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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
WonderTrader
14 documents
Alphalens
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 equity selection rule based on price amplitude above 1, MACD crossing above zero, RSI over 14 periods above 50, and a condition described as the start of a strong upward move. It frames these criteria as technical signs of…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This document describes a Chinese equity screen combining daily price amplitude above 1, market capitalization above 200 million, and a shortening 15-minute MACD histogram. It interprets the amplitude filter as a way to find more active stocks, the size…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This indicator description explains a configurable Keltner Channel whose center line can use SMMA, EMA, or LWMA smoothing. Channel boundaries can be based either on the high-low range or on average true range, with a multiplier controlling their distance…

Technical indicatorsVolatility
MQL5 code base

This brief technical note describes an iRSIOnArray function for calculating the Relative Strength Index from an array in MQL4 or MQL5. It presents the function as an alternative to the built-in MT4 version, citing a reported edge case in which a steadily…

Technical indicatorsStatistics
SuperMind

This document proposes screening Chinese stocks for daily turnover between 3% and 12%, three consecutive declining sessions, and a bullish morning star candlestick pattern on the current day. It presents the combination as a way to use trading activity and…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document describes a Chinese equity screen for stocks in the metaverse industry. It combines three bullish technical crossovers—MACD crossing its signal line, a 5-period moving average crossing above the 10-period average, and the 5-period average…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This indicator design converts RSI readings into Heikin Ashi candles, using RSI of price close for the candle close and a recursive smoother for its open. The candle body represents the net oscillator move, while its wicks show the range of the RSI readings.…

Technical indicatorsMomentumTrend following
MQL5 code base

This article describes a chart indicator that displays slope-based trend direction across nine timeframes in one panel. It explains how the indicator uses an existing slope-direction method, with a selectable second moving-average smoothing method. The…

Technical indicatorsTrend following
SuperMind

This Chinese-language post proposes an equity screen using four conditions: daily amplitude above a threshold, a prior-day opening auction match at the limit-down price, a product of absolute price change and large-order net volume, and current volume above…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

The document describes a simple Chinese equity screen combining daily price range, a closing price condition, and a large-order net-flow ranking. It presents the rules both as a conceptual selection recipe and as examples of indicator logic, then says to…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

The document describes a technical indicator that plots an exponential moving average of true range together with an offset based on the exponential moving average of deviations. This combines a smoothed measure of price range with a related measure of how…

Technical indicatorsVolatility
SuperMind

This Chinese stock-screening proposal combines relative trading activity, historical limit-up frequency, and the opening gain measured at 9:25. Its initial rules select stocks ranked among the top 500 by volume ratio, with at least two limit-up sessions in…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This strategy looks for a possible reversal near the European market close, entering at 17:29 after a sustained moving-average trend. For a short, the faster average must have stayed above the slower one for a specified number of bars; the long signal uses…

EquitiesMean reversionTechnical indicatorsRisk management
SuperMind

This A-share selection method combines amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a ranking based on large-order net volume. The article presents these as complementary signals: price movement, an…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screen combines MACD above zero, an upward-moving average condition, and turnover between 2% and 9%. The article interprets positive MACD and rising averages as signs of upward direction, while the turnover band is intended to avoid both very…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This short-term A-share screening method looks for stocks with amplitude above 1, a circulating share count no greater than 5.5 billion, and a volume ratio between 1.5 and 6. The article frames these filters as a way to find stocks with meaningful price…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This A-share screen combines daily amplitude above 1 with a positive weekly MACD reading and a listing history longer than one year. The article then adds valuation and profitability constraints: price-to-earnings below 20, price-to-book below 3, and return…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The article describes a daily, long-only ETF rotation system that applies a five-day and a 42-day closing-price moving average to each asset. Crossovers generate buy and sell decisions, while available capital is allocated equally among positions with buy…

Multi-assetTrend followingTechnical indicatorsBacktesting
MQL5 code base

This document explains how to install and display an MT4 indicator that adapts MetaQuotes’ iExposure tool to show open positions. It describes placing the indicator in a secondary chart window, adjusting column spacing and font weight, and interpreting its…

ForexTechnical indicatorsRisk management
Cryptohopper blog

This stock-selection rule first filters for shares with amplitude above one and ranks candidates by the day’s auction amount, keeping the top five. It then selects those whose 15-minute MACD green bars are shortening, using recent indicator values as a proxy…

China marketsEquitiesMomentumTechnical indicators
Cryptohopper blog

The article presents a momentum oscillator strategy for trading Optimism (OP) on Binance. Its basic rule treats low Ultimate Oscillator readings as potential buy signals and high readings as potential sell signals. A backtest search over indicator settings…

CryptoMomentumTechnical indicatorsBacktesting
SuperMind

This post describes a stock screen combining two signals: an increase in holdings above 5% and moving averages that diverge upward. It interprets the holdings measure as possible recent buying interest and the moving-average pattern as an upward trend. The…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

The document describes a higher-timeframe variant of the CoppockHist indicator for MetaTrader 5. It exposes a timeframe input so a user can select the chart period from which the indicator should obtain its data; the example setting uses a four-hour period.…

Technical indicators