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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 document outlines an A-share stock screen combining daily amplitude above 1, a share price above its five-day moving average, and a rounded upward price pattern. It interprets higher amplitude as evidence of trading activity and the moving-average and…

EquitiesTechnical indicatorsTrend followingRisk management
MQL5 code base

The described expert advisor compares the current day’s closing price with the previous day’s high and low. When price crosses above yesterday’s high or below yesterday’s low, it opens a position in the breakout direction. A stop loss and take profit are…

BreakoutTechnical indicatorsRisk management
MQL5 code base

The document describes adapting an automated trading system to test signals from a ZigZag-based trend indicator. The system opens trades when signals arise and exits through stop-loss or take-profit orders; it can hold multiple orders, with the count tied to…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document describes Chandelier Exit as a trend indicator displayed as a colored cloud, with stop levels placed beyond the cloud's range. This gives a compact visual way to view the indicator's trend signal and the area beyond which its stops are set. The…

Technical indicatorsTrend followingRisk management
MQL5 code base

This brief description introduces a custom MetaTrader indicator intended to automate the use of Fibonacci lines. It arose from a request for an Expert Advisor that would identify a higher high and a lower low across a range from a starting bar to the current…

Technical indicatorsForex
SuperMind

This Chinese equity screening idea selects stocks with price amplitude above 1%, positive afternoon large-order net inflow, and an exclusion for companies categorized in Beijing. The post treats amplitude as a sign of active price movement and the order-flow…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This Chinese equity screen combines daily price amplitude above 1%, circulating market value above 10 billion yuan, and a ratio of 2021 revenue to 2018 revenue above 1.1. The conditions aim to select stocks with noticeable price movement, larger market…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This document describes a Chinese equity screen combining a turnover range, a cap on circulating shares or market value, a minimum current volume, and an opening price above the prior close. The intended rationale is to find liquid, actively traded stocks…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This brief indicator note describes a timeframe-selection option for ColorStepXCCX. The user can choose the chart period on which the indicator operates through an input setting; the listed default is four hours. The note also identifies the separate…

Technical indicators
MQL5 code base

This MetaTrader indicator plots a price channel, trend line, Fibonacci levels, and Fibonacci fan using recent peaks identified by an NRTR-based ZigZag indicator. Users can select a calculation timeframe and adjust the ZigZag period, display options, colors,…

Technical indicatorsTrend followingFutures
SuperMind

This Chinese-language post describes a stock selection screen using three conditions: turnover between 3% and 12%, appearance on the market’s trading leaderboard the previous day, and circulating share count no greater than 5.5 billion. It frames the…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post describes a Chinese equity screen that combines three conditions: daily price range greater than one percent, a trading date in 2021, and a nonempty name for an outstanding convertible bond. It provides example implementations in a charting formula…

EquitiesChina marketsVolatilityTechnical indicators
ProRealCode

This document explains a swing indicator that anchors an Archimedean spiral at the last confirmed pivot. Its structure changes when price makes a new high or low over a specified lookback; when direction flips, it places the pivot retroactively at the…

Technical indicatorsTrend followingRisk management
SuperMind

This document presents a Chinese stock screening rule that combines a five-period amplitude threshold, a change in a proxy for institutional trading activity, and a newly formed bullish KDJ crossover. The crossover condition requires the J line to move above…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document explains how to extend a DSS Bressert semaphore indicator with sound alerts, email messages, and mobile push notifications for buy and sell signals. It describes configurable inputs for selecting the signal bar, enabling each notification…

Technical indicatorsExecution
MQL5 code base

This document describes an automated price action strategy that compares highs and lows across multiple chart timeframes, then looks for lower-timeframe candle closes that break relevant structure. It illustrates the approach with comparisons among hourly,…

ForexBreakoutTechnical indicatorsExecution
SuperMind

This Chinese stock-selection rule combines turnover between 3% and 12% with a rising DEA condition and a KDJ stochastic K reading from 0 to 20. The post describes the low K reading as a possible trough area and treats rising DEA as a sign of improving trend.…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This Chinese equity screen selects main-board stocks linked to the robotics concept, with turnover between 3% and 12%, floating market value below 10 billion yuan, and prior-day trading value above 60 million yuan. It combines a theme classification with…

EquitiesChina marketsTechnical indicators
MQL5 code base

The document describes a MetaTrader indicator that draws daily high-low boxes for the Asia, London, and New York trading sessions. It uses hourly data, adjusts broker timestamps to GMT with a configurable offset, and supports sessions that cross midnight.…

Technical indicatorsBreakoutForexCommodities
SuperMind

This stock-selection proposal screens Chinese equities using three conditions: RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and turnover between 2% and 9%. It presents the screen as a way to combine a technical…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a trend indicator implemented using the NRTR approach, with its calculation timeframe set through an input parameter. Average True Range is used in constructing the indicator’s moving average, so the method incorporates recent price…

Technical indicatorsTrend followingVolatility
SuperMind

This Chinese-language post proposes a short-term stock selection screen using daily amplitude, a measure described as today’s controlling-shareholder change, and a ratio combining yesterday’s turnover with today’s auction volume relative to yesterday’s…

EquitiesChina marketsTechnical indicatorsStatistics
MQL5 code base

The document surveys a library of trailing-stop methods intended to manage open positions independently of entry rules. Methods include trailing behind recent bar highs or lows, fractal extrema, stepped price advances, tighter distances as profit grows,…

Risk managementTrend followingTechnical indicators