chart from ticks for the symbol to which it is applied. It explains that the provided code requires enabling a Windows messaging include and uncommenting a block that sends a chart command. The…

Market microstructureTechnical indicators
Amberdata research

This Q2 2023 report teaser examines Bitcoin and Ethereum options activity, volatility behavior, and the DVOL index. It describes a rules-based method for estimating trade aggressor direction using weighted heuristics, then discusses differences in spot and…

CryptoOptionsVolatilityMarket microstructure
SuperMind

This Chinese equity screening proposal selects stocks with turnover between 3% and 12%, at least one limit-up move during the previous 25 days, and a positive weekly histogram condition. The accompanying explanation treats turnover as a measure of trading…

China marketsEquitiesTechnical indicatorsMomentum
BigQuant

The document explains the price-to-earnings ratio as a measure of a share price relative to earnings per share. It defines the ratio using current share price and earnings per share based on the prior year’s net income and share count, then illustrates the…

EquitiesFactor investingStatistics
ProRealCode

Candle RM modifies the standard Japanese candlestick display by encoding two price comparisons separately. The candle body keeps the usual open-versus-close coloring, while the outline and wicks show whether the current close is higher than, lower than, or…

Technical indicatorsEquitiesFuturesForex
MQL5 code base

This document presents an adaptation of the Bollinger Bands Stops indicator for MetaTrader 5 that uses the Jurik Moving Average in its calculation. It describes two possible roles: identifying the estimated direction of the market as a trend indicator, or…

Technical indicatorsTrend followingVolatilityRisk management
SuperMind

This document describes a short-term Chinese stock screen combining a metaverse industry classification, a rounded or arc-shaped chart pattern, and a requirement that the stock was not limit-up on the prior day. It adds a minimum listing history of six…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This GBP/JPY strategy enters in the direction of a Bollinger Band break. A long signal requires the candle’s open and close to be at or above the upper band, with the close above both a fast and a slow moving average. A short signal requires the open and…

ForexBreakoutTechnical indicatorsBacktesting
SuperMind

This proposed Chinese equity screen targets stocks classified in the metaverse industry. It requires a volume ratio above 1.5 and below 6, and an external-to-internal trading volume ratio above 1.3. The article characterizes external volume as trades…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

MaChannel is described as a trend indicator built from two moving averages presented in an NRTR-style channel. The averages use price-series highs and lows, so the construction tracks separate smoothed views of the upper and lower price data. The document…

Technical indicatorsTrend following
BigQuant

This document describes a daily Chinese equity screen that ranks stocks by free-float market capitalization, turnover rate, and closing price, combines the rankings into a composite score, then selects the lowest-ranked names. It filters out…

EquitiesFactor investingChina marketsBacktesting
SuperMind

This stock-screening post combines three technical conditions: price amplitude above 1%, at least five overlapping moving averages, and a rising 30-day moving average. It presents average convergence as a way to identify relatively stable prices and the…

EquitiesTechnical indicatorsChina markets
FMZ forum

This note argues against holding losing positions merely to avoid realizing a loss or repeatedly adding to them to lower the average cost. It frames a planned trade around four decisions made before entry: the entry level, stop-loss, profit target, and…

Risk managementPosition sizing
BigQuant

This study examines whether sell-side analysts use peer forecasts on other companies in their own coverage portfolios to inform estimates for a target company. Using quarterly earnings forecasts and actual results, it measures optimism through forecast…

EquitiesStatisticsSentiment
BigQuant

This forum post argues that AI should be treated as a tool rather than an autonomous source of trading intelligence. It emphasizes the difficulty of learning financial patterns from noisy data, the challenge of achieving stable profits even with…

Machine learningSentimentStatistics
MQL5 code base

InOutBar marks candles with colored arrows based on whether a selected higher-timeframe candle is higher or lower than the preceding candle. It provides a visual way to view higher-timeframe direction on a chart using the configured timeframe. The key…

Technical indicatorsTrend following
MQL5 code base

The indicator displays a currency rate’s percentage change relative to the previous daily close directly on a chart. It can also show weekly and monthly changes, using text colors and directional arrows to distinguish rises, falls, and no change. A…

ForexTechnical indicators