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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

SuperMind

This article presents an equity screen combining three conditions: price range greater than one, return on equity above 15% in each of the prior five years, and turnover between 3% and 12%. It frames the filters as a way to find companies with sustained…

EquitiesFactor investingTechnical indicatorsStatistics
MQL5 code base

The document gives parameter settings for a EURGBP strategy that plots a channel over a specified bar period and uses an operating time window and a stop loss scaled to channel width. It reports a five-minute historical test spanning 2006 to 2009, with 2,523…

ForexTechnical indicatorsBacktestingRisk management
BigQuant

The document describes a Chinese equity screening idea that combines three filters: membership in the metaverse concept group, a positive institutional-flow signal, and an upward or positive DEA reading. It frames the first filter as a sector selection, the…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This short description presents RoundPrice-Ext as an indicator for confirming potential market-entry signals. It identifies Tartan as the author and notes that the indicator was first implemented in MQL4 and published in 2007. Beyond that, it does not…

Technical indicatorsExecution
MQL5 code base

This document introduces a volatility indicator intended to distinguish quieter from more volatile market conditions. It motivates the approach by noting that standard deviations can measure variation, but fixed thresholds may not provide useful boundaries…

VolatilityTechnical indicatorsStatistics
MQL5 code base

This document outlines an expert advisor (EA) template for applying user-defined long and short entry signals while managing open trades. Users supply entry logic through separate signal functions. The template is described as placing one buy or sell order…

ExecutionRisk managementTechnical indicators
MQL5 code base

This document describes a version of the AltrTrend Signal indicator with an input that lets users select the timeframe used by the indicator. It gives a four-hour period as the example setting, allowing the indicator to be configured for a period different…

Technical indicators
MQL5 code base

This document describes a version of the TSI_WPR indicator that lets a user choose the chart period it uses through an input parameter. The example setting is a four-hour period, so the indicator can be applied on a chart while drawing from a selected…

Technical indicators
SuperMind

The document proposes a Chinese equity screen for stocks classified in the metaverse industry. It selects names with a volume ratio above 1.5 and below 6, and a price increase under 6% at 9:25. The stated rationale is to combine elevated but bounded trading…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed screen selects stocks associated with the metaverse theme when the prior day’s actual turnover is between 3% and 28%, and the current day’s position increase share exceeds 5%. The article interprets the turnover band as a possible sign of…

China marketsEquitiesTechnical indicatorsRisk management
MQL5 code base

The Notches indicator connects successive highs that rise and successive lows that fall. Its description uses the relative lengths of these line sequences to suggest possible entry points: in an uptrend, the high-based lines are said to be shorter, while in…

Technical indicatorsTrend following
SuperMind

This Chinese stock-selection post proposes screening for companies in the metaverse sector with a circulating share count at or below 5.5 billion shares, while excluding stocks that reached the daily limit-up on the previous session. Its rationale combines a…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This stock selection rule screens for Shanghai-listed shares whose daily trading range exceeds one percent and that did not close at the daily limit-up on the prior session. The document frames the range condition as a way to find more volatile candidates…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This brief indicator description presents a possible price reversal signal based on a moving average line. It suggests that a turn in the indicator may warn that price direction could change, but gives no entry rules, exit rules, or method for confirming a…

Technical indicatorsMean reversion
MQL5 code base

The document explains the correlation coefficient as a measure of how two financial instruments move together. Values near positive one indicate similar movement, values near negative one indicate opposite movement, and values around zero indicate little…

StatisticsPortfolio constructionForexTechnical indicators
SuperMind

This stock screen combines daily price movement with technical signals. It seeks shares whose intraday range exceeds 1, whose low is between 4% and 5% below the prior close, and whose three selected indicators form bullish crossovers at the same time. The…

EquitiesTechnical indicatorsMomentumChina markets
Stratmill research code

The document contains reusable strategy calculations for price returns, volatility scaling, trend following, and MACD signals. Its intermediate trend strategy combines the signs of one-month and one-year returns, weighted by a parameter, and applies that…

Trend followingTechnical indicatorsVolatilityRisk management
SuperMind

The document describes a Chinese stock screen that combines three conditions: MACD above its zero axis, a 20-day moving average above the 120-day average, and revenue growth between 2018 and 2021 exceeding a stated ratio threshold. It frames MACD and the…

China marketsEquitiesMomentumTechnical indicators
BigQuant

This document presents the Ppv technical indicator, which uses closing, high, and low prices over a chosen lookback period to derive a midpoint and six price levels. Three levels are labeled as resistance and three as support in the indicator’s formula…

Technical indicatorsEquities
BigQuant

The document explains how to build a fund backtest in a platform whose standard workflow does not directly support fund data. The example strategy buys when a short moving average crosses above a longer one and sells when it crosses below. It describes…

China marketsTrend followingTechnical indicatorsBacktesting
Amberdata research

The snapshot combines macroeconomic news with market indicators for Bitcoin, Ether, and Solana. It discusses modest inflation relief alongside tariff and interest-rate concerns, a large loss from a highly leveraged Ether position, and the U.S. decision to…

CryptoFuturesSentimentTechnical indicators
FMZ forum

This post asks how to obtain moving averages covering seven, fifteen, and thirty days through a trading platform’s data and technical-analysis functions. It shows sample calls that request records at several candle intervals and then apply moving-average…

Technical indicatorsStatistics
MQL5 code base

This document introduces an MQL5 example for presenting market data with color scales, gradients, and heatmaps. It uses the RGB color model, which makes it possible to perform mathematical operations on color values, and mentions a standard conversion…

Technical indicatorsMulti-asset
MQL5 code base

This document describes an MQL5 indicator that plots a colored, smoothed price-weighted moving average (PWMA) and displays its latest value as a price label. An input setting controls how many digits are used when rounding indicator levels, so users can…

Technical indicators