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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
WonderTrader
14 documents
Alphalens
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 stock screen combines three conditions: daily high-low range exceeds one percent of the low, the J line of a KDJ indicator has just crossed above its D line, and the security has a nonempty name for an outstanding convertible bond. The article provides…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This MetaTrader 5 chart indicator displays the time remaining until the current candle closes alongside the current bid-ask spread in points. The timer refreshes every second, so it continues to update even when no new tick arrives, and also refreshes when…

Technical indicatorsExecutionMarket microstructure
SuperMind

This article outlines a Chinese stock screen targeting the metaverse sector. It limits the share float, looks for positive large and extra-large buy orders during the opening auction, and requires an upward trend. The suggested trend check uses MACD, while…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This article describes an intraday Chinese stock screen based on four conditions: price amplitude above a threshold, current volume above a stated level, a higher opening price, and a gain below a cap at 9:25. The idea is to focus on stocks showing price…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This post outlines a Chinese equity screen combining high intraday amplitude, a prior-session opening auction price at the limit down level, and positive net buying attributed to large traders during the current auction. It then adds an upward-sloping 60-day…

EquitiesChina marketsTechnical indicatorsRisk management
ProRealCode

This indicator description combines three chart-based modules: wick pressure zones, momentum oscillator signals, and Smart Money Concepts order blocks. Wick pressure is estimated from candle wicks and flagged when it exceeds a standard-deviation threshold.…

Technical indicatorsMomentumMarket microstructureRisk management
SuperMind

The proposed Chinese stock screen combines three filters: prior-bar price amplitude above 1%, a MACD signal above the zero line, and circulating market capitalization above 10 billion yuan. The stated rationale is to find shares with meaningful price…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator presents pivot levels in a separate chart window and plots price position relative to those levels. The display is intended to make intraday movement around pivots easier to inspect than pivot lines drawn over the main price chart. It is a…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from the BinaryWave_StDev indicator. It opens a position when a colored indicator point appears at a bar’s close, then exits when the indicator reverses direction against the open position. The…

ForexTechnical indicatorsBacktesting
ProRealCode

This indicator plots historical average returns for each calendar month using monthly price data. After a user selects a start month and year, it groups each month’s open-to-close changes across the available history and averages them. It displays the twelve…

StatisticsTechnical indicatorsBacktesting
MQL5 code base

This indicator draws a Fibonacci channel using a recent swing high and swing low. The swing depth is controlled by an input, with a default setting described as a preferred parameter. The channel includes internal retracement levels at 0.236, 0.382, 0.5,…

Technical indicators
MQL5 code base

The indicator marks round-number price levels nearest to the current price, drawing levels both above and below it. Its inputs let users set the rounding scale, the number of repeated level sets, and the colors, line styles, and widths used to distinguish…

Technical indicators
SuperMind

This Chinese equity screening proposal combines three conditions: turnover between 3% and 12%, three consecutive declining closes, and a rising DEA line from MACD. The stated rationale is to look for stocks with potential upside after a short run of losses,…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The indicator described here separates volume into buyer and seller components and displays their relative pressure with overlaid histograms. This presentation is intended to make buying and selling activity visible alongside price data, though the document…

Technical indicatorsMarket microstructure
MQL5 code base

The document names two WaveTrend settings: Channel Length (n1), with a stated default of 10, and Average Length (n2), with a stated default of 21. It says the first adjusts sensitivity to price movements and the second smooths the WT1 line. The indicator is…

Technical indicatorsTrend followingForex
SuperMind

This note outlines a Chinese A-share screening idea combining three price-based conditions: at least five moving averages converging, at least two limit-up sessions in the previous 500 days, and the 20-day moving average above the 120-day average. It…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

This article proposes using a dashboard of the Hurst exponent, ADX, and a linear-regression score to contextualize Smart Money Concepts and ICT price-action setups. Hurst is calculated from log returns with rescaled range analysis: readings above 0.55 are…

Technical indicatorsStatisticsMean reversionTrend following
MQL5 code base

This indicator overlays levels from six moving averages, each calculated on a selectable timeframe and displayed in the active chart window. The example defaults span short intraday intervals through daily data, allowing a trader to compare price with…

Technical indicatorsMulti-asset
MQL5 code base

This brief description presents a higher-timeframe variant of the ColorMFI_X20_Cloud indicator. Its key feature is a configurable timeframe input, with a four-hour period shown as the default. The indicator can therefore calculate using a period different…

Technical indicatorsHigh-frequency trading
SuperMind

This note outlines a Chinese equity screen for metaverse-themed stocks. It combines a relationship to the five-day moving average with three consecutive sessions in which the close is below the open. The article interprets the moving-average condition as a…

EquitiesTechnical indicatorsChina markets
SuperMind

This note describes a simple Chinese equity screen combining metaverse-theme membership, a close above the previous session’s low, and a closing price fixed at 18.5 yuan. It presents the prior-low comparison as a short-term price-strength condition and…

EquitiesTechnical indicatorsChina markets
BigQuant

This guide presents a relative strength index strategy using overbought and oversold thresholds. It describes calculating RSI from rolling average gains and losses, generating short signals above 70 and long signals below 30, and optionally filtering trades…

Technical indicatorsMean reversionBacktestingRisk management
SuperMind

This note outlines an A-share stock screen combining metaverse sector membership, a rounded or arc-shaped price pattern, and return on equity above 15% for five consecutive years. It then adds a monthly five-period moving average crossing above the…

EquitiesChina marketsTechnical indicatorsFactor investing