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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

4,713 documents

MQL5 code base

This MetaTrader expert advisor describes a forex strategy that enters after a candle closes beyond a trendline connecting recent ZigZag peaks or troughs. Buy and sell rules mirror one another. A moving average filter requires price to be on the matching side…

ForexBreakoutTrend followingTechnical indicators
MQL5 code base

This document outlines a long-only breakout strategy attributed to an earlier system by Chuck LeBe and David Lucas. It uses a rising long-period moving average as a directional filter. A buy signal occurs when the closing price crosses upward through the…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

The Gann High Low Activator is described as a channel built from moving averages of prior-period highs and lows. The close determines which of the two curves is plotted, producing a line that can be used to track the boundary a price move would need to cross…

Technical indicatorsTrend followingBreakout
ProRealCode

The document describes an hourly breakout approach for gold based on a range formed overnight. It takes the highest high and lowest low over the specified eight-candle period ending at 5 a.m., then permits entries between 5 a.m. and 6 p.m. A move above the…

CommoditiesBreakoutRisk managementBacktesting
SuperMind

This note proposes screening metaverse-themed Chinese stocks for a curved price pattern and more than two limit-up sessions within a 10-day window. It frames repeated limit-ups as a sign of strong recent price action and includes example formulas for…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

MinPriceChange is an indicator for identifying a possible transition from a flat market into a breakout or reversal. It sums bar-to-bar close changes over a configurable period, then compares the current sum with sums from an earlier lookback. A new signal…

Technical indicatorsBreakoutTrend following
MQL5 code base

The document presents a swing-point detector based on pullbacks rather than fixed candle patterns such as three-bar fractals. While searching for a high, it tracks the highest high and the low of the candle that set it; the high is confirmed when price…

Technical indicatorsBreakoutTrend following
TqSdk

The script describes a two-sided futures strategy on hourly bars. It identifies confirmed swing low and swing high fractals, then enters long when price breaks above a bullish fractal’s high during a short-over-long moving-average uptrend. It enters short…

FuturesCommoditiesTrend followingBreakout
MQL5 code base

The document introduces a currency strength meter that compares percentage price changes across periods. Its stated purpose is to help traders distinguish trending markets from consolidating ones by assessing relative currency strength. The material gives…

ForexTechnical indicatorsTrend followingBreakout
FMZ forum

The document explains how double tops and double bottoms can signal a possible change in trend. A double top forms after an uptrend when price revisits a prior high, then confirms the pattern by falling below the intervening pullback low. A double bottom…

Technical indicatorsBreakoutRisk management
SuperMind

This document presents an equity selection rule using a turnover range of 3% to 12%, seven consecutive down days, and a pattern described as the start of a strong advance. It gives indicator-formula and Python examples intended to identify the setup,…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This document describes a short-term Chinese equity screen using three conditions: a share price below 12, more than two limit-up sessions within ten days, and amplitude above one. It frames repeated limit-ups as a possible sign of continued upside and…

EquitiesMomentumBreakoutChina markets
MQL5 code base

This document describes an indicator that measures the size of recent highs and lows over configurable lookback periods, using a calculation likened to a price channel. Its histogram separates high-range readings from low-range readings and colors bars…

Technical indicatorsVolatilityBreakoutBacktesting
SuperMind

The document proposes an A-share stock screen combining daily range, recent limit-up behavior, and buying activity attributed to large orders during the opening auction. A candidate must have a daily high-low range above 1%, at least one limit-up day in the…

EquitiesChina marketsMomentumBreakout
MQL5 code base

The strategy combines five-bar fractals with the Alligator’s Teeth to identify breakout entries. A buy fractal is a local high with two lower highs on either side; a sell fractal is a local low with two higher lows on either side. When a buy fractal forms…

ForexBreakoutTechnical indicatorsTrend following
SuperMind

This post proposes a short-term Chinese equity screen using three conditions: prior-session amplitude above 1%, tradable share count no greater than 5.5 billion, and at least one limit-up during the first three months of 2021. The rationale is to combine…

EquitiesVolatilityBreakoutRisk management
MQL5 code base

The indicator counts false breaks of the previous bar’s high and low. An upside false break occurs when the current bar trades above the previous high but closes back below it; a downside false break occurs when price trades below the previous low and closes…

Technical indicatorsBreakoutStatistics
MQL5 code base

The described expert advisor compares the current day’s closing price with the previous day’s high and low. When price crosses above yesterday’s high or below yesterday’s low, it opens a position in the breakout direction. A stop loss and take profit are…

BreakoutTechnical indicatorsRisk management
MQL5 code base

This document describes an automated price action strategy that compares highs and lows across multiple chart timeframes, then looks for lower-timeframe candle closes that break relevant structure. It illustrates the approach with comparisons among hourly,…

ForexBreakoutTechnical indicatorsExecution
MQL5 code base

The document describes a MetaTrader indicator that draws daily high-low boxes for the Asia, London, and New York trading sessions. It uses hourly data, adjusts broker timestamps to GMT with a configurable offset, and supports sessions that cross midnight.…

Technical indicatorsBreakoutForexCommodities
MQL5 code base

This document outlines a Forex and stock trading Expert Advisor that combines Fibonacci levels with two moving averages. It describes trading around price breakouts, with Fibonacci levels serving as a filter alongside the moving averages. The EA is said to…

ForexEquitiesBreakoutTechnical indicators
SuperMind

These notes summarize the Turtle trading approach as a systematic trend-following method built around breakouts, disciplined execution, and survival through losing periods. The described rules include entering when prices exceed a prior-period high or low,…

FuturesTrend followingBreakoutPosition sizing
MQL5 code base

This MetaTrader expert advisor describes a GBPUSD strategy built around the Frankfurt-to-London opening range. It looks for an initial move below the range and the open by at least a configurable threshold, followed by a reversal to the range high. The…

ForexBreakoutMean reversionRisk management
SuperMind

This Chinese-language post outlines a short-term A-share stock screen that combines price activity and a limit-up pattern. Its stated filters include amplitude above a threshold, a claim of main-force control on the prior day, exclusion of ST-designated…

EquitiesChina marketsMomentumBreakout