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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

This post proposes an A-share stock screen that combines three conditions: daily amplitude above one, the opening price near the 10-day moving average, and a positive institutional-flow measure. Its examples define “near” as within five percent of the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes an A-share screening rule that combines daily price movement, trading range, and a measure of large-order net flow. The stated criteria are an amplitude above one, a share price of 18.5 yuan, and a product of price change and very large…

EquitiesChina marketsTechnical indicators
MQL5 code base

This document describes an expert advisor that trades signals from the MAOscillatorHist indicator. It enters a trade when the indicator histogram changes direction, with the signal evaluated at the close of a bar. The advisor depends on a compiled indicator…

ForexTechnical indicatorsBacktesting
SuperMind

This Chinese-language post describes a short-term stock selection rule combining three filters: RSI below 65, share price below 12 yuan, and more than two limit-up sessions within the prior ten days. It frames the screen as a way to find relatively…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator marks a candle’s midpoint and colors the marker according to whether the candle is bullish or bearish. It offers two midpoint definitions: the center of the full candle range, calculated from the high and low, or the center of the candle body,…

Technical indicatorsEquities
ProRealCode

The N Reversal Detector is a configurable chart indicator that combines reversal patterns with an optional trend filter. Users can define the prevailing trend with a fast and slow moving-average comparison, an ATR-based Supertrend, or Donchian Channel highs…

Technical indicatorsTrend followingRisk management
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with an external-to-internal trading volume ratio above 1.3 and positive net buying by major participants during the opening auction. The page also gives example implementations and adds filters in…

EquitiesChina marketsTechnical indicatorsSentiment
MQL5 code base

Corrected JMA is described as a variation on the Jurik Moving Average. It uses the JMA as a reference for measuring price deviations, then flattens the indicator’s value when those deviations are judged insignificant. This is intended to make directional…

Technical indicatorsTrend following
MQL5 code base

EMAPredictive3 is described as a moving-average indicator built from the exponential moving average algorithm. Its defining construction is a linear interpolation between two EMAs calculated over different periods. The document attributes the indicator to…

Technical indicatorsEquities
SuperMind

This post describes a Chinese equity screen for stocks associated with the metaverse theme, with a close above the previous day’s low and a code beginning with 60. It combines a thematic classification, a simple price condition, and an exchange-listing code…

China marketsEquitiesTechnical indicatorsPosition sizing
SuperMind

This post outlines an equity screen requiring MACD above zero, upward divergence among current moving averages, and a positive price-to-earnings ratio. The stated rationale is to combine a bullish technical condition with rising price trends and a basic…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a Chinese equity screen combining a daily high-to-low amplitude threshold, a minimum circulating market capitalization, and a positive weekly MACD histogram. It presents the conditions as a way to focus on larger listed companies with…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language strategy post outlines a mainland China equity screen combining capital strength, upward divergence of moving averages, and a profitability filter. The initial title specifies companies with market capitalization below 10 billion yuan…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

The Inverse Distance Weighted Moving Average (IDWMA) is presented as a price-smoothing indicator. Its calculation is described qualitatively: the line initially moves away from the average price, then approaches the price. The document says it is somewhat…

Technical indicators
SuperMind

This stock-selection idea combines three filters: MACD above its zero line, a share price below a stated threshold, and at least two limit-up sessions within a historical lookback. The post says the screen is run before the market opens each trading day. It…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed Chinese equity screen combines a positive MACD reading with order-book and company filters: first-level bid volume must exceed first-level ask volume, market capitalization must be no more than 10 billion yuan, and net profit must be positive.…

China marketsEquitiesMomentumTechnical indicators
BigQuant

The document introduces MACD as a momentum and trend indicator derived from the difference between a short-period and a long-period exponential moving average. It describes the signal line as an EMA of MACD and the histogram as the difference between those…

Technical indicatorsMomentumTrend following
NautilusTrader

This quickstart walks through a bar-based exponential moving average crossover strategy in a backtesting engine. The strategy waits for its fast and slow averages to initialize, then buys when the fast average is at or above the slow one and sells when it is…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The document explains Supertrend as an ATR-based trend-following indicator that plots a changing support or resistance band. It describes how volatility sets the band width and how the line changes sides when price movement signals a trend reversal. An…

Trend followingTechnical indicatorsVolatility
MQL5 code base

This brief description outlines an automated trading strategy built around the Average Directional Movement Index and Bollinger Bands. The EA evaluates signals only when a new bar appears and keeps at most one open position, allowing it to operate on either…

ForexTechnical indicatorsExecution
Cryptohopper blog

This introductory guide explains how to mark support and resistance zones on cryptocurrency charts and inspect technical indicators in TradingView. It recommends locating recent price highs and lows, treating levels associated with heavier volume as…

CryptoTechnical indicatorsMarket microstructure
SuperMind

This stock screen selects shares when MACD is above zero, the five-day moving average crosses above the ten-day average, and first-level bid volume exceeds ask volume. The article presents the conditions as a combination of trend signals and a measure of…

EquitiesChina marketsTechnical indicatorsMarket microstructure
Freqtrade

This strategy describes frequent, small-target long trades on a one-minute chart, using a five-minute moving average as a broad trend filter. Entry conditions combine a fast stochastic crossover with configurable low readings in money flow and stochastic…

CryptoTechnical indicatorsRisk management