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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

MQL5 code base

The document presents a custom chart indicator that measures the difference between each bar’s opening price and the preceding bar’s close. It converts that difference into points by dividing by the instrument’s point size, then places positive and negative…

ForexTechnical indicatorsMarket microstructure
TqSdk

The document explains how to enable TqSdk’s browser-based chart interface by setting the API’s web GUI option. It describes using an automatically assigned local address or supplying a fixed address, then illustrates a live setup that subscribes to a futures…

FuturesBacktestingTechnical indicators
SuperMind

This Chinese-language post outlines a stock screen combining three signals: ranking stocks by relative volume, requiring the 20-day moving average to be above the 120-day moving average, and looking for a shortening negative MACD histogram on a 15-minute…

EquitiesTechnical indicatorsMomentum
ProRealCode

The document describes a normalized version of Twiggs Money Flow intended to show where the current indicator reading sits within its recent distribution. It first calculates buying and selling pressure from the close relative to a true range built from the…

Technical indicatorsStatisticsEquities
MQL5 code base

This brief note describes a variation on the Keltner Channel. A conventional channel places bands at an average true range distance above and below a simple moving average. The proposed variant replaces that center average with a Non Lag moving average,…

Technical indicatorsVolatilityForex
MQL5 code base

This document describes an Expert Advisor that trades changes in the ColorJLaguerre oscillator. A signal is generated at bar close when the oscillator changes color in relation to its overbought and oversold levels. The strategy therefore uses an indicator’s…

ForexTechnical indicatorsBacktesting
MQL5 code base

The Highest Lowest indicator marks local extremes: a bar is identified when its high exceeds highs on both sides, or when its low is below lows on both sides. It displays these signals with arrows. The description focuses on how the indicator evaluates price…

Technical indicatorsMarket microstructure
MQL5 code base

This note describes a variation on the Commodity Channel Index. Instead of calculating the indicator from the moving average of typical price, the variant uses the median line of a Step Channel. The channel line is described as reflecting the balance between…

Technical indicatorsVolatilityStatistics
SuperMind

This stock selection method combines a technical filter with an earnings growth screen. It selects main-board Chinese equities with a 14-period RSI below 65, a daily price rise above 1%, and year-over-year growth in net profit attributable to parent-company…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening Chinese equities associated with the metaverse for a rounded-base chart pattern and upward-diverging moving averages. Its final written rule specifies that the five-day moving average should diverge upward on the current day. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note presents a Chinese equity screen requiring price amplitude above a stated threshold, a stock code beginning with 60, and an association with the metaverse concept. It explains the filters as a combination of higher price variability, a market…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This stock-selection approach combines price amplitude above 1, a weekly crossover of the 5-period moving average above the 10-period average, and a condition that the stock rose during 2021. It aims to find shares with notable price movement and an upward…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

This A-share stock screen combines a turnover ratio between 3% and 12%, a newly formed KDJ bullish crossover, and a closing price of at least 18.5 yuan. The stated rationale is to seek stocks with moderate trading activity and a possible upward trend, while…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This indicator estimates price waves from the close’s distance above or below a 150-period weighted moving average. It converts that relative distance into a percentage, scales it by ten, and plots the result alongside a zero reference line. Positive and…

Technical indicatorsStatistics
SuperMind

This post describes a stock screen that combines a prior-period price-amplitude condition with a MACD signal above the zero line and a closing price between the Bollinger middle and upper bands. It frames the amplitude filter as selecting more volatile…

EquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that trades signals from the BBSqueeze indicator. It opens a transaction when a bar closes and the indicator histogram changes color, using that change as the entry trigger. The document gives no further detail about…

ForexTechnical indicatorsBacktesting
SuperMind

This stock-selection rule first limits candidates to the metaverse industry, then looks for an opening price near the 10-day moving average and simultaneous bullish signals from MACD, KDJ, and RSI. In the example formulas, the price condition uses recent…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three filters: daily amplitude above 1%, a 10-day gain greater than zero but below 35%, and membership in the metaverse concept group. The article explains that the amplitude condition seeks active price movement, while the return…

EquitiesMomentumVolatilityTechnical indicators
MQL5 code base

This brief description presents a higher-timeframe variant of the XMA_BBx7 indicator. A timeframe input lets the user select the chart period from which the indicator should draw its information; the provided example selects a four-hour period. The stated…

Technical indicatorsMulti-asset
MQL5 code base

This moving-average modification lets a trader define the input price as a weighted combination of open, high, low, and close rather than choosing only from standard price constants. Four coefficients determine each component’s contribution; components with…

Technical indicatorsBacktesting