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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

79,386 documents

BigQuant

This guide outlines a workflow that combines TQ EDB market and indicator data services with Coze as a conversational research assistant. After adding the EDB skill, a researcher can describe a task and request data retrieval, idea checks, simple backtests,…

FuturesCommoditiesBacktestingStatistics
TqSdk

This beginner guide introduces Python syntax and core programming constructs that are useful when starting quantitative strategy research. It covers indentation, comments, assignment, imports, basic types and arithmetic, comparisons, and conditional logic.…

Backtesting
MQL5 code base

The document explains a least-significant-digit radix sort that processes numeric values byte by byte, using 8-bit digits. It presents an MQL implementation intended for large arrays and describes support for several integer and floating-point types,…

StatisticsExecutionBacktesting
MQL5 code base

BW-wiseMan-1 is described as a semaphore-style signal indicator built on Bill Williams’ Alligator indicator. A semaphore indicator presents signals in a visual marker format, while the stated basis here is the Alligator, a technical tool used to characterize…

Technical indicatorsTrend following
BigQuant

This Chinese-language research summary describes a stock-selection factor built from quarterly profitability data. It defines a trend measure as the sensitivity of profitability to time in a linear regression, with separate versions based on…

EquitiesFactor investingStatisticsBacktesting
MQL5 code base

Advance Trend Pressure is a technical indicator intended to show both the direction and strength of a price trend. Its calculation uses candle bodies and shadows, combining price differences such as the open-to-close move with distances between the high or…

Technical indicatorsTrend following
WonderTrader

This script configures WtCtaOptimizer to run parameter searches for a Dual Thrust strategy on a China Financial Futures Exchange index futures contract. It fixes inputs such as bar count, bar interval, lookback days, and contract, then varies the strategy…

FuturesChina marketsBacktestingRisk management
SuperMind

The document presents a Chinese equity screen combining a turnover ratio from 3% to 12%, appearance on the prior day’s 龙虎榜 (a public ranking of notable trading activity), and a dividend ratio above 25% for 2019. It interprets turnover as a liquidity measure,…

EquitiesChina marketsFactor investingRisk management
MQL5 code base

This document describes an expert advisor that offers several ways to move a stop as a trade progresses. The stop can follow price by a fixed point distance or use Parabolic SAR, ATR, moving averages, candlestick patterns, or fractals. It can also be set as…

Risk managementExecutionTechnical indicatorsBacktesting
SuperMind

This stock selection rule targets companies in the metaverse sector that recorded a limit-up event within the prior 25 days and show positive large-order net inflow in the afternoon. The document frames the combination as a way to find stocks with recent…

EquitiesChina marketsMomentumMarket microstructure
MQL5 code base

This brief trading script description explains how a chart interaction can determine a price for a short pending order. Dragging the script onto a chart uses the drop price to choose between a sell stop and a sell limit order, depending on the price context.…

ExecutionRisk managementPosition sizing
SuperMind

This Chinese stock-screening proposal selects equities with turnover between 3% and 12%, an appearance on the previous day’s trading leaderboard, and at least one daily gain of 10% or more during the preceding 25 sessions. It gives equivalent descriptions in…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes a variation on MACD that substitutes double exponential moving averages for the usual exponential moving averages. It also replaces a single signal line with two discontinued signal lines, which the author presents as levels that may…

Technical indicatorsMomentum
MQL5 code base

This indicator utility helps programmers inspect values supplied through an OnCalculate call. It displays the most recent, previous, and first observed values, along with whether parameter arrays use series indexing. Users can change the series setting…

Technical indicatorsExecution
SuperMind

This note describes an A-share stock-selection rule combining turnover between 3% and 12%, three consecutive declining sessions, and a close above the prior day's low. The intended pattern is a short-term pullback followed by a close recovering above a…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This note outlines an A-share stock screen based on a daily price range above 1%, excluding Beijing-listed shares, requiring a specified reversal or engulfing pattern, and capping circulating market value at 10 billion yuan. It provides formula and Python…

EquitiesTechnical indicatorsChina marketsRisk management
MQL5 code base

Smooth Candle S is a chart indicator that plots four moving averages derived from the open, low, high, and close prices of each candlestick. It provides a way to smooth each component of the candle separately, allowing traders to view a filtered…

Technical indicatorsEquities
SuperMind

This note describes a short-term A-share stock screen combining turnover, the opening price relative to the 10-day moving average, and the day's low relative to the previous day's low. It selects stocks with turnover between 3% and 12%, an open within 5% of…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This Chinese stock-screening proposal combines three technical conditions: daily high-low amplitude above 1%, a newly formed KDJ crossover, and weekly MACD above its zero axis. The explanation treats a larger daily range as evidence of volatility, the…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, membership in the robotics concept, and float market capitalization below 10 billion yuan, while excluding the STAR Market. The post frames the constraints as a way to narrow the…

EquitiesChina marketsRisk managementTechnical indicators
SuperMind

This proposal screens Chinese stocks using three conditions: daily high-low amplitude above 1%, a reversal or “wrap-up” pattern, and a 2019 dividend ratio above 25%. Its indicator reference defines the amplitude threshold as a one-percent range and describes…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This Chinese A-share screening proposal combines a recent price-limit event with industry filters. Its stated rule looks for stocks in the metaverse sector that had a limit-up within the prior 25 days and are classified under a beverage and alcohol…

EquitiesMomentumChina marketsTechnical indicators
MQL5 code base

This indicator is designed to compare two instruments for a convergence trade. It plots an averaged line for each instrument and a third line that represents the distance between them, with colors distinguishing divergence from convergence. The suggested…

Pairs tradingMean reversionPosition sizingVolatility
ProRealCode

This indicator turns confirmed swing highs and lows into support or resistance zones, then ranks the zones to reduce chart clutter. Pivots must clear a minimum displacement relative to ATR; each accepted pivot becomes a band whose width is also tied to ATR.…

Technical indicatorsStatisticsRisk managementTrend following