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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

SuperMind

This article describes a stock selection screen combining three conditions: membership in the metaverse industry, a rounded-bottom chart pattern, and a 20-day moving average above the 120-day moving average. It presents the moving-average relationship as a…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

The post describes a technical stock screen combining daily price amplitude above a threshold, a positive weekly MACD reading, and detection of a bullish morning star candlestick pattern. It presents the morning star as a three-candle reversal signal and…

EquitiesTechnical indicatorsMomentumBacktesting
MQL5 code base

The document describes a chart indicator that marks when a chosen clock time is reached, across candles and chart time frames. It is intended for traders who want to identify a specific time during a market session or another time zone, such as a planned…

Technical indicatorsExecution
MQL5 code base

VFractals marks fractal levels when the bar forming a fractal has volume greater than the average volume of the three bars preceding that fractal. The volume condition acts as a filter: the indicator highlights qualifying fractals rather than describing…

Technical indicatorsMarket microstructure
MQL5 code base

The Dynamic High/Low Band Overlay places two bands on a price chart using the high and low range over a chosen period. Its inputs are the lookback period and an expansion factor. The upper band is positioned from the rolling minimum toward the maximum by the…

Technical indicatorsBreakout
MQL5 code base

The document describes an indicator that represents a MomentumCandle oscillator as a sequence of candlesticks and places a Keltner Channel around its average value. This combines a momentum-style display with channel bands, so the oscillator can be viewed in…

Technical indicatorsMomentumVolatility
ProRealCode

This document presents a price indicator attributed to John Ehlers and gives a ProRealCode translation of its calculation. It first smooths closing prices with an exponential moving average using a fixed coefficient of 0.1. It then applies a sequence of…

Technical indicatorsTrend following
MQL5 code base

This document describes an alert layer for the Volatility2Step indicator. When the indicator crosses a user-defined trigger level, the program can issue notifications. Inputs let a trader set the threshold, choose which bar to evaluate, set the number of…

Technical indicatorsExecution
ProRealCode

Wave PM is presented as a volatility oscillator from Mark Whistler’s work. It is intended to help traders assess volatility cycles, including the possible onset or exhaustion of strong trends and the likely persistence of sideways conditions. The document…

VolatilityTechnical indicatorsStatistics
SuperMind

This proposed A-share stock screen combines three conditions: RSI below 65, the ratio of external to internal trading volume at least 1.3, and circulating market capitalization above 10 billion yuan. The article presents the combination as a way to mix a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen selects Chinese equities whose codes begin with 60, whose intraday high-low range relative to the open exceeds 1, and whose institutional-fund flow measure is positive. The accompanying formula aggregates positive net fund amounts over five…

EquitiesChina marketsTechnical indicatorsRisk management
ProRealCode

The document presents an experimental indicator that applies a logistic-map calculation to values derived from four familiar oscillators: Awesome Oscillator, Rate of Change, Relative Strength Index, and Stochastic. A selector chooses the input oscillator,…

Technical indicatorsStatisticsMomentum
MQL5 code base

The document describes a MetaTrader-style expert advisor that combines Standard Deviation Channel Lines with two moving averages to trade in the direction of a trend. The channel is intended to act as a filter, and the EA also offers configurable take-profit…

ForexEquitiesTechnical indicatorsTrend following
SuperMind

This post presents a stock-selection screen for companies in the metaverse theme. It requires yesterday’s price to be above the 250-day moving average and a positive recent return. The accompanying examples outline selecting members of a thematic group,…

EquitiesMomentumTrend followingTechnical indicators
MQL5 code base

The document describes a directional filter for automated trading based on the MACD signal line. Long conditions are enabled when the signal line is above zero and its latest completed bar is higher than the prior bar. Short conditions are enabled when the…

Technical indicatorsMomentum
SuperMind

This Chinese-language post describes an equity screen that ranks candidates by volume ratio, filters for circulating market value at or below 5.5 billion yuan, and requires the 20-day moving average to exceed the 120-day average. The stated rationale is to…

EquitiesMomentumTechnical indicatorsRisk management
MQL5 code base

The document introduces two indicators derived from an article on automated support and resistance: the Widner Support Oscillator (WSO) and Widner Resistance Oscillator (WRO). Each compares the current closing price with the six most recent levels of its…

Technical indicatorsStatistics
SuperMind

This document presents a Chinese stock screen that selects securities whose daily high-low range exceeds 1% of the previous close, limits the universe to codes beginning with 60, and ranks candidates by money-flow strength in descending order. The article…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This Chinese equity screening idea combines a turnover band, a robotics theme, a small-float-market-cap ceiling, and three consecutive declining sessions. The article frames the three down days as a sign of recent weakness and adds that technical condition…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock selection idea combines a turnover range of 3% to 12% with first-level bid volume exceeding ask volume and simultaneous bullish crossovers in three indicators, with MACD, KDJ, and RSI given as examples. The post includes sample formula and…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screening idea selects stocks with turnover between 3% and 12%, an external-to-internal traded volume ratio above 1.3, and a candle shape described as a rounded arc. Its example formula operationalizes the shape using the high, low, and…

EquitiesChina marketsTechnical indicatorsMarket microstructure
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

The document introduces the Vortex indicator through its relationship to Wilder’s Directional Movement Index. It explains directional movement by comparing each bar’s high and low with the prior bar: upward movement measures extension above the previous…

Technical indicatorsTrend followingStatistics
SuperMind

The document describes a Chinese A-share selection rule that looks for stocks with an intraday high-low range above 1%, excludes Beijing-listed shares, and seeks positive weekly price movement. It gives illustrative formula and Python-style examples, then…

EquitiesChina marketsTechnical indicatorsRisk management