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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

ProRealCode

The Kase Peak Oscillator is presented as a technical indicator intended to identify unusually strong directional price moves and local peaks. It combines logarithmic high-to-low price movements across a range of lookback periods with a volatility estimate…

Technical indicatorsVolatilityBreakout
SuperMind

This A-share stock screen selects companies classified in the metaverse sector, limits the previous session’s morning opening gain to under six percent, and requires the prior closing price to sit above its 250-day moving average. The article frames the…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

This indicator modifies the Heikin Ashi open calculation by making its smoothing period adjustable. The document describes the standard open as an exponential moving average of total price with a fixed smoothing factor, then explains that users can select…

Technical indicatorsTrend followingRisk management
SuperMind

This Chinese-equity screening proposal combines a reported increase in investor positions above 5%, a daily return constrained to a narrow band, and an opening gain below 6%. The post’s description gives the daily-return limits as below 2.6% and above -5%,…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This proposed stock screen combines three conditions: daily amplitude greater than 1, a shrinking negative MACD histogram on a 15-minute chart, and price near the ten-day moving average. The rationale is to find volatile stocks where downside momentum may be…

EquitiesTechnical indicatorsVolatilityMomentum
SuperMind

This stock-screening approach selects equities with MACD above zero, a positive return over ten days capped at 35%, and a qualifying enterprise characteristic. The article frames positive MACD as evidence of an upward trend, the return band as a way to limit…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This proposed Chinese A-share screen combines three conditions: MACD above zero, trailing price-to-earnings ratio above zero, and substantial large or extra-large order volume during the opening auction. It is intended to run after the auction ends each…

EquitiesTechnical indicatorsMomentumExecution
MQL5 code base

This indicator presents Heikin-Ashi values as two lines on a chart: a dotted line for the open and a solid line for the close. The motivation is that Heikin-Ashi charts can make trends look clearer by reducing visual noise, while their displayed candle…

Technical indicators
ProRealCode

The indicator estimates the next closing price that would bring a Wilder-smoothed RSI to a chosen value. It starts from the current RSI and the smoothed average gains and losses, then algebraically solves for the price change needed to reach the target. If…

Technical indicatorsStatistics
SuperMind

This stock screen combines four proposed conditions: a metaverse industry classification, a rounded or arc-like price pattern, association with a robotics concept, and circulating market value below a stated threshold. The article explains that the small-cap…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese stock-selection example combines a turnover-rate band with an order-flow ratio and a rising KDJ stochastic value. The stated screen looks for turnover between 3% and 12%, outside volume more than 1.3 times inside volume, and a positive…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a MetaTrader 5 panel for manual trade management, with automatic entries enabled only in Strategy Tester mode. Traders choose direction and adjust entry, stop, and target levels; the panel can suggest levels from hidden pivot-based…

Risk managementPosition sizingGrid tradingTechnical indicators
MQL5 code base

This document describes an MT4 Expert Advisor that uses the Stochastic Oscillator to trade potential overbought and oversold reversals or momentum shifts. It lists default upper and lower thresholds of 80 and 20, with configurable %K, %D, and slowing inputs.…

ForexTechnical indicatorsRisk managementBacktesting
SuperMind

This Chinese-language post describes a stock screen that selects shares with turnover between 3% and 12%, an initial listing year of 2021, and a candle formation labeled a Kute Intelligence Morning Star. The pattern is framed as a possible reversal after a…

EquitiesTechnical indicatorsChina marketsBacktesting
ProRealCode

This document describes an oscillator that combines weighted and simple moving averages to create an SR line and a signal line. It also plots channel boundaries derived from recent highs and lows. A cross of the SR line above the signal line is presented as…

Technical indicatorsEquities
SuperMind

This A-share screening proposal looks for stocks with MACD above the zero line, a share price below 12 yuan, and revenue growth exceeding 10% over the prior three years. It combines a technical momentum condition and a low nominal price with a fundamental…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This A-share stock screen combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and a rounded-bottom condition. The article offers CCI below -100 as a possible numerical proxy for the rounded shape, then gives…

EquitiesVolatilityMean reversionTechnical indicators
SuperMind

This A-share screening proposal combines an RSI reading below 65, an outer-to-inner trading volume ratio above 1.3, and three consecutive declining closes. The article describes the conditions as a way to find stocks with weak recent price action that might…

EquitiesMean reversionTechnical indicatorsChina markets
MQL5 code base

FullSSA is described as a chart oscillator built on an SSA, or singular spectrum analysis, function library. The indicator redraws values in its most recent bars, with the length of that section controlled by a lag input. This behavior is central to…

Technical indicatorsStatistics
SuperMind

This stock screen combines three filters: price amplitude above 1%, weekly MACD above zero, and a stock code beginning with 60. The document presents the MACD condition as a comparison of the MACD line with its signal line on the prior bar, alongside a…

EquitiesTechnical indicatorsChina markets
SuperMind

The article describes a Chinese stock-selection screen using an RSI below 65, a ratio of external to internal trading volume above 1.3, and a ranking by stock popularity. It presents these filters as a combination of technical conditions and measures of…

EquitiesChina marketsTechnical indicatorsSentiment
MQL5 code base

This brief indicator description presents a channel derived from the peaks and troughs identified by the AlexSTAL ZigZagProf indicator. It names the channel’s underlying swing-point method, but provides no formulas, parameter guidance, signal rules, or…

Technical indicatorsBreakout
vn.py community

A VeighNa forum exchange addresses why the middle and upper Bollinger values may appear as zero in a user interface. The question shows a middle band calculated with a simple moving average and upper and lower bands calculated through ArrayManager’s…

Technical indicators
SuperMind

This stock screen selects companies classified in the metaverse industry whose opening price is near the 10-day moving average and whose recent 10-day return is positive but below 35%. The article frames proximity to the moving average as a way to assess…

EquitiesChina marketsTechnical indicatorsMomentum