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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

The document describes an Expert Advisor that generates a signal when a bar closes and the i4_DRF_v2 indicator histogram changes color. It therefore uses a confirmed bar-close signal rather than reacting to an unfinished bar. Running the advisor requires the…

ForexTechnical indicatorsBacktesting
SuperMind

This document proposes a stock-selection screen that requires MACD to be above zero, price-to-earnings ratio to be positive, and RSI to be below 65. Its rationale is to select stocks with a positive momentum signal, a positive valuation measure, and less…

EquitiesMomentumTechnical indicatorsFactor investing
MQL5 code base

This document describes a Bollinger Band stop indicator intended to help identify trend direction and possible trend changes. It says that the usual approach derives a stop line from deviation-based risk, but a single line may not suit every use. The…

Technical indicatorsTrend followingRisk management
MQL5 code base

This document describes additions to a DeMarker-based trading strategy in its second version. It introduces configurable stop-loss and take-profit levels, plus a trailing activation threshold. The activation threshold is intended to move the stop to a…

Technical indicatorsRisk managementExecution
SuperMind

This post describes a Chinese stock screen that starts with price amplitude, a daily control activity measure, and a comparison of the 20 day and 120 day moving averages. It interprets the moving average relationship as evidence of an intermediate to longer…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This community post presents a Chinese stock screen combining price amplitude above a threshold, a circulating share count cap, and a weekly bullish condition. Its example defines the bullish condition as the close being above several moving averages, then…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This short indicator description explains that ColorRSI_X20_Cloud can calculate using a timeframe selected through an input parameter, with a four-hour period shown as the default. This lets a trader view the indicator on a chart while basing its calculation…

Technical indicators
SuperMind

This Chinese stock-selection proposal combines a relative strength index below 65 with a price-change and very-large-order net-volume condition. It further limits candidates to robotics-related companies with circulating market capitalization below 10…

EquitiesTechnical indicatorsMarket microstructureChina markets
MQL5 code base

This indicator concept applies min-max normalization to Average True Range, a commonly used measure of market volatility. ATR itself is unbounded, so its raw value does not provide a fixed scale for deciding whether volatility is near a relative high or low.…

Technical indicatorsVolatilityStatistics
MQL5 code base

This Expert Advisor design runs separate long and short systems based on ColorSchaffJCCXTrendCycle signals. Each side has its own settings and magic number, allowing the trader to configure or test them independently. The document emphasizes that the two…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

The document explains quantiles as cutpoints that divide a probability distribution or sample into groups with equal, or nearly equal, probability or observation counts. For a division into q groups, there are q − 1 cutpoints. It names familiar cases such as…

StatisticsTechnical indicators
MQL5 code base

This expert advisor uses the Acceleration/Deceleration oscillator to generate buy and sell signals. It evaluates the indicator when a new bar appears and allows only one open position at a time, which supports both hedging and netting account modes. The…

Technical indicatorsMomentumPosition sizingRisk management
SuperMind

This post proposes screening stocks for market activity and buying pressure. Its stated conditions are an amplitude above 1, current volume above 10,000 lots, a higher opening price, and large-order net volume above 0.05 for at least three consecutive days.…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This short description explains an on-chart presentation of a Volatility Quality indicator. It can render the indicator values as bars, candles, or lines, allowing the trader to view the same measure in different visual forms. For line display, the plotted…

VolatilityTechnical indicators
ProRealCode

The indicator builds upper and lower price channels around a moving average, using standard deviations measured over three lookback periods inspired by Ichimoku. It averages the three estimates to form the main bands and also plots secondary bands using…

VolatilityTechnical indicatorsStatistics
MQL5 code base

This note describes an indicator that marks a selected time interval on a price chart and draws the interval’s high and low levels. Those boundaries can help traders see the range established during that window and monitor for a possible breakout beyond it.…

Technical indicatorsBreakout
MQL5 code base

The document describes an indicator that calculates percentage changes in both price and margin. This offers a way to view changes in relative terms, which can help users compare movements across different price or margin levels. The description does not…

Technical indicatorsStatistics
MQL5 code base

This brief description introduces an Expert Advisor that bases trades on signals from two moving average indicators and one Parabolic SAR indicator. One moving average uses a daily timeframe setting that is fixed in the code. The stated example concerns…

Technical indicatorsTrend following
SuperMind

This document proposes screening stocks associated with the metaverse theme using two technical conditions: price above its five-day average and a low K value from the KDJ indicator. Its narrative describes the K threshold as below 20, suggesting a…

EquitiesChina marketsTechnical indicators
SuperMind

This document describes a Chinese equity screening rule: select stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose previous-day trading value exceeds 60 million. It presents the screen as a way to focus on actively…

EquitiesChina marketsTechnical indicators
BigQuant

This platform update describes additions to an expression engine for quantitative analysis. The new rolling functions calculate sums, means, standard deviations, variances, skewness, and kurtosis over a specified lookback while handling missing values. It…

StatisticsFuturesMomentumTechnical indicators
SuperMind

The proposed Chinese stock screen combines a weekly moving-average trend condition, a minimum price-range threshold, and the presence of an outstanding convertible bond name. The post also gives example formulas and a Python outline for filtering…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

Ticker_FATL is a chart indicator that draws a colored cloud between price and a fast digital filter line. The description explains the visual construction but does not provide filter parameters, calculation details, or rules for interpreting the cloud as a…

Technical indicators
MQL5 code base

This brief describes LeManTrendHist, an indicator that displays as a histogram the smoothed difference between the LeManTrend signal lines. It points to a smoothing-algorithm library used by the indicator and notes that the supporting averaging methods are…

Technical indicatorsTrend followingEquities