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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 strategy seeks long trades during a rebound after a bearish move. It uses a Donchian channel to divide the recent price range into four sections, then places a buy stop near the first level above the channel low when price remains below that level. A…

EquitiesMean reversionTechnical indicatorsPosition sizing
MQL5 code base

This document explains a chart indicator that displays the direction of a trend or a potential deal signal generated by a separate trend-arrow indicator. It distinguishes continuation from a change in trend: continuation appears as a horizontal…

Technical indicatorsTrend followingExecution
MQL5 code base

This Expert Advisor seeks possible trend changes by tracking the difference between two moving averages. It applies a cubic nonlinear transformation to that difference, amplifying larger departures from zero relative to smaller ones, then uses upper and…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor trades signals from the F2a_AO semaphore indicator after filtering them by the direction of a closed candle on a higher timeframe. The timeframe and candle index are configurable, with daily timeframe and the most recently closed bar as…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This Chinese-language post proposes a stock screen combining price movement and liquidity conditions: an amplitude threshold, at least one large daily gain within the past 25 trading days, and turnover between 3% and 12%. It frames the screen as potentially…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes an enhancement to the EMAVFS indicator that marks trend strength with colored dots on its moving average. The dot color indicates the current trend direction, while the standard deviation of the indicator determines whether a dot…

Technical indicatorsStatisticsTrend following
SuperMind

The proposed stock screen selects shares with a daily high-low range of at least one percent and relative volume between 1.5 and 6 times its five-day average. It also filters on company or industry classification, with consumer and healthcare sectors offered…

EquitiesTechnical indicatorsChina markets
MQL5 code base

KWAN_NRP combines values from the stochastic, relative strength index, and momentum indicators into a two-color histogram. Its stated interpretation is directional: rising indicator values and green bars accompany asset growth, while falling values and pink…

Technical indicatorsMomentum
SuperMind

This document describes a Chinese equities screening rule using three conditions: daily high-to-low amplitude above one percent of the open, a positive but less than 35% gain over ten days, and three consecutive sessions in which the close is below the open.…

EquitiesChina marketsMean reversionTechnical indicators
ProRealCode

This document describes an indicator that applies a Supertrend calculation to RSI values rather than directly to price. It calculates RSI, smooths it with a moving average, and uses an ATR-style range and configurable trend factor to form upper and lower…

Technical indicatorsMomentumTrend followingVolatility
MQL5 code base

The indicator evaluates a family of AbsolutelyNoLagLwma smoothed price series across periods generated by an arithmetic progression. At each update, it determines the direction of each smoothed series, counts positive and negative directions, and smooths…

Technical indicatorsTrend followingVolatility
SuperMind

This stock selection proposal combines daily price amplitude, a measure of controlling-shareholder activity, and net buying by major participants during the opening auction. Its expanded version also requires the share price to be above its 30-day moving…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

SVAPO combines smoothed price movement and volume to gauge short-term directional pressure. The method derives a Heikin-Ashi-style price series, smooths it, and compares it with a volume trend. Volume is capped relative to a recent average before being…

Technical indicatorsMomentumStatisticsEquities
ProRealCode

This stock strategy uses changes in a modified Directional Index to switch between long and short bias. A local turn in the indicator sets the desired direction; entry is then permitted only when the close is on the corresponding side of a moving average,…

EquitiesTechnical indicatorsTrend followingRisk management
SuperMind

This Chinese equity-screening idea selects stocks with amplitude above 1, a rounded price pattern, a robotics-sector classification, and circulating market value below 10 billion. The text interprets the amplitude condition as targeting active shares, the…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The document describes a Chinese equity screen combining an amplitude threshold above 1, a MACD condition above the zero axis, and a short-term MACD histogram change. Its analysis emphasizes volatility alongside a bullish momentum backdrop, with the…

EquitiesTechnical indicatorsMomentum
MQL5 code base

The Ehlers Filter is presented as an indicator for following the common price trend and trading in its direction. It exposes three settings: the period used for smoothing, the momentum lookback, and the applied price series. Its calculation takes moving…

Technical indicatorsTrend followingMomentum
SuperMind

This A-share screening concept combines a daily price-range threshold, circulating market capitalization above 10 billion yuan, and simultaneous upward threshold crossings in RSI, ROC, and CCI. The examples define the crossings as RSI moving above 30, ROC…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese A-share stock screen combines a daily range condition, a specified closing price, and a check that the previous session was not a limit-up day. The article’s prose describes the closing-price threshold as 18.5 yuan and the range as greater than…

EquitiesChina marketsTechnical indicators
MQL5 code base

This indicator variation aims to reduce false or excessive signals from a stochastic oscillator. It applies a step chart filter to the calculated stochastic: a user-set step size determines the minimum change treated as significant, and changes in the step…

Technical indicatorsStatistics
SuperMind

This note describes a short-term screen for metaverse-themed Chinese stocks that appeared on the prior day’s Dragon-Tiger list and whose daily price change multiplied by the net volume of very large orders is positive. The intended signal combines a public…

China marketsEquitiesMarket microstructureSentiment
SuperMind

This note proposes screening metaverse-themed Chinese stocks for a curved price pattern and more than two limit-up sessions within a 10-day window. It frames repeated limit-ups as a sign of strong recent price action and includes example formulas for…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a Chinese A-share screening rule for stocks classified in the metaverse theme. It selects stocks with turnover above 8% on the prior day and a 14-period RSI below 65, aiming to find actively traded shares that are not extremely…

China marketsEquitiesTechnical indicatorsMomentum