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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

29,558 documents

MQL5 code base

This listing describes an automated trading system that combines Bollinger Bands with two moving averages. It says the system is intended for hourly and four-hour charts and mentions major forex pairs and Nasdaq stocks. The listing mostly explains…

ForexEquitiesTechnical indicatorsRisk management
SuperMind

This guide explains operational differences between backtests and simulated or live brokerage trading that can cause strategies to behave differently. It highlights initial account holdings, delayed or unfilled orders, missing holding-period fields, manual…

EquitiesBacktestingExecutionMarket microstructure
SuperMind

This Chinese-language post describes an equity screen combining three conditions: a 14-period RSI below 65, first-level bid volume greater than first-level ask volume, and turnover between 3% and 12%. It presents the combination as a way to find stocks with…

EquitiesTechnical indicatorsMarket microstructureRisk management
Cryptohopper blog

This general guide links crypto market volatility to small market size, speculation and sentiment, regulatory developments, and changes in the global economy. It recommends researching trades, learning from past mistakes, following a plan, and accepting that…

CryptoVolatilityRisk managementPortfolio construction
SuperMind

The document proposes screening Chinese equities for stocks with daily amplitude above 1%, a robotics theme, circulating market capitalization below 10 billion, and at least five overlapping moving averages. It then adds a rising MACD condition and an…

EquitiesChina marketsTechnical indicatorsMomentum
FMZ forum

The article proposes a grid strategy intended to balance frequent trading with reduced risk of running out of funds during a sustained decline. It compares arithmetic grids, which use fixed price intervals and can exhaust their range, with geometric grids,…

Grid tradingRisk managementPosition sizingBacktesting
vn.py community

The discussion describes a target-position CTA strategy that enters when a bar's high exceeds a breakout level and exits when its low falls below a stop. When both conditions occur within one bar, the strategy can enter, stop out, and then re-enter because…

FuturesBreakoutRisk managementExecution
MQL5 code base

The JJN-Scalper indicator displays a proposed entry level together with take-profit and stop-loss levels. The exits are based on the average true range, whose lookback period can be changed. It is intended for charts at five-minute intervals or higher, and…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

This expert advisor describes a Martingale-style sequence: after a position is closed by its stop loss, it opens a position in the opposite direction and increases the lot size by a configured factor. Inputs include a starting lot, multiplier, cap on the…

ForexPosition sizingRisk management
SuperMind

This stock screen combines a daily price-movement condition, afternoon large-order net inflow, and valuation filters for Shenzhen main-board shares. It selects stocks within stated price-to-earnings and price-to-book ranges, then proposes checking company…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This document describes an Expert Advisor template that checks economic news from two calendar sources and pauses a user’s trading function around scheduled releases. It can distinguish weak, medium, and strong events, with a separate setting for Non-Farm…

ForexEvent-drivenExecutionRisk management
ProRealCode

The document presents a rules-based rebound strategy for the CAC 40, tested on 30-minute bars. It looks for long and short entries near Fibonacci retracement levels, using a weekly VWAP comparison to define trend conditions and Williams %R as confirmation.…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

This system uses price-channel boundaries to generate trades. After price moves beyond a channel boundary, an entry signal is formed on the second bar. The described approach also calls for trading ahead of a rollback: touching the upper boundary prompts a…

ForexMean reversionTechnical indicatorsRisk management
Cryptohopper blog

This introduction explains stablecoins as crypto tokens designed to maintain a relatively steady value, often against a fiat currency or another asset. It describes three approaches: fiat-collateralized tokens backed by reserves of traditional currency;…

CryptoSpot marketsDeFiRisk management
SuperMind

This Chinese A-share selection method looks within the metaverse sector for stocks where KDJ has just formed a bullish crossover and that appeared on the previous day’s trading leaderboard. It further restricts selection to before 10 a.m. and to stocks…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines a Chinese A-share screen combining three conditions: RSI below 65, the current high as the highest in the prior two days, and a dividend ratio above 25% for 2019. It presents the screen as a way to find stocks with short-term potential by…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This guide outlines common ways cryptocurrency users may be defrauded: phishing messages that imitate exchanges or wallet providers, investment schemes promising unusually high returns, fake social media giveaways, and counterfeit wallet apps or exchanges.…

CryptoRisk management
SuperMind

The document proposes selecting stocks when their price range exceeds a threshold, MACD is above zero, and the weekly price series crosses above its 30-week moving average. It presents the range as a measure of movement, MACD as a trend indicator, and the…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

The document outlines an equity screen combining a daily price-range threshold, a turnover-rate band, and membership in the beverage and alcohol industry. It presents the filters as a way to identify active stocks in a sector whose demand may influence…

EquitiesTechnical indicatorsVolatilityRisk management
SuperMind

This stock-selection rule screens Chinese main-board equities for three characteristics: a 14-period RSI below 65, a daily gain greater than 1%, and an upward-sloping 30-day moving average. The accompanying discussion interprets the RSI as a measure of…

China marketsEquitiesMomentumTechnical indicators
FMZ forum

This analysis examines Bitcoin’s role in a diversified portfolio before and after the market’s financialization, using 2013–2017 and 2018–2023 as separate periods. It compares historical returns, volatility, drawdowns, and correlations, then applies…

CryptoMulti-assetPortfolio constructionRisk management
SuperMind

This document describes a Chinese stock selection rule combining three conditions: MACD must be above its zero line, displayed best bid volume must exceed best ask volume, and the 20-day moving average must be above the 120-day moving average. It presents…

China marketsEquitiesMomentumTechnical indicators
BigQuant

The article introduces support as a price area associated with repeated local lows and resistance as an area associated with repeated local highs. It outlines a simple charting workflow: gather price history, use a rolling window to identify local extrema,…

Technical indicatorsBreakoutRisk management
ProRealCode

This indicator design extends SuperTrend with an efficiency-weighted ATR and a four-part Trend Quality Index (TQI) based on price efficiency, volume or volatility regime, position within a recent range, and directional persistence. TQI adjusts the stop and…

Technical indicatorsTrend followingVolatilityPosition sizing