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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

Freqtrade

This crypto trading strategy uses TD Sequential style counts on hourly candles. A buy count increments when each close is below the close four bars earlier; a sell count increments when each close is above that reference. The strategy looks for a price…

CryptoTechnical indicatorsTrend followingRisk management
MQL5 code base

ExTrend is described as an extension of a fractal-line indicator. It draws two current lines based on the highs and lows formed by the latest two fractals, then displays their slope in a separate indicator window. A zero slope corresponds to a horizontal…

Technical indicatorsTrend following
MQL5 code base

This indicator is described as a free supplement to a broader Alpha Trend Spotter tool. It uses price action to identify what its author calls the strongest trend for the day, and the instructions say to use it when the companion indicator shows a clear…

Technical indicatorsTrend followingMomentum
SuperMind

The document proposes a Chinese stock selection screen combining daily price amplitude above a threshold, a measure of daily change in controlling shareholder holdings above a threshold in absolute value, and a rising KDJ K line. It provides example…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes a MetaTrader Expert Advisor designed to trade a channel on EURUSD, with its indicators set to the H1 timeframe. The channel uses a long-period moving average and three Envelopes at different distances. Two very short-period moving…

ForexTechnical indicatorsRisk management
MQL5 code base

This expert-advisor description combines a historical candle-range comparison with a loss-responsive position size. It examines bullish and bearish bars over a configurable number of past days; if the summed size of bullish bars exceeds that of bearish bars,…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

BandsFBA is described as a Bollinger Bands variant that applies filtering to the indicator’s leading behavior and damping. Its lagging line is said to respond asymmetrically in rising and falling markets, a design the description proposes for markets with…

Technical indicatorsVolatilityEquities
SuperMind

This Chinese stock-selection post describes screening shares in the metaverse theme using two technical conditions: the prior close must be at or above its 250-day moving average, and the K value of a 9,3,3 stochastic indicator must be below 20. The moving…

China marketsEquitiesTechnical indicatorsMean reversion
MQL5 code base

The script constructs a Tic-Tac-Toe style chart for any symbol and timeframe. Users set a cell size in points and the number of cells needed to trigger a reversal; the documented defaults are tailored to EUR/USD quotes with five decimal places. After…

ForexTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screen combines three conditions: daily amplitude above 1, a positive weekly MACD histogram, and appearance on the previous day's Dragon-Tiger list, which highlights stocks with notable trading activity. The stated rationale is to find…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This MetaTrader 4 indicator converts the latest positions of price, a moving average, Williams %R, RSI, or Stochastic into angular degree readings. It also calculates position degrees using the highest and lowest prices over 100 bars, and issues alerts when…

ForexTechnical indicators
Cryptohopper blog

The article explains how volume can add context to price action. It describes higher trading activity as often accompanying volatility and breakouts, and notes that historically busy price zones may act as areas of support or resistance. It presents three…

CryptoTechnical indicatorsVolatilityMomentum
SuperMind

This Chinese-equity screening idea looks for companies associated with beverage or alcohol imports or exports, with a share price above its five-day moving average and a large daily trading range. The stated rationale combines recent price strength with…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The proposed screen targets A-share companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, and a positive profitability measure. It also checks whether the prior day's high is the highest across a two-day window, then ranks…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

B-Xtrender is a trend-following indicator intended mainly for higher timeframes. It combines a short-term oscillator, derived from the difference between two moving averages and then transformed with RSI, with a separate long-term RSI measure based on a…

Trend followingTechnical indicatorsMomentum
SuperMind

The proposed screen combines three conditions: price amplitude above one, a shortening negative MACD histogram on a 15-minute interval, and a close above the Bollinger middle band but no higher than its upper band. The author interprets the amplitude…

EquitiesTechnical indicatorsVolatility
SuperMind

This article proposes screening Chinese equities in the metaverse sector for an arc-shaped price pattern and a current close above the prior session’s low. It frames the price comparison as a short-term filter and suggests adding fundamental measures such as…

EquitiesChina marketsTechnical indicators
SuperMind

This community post proposes a short-term stock screen combining a price-range condition, a morning-star candlestick pattern, and a rule excluding stocks that closed at their daily price limit on the prior session. The stated rationale is to combine…

EquitiesChina marketsTechnical indicatorsSentiment
MQL5 code base

This brief description identifies a MetaTrader indicator implementing William Blau’s Ergodic MACD Oscillator from his book on momentum, direction, and divergence. The indicator presents the oscillator as a color histogram, giving a visual form for examining…

Technical indicatorsMomentumStatistics
MQL5 code base

This indicator description presents a generalized version of John Ehlers’ Instantaneous Trend Line, extended with bands intended to help identify trend changes and reduce false signals that may arise from relying only on the line’s slope. The underlying…

Technical indicatorsTrend followingStatistics
SuperMind

This Chinese-language post proposes a stock-selection screen for Shenzhen main-board shares. It combines prior-session price amplitude above 1%, circulating shares no greater than 5.5 billion, positive price-to-earnings below 29.01, and positive…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This document presents a technical equity screen requiring at least five moving averages to converge, a positive return, and the 20-day moving average to exceed the 120-day average. Its rationale is that clustered averages may indicate relatively stable…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This document describes an equity screen combining daily price amplitude above 1%, market capitalization below 10 billion yuan, positive net profit in each of the latest four quarters, a nonempty convertible-bond short name, and an opening price above the…

EquitiesTechnical indicatorsRisk managementChina markets