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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

MQL5 code base

This brief description identifies SMI_Correct as a variation of the Stochastic Momentum Index, drawing on William Blau’s work on momentum, direction, and divergence. It attributes the indicator to an author and notes that the implementation uses reusable…

Technical indicatorsMomentumStatistics
SuperMind

This stock selection proposal combines a momentum filter, a breakout condition, and a trading activity measure. It selects shares with RSI below 65, a positive product of price change and a measure derived from turnover and very large orders, and a close…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening example begins with capital-flow strength, a stated share-price level, and more than two limit-up sessions within the prior ten days. Its analysis treats repeated limit-ups as a sign of attention and possible upward momentum. The…

EquitiesMomentumBreakoutTechnical indicators
MQL5 code base

This document describes a version of the Commodity Channel Index smoothed with Tillson’s algorithm. Its defining behavior is recalculation on every incoming tick, with the indicator drawn in real time. The description also notes an implementation detail:…

Technical indicatorsStatistics
MQL5 code base

This document describes an Expert Advisor signal based on price breaking through a level set at a distance from the CorrectedAverage moving average. A trade signal is generated at the close of a bar when price crosses that offset threshold. The distance is…

ForexBreakoutTechnical indicatorsBacktesting
SuperMind

This stock screen combines membership in the metaverse theme with an upward-moving 30-day average and a MACD crossover intended to identify the beginning of a strong advance. The stated signal requires MACD’s faster line to cross above its signal line while…

EquitiesMomentumTechnical indicatorsPosition sizing
SuperMind

This post outlines a Chinese equity screening approach that combines a daily price-change threshold, positive price-to-earnings ratio, and a positive MACD histogram. It presents these filters as ways to select stocks with recent price movement, reported…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document introduces a version of William Blau’s Ergodic Oscillator that lets the user choose the timeframe from the indicator’s input settings. The example setting selects a four-hour chart period, illustrating how the indicator can be configured to…

Technical indicators
SuperMind

The post presents a stock screen based on three conditions: today’s position-growth share exceeds 5%, the close is above the previous day’s low, and the 10-day return is positive but below 35%. It frames these filters as a way to find stocks with recent…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed Chinese stock screen selects companies associated with the metaverse theme, with a 14-period RSI below 65 and a positive 10-day return under 35%. The article frames RSI as a short-term sentiment gauge and the theme filter as a way to target a…

EquitiesChina marketsTechnical indicatorsMomentum
Freqtrade

This Freqtrade strategy defines long entries on a five-minute chart using MACD, RSI, and Bollinger Bands. It requires MACD to be above zero and its signal line, the upper Bollinger Band to be rising, and RSI to exceed 70. Long exits are triggered when RSI…

Technical indicatorsMomentumBacktestingRisk management
ProRealCode

The article explains an RSI divergence indicator that avoids confirmed pivots. Instead, it compares the current price and RSI with extremes from an earlier short window, then requires elevated volume and an RSI extreme before marking a bullish or bearish…

Technical indicatorsMomentumStatisticsBacktesting
SuperMind

This proposed A-share screen looks for stocks with RSI below 65, an external-to-internal trading volume ratio above 1.3, and no limit-up close on the previous day. The article frames the RSI threshold as a way to avoid heavily overbought stocks, treats the…

EquitiesTechnical indicatorsSentimentChina markets
MQL5 code base

This expert-advisor design periodically searches recent price history for RSI or MFI thresholds that produced the greatest simulated monetary profit. It tests buy and sell signals separately across candidate indicator levels, using crossings of oversold and…

ForexTechnical indicatorsMachine learningBacktesting
SuperMind

The proposed short-term stock screen selects shares with an amplitude above a threshold, an indicated 9:25 price gain below a cap, and an exclusion for the STAR Market. The author presents these filters as a way to combine a volatility condition, an…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

BoDi measures the distance between the upper and lower Bollinger Bands and displays that width as a histogram. Because the bands widen as volatility rises and contract as it falls, the author interprets expansion as an active directional impulse and…

Technical indicatorsVolatilityTrend followingBreakout
SuperMind

This post describes a historical stock screen for shares whose codes begin with 60 and whose daily high-to-low range exceeds 1% of the opening price. It restricts observations to 2021 and ranks qualifying rows using a 50-period measure based on the distance…

EquitiesVolatilityTechnical indicatorsChina markets
SuperMind

The document describes a technical stock screen based on daily amplitude, a price threshold, and the close relative to Bollinger Bands. Its stated criteria select stocks with amplitude above 1%, a close below 20, and a close above the middle band but no…

EquitiesTechnical indicatorsChina markets
MQL5 code base

The document outlines the construction of the Klinger Oscillator, a volume-oriented technical indicator attributed to Stephen Klinger. It first calculates typical price from the high, low, and close. Turnover is then assigned a positive or negative sign…

Technical indicatorsEquitiesFutures
SuperMind

The document describes a Chinese stock selection rule that looks for turnover rates from 3% to 12%, an outside-volume to inside-volume ratio above 1.3, and a weekly MACD condition above zero. Its accompanying formula and Python example also require a Friday…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This document describes an indicator that displays Heiken Ashi candlesticks in a separate chart subwindow. The separate pane is intended to let traders inspect the candles without placing them over the main price chart. It also allows customization of candle…

Technical indicatorsForex
MQL5 code base

This document describes a MetaTrader indicator that identifies bullish and bearish pinbar candlestick patterns using price action, without relying on standard technical indicators. It marks bullish patterns below their candles and bearish patterns above…

Technical indicatorsForexStatistics
MQL5 code base

This note describes a pivot-point indicator that adds four ways to calculate the central pivot from the previous session’s high, low, and close, with some variants also incorporating the current open or giving the previous close additional weight. These…

Technical indicatorsEquitiesFutures