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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

ProRealCode

The indicator combines weighted averages of highs and lows to form channel levels, a Hull moving average for trend display, and relative volume to qualify breakouts. A bullish or bearish breakout is identified when price crosses a stored channel boundary in…

Technical indicatorsBreakoutMomentumVolatility
ProRealCode

The Waddah Attar Explosion indicator combines the change in MACD with Bollinger Band width to represent directional momentum and volatility expansion. The MACD change is multiplied by a sensitivity coefficient and split into positive and negative histograms.…

ForexTechnical indicatorsMomentumVolatility
MQL5 code base

This page describes a higher-timeframe variant of the UltraAbsolutelyNoLagLwma indicator. It adds a timeframe input so the user can select the chart period from which the indicator operates; the provided default is a four-hour period. This lets a trader view…

Technical indicatorsFutures
SuperMind

This Chinese-language post describes an equity screen using three conditions: price amplitude above 1%, a ten-day gain greater than zero but below 35%, and a positive institutional-flow measure. It explains these filters as seeking stocks with some recent…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This note proposes a short-term stock screen based on daily amplitude above 1, a condition described as main-force control on the prior day, and a 9:25 a.m. gain below 6%. It interprets the range as a sign of active price movement, the control measure as an…

EquitiesVolatilityTechnical indicatorsRisk management
SuperMind

This Chinese-language strategy note describes a stock screen combining RSI below 65, the product of price change and large-order net inflow, and bullish crossovers in three indicators, with MACD, KDJ, and DMA as examples. Its sample implementation also…

EquitiesTechnical indicatorsMomentum
ProRealCode

ASCTrend is a chart indicator that uses Williams Percent Range to generate buy and sell arrows. Its RISK setting controls the indicator period and shifts the thresholds used to identify signals. A signal is produced when the indicator moves from an…

Technical indicatorsFuturesForex
SuperMind

This Chinese stock-screening note combines daily price movement, a morning-star style candlestick condition, and a ranking based on large-order net volume. Its example code also checks recent moving averages and requires the latest large-order net amount to…

China marketsEquitiesTechnical indicatorsMarket microstructure
MQL5 code base

This indicator note explains a short-term trading idea based on alternating periods of small and large price ranges. Range is treated as the distance traveled over a chosen interval, and a narrow range is described as a possible warning that a wider move may…

Technical indicatorsVolatilityMomentumRisk management
SuperMind

This stock-selection method filters for shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and a 2019 dividend measure above a stated threshold. The note presents the combination as a way to pair trading activity and improving…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

V1N1 LONNY is described as a multi-symbol intraday Expert Advisor that trades breakouts during the London session. It treats the pre-London Asian range as a no-trade zone, placing buy stops above the range high and sell stops below its low. Entries use the…

ForexBreakoutTechnical indicatorsRisk management
SuperMind

This Chinese-market stock screen combines a metaverse industry filter with Shenzhen main-board eligibility, valuation bounds, and a recent KDJ bullish crossover. It selects stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

Adaptive Volatility Analysis (AVA) is an indicator intended to measure whether market volatility is increasing or easing. It compares a short-period exponential moving average of ATR with a longer-period exponential moving average, producing a relative…

VolatilityTechnical indicatorsStatistics
SuperMind

This Chinese-language post proposes screening stocks with turnover from 3% to 12%, a rising DEA condition, and at least one limit-up session in the prior 25 trading days. It presents the approach as combining an upward technical signal with recent market…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This document outlines an automated trading strategy that compares a moving average with the Parabolic SAR indicator to generate trading signals. The expert advisor operates using the current, still-forming bar, allows only one open position at a time, and…

ForexTrend followingTechnical indicatorsRisk management
SuperMind

This Chinese-language post describes a stock selection rule using turnover and recent price weakness. It screens for shares with turnover between 3% and 12%, seven consecutive declining sessions, and a current maximum decline between 4% and 5%. The article…

EquitiesMean reversionTechnical indicatorsRisk management
SuperMind

This screening rule looks for stocks with an amplitude above one percent, a current high matching the highest high over two days, current volume above ten thousand lots, and an opening price equal to the high. The document frames the combination as a way to…

EquitiesChina marketsTechnical indicatorsBreakout
MQL5 code base

This indicator presents three RSI lines with different lookback periods, then smooths the first RSI line with a moving average and optionally applies a second moving average to that result. Crosses between the smoothed RSI and its second average can serve as…

Technical indicatorsMomentum
SuperMind

This A-share screening rule combines three conditions: RSI below 65, tradable market capitalization between 5 and 10 billion yuan, and a ten-day price gain above zero but below 35 percent. The accompanying Python example calculates a 14-period RSI and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share stock screen selects names whose prior trading range exceeds a stated threshold, whose opening price is within five percent of the ten-day moving average, and whose registered province is not Beijing. The document provides example formulas and…

EquitiesChina marketsTechnical indicatorsStatistics
MQL5 code base

The document describes an indicator that combines ZigZag and Parabolic SAR values and displays the resulting points as fractal labels. It notes that the labels repaint in a way similar to the extreme points of a standard ZigZag, so displayed turning points…

Technical indicators
SuperMind

This proposed Chinese equity screen uses turnover, recent price movement, and prior-day actual turnover to identify candidates. Its headline criteria specify a turnover rate between 3% and 12%, a 10-day gain above zero but below 35%, and prior-day actual…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This proposed Chinese equity screen combines a positive MACD reading, positive price-to-earnings ratio, and evidence of institutional net buying. The described filter further requires net institutional purchases to be positive and recent net-buy volume to…

EquitiesChina marketsTechnical indicatorsMomentum