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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 overview explains Williams’ Percent Range, a momentum indicator used to identify potentially overbought or oversold conditions. It describes the indicator’s inverted scale relative to the Stochastic Oscillator: readings near the lower end of the scale…

Technical indicatorsMomentumVolatility
SuperMind

This note describes a Chinese A-share screening idea that combines three conditions: at least five moving averages converge, the stock ranks by large-order net volume, and its 9:25 quoted gain is below 6%. The author interprets these as signs of price…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screen selects stocks associated with the metaverse concept, requires the 30-day moving average to be rising, and looks for seven consecutive down sessions. The proposed interpretation is that a favorable medium-term trend may coexist…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and previous-day opening-auction turnover above 0.26. The rationale is to find shares with meaningful price movement, improving…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This document presents a simplified ZigZag indicator design that tracks alternating price highs and lows without arrays. It maintains the current extreme, then confirms a reversal after price moves away from that extreme by a configurable threshold. The…

Technical indicatorsStatisticsBacktesting
MQL5 code base

This document outlines an Expert Advisor that trades signals from the PChannel_System indicator. A signal occurs at bar close when a colored bar appears after a preceding bar with the opposite color or no color. The description gives the signal condition,…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a chart indicator for marking the opening and closing times of major global markets, intended to help short-term traders view session boundaries alongside price action. It covers built-in and custom sessions, per-market time…

Technical indicatorsExecutionCommodities
ProRealCode

This indicator plots separate volatility measures for bullish and bearish price movement. For the bearish line, it measures the prior close’s distance from the current low; for the bullish line, it measures the current high’s distance from the prior close.…

VolatilityTechnical indicatorsStatistics
SuperMind

The proposed screen selects stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and return on equity above 15% across five consecutive years. It combines a liquidity and trading-activity filter with a measure of…

EquitiesFactor investingTechnical indicators
SuperMind

This Chinese-language post proposes a stock screen combining daily price range, an estimate of prior-day major-investor control based on money flow, and association with the metaverse theme. It describes the approach as using both technical and fundamental…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

The document presents the Real Signal indicator as a visual aid for judging the current direction of a currency pair. Its suggested reading method is to inspect the latest line for a buy or sell indication, using a vertical line on the chart to make…

ForexTechnical indicatorsBreakout
MQL5 code base

The document introduces the Force Index, an indicator attributed to Alexander Elder, and gives its basic calculation: price change multiplied by current volume, with a 13-period exponential moving average as a smoothed version. It describes a variant that…

Technical indicatorsVolatilityBreakout
MQL5 code base

This indicator displays Stochastic Oscillator readings for a user-selected period across timeframes in a text block. Users can adjust the block's size and font, and hide timeframes that are not in use. The display supports up to ten indicators at once. Its…

Technical indicatorsMulti-assetStatistics
ProRealCode

This post describes an automated system for long and short positions, intended to work better on longer chart intervals, beginning at four hours. Long entries require a weighted rate-of-change measure and MACD to be rising while below zero, alongside a…

ForexFuturesMomentumTechnical indicators
SuperMind

This Chinese stock screening note proposes selecting shares with MACD above zero, a specified company concept, and a reported ownership concentration ratio above 21%. Its stated rationale is that positive MACD may indicate upward momentum, while the company…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

The document describes a custom oscillator derived from the T3 velocity indicator. It builds three versions of the calculation using short, intermediate, and long exponential smoothing periods, producing separate lines intended to represent price behavior…

Technical indicatorsMomentumTrend following
MQL5 code base

The document discusses the McGinley Dynamic as a price-following average and distinguishes an original calculation from a later modified version. It challenges common descriptions that portray the indicator as inherently faster or better at tracking market…

Technical indicatorsTrend following
ProRealCode

The document presents a ProRealTime version of the Kase Dev Stop indicator, described as a money management tool. It calculates a range measure from price highs, lows, and prior closes, then uses its recent average and standard deviation to produce a warning…

Technical indicatorsVolatilityRisk management
SuperMind

This short-term A-share screen combines three conditions: RSI below 65, parent-attributable net profit growth above 20% and no more than 100%, and a positive daily MACD reading. The document presents RSI as a way to find stocks that may have rebound…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share screening rule combines a turnover range of 3% to 12%, a rising DEA signal, and a close above the previous session’s low. The document explains the turnover filter as a way to focus on actively traded stocks and treats rising DEA and the price…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This brief description introduces a chart indicator that displays three Keltner channels derived from one moving average as a colored cloud. It also shows the latest channel values as price labels, allowing a trader to see several channel levels together on…

Technical indicatorsVolatility
SuperMind

This document describes a Chinese equity screen for stocks classified in the metaverse theme. It selects shares trading above their five-day moving average and where the KDJ indicator has just formed a bullish cross. The proposed logic combines a thematic…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a technical stock screen for mainland China equities. It looks for stocks with daily price amplitude above 1, trading volume above 10,000 lots, an open above the prior close, and a Force Index condition intended to…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This expert advisor uses the outcome of its last closed position to determine the next trade direction. After a take-profit exit, it seeks another trade in the same direction; after a stop-loss exit, it switches direction. It permits one open position and…

ForexTrend followingTechnical indicatorsRisk management