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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 Trend Envelopes indicator uses percentage price deviation to decide whether a trend has changed or remains in place. Its calculation needs only a deviation percentage as a parameter and internally uses closing, high, and low prices; the described version…

Technical indicatorsTrend following
MQL5 code base

This signal module generates long and short trade votes from price position relative to a moving average. It adds protective filters based on the direction and minimum size of both the current and previous bars: long signals require bullish bars, while short…

Technical indicatorsTrend followingExecutionBacktesting
SuperMind

This stock-selection idea combines three conditions: membership in the metaverse theme, a rising 30-day moving average, and a signal of institutional buying. The post also suggests considering valuation measures such as price-to-earnings and price-to-book…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed screen selects stocks in the metaverse sector when price is above the Bollinger upper and middle bands and the KDJ indicator has just formed a bullish crossover. It proposes running the selection before 10 a.m. and trading the chosen shares…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection idea looks for shares with an amplitude above 1 and more than two limit-up days in the prior ten days, while excluding shares that hit the limit yesterday. It uses recent limit-up frequency as a proxy for market attention and amplitude…

EquitiesChina marketsVolatilityMomentum
SuperMind

This A-share screening rule selects stocks with MACD above its zero line, a price below 12 yuan, and a shortening green MACD histogram on a 15-minute chart. The article says to run the screen before each trading day opens. It provides indicator formulas and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines an RSI reading below 65, a ratio of outside to inside trading volume above 1.3, and a rounded price pattern. The accompanying explanation interprets a rounded shape as a possible period of easing price swings and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post outlines a screen for Chinese convertible bonds associated with the metaverse sector. A candidate must show three bullish crossovers at the same time: MACD over its signal line, the 5-period moving average over the 10-period average, and the…

China marketsTechnical indicatorsMomentumDerivatives pricing
SuperMind

The post proposes screening Chinese A-shares with a rising 30-day average, previous-day actual turnover between 3% and 28%, and a current-day position increase above 5%. It interprets these conditions as a combination of upward trend, trading activity, and…

EquitiesChina marketsTrend followingTechnical indicators
BigQuant

This Chinese equity strategy selects stocks whose opening price is above the previous close and whose five-day closing-price average is above the ten-day average. It ranks qualifying stocks by price-to-earnings ratio in ascending order, selects up to ten,…

EquitiesChina marketsMomentumFactor investing
MQL5 code base

This Expert Advisor generates trades from the TrendlessAG histogram indicator. It forms a signal when a bar closes and the histogram changes direction, making the closing bar the stated decision point. The advisor depends on a separately compiled indicator…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This brief description introduces a histogram presentation of a precision trend indicator. It says the indicator is intended to help identify trends and colors histogram bars according to the current trend state. The author characterizes it as similar to an…

Technical indicatorsTrend following
SuperMind

This Chinese stock-screening post proposes combining a relative strength index (RSI) threshold with company quality, profitability, and a market-cap limit. Its stated selection rules seek stocks with RSI below 65, positive earnings, and market capitalization…

EquitiesTechnical indicatorsChina marketsFactor investing
MQL5 code base

The Detrended Price Oscillator (DPO) removes a moving-average trend component from price to make shorter-term fluctuations easier to inspect. The document presents it as a way to study price cycles and potential overbought or oversold areas without the…

Technical indicatorsMean reversion
ProRealCode

The Enhanced Oscillator Trigger (EOT) combines three normalized oscillators with smoothing and regression-based components. Each oscillator applies a high-pass filter and a supersmoother to price-derived data, then uses a fast-attack, slow-decay peak…

Technical indicatorsStatisticsBacktesting
MQL5 code base

WPRTrend_x10 displays Williams Percent Range (WPR) readings for ten timeframes in a single indicator. It colors each timeframe’s square according to the oscillator’s position relative to its overbought and oversold thresholds: green above the overbought…

Technical indicators
SuperMind

This stock-screening method selects shares priced below 12 yuan that have MACD above zero and a weekly signal described as a red histogram. The accompanying indicator logic also uses RSI and two smoothed RSI series to identify an aligned bullish condition,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection proposal first limits candidates to the metaverse theme and stocks with a positive daily return. It then combines the previous day's turnover rate with a ratio comparing current opening-auction volume to the prior day's volume, keeping…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This brief indicator note describes a weighted deviation measure that applies linear weighting throughout its calculation. It distinguishes the measure from a built-in deviation function that uses a linear weighted moving average as its averaging method. The…

Technical indicatorsStatistics
SuperMind

This Chinese stock-screening note combines three conditions: daily price amplitude above 1%, afternoon large-order net inflow, and a positive weekly MACD histogram. The author presents the screen as a way to select stocks showing volatility, buying pressure…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This trading system uses the ColorMETRO indicator to generate a deal signal when the indicator’s cloud changes color at a bar close. The document describes an Expert Advisor that applies this rule and refers to a historical deal chart and testing results for…

Technical indicatorsTrend followingBacktestingCommodities
MQL5 code base

This note describes an indicator that represents financial asset price oscillations as a spectrum. Colored bands on the chart correspond to different oscillation harmonics, with their amplitudes displayed at the right side. The concept offers a visual way to…

Technical indicatorsStatistics
MQL5 code base

This document outlines a foreign-exchange trading system that uses the Candle Momentum indicator. It offers two entry styles: entering when momentum changes direction, or when the indicator crosses its zero line. A configurable mode determines which entry…

ForexMomentumTechnical indicatorsBacktesting