Skip to content

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

The expert advisor identifies the most recent upper and lower price fractals and opens a long position when price breaks above the upper level, or a short position when it falls below the lower level. It does not cap the number of open positions, so each…

ForexBreakoutTechnical indicatorsRisk management
SuperMind

The document outlines a Chinese stock screen combining price amplitude, a morning-star candlestick condition, and an opening price change constrained to between −2% and 5% relative to the prior close. It presents amplitude as a measure of activity, the…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The note describes a trailing-stop setting that delays trailing until an open position reaches a specified profit threshold, measured in points. It presents this threshold as a breakeven-like activation condition: trailing begins only after the position has…

Risk managementExecution
MQL5 code base

The document describes a MetaTrader 5 utility for estimating lot size before a trade. A trader supplies either a risk percentage or a fixed amount, an account value, and a stop-loss distance; the calculator converts those inputs into a volume compatible with…

Position sizingRisk managementExecutionForex
BigQuant

This research compares ways to construct and transform analyst-consensus forecast factors for stock selection and industry rotation. It examines expected return on equity, net profit, net-profit growth, and a two-year compound-growth measure. The approaches…

EquitiesFactor investingStatisticsBacktesting
OctoBot

The proposed stock screen combines three conditions: membership in the metaverse sector, positive institutional activity, and overlap among several moving averages. The rationale is that sector exposure may offer growth potential, institutional buying may…

China marketsEquitiesTechnical indicatorsMomentum
Amberdata research

The document explains how forced liquidations work in leveraged crypto trading, distinguishing partial closures from full position closures. It illustrates leverage with a Bitcoin futures example and shows how an adverse price move can reduce a trader’s…

CryptoFuturesPerpetual futuresRisk management
vn.py

The document describes a software workflow for managing option volatility strategies. It covers model selection for European and American options, choosing a futures or synthetic underlying, monitoring option quotes and Greeks, and calibrating pricing…

OptionsVolatilityDerivatives pricingRisk management
SuperMind

This note presents a Chinese equity screen that looks for stocks associated with the metaverse theme, a rising 30-day moving average, and circulating market capitalization above 10 billion yuan. It combines a thematic classification with a trend condition…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

This note describes an A-share stock screen combining daily turnover between 3% and 12%, a newly formed KDJ golden cross, and a tradable share count no greater than 5.5 billion. Its rationale is to pair trading activity and a technical momentum signal with a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines a stock screen combining a daily high-low range greater than one percent, a 2021 date filter, and upward-moving trend measures. The provided formula expresses the range condition using the day’s high and low relative to…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes a small MT5 acceptance harness for checking an Expert Advisor’s entry-state logic against deterministic synthetic cases. Its eight fixtures cover a valid closed-bar entry, duplicate signal bar, open-bar rejection, cooldown handling,…

BacktestingExecutionRisk management
MQL5 code base

This document describes an Expert Advisor that compares the opening prices of the current bar (bar zero) and bar two. It identifies the comparison as the strategy’s central rule, but does not state what trade direction or entry condition follows from the…

Technical indicatorsRisk managementPosition sizingBacktesting
Hummingbot docs

This guide explains how to inspect balances across connected exchanges and wallets, including assets allocated to active orders, and how to view and adjust a paper-trading account. Paper balances can be increased for a specified asset, enabling simulated…

CryptoExecutionRisk managementMarket making
MQL5 code base

This document describes a utility that monitors a selected basket of open positions and attempts to close that basket when its floating loss reaches a user-set threshold. The loss limit can be a fixed cash amount or a percentage of account balance or equity;…

Risk managementPosition sizingExecutionMarket microstructure
SuperMind

This document presents an equity screen combining a price-range condition, exclusion of stocks marked ST, a selection time before 10 a.m., a five-session high condition, and turnover between 2% and 9%. Its example implementation calculates a range measure…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This document describes a Chinese equity screen that selects stocks with turnover between 3% and 12%, seven consecutive daily declines, and a circulating share count no greater than 5.5 billion. It frames the falling-price pattern and smaller float as…

EquitiesMean reversionTechnical indicatorsRisk management
SuperMind

The article presents a stock selection rule based on daily price range, afternoon large-order net inflows, and a positive trailing price-to-earnings ratio. It frames price range as a technical condition, afternoon flows as a possible clue to large traders’…

EquitiesTechnical indicatorsRisk management
SuperMind

This A-share screening idea selects stocks with a reported increase in holdings above 5%, evidence of substantial main-fund control on the previous day, and a stated 2021 time criterion. The write-up interprets rising holdings as possible recent inflows and…

EquitiesChina marketsRisk management
MQL5 code base

This product description outlines an MT5 indicator for tracking trading performance over the current broker day. It reports closed profits and losses, net results, floating profit or loss, and combined daily performance. The dashboard also includes daily…

Risk managementStatisticsExecution
FMZ forum

The author describes a Binance perpetual futures strategy that used recent trades, order book depth, and current positions to infer short-term direction and place maker orders. In a rising market it opened longs and closed shorts; in a falling market it did…

CryptoPerpetual futuresHigh-frequency tradingExecution
MQL5 code base

This Expert Advisor description presents a channel-based trading method. It finds the highest high and lowest low over a chosen lookback period and derives a reference level from those bounds and the close. A close between the reference level and the channel…

Technical indicatorsBreakoutRisk managementPosition sizing
SuperMind

This proposed Chinese equity screen combines membership in the metaverse sector, a positive institutional-activity reading, and a reversal pattern described as a sharp switch from a declining period to a rising move. The document explains these as sector…

EquitiesChina marketsMomentumTechnical indicators