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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

29,558 documents

ProRealCode

This EURUSD trend-following example uses the default MACD settings and a 14-period ADX filter. It opens a long position when MACD crosses above zero and a short position when it crosses below zero, provided ADX is above a stated minimum threshold. The sample…

ForexTrend followingTechnical indicatorsRisk management
ProRealCode

This document explains a trend indicator that combines an FDI-based adaptive window, a triangular moving average, and a Jurik filter. Its averaging period contracts in cleaner trends and expands in noisier conditions; Jurik smoothing is then applied to…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

This MetaTrader 4 example describes an expert advisor that monitors the combined floating profit or loss of open market orders sharing a configured magic number. It exposes a profit target, an optional loss limit, and the magic number used to identify the…

ExecutionRisk managementForex
MQL5 code base

This description explains an Expert Advisor that takes trade signals from the ColorBullsBearsEyes indicator, a modification of BullsBearsEyes. A signal is generated at bar close when selected conditions occur, such as a break in the indicator’s average line,…

ForexTechnical indicatorsBacktestingRisk management
Lumibot

This example describes an AI trading team modeled on concentrated investing. A quality researcher selects a high-quality large-cap company, an activist bull develops the case for catalysts and value creation, and a short-seller challenges the thesis on…

EquitiesPosition sizingPortfolio constructionRisk management
SuperMind

This post presents a Chinese stock selection screen using three stated filters: today’s increase in position share above 5%, external volume divided by internal volume above 1.3, and at least two limit-up days within the past 500 days. The author interprets…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post describes an equity screening rule that combines price amplitude above a threshold, an upward relationship among current price and five-day moving-average values, and a prior-day actual turnover range of 3% to 28%. The stated…

EquitiesTechnical indicatorsMomentumChina markets
Cryptohopper blog

The article explains how proof-of-work mining validates transactions and rewards miners, tracing the shift from home computers toward large operations using specialized ASIC hardware. It describes mining as increasingly difficult for small participants as…

CryptoRisk managementSpot markets
SuperMind

The document proposes screening stocks for a positive MACD condition, a closing price below 12 yuan, and a company-quality criterion. It describes running the screen before 10 a.m. on each trading day. The intended combination is a momentum signal, a price…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The proposed stock screen targets A-share companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses. It then seeks stocks showing simultaneous bullish signals from three technical indicators, with MACD,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection example combines three filters: daily price amplitude above a threshold, prior-day actual turnover within a stated band, and circulating share capital capped at a stated size. The accompanying rationale is that smaller floats may…

China marketsEquitiesTechnical indicatorsRisk management
MQL5 code base

This MetaTrader expert advisor places a sell-stop entry below the current bid, then manages the pending order and any resulting position. It exposes settings for stop loss, take profit, spread and slippage limits, trading hours, and a magic number. Its…

ForexExecutionPosition sizingRisk management
SuperMind

This proposed Chinese stock screen selects shares with turnover between 3% and 12%, amplitude above 1%, and outside trading volume more than 1.3 times inside volume. The rationale is to combine a trading-activity range with price movement and an order-flow…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This stock-screening proposal combines a daily amplitude threshold above 1% with an afternoon large-order net-inflow condition and a company classification such as industry or region. The document frames the screen as mixing technical and company-related…

China marketsEquitiesTechnical indicatorsMarket microstructure
MQL5 code base

This document describes an expert advisor built around three simple moving averages, evaluated on every market tick. It opens a buy when the first average is above the second and the second is above the third by a specified spread threshold. It opens a sell…

Technical indicatorsTrend followingExecutionRisk management
SuperMind

This Chinese-language post describes a rules-based screen for mainland Chinese stocks. It selects companies associated with the metaverse theme, requires a positive institutional-flow measure, and looks for at least two limit-up events within a 500-day…

EquitiesChina marketsMomentumTechnical indicators
FinRL

The tutorial presents a deep reinforcement learning workflow for trading a portfolio of Dow 30 stocks. It frames trading as a Markov decision process: the agent observes prices and engineered features, including MACD and RSI, then outputs per-stock actions…

EquitiesMachine learningTechnical indicatorsRisk management
MQL5 code base

The described expert advisor places buy-stop and sell-stop pending orders at specified times, using a set distance from the current price and attaching a stop-loss. Instead of submitting a take-profit order to the broker, it monitors open positions and…

ForexExecutionRisk management
MQL5 code base

This mechanical strategy sets a reference price at the start of a chosen period, then places upper and lower breakout levels at a user-defined distance from that price. An upward break can trigger a buy-stop or sell-limit order, while a downward break can…

BreakoutForexPosition sizingRisk management
Kraken Learn

The guide compares hot and cold crypto wallets, self-custody and third-party custody, and several approaches to protecting access. Hot wallets offer convenient access for frequent trading and decentralized application use, while cold wallets keep keys…

CryptoRisk managementDeFi
SuperMind

This Chinese stock selection post describes screening for companies associated with the metaverse theme, with previous-session actual turnover between 3% and 28% and a closing price of exactly 18.5 yuan. It provides corresponding indicator conditions and a…

EquitiesChina marketsTechnical indicatorsRisk management
OctoBot

This French-language guide explains how to run several automated crypto strategies or asset baskets through OctoBot Cloud. Its key operating rule is to assign only one strategy or basket to each exchange portfolio, which is intended to prevent strategies…

CryptoPortfolio constructionRisk managementExecution
BigQuant

This brief Q&A explains why neutralizing individual factors for market capitalization does not guarantee that a trained stock-selection model will have no size exposure. After neutralization, linear groupings of the factor may contain both large- and…

EquitiesFactor investingMachine learningRisk management
Hummingbot docs

This document explains a Hummingbot strategy that makes markets on a single perpetual swap order book. It places limit bids and asks at configured distances from a reference price; fills open derivative positions rather than exchanging spot assets. Settings…

CryptoPerpetual futuresMarket makingRisk management