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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

This brief description introduces a directional movement indicator developed by Wilder as an improvement to the PTP indicator. It presents two intended uses: identifying the market’s longer-term trend and showing how strongly price movement is directed. The…

Technical indicatorsTrend following
SuperMind

This short-term stock screen selects shares with an amplitude above 1 that appeared on the previous day’s trading leaderboard and whose first-level buy volume exceeds first-level sell volume. The document presents the combination as a way to identify stocks…

EquitiesChina marketsMarket microstructureTechnical indicators
MQL5 code base

This document describes a standalone indicator that combines the Commodity Channel Index (CCI) with a moving average to estimate the direction and strength of the current market trend. It supports four moving-average methods: simple, exponential, smoothed,…

Technical indicatorsTrend followingMulti-asset
SuperMind

This A-share screening idea combines three conditions: RSI below 65, a ratio of outside-market to inside-market volume above 1.3, and an opening price near the 10-day moving average. The accompanying example translates these filters into a…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This short description presents a script for analyzing candlesticks over a selected period. It identifies the five candles with the greatest amplitude among bullish candles and the five greatest among bearish candles. The stated purpose is to help traders…

Technical indicatorsRisk managementStatistics
MQL5 code base

This brief indicator description introduces KiS_max_min_Avg, an MQL4 tool that draws a channel with a colored background. Its center line changes color to reflect the active market trend, giving traders a visual way to inspect price movement within a…

Technical indicatorsTrend following
SuperMind

This Chinese stock-screening post describes selecting shares priced below 12 yuan, with turnover between 3% and 12%, and a pattern it calls a reversal or “wraparound” candle. Its indicator conditions include a low price threshold and an RC value no greater…

EquitiesTechnical indicatorsChina marketsBacktesting
MQL5 code base

METRO_Sign is described as a semaphore-style signal indicator built from the color-change algorithm of the ColorMETRO_Stochastic indicator cloud. Its stated signal basis is therefore a change in the cloud's color; the supplied text does not specify how those…

Technical indicatorsMomentum
MQL5 code base

This Expert Advisor combines a moving average with MACD. The moving average acts as a trend filter, while MACD provides trading signals. When a new signal calls for an opposite position, it also serves as the instruction to close the existing position.…

Technical indicatorsTrend followingMomentumPosition sizing
MQL5 code base

This short description defines a geometric moving average calculated from the average of a bar’s open, high, low, and close prices over a selected period. The only configuration detail given is the period used in the calculation. It is therefore a basic…

Technical indicatorsStatistics
SuperMind

The post proposes screening Chinese stocks for MACD above zero, upward separation of short moving averages, and a prior-day auction turnover condition. It presents the combination as a way to select for positive momentum while using trading activity as a…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This brief indicator description explains how to display the minimum price found over a selected number of bars on a chosen timeframe. Its inputs let the user choose the timeframe, search period, starting bar, and the drawn level’s name, comment, color, line…

Technical indicatorsMulti-asset
MQL5 code base

This MetaTrader 5 indicator visualizes confirmed swing points, breaks or shifts in market structure, and active bullish or bearish order blocks. Users can configure pivot sensitivity, the number and projection length of zones, colors, chart markers, and a…

Technical indicatorsMarket microstructureRisk management
SuperMind

This stock-selection note describes a short-term screen for Chinese equities based on three conditions: turnover between 3% and 12%, a ratio of outside to inside trading volume above 1.3, and a closing price above the previous day’s low. The combination is…

China marketsEquitiesTechnical indicatorsMarket microstructure
MQL5 code base

This short description introduces a moving-average indicator that separates its output into bullish and bearish components and displays them in a separate chart window. It is intended as a way to inspect directional information derived from a moving average,…

Technical indicators
MQL5 code base

This tutorial outlines a two-moving-average crossover expert advisor. It exposes configurable fast and slow periods, position size, minimum equity, slippage, and fixed take-profit and stop-loss distances. Initialization checks that the parameter values are…

Technical indicatorsForexRisk managementExecution
vn.py community

This tutorial explains how to convert a discretionary futures idea into a specification a program can follow. Its five elements are signal timeframe, entry rules, exit rules, position size, and behavior in edge cases. It emphasizes separating directional…

FuturesTechnical indicatorsBreakoutPosition sizing
SuperMind

The article proposes a Chinese-equity screen that combines a price-range condition, a named morning-star signal, and a historical dividend payout ratio above a stated threshold for 2019. It frames the combination as a way to identify shares with short-term…

EquitiesTechnical indicatorsFactor investing
MQL5 code base

This document describes a MetaTrader indicator that displays candles from a higher timeframe as colored filled rectangles on a chart. It uses separate colors for upward and downward candle bodies, with lighter contrasting colors for the shadows. The visual…

Technical indicatorsMulti-asset
MQL5 code base

The Karacatica_HTF_Signal indicator presents the direction or signal from a selected Karacatica timeframe as chart graphics and can issue alerts and audio cues. A right-pointing marker denotes continuation of the trend at the chosen bar, with its color…

Technical indicatorsTrend followingForex
SuperMind

This brief A-share stock-screening note combines three conditions: turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a reversal pattern described as a counterattack or engulfing move. The conditions aim to identify…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This Chinese-language post describes a daily premarket stock screen that combines MACD above its zero line, a share price below 12 yuan, and evidence of institutional accumulation. It presents the screen as a blend of technical, price, and capital-flow…

EquitiesTechnical indicatorsChina marketsMomentum
MQL5 code base

The document describes a chart utility for inspecting the buffer outputs of custom trading indicators. A user specifies an installed indicator and the number of buffers to trace; moving a vertical line across the chart changes the bar being examined and…

Technical indicatorsExecution