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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

MQL5 code base

This brief indicator description explains a chart display that combines two Keltner channels built around one moving average. The channels appear as a colored cloud, with the latest values shown as price labels. This describes a visualization of channel…

Technical indicatorsVolatilityEquities
SuperMind

This Chinese-language post describes a stock screen for companies classified in the metaverse industry. Its core conditions combine the opening price’s relationship to a ten-day moving average with a bounded daily return. The post presents differing…

EquitiesTechnical indicatorsChina markets
ProRealCode

This indicator identifies consecutive bullish White Soldiers or bearish Black Crows candle sequences. Its parameters let the user choose how many candles must appear in a row and optionally require each candle's real body to exceed a chosen share of its full…

Technical indicatorsEquitiesBacktesting
SuperMind

This post presents a daily pre-open screen for Chinese stocks with MACD above zero, positive trailing earnings multiples, and prices below a stated threshold. It frames the MACD condition as a way to identify an upward trend, the positive P/E as a basic…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This community post describes a Chinese equity screen limited to stocks with codes beginning with 60. It combines a daily price-range condition with a previous-session opening-auction match price at the limit-down level, then ranks candidates by popularity.…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese-language article presents a daily stock screen using three conditions: amplitude above 1, a controlling-shareholder measure above 21 in absolute value, and the closing price above the previous day’s low. It provides example implementations in…

EquitiesTechnical indicatorsMomentumBacktesting
MQL5 code base

The indicator marks the Asian, London, and New York session ranges, then watches the completed session highs and lows for liquidity sweeps. A sweep occurs when price moves beyond a range boundary and closes back inside it. The document interprets a high…

Technical indicatorsBreakoutForexExecution
SuperMind

This proposed equity screen looks for stocks with daily amplitude above one percent, excludes Beijing-listed shares, and applies a condition described as a rising bottom. The post presents formula examples using a 60-day lookback and suggests that the setup…

EquitiesTechnical indicatorsVolatilityMean reversion
SuperMind

This stock-selection proposal combines three technical conditions: daily amplitude above one percent, weekly MACD above zero, and alignment among at least five moving averages. It frames the range and MACD conditions as signs of strength and direction, while…

EquitiesTechnical indicatorsTrend followingMomentum
FMZ forum

This article describes a way to send alerts when a strategy’s position changes, using FMZ Mylanguage together with its JavaScript enhancement feature. The example strategy uses Williams %R and a moving average to generate long and short signals. The article…

CryptoFuturesExecutionTechnical indicators
MQL5 code base

This indicator derives trading signals from the XMACD histogram and offers three configurable signal triggers: a change in histogram direction, a change in signal-line direction, or a crossing between the histogram and signal line. It displays the result as…

Technical indicatorsMomentumTrend following
SuperMind

This Chinese A-share screening idea combines three conditions: a positive ten-day return below 35%, a 14-period RSI below 65, and positive main-fund net inflow on the previous day. The accompanying description frames the return band and RSI as technical…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator colors price bars according to movement direction measured against a user-specified point threshold. When price moves against the current direction, the bar color becomes progressively less saturated at three rollback levels: one quarter, one…

Technical indicatorsTrend following
MQL5 code base

This document introduces the Percentage Price Oscillator, an indicator calculated as the difference between a fast and a slow exponential moving average divided by the slow average. Expressing the spread relative to the slow average makes the oscillator a…

Technical indicatorsMomentumEquities
SuperMind

This document describes a Chinese equity screening rule combining trading activity, order-book depth, and price position within Bollinger Bands. It selects listed stocks with turnover between 3% and 12%, greater buy-one than sell-one volume, and a close…

EquitiesTechnical indicatorsMarket microstructureMomentum
SuperMind

This Chinese equity screening idea selects stocks whose daily high-to-low range is at least 1%, requires a nonempty name for an outstanding convertible bond, and ranks candidates by the day’s auction amount to retain the top five. The stated rationale is to…

China marketsEquitiesVolatilityTechnical indicators
MQL5 code base

This description introduces an Expert Advisor that automates buy and sell orders using the Moving Average Convergence Divergence indicator. It characterizes MACD as a momentum oscillator formed from the difference between two price moving averages, and notes…

ForexMomentumTechnical indicatorsExecution
SuperMind

This document describes an A-share stock screen combining RSI below 65, MACD above zero, and a factor multiplying the price change by a measure derived from turnover and very large orders. It frames RSI as a filter on short-term weakness, positive MACD as an…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This document outlines a daily, pre-open A-share screen requiring MACD above zero, a share price below 12, and prior-session actual turnover between 3% and 28%. It presents the positive MACD reading as a trend filter and turnover as a measure of trading…

EquitiesTechnical indicatorsChina marketsExecution
SuperMind

This document presents a short-term A-share screen with three conditions: amplitude above 1, the current low below the previous session’s low, and a ten-day return greater than zero but below 35. The text interprets the range and lower low as signs of…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes an A-share screen combining RSI below 65, seven consecutive sessions in which the close is below the open, and prior-day auction turnover above 0.26. The rationale is that RSI may avoid overbought stocks, a run of down days indicates…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

The proposed Chinese equity screen combines a technical filter with a fundamental growth condition. It selects stocks with an RSI below 65 and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at or below 100%,…

EquitiesTechnical indicatorsRisk management
MQL5 code base

VAMA is described as a simple moving average that takes each bar’s tick volume into account. The indicator has two user settings: the calculation period and the applied price. The description identifies the indicator’s basic inputs and its volume-aware…

Technical indicatorsStatistics
MQL5 code base

This indicator description presents a trend-change interpretation in which a move out of a flat price zone matters more than a moving average crossover by itself. It proposes avoiding trades while price remains inside the zone, using the zone as a filter…

Technical indicatorsTrend followingBreakoutBacktesting