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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

ProRealCode

The document describes a long-short trend strategy that uses the direction of a 100-period moving average as its momentum signal. It compares the current average with its value 20 trading days earlier: a higher reading triggers a long position, while a lower…

MomentumTrend followingTechnical indicatorsBacktesting
MQL5 code base

This brief note describes a version of the Williams Percent Range indicator with a configurable chart period. The user selects the timeframe in the indicator inputs, with a four-hour period shown as the default, allowing WPR values to be viewed using data…

Technical indicatorsMean reversion
MQL5 code base

This MetaTrader indicator displays signals generated by an Elliott Wave Oscillator variant calculated on a selectable timeframe. It distinguishes continuation from a change in trend: a right-pointing marker indicates that the existing direction persists,…

Technical indicatorsTrend followingMomentum
SuperMind

This note describes an A-share screen that combines a metaverse industry filter, a stated free-float threshold, and a three-candle pattern described as a morning star. It presents the pattern as a possible reversal setup after a pullback, and suggests adding…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This proposed Chinese stock screen selects companies classified in the metaverse theme, with prior-day actual turnover between 3% and 28%, and a listing or issuance date in 2021. The post treats the industry classification as a growth-oriented universe…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This proposed stock screen combines three filters: turnover between 3% and 12%, a newly formed KDJ bullish cross, and a positive institutional net-purchase measure. The post frames turnover as a liquidity and activity filter, the KDJ signal as a trend or…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity screen focuses on stocks classified in the metaverse theme. It combines a price condition involving the five-day moving average with a directional filter: the product of the stock’s daily return and a measure of net large-order…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document proposes a stock screen combining intraday amplitude above 1, excluding ST-designated stocks, selection before 10 a.m., a named five-step limit-up method, and floating shares no greater than 5.5 billion. It describes float as a measure related…

EquitiesBreakoutTechnical indicatorsRisk management
SuperMind

The document describes a short-term stock screen combining a 14-period RSI below 65, three consecutive declining sessions, and a daily price change between -5% and 2.6%. It frames the conditions as a way to find weak stocks that may be positioned for a…

EquitiesTechnical indicatorsMean reversionBacktesting
SuperMind

This Chinese equity screening strategy selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and return on equity above 15% for five consecutive years. The article presents the ROE filter as a way to favor firms with…

EquitiesFactor investingTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that trades from signals produced by the Stopreversal indicator. It generates a signal when a colored indicator arrow appears at a bar close, and requires the compiled indicator file to be available in the platform's…

ForexTechnical indicatorsBacktestingExecution
SuperMind

This document describes a Chinese equity screening rule combining daily amplitude above a threshold, higher successive lows, and upward separation among short, medium, and longer moving averages. Its indicator example compares five-, ten-, and twenty-period…

EquitiesTechnical indicatorsTrend followingRisk management
MQL5 code base

This expert-advisor strategy enters trades when a bar closes and the Open Oscillator Cloud changes color, which the document treats as a trend change. It adjusts trade volume according to recent outcomes in each direction: after a specified run of losing…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

The indicator displays the DeMarker oscillator in a separate chart window after smoothing it with a moving average. It places arrow markers where the smoothed indicator intersects, presenting those intersections as potential trading signals. The document…

Technical indicatorsForex
ProRealCode

The Range Filter aims to reduce minor price fluctuations so that directional moves are easier to see. It first smooths the absolute change in price, then scales that average range by a multiplier. The resulting threshold governs a filter line: price…

Technical indicatorsBreakoutTrend followingCrypto
MQL5 code base

DayWPR is a version of Williams Percent Range whose lookback period is calculated automatically from the number of bars in the current trading day. The stated aim is to adapt the indicator calculation to the day’s bar count, and the document recommends using…

Technical indicatorsMomentum
MQL5 code base

This document describes a semaphore indicator that marks trade signals when Heiken Ashi Smoothed candles change direction. Its central idea is to use a smoothed candle series to identify directional turns, then display a signal as the direction shifts. The…

Technical indicatorsTrend following
MQL5 code base

This document describes a MetaTrader indicator based on a Fisher series, with background fills marking overbought and oversold regions. Users can adjust the upper, middle, and lower threshold levels, as well as the fill's size and position. The description…

Technical indicatorsMean reversion
SuperMind

This screening proposal selects Chinese A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and requires the 9:25 indicated gain to be below 6%. It presents turnover as a way to target trading activity and liquidity while avoiding a…

China marketsEquitiesTechnical indicatorsStatistics
SuperMind

This stock-selection idea combines three filters: alignment among the 5-, 10-, 20-, 30-, and 60-day moving averages, net buying by large orders in the afternoon, and more than two limit-up sessions within the previous ten days. The document interprets…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This document describes an automated strategy that trades signals from the XWPR_Histogram_Vol_Direct indicator. A signal occurs when a bar closes and the histogram changes direction, shown by a change in the color of its star markers. The approach therefore…

Technical indicatorsForexBacktesting
BigQuant

This article describes five technical patterns that it presents as warnings of a possible stock market top: an accelerating large bullish candle, a shooting star, a high-wave candle, a hanging-man candle, and high-volume sideways trading after a rally. It…

EquitiesTechnical indicatorsVolatility
MQL5 code base

This brief MetaTrader 5 indicator note describes a higher-timeframe version of the Psychological indicator. Users can select the chart period through an input parameter, with the example set to a four-hour timeframe. The indicator therefore lets a trader…

Technical indicators