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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 indicator description explains a histogram version of the Williams Percent Range (WPR) oscillator. It rounds oscillator values within the standard range from minus 100 to zero into discrete levels, with the selected input controlling the rounding…

Technical indicatorsVolatility
SuperMind

This Chinese-language post describes a stock selection rule combining daily price range, weekly MACD, and the prior day's price limit status. It seeks stocks with a daily high-low range above 1% of the previous close, weekly MACD above zero, and a prior…

EquitiesTechnical indicatorsChina marketsRisk management
MQL5 code base

The Elder Impulse System is a technical indicator intended to identify transitions in which a price trend accelerates or weakens. It combines an exponential moving average with the MACD histogram: the moving average represents trend direction, while the…

Technical indicatorsTrend followingMomentum
MQL5 code base

This entry describes an Expert Advisor that uses the Center of Gravity indicator. It generates a signal when a bar closes with the indicator crossing its signal line, making the bar close the stated confirmation point. The entry specifies that the compiled…

Technical indicatorsForexBacktesting
SuperMind

This document describes a stock screen combining a daily price-range condition, a low share-price cutoff, and a positive value for a field associated with beverage and alcohol imports and exports. The formula reference also includes a minimum trading-amount…

China marketsEquitiesTechnical indicatorsStatistics
SuperMind

The document outlines a Chinese equity screening idea that combines membership in the metaverse theme with positive institutional-flow readings and a condition labeled as the start of a strong upward move. It presents a formula reference and a Python example…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

This document presents a charting rule that colors candles according to whether the Commodity Channel Index and MACD agree on direction. It calculates CCI over 14 periods and compares the MACD line with its signal line, defined here as a 9-period exponential…

Technical indicatorsMomentum
ProRealCode

The document describes John Ehlers’ Universal Oscillator, a price-momentum indicator based on the SuperSmoother filter. It first forms a differenced price input, smooths it with a recursive filter controlled by a bandedge period, and scales the result by a…

Technical indicatorsMomentumTrend following
MQL5 code base

This document describes an Expert Advisor that uses a Slow Stochastic oscillator for entry decisions. It offers alternative signal modes based on the oscillator changing direction, crossing the 50 level, or a change in the signal-line cloud color. The…

ForexTechnical indicatorsMean reversionBacktesting
SuperMind

This Chinese stock-selection post describes a screen combining three conditions: daily price amplitude above 1, an upward-spreading moving-average signal, and prior-day turnover above 60 million. The intended candidates have noticeable price movement, an…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

RSIOMA combines two moving averages with a Relative Strength Index calculation, then smooths the resulting RSI with another moving average. The indicator displays the RSI-based line and its smoothing in a separate panel, along with a histogram intended to…

Technical indicatorsMomentumTrend following
MQL5 code base

The document describes a simple momentum indicator paired with a moving average of that indicator. Its trading rule watches for the two lines to cross and uses their position relative to the 100 level to choose a direction: a crossover below the level…

MomentumTechnical indicators
SuperMind

This Chinese equity screening idea combines a daily high-low range of at least 1%, a volume ratio between 1.5 and 6, and a requirement that the stock had three consecutive limit-up closes on the prior days. The article presents the range and volume…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This Chinese equity screening rule selects stocks with turnover between 3% and 12%, an opening price within roughly 5% of the ten-day closing-price average, and first-level bid volume greater than first-level ask volume. The article interprets turnover and…

EquitiesTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screening proposal combines above-normal daily range, a close between the middle and upper Bollinger bands, and an upward 30-day moving average. It presents these conditions as a way to find active stocks whose medium-term trend is rising…

EquitiesTechnical indicatorsTrend followingVolatility
MQL5 code base

SizeBar measures bar size in points while accounting for the spread and the maximum movement in one direction. The author recommends comparing its readings across charts to identify bars that are relatively large. This makes it a descriptive chart-analysis…

Technical indicatorsMarket microstructure
MQL5 code base

This indicator displays the opening level of the trading day on chart timeframes shorter than two hours. It allows the user to shift the start time used to define the day, which can help align the displayed level with a broker's trading-session convention. A…

Technical indicatorsMarket microstructure
SuperMind

The document describes a Chinese-equity screen for stocks associated with the robotics theme. Its criteria include an amplitude above 1%, circulating market value below 10 billion, and a limited price movement around the 9:25 opening observation. The…

EquitiesChina marketsTechnical indicators
MQL5 code base

This indicator searches for upper and lower fractals on moving average lines rather than directly on price. It uses two moving averages, with separate applied-price settings for locating upper and lower formations. The configurable inputs are the…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that trades when the Bear Bulls Power histogram changes color. It checks for a color change at bar close and uses that change as the entry signal. The page notes that the strategy depends on a separately compiled…

ForexTechnical indicatorsBacktesting
MQL5 code base

The VKW_Bands_Modify indicator is described as a timing aid for placing pending orders. It draws a channel using thick pink and light green boundary lines, alongside a fast blue line from the METRO indicator. The proposed setup occurs when that fast line…

Technical indicatorsExecutionBacktesting
SuperMind

This short-term stock screen combines three filters: a prior-day price amplitude above 1%, appearance on the previous day's top-trader list, and a current-day price decline between 4% and 5%. The post presents the decline as a potential pullback entry and…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

This stock screen combines a metaverse-sector filter with prior-day turnover above 8% and a 15-minute MACD condition intended to identify a shortening bearish histogram. The article presents the combination as a way to bring sector interest, trading…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document proposes a Chinese equity screen combining three conditions: membership in the metaverse industry, an arc-shaped price pattern, and institutional flow above zero. It presents the positive flow reading as a sign of institutional buying and…

EquitiesChina marketsTechnical indicators