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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
Quantopian lectures
45 documents
Binance API docs
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

This indicator describes an empirical way to classify bar direction and identify gaps in price quotes. Rather than relying only on whether a bar closes above or below its open, it evaluates the candle’s total height and body against statistical…

Technical indicatorsStatisticsForex
BigQuant

This support exchange diagnoses why a futures Bollinger Band strategy produced no backtest results. The reported cause is a mismatch between the date ranges: the data extraction module supplied data from 2021, while the backtest was set to run in 2024. Since…

FuturesTechnical indicatorsBacktesting
SuperMind

This document outlines an equity screen that keeps stocks with turnover between 3% and 12%, a rising KDJ K value, and improving capital-flow strength rank. It also excludes a specified board category in the formula and example code. The intended ordering…

EquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes an indicator that plots stop-loss levels based on Average True Range. It provides an adjustable multiplier and ATR period, and includes helper functions so the calculation can be called from other code. The author says it can be used…

Risk managementTechnical indicatorsVolatility
SuperMind

This document describes a Chinese equity screening rule that looks for stocks with amplitude above 1, three moving averages in a bullish ordering, and a signal interpreted as the start of a strong advance. Its example uses 5-, 10-, and 20-period averages, an…

EquitiesTechnical indicatorsTrend following
MQL5 code base

KI_signals_v2 is described as a trend indicator that derives trade signals from the XMACD histogram. The document identifies the signal source and points to a smoothing library used by the implementation, but it does not explain how histogram values are…

Technical indicatorsTrend followingMomentum
NautilusTrader

This indicator extends a price channel with two intermediate levels, crossover signals, and optional stop-loss and take-profit markers. It defines five channel levels: the high and low boundaries, the midpoint, and two intermediate levels positioned between…

Technical indicatorsBreakoutRisk managementBacktesting
SuperMind

This post describes a stock selection screen requiring an intraday range above 1, RSI below 65, and a rising KDJ K value across successive observations. It interprets the conditions as seeking stocks with notable price movement, without a high RSI reading,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post describes a stock screen combining three conditions: volume ratio ranks among the top 100 stocks, the current day's decline falls between 4% and 5%, and the 10-day gain is positive but below 35%. The author interprets this mix of trading activity,…

EquitiesChina marketsMean reversionTechnical indicators
OctoBot

This guide describes connecting TradingView alerts to OctoBot so alerts can trigger orders on a chosen exchange. It covers alerts based on price thresholds, indicator values, and Pine Script strategies. The setup involves adding the TradingView interface to…

CryptoExecutionTechnical indicators
SuperMind

This stock screen combines a turnover-rate range with seven consecutive declining sessions. Its initial conditions require turnover between 3% and 12%, plus current turnover above 2% and below 9%; together, these overlapping limits make the effective current…

EquitiesTechnical indicatorsMean reversionRisk management
ProRealCode

This indicator presents a simplified trend analyzer associated with Elliott-wave analysis. Its calculations compare fast and slow exponential averages, then normalize three price-derived series—the fast-minus-slow spread, the fast average, and the slow…

EquitiesTrend followingTechnical indicatorsMomentum
ProRealCode

This indicator combines a configurable moving average with symmetric bands whose width is an ATR multiple. A persistent trend state turns bullish when price closes above the upper band and bearish when it closes below the lower band; it remains unchanged…

Trend followingTechnical indicatorsVolatilityRisk management
SuperMind

This document describes a Chinese stock-selection screen using three conditions: RSI below 65, seven consecutive bearish days, and a stated “today control” measure above 21. It presents the screen as a way to find shares that have fallen for several sessions…

EquitiesTechnical indicatorsMean reversion
SuperMind

This Chinese-language post outlines a stock screen combining three conditions: daily amplitude above one percent, a trading date in 2021, and a Dragon-Tiger List appearance on the prior day. It explains amplitude as a signal of elevated price movement and…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This document describes a MetaTrader indicator for calculating a euro currency index from five euro exchange rates: EUR/USD, EUR/JPY, EUR/GBP, EUR/SEK, and EUR/CHF. Each rate is raised to a specified weight and multiplied by a constant to form the index. The…

ForexTechnical indicatorsStatistics
SuperMind

This Chinese equities screening idea selects stocks with turnover between 3% and 12%, at least one limit-up event within the prior 25 days, and a nonnegative reading for the previous day’s main-fund control or flow measure. The post frames these conditions…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This indicator colors candles according to the direction of a trend oscillator and a separate measure of movement strength. Users can choose MACD, Momentum, or the directional indicator from ADX for trend direction, and ATR or ADX for strength. When both…

Technical indicatorsTrend followingMomentumVolatility
ProRealCode

This indicator method turns detected pivot highs and lows into smoothed resistance and support lines, then plots their midpoint. A pivot is identified by comparing a candidate bar’s low or high with surrounding bars: the example checks four bars before and…

Technical indicators
vn.py community

This brief forum exchange explains a basic data requirement for calculating an intraday volume-weighted average price. One participant proposes dividing cumulative traded turnover by cumulative volume, which yields the day’s running VWAP when both figures…

Technical indicatorsMarket microstructureExecution
SuperMind

This proposed Chinese equity screen selects stocks with daily amplitude above 1%, circulating market capitalization above 10 billion yuan, and closing price above the five-day moving average. The article presents amplitude as a measure of trading activity,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock screen requires turnover between 3% and 12%, a listing on the previous day's trading leaderboard, and a rising-bottoms condition. The article represents the last condition with a positive 60-period bias-power measure. It presents the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This proposed Chinese stock screen ranks stocks by trading-volume strength, excludes Beijing-listed shares, and selects stocks whose bearish MACD histogram bars are shortening on a 15-minute chart. The article interprets stronger volume ranking as a sign of…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and turnover between 3% and 12%. The article interprets the RSI threshold as avoiding highly overbought stocks, the repeated down…

China marketsEquitiesTechnical indicatorsBacktesting