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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

79,386 documents

MQL5 code base

This Expert Advisor runs separate long and short systems using configurable ColorMETRO signals. Each direction has independent settings for sizing and a rule that examines recent trades in that direction. If the specified count of losses appears within the…

ForexPosition sizingRisk managementTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades when two moving averages cross. It checks their values on two adjacent completed bars: a buy signal occurs when the first average moves from below to above the second, and a sell signal when it moves from…

ForexTechnical indicatorsMomentumTrend following
vn.py community

This forum exchange clarifies how VeighNa’s CTA strategy state file is used during initialization. A strategy first derives variable values from historical data and indicators, then reads saved JSON data to overwrite corresponding strategy variables.…

FuturesBacktestingStatistics
Hummingbot docs

These release notes describe changes to Hummingbot’s client and Gateway, including a refactor of decentralized exchange connectors and reliability work on exchange connections. For strategy developers, the main additions include controller risk controls such…

CryptoArbitrageBacktestingRisk management
OctoBot

The guide explains how to authorize OctoBot Cloud to trade through a Coinbase account using API credentials. The setup involves creating a key in Coinbase, choosing the intended wallet, enabling trading permission, adding OctoBot’s IP addresses to the key’s…

CryptoSpot marketsExecutionRisk management
SuperMind

This stock screen combines three conditions: amplitude above one, circulating market capitalization above 10 billion yuan, and a newly formed KDJ golden cross. The post frames the combination as a way to find relatively large, volatile stocks with a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The screen selects listed Chinese stocks with an amplitude above one, more than three years since listing, and closing prices that fell on each of the last three sessions. Its stated rationale is to seek actively traded shares while excluding newer listings,…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

DayRSI is an RSI indicator whose calculation period adjusts automatically according to the number of bars in the current day. The description says it is intended for intraday decision-making and supports chart timeframes from one-minute to daily. This makes…

Technical indicatorsEquities
SuperMind

The document introduces hidden Markov models (HMMs) as a way to infer unobserved market regimes from observed asset returns. It explains the Markov assumption that the next state depends on the current state, and describes how regimes can change return…

StatisticsMachine learningRisk management
MQL5 code base

The document describes a candlestick indicator that colors candles extending beyond the Ozymandias channel. The colors distinguish candles that align with the indicated trend from those that move against it: trend-aligned candles receive a brighter shade,…

Technical indicatorsTrend followingBreakout
MQL5 code base

The document describes an indicator that displays the relative change in the current price compared with a price from a chosen number of bars earlier. It gives two default lookback lengths and illustrates their time span on a five-minute chart, where the…

Technical indicatorsMomentum
MQL5 code base

The document explains the inputs and output buffers of a channel indicator. Its channel length setting determines how many bars are used to create the channel. A second setting controls the local peak and valley evaluation: the method considers a centered…

Technical indicatorsStatistics
MQL5 code base

The document describes a trading robot that opens equal-volume long and short positions in the same asset, creating a lock whose opposing price exposure offsets at the position level. It then outlines ways to manage that locked position: average into both…

ForexRisk managementPosition sizing
SuperMind

This stock screen looks for Shenzhen Main Board companies with annual return on equity above 15% in each of five years, a price-to-earnings ratio from zero to 29.01, and a price-to-book ratio from zero to 3.11. It also requires the daily high-low range to be…

EquitiesFactor investingChina marketsStatistics
MQL5 code base

The BS Living Now indicator marks chart highs and lows using filters that differ from those in the standard Bill Williams Fractals indicator. Its period parameter controls how many extrema appear: a larger setting produces fewer marks, while a smaller one…

ForexTechnical indicatorsTrend followingBreakout
SuperMind

This Chinese stock selection rule combines three filters: rank stocks among the top 100 by volume ratio, keep those whose opening price is within five percent above or below the ten-day moving average, and look for a shortening histogram in the 15-minute…

EquitiesTechnical indicatorsMomentumChina markets
backtrader

This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This document describes a daily stock screen that selects shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and an intraday low between 4% and 5% below the previous close. It provides equivalent selection logic in a…

EquitiesTechnical indicatorsMean reversionBacktesting
Hyperliquid docs

HyperEVM divides transaction throughput across two interleaved block types: small blocks produced frequently and larger blocks produced less often. This design separates confirmation speed from block capacity, aiming to let users benefit from faster…

CryptoExecutionMarket microstructure
SuperMind

This guide outlines how to move a strategy from backtesting or simulation into Supermind’s live research-trading environment. It describes logging in to a simulated or funded account, creating live-trading code, and adapting a backtest template to initialize…

ExecutionBacktesting
SuperMind

This proposed stock screen looks for shares with a daily high-low range above 1%, trading activity above 60 million in the prior day, and a newly formed KDJ golden cross, defined as K moving above D after being below it. The article frames the range and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed stock screen selects main board shares with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It also requires large-order net volume to exceed 0.05 for at least three consecutive days. The article…

China marketsEquitiesMomentumStatistics
MQL5 code base

ADXVMA is described as a moving average whose calculation weights depend on ADX values. This makes the average responsive to a measure of trend strength rather than relying only on a conventional fixed weighting scheme. The description also notes that the…

Technical indicatorsTrend following
MQL5 code base

XAng_Zad_C applies additional smoothing to indicator values to reduce noisy signals from false moving-average crossings. Its configurable inputs include the smoothing ratio, smoothing method and depth, a method-specific parameter, applied price, and…

Technical indicators