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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 Chinese-language post proposes screening stocks by amplitude above a threshold, a positive weekly histogram condition, and an opening price near the 10-day moving average. It frames these filters as a way to combine price fluctuation with short-term…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This document describes a rate-of-change indicator smoothed with a Laguerre filter and displayed as a color histogram. It exposes parameters for the lookback period, smoothing factor, overbought and oversold levels, level styling, and horizontal bar shift.…

Technical indicatorsMomentum
MQL5 code base

This document describes a simple ZigZag chart indicator that marks a turning point after a price leg exceeds a chosen step. The step can be specified either in points or as a percentage, with the method and step size as its two inputs. The examples show the…

Technical indicators
Lumibot

This document describes a command-line tool for creating, backtesting, and running editable LumiBot strategies. Its ordinary Python template demonstrates a long-only moving-average rule: retrieve recent daily prices, compare the latest close with a rolling…

EquitiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

The Quantora Moving Average Dashboard is described as a MetaTrader 5 indicator for viewing trend structure across several horizons. It tracks EMA periods 20, 50, 100, and 200, alongside SMA periods 50 and 200, and shows where price sits relative to these…

Technical indicatorsTrend followingEquities
MQL5 code base

Cronex_T_DeMarker_GF is described as a trend indicator that displays two lines and a histogram. Its stated entry signal occurs when the lines cross, while the indicator also highlights divergence. The text characterizes signal recognition as straightforward…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document describes GannZIGZAG, an indicator that combines ZigZag swing structure with Gann angles. It identifies the tool and its author, Profi_R, and notes that it was originally written for MQL4 before publication in the MQL4 Code Base in 2007. The…

Technical indicators
MQL5 code base

This brief indicator description presents a single-window display of three smoothed Average True Range series calculated across different time frames. ATR measures price movement range, so comparing the three series can offer a compact view of volatility at…

Technical indicatorsVolatilityForex
SuperMind

The document describes a Chinese equity screen for stocks in the metaverse industry that recorded at least one limit-up during the prior 25 days, excluding stocks on the STAR Market. It specifies screening before 10 a.m. for that day's candidates and…

EquitiesChina marketsBreakoutTechnical indicators
BigQuant

This note describes a daily stock factor that combines weighted order book pressure with the closing price’s deviation from intraday VWAP. It weights the five visible book levels by proximity, giving the nearest level the greatest weight, then uses trading…

EquitiesMarket microstructureMomentumTechnical indicators
SuperMind

This article proposes screening Chinese stocks for RSI below 65, buy-side displayed volume greater than sell-side volume, and a positive product of the stock’s price change and net volume attributed to very large orders. The intended idea is to combine a…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This article outlines a stock screen using three signals: RSI below 65, displayed buy-side volume greater than sell-side volume, and a positive ten-day price change capped below 35%. It frames the combination as a way to consider recent price behavior and…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

This article describes a Chinese main-board stock screen combining an RSI reading below 65, a daily gain above 1%, and relative volume bounded between 1.5 and 6. It presents the conditions as a way to find shares with positive short-term movement and…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The Float indicator analyzes prior chart history to estimate the current trend situation for a currency pair. It marks the apparent beginning and end of trends in a separate chart window and shows Fibonacci retracement and DiNapoli levels on the main chart.…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This GBPUSD expert advisor description outlines a system that opens four positions with separate take-profit levels. Stop-loss and take-profit distances are scaled using ATR coefficients. Once a position reaches its target, the remaining positions are moved…

ForexTechnical indicatorsRisk managementPosition sizing
ProRealCode

This crude oil strategy uses 15-minute bars to combine a five-bar average of candle fullness with a moving average oscillator built from five- and 50-period averages. Candle fullness is defined as the close-to-open move divided by the candle’s high-low…

FuturesCommoditiesMean reversionTechnical indicators
SuperMind

This A-share screening rule combines three technical filters: a 14-period RSI below 65, MACD above zero, and a 10-day price gain greater than zero but below 35%. The document explains these as ways to find stocks with positive short-term performance while…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed equity screen combines three conditions: intraday amplitude above one percent, a K-line value below 20, and a nonempty field for an outstanding convertible bond. The text interprets the range as evidence of volatility, the low K-line reading as…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This Chinese stock-screening proposal targets companies in the metaverse industry. It selects stocks whose opening prices are near the ten-day moving average and combines that condition with auction-period buying activity attributed to large and extra-large…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

SimpleBars_V2 is a chart indicator that colors candlesticks according to the highs and lows of earlier bars. Its stated visual convention marks candles judged to move against the prevailing trend in yellow, offering a quick way to distinguish countertrend…

Technical indicatorsTrend following
SuperMind

This stock screening idea ranks shares by a large-order net flow measure, from strongest to weakest, and combines that ranking with a rising 30-day moving average. The intended logic is to favor stocks showing both stronger measured fund inflows and an…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

StepMA 3D is described as a trend indicator that combines three moving averages with Average True Range calculations. The green line acts as a fast trend measure, while the red and blue lines represent the slower trend. The stated directional rule is…

Technical indicatorsTrend followingVolatility
ProRealCode

This indicator applies fixed rules to identify channels, wedges, and triangles from price swings. It builds a recursive zigzag at multiple scales, takes the latest five pivots at each scanned level, and fits two boundary lines through alternating pivot…

Technical indicatorsBreakoutStatistics
ProRealCode

The Braid Filter uses three moving averages to estimate market direction and whether a trend is strong enough to register. It measures the spread between the highest and lowest average, then compares that spread with a threshold set as a percentage of the…

Technical indicatorsTrend followingVolatility