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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

MQL5 code base

The document gives a brief description of a semaphore-style indicator built from crossovers between the Di Plus and Di Minus lines of a smoothed ADX indicator. It identifies the line relationship used to produce the signal, but does not explain the signal’s…

Technical indicatorsForex
MQL5 code base

The document describes a forex chart indicator that assigns a degree value to price position on the active timeframe and alerts when the trend state changes. It divides readings into bearish, bullish, and stronger versions of each state, with degree ranges…

ForexTechnical indicatorsTrend following
SuperMind

The proposed stock screen combines three short-term technical conditions: daily amplitude above 1, a rising or expanding moving-average configuration for the day, and a shortening negative MACD histogram on a 15-minute chart. The document interprets the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection screen combines three conditions: RSI below 65, positive large-order net inflow during the afternoon, and a rising 30-day moving average. The accompanying indicator references use a 14-period RSI and compare closing price with the 30-day…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The Didi Index is described as a moving-average indicator developed by Brazilian analyst Odir Aguiar. It uses three moving averages, including periods of 8 and 20, arranged around a zero center line. Its “needles” form when the averages converge near that…

Technical indicators
SuperMind

This equity screen combines an RSI below 65 with three consecutive down sessions and more than two limit-up days in a ten-day window. The stated idea is to find stocks showing recent weakness while also having a record of sharp upward moves, which the author…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This equity screening approach combines three filters: at least two limit-up sessions within the prior 500 days, weekly MACD above zero, and high fund-flow strength. The note describes fund-flow strength through activity measures such as turnover or volume…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This indicator description adds a three-level trend-strength display to the i-CAi indicator. It calculates standard deviation and compares it with two user-set thresholds. When the value falls between the thresholds, a small colored dot appears on the moving…

Technical indicatorsStatisticsTrend following
SuperMind

This Chinese-language note describes an equity screening rule combining daily price amplitude, a weekly moving-average crossover, and a ranking by stock heat. It selects stocks with amplitude above 1% and a weekly five-period moving average crossing above…

EquitiesTechnical indicatorsMomentumChina markets
FMZ forum

This essay argues that a trading system only helps when a trader can follow it and its demands fit the trader’s goals, temperament, and market. It outlines four recurring price structures—triangular consolidations, directional channels, ranges, and expanding…

FuturesTrend followingTechnical indicatorsRisk management
SuperMind

This note proposes an equity screen combining turnover with a rising DEA signal. It describes an initial turnover range of 3% to 12%, an additional condition requiring turnover between 2% and 9%, and a bullish DEA condition expressed through moving-average…

EquitiesMomentumTechnical indicators
SuperMind

This note describes an equity screen that ranks stocks by a capital-strength measure, such as turnover or volume ratio, and filters for turnover between 2% and 9%. It also requires the 20-day moving average to be above the 120-day moving average, using the…

EquitiesTrend followingTechnical indicatorsRisk management
MQL5 code base

This brief description introduces a two moving average crossover strategy. A trader chooses a shorter and a longer averaging period, then uses their intersection to identify a possible position entry. It gives a 50-day and 200-day pair as an example, but…

Technical indicatorsTrend followingEquitiesRisk management
ProRealCode

The document describes CoRa_Wave, a moving average that assigns weights through a compound-ratio progression. The weights rise from older observations to newer ones with a consistent step ratio, unlike the linear sequence used by a conventional weighted…

Technical indicatorsStatistics
SuperMind

The described screen combines technical, valuation, and recent-return conditions for Shenzhen mainboard stocks. It seeks shares with at least five moving averages aligned or clustered, a price-to-earnings ratio from 0 to about 29, a price-to-book ratio from…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that trades signals from the custom BullsBearsEyes indicator. It opens a buy when the indicator value on the prior bar is 0.0 and a sell when that value is 1.0. The EA includes configurable stop-loss, take-profit,…

Technical indicatorsPosition sizingRisk management
MQL5 code base

The document outlines a simple technical signal concept that combines a detector for consecutive candles with relative strength index levels. The user-configurable settings are the number of consecutive candles required to qualify as a signal, an RSI…

Technical indicatorsMomentumMean reversion
MQL5 code base

The document explains an adaptive lookback method for moving averages. It estimates a variable period by counting how many price bars are needed for a chosen number of swing highs or lows to form, then dividing the bar count by the swing count and rounding.…

Technical indicatorsMean reversionVolatilityTrend following
SuperMind

The document describes a Chinese stock selection rule combining three filters: RSI below 65, positive large-order net inflow in the afternoon, and a dividend ratio above 25% for 2019. It also gives example indicator and Python logic for applying these…

EquitiesTechnical indicatorsChina marketsFactor investing
backtrader

This example script demonstrates how to connect Backtrader to OANDA data and optionally use an OANDA broker. It defines a sample strategy that logs market data and a simple moving average, tracks data and order notifications, and can submit sample buy or…

ForexExecutionBacktestingTechnical indicators
MQL5 code base

This expert-advisor description explains an order trigger based on price crossing a moving average rather than on candle values. It says a hedge order can follow when a later candle produces another crossover relative to prior orders. The supplied logic…

Technical indicatorsExecutionRisk management
SuperMind

This stock-selection method screens for shares priced below 12 yuan, with MACD above its zero line and more than two limit-up days in the preceding ten days. The post says the screen runs before 10 a.m. each trading day. It frames the combination as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
Freqtrade

This Freqtrade strategy seeks frequent small long trades on a one-minute chart. It calculates five-period EMAs of high, close, and low, a fast stochastic oscillator, and ADX. Entry requires the open below the low EMA, ADX above 30, both stochastic lines…

Technical indicatorsMomentumRisk managementHigh-frequency trading