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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
WonderTrader
14 documents
Alphalens
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

FMZ forum

The article argues that a complete trading system must define entries, exits, and capital allocation. It favors coherent rules and warns against unexplained indicators or assumptions that cannot be justified. Entry and exit decisions should follow a…

Risk managementPosition sizingBacktestingTechnical indicators
MQL5 code base

The document describes an oscillator adaptation of the Gann High-Low Activator, an indicator attributed to Robert Krausz and described in a 1998 issue of a technical analysis magazine. It characterizes the underlying calculation as a simple moving average of…

Technical indicatorsTrend followingMomentum
SuperMind

The document describes a Chinese equity screening rule that selects stocks with positive returns below 35% over ten days and prior-day turnover above 60 million yuan, then ranks candidates by capital strength. It presents this as a way to find actively…

EquitiesMomentumTechnical indicatorsChina markets
ProRealCode

The indicator described centers price on an exponential moving average and adds three upper and three lower bands. Band distances are calculated from a smoothed range measure multiplied by three user-adjustable multipliers. The resulting display provides…

Technical indicatorsVolatilityMean reversion
SuperMind

The document describes a Chinese equity screening rule that combines prior-day price range, a maximum share float, and price above a 250-day moving average. It presents the range filter as a way to find more active stocks, the float cap as a small-cap…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The document describes an on-chart presentation of the stochastic oscillator. Because the oscillator has bounded values, it can be mapped onto the price panel using a channel formed from the highest high and lowest low. This places the indicator alongside…

Technical indicatorsEquities
SuperMind

The document outlines a stock screen combining membership in the metaverse concept group, an upward-moving 30-day average, and positive returns. The technical filter is intended to capture improving price direction, while the return condition favors stocks…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes an equity screen for stocks associated with the metaverse theme, combining a five-day price average condition with a weekly moving-average crossover involving the 30-week average. It presents the approach as a way to identify…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This stock selection rule combines three conditions: RSI below 65, displayed buy-side volume greater than sell-side volume, and a share price below 12. The article frames RSI as a measure of price conditions, the volume comparison as a sentiment signal, and…

EquitiesTechnical indicatorsSentimentMarket microstructure
SuperMind

This stock screen combines technical conditions with a historical dividend measure. It selects equities with at least five overlapping moving averages, weekly MACD above zero, and a dividend payout ratio above 25% in 2019. The article interprets…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This MetaTrader 5 demonstration describes constructing a three-dimensional surface from a series of moving average indicators. The surface is shown in a coordinate system that can be rotated by changing the slopes of the horizontal axes. Shifting the…

Technical indicatorsEquities
SuperMind

This daily stock screen combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a positive weekly MACD histogram. The post frames the MACD conditions as trend confirmation across daily and weekly horizons, while the valuation…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection rule screens Chinese equities for companies in the metaverse industry with a tradable float no greater than 5.5 billion shares, then considers the highest prices across the latest two days. The article presents it as a short-term,…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This A-share screening rule combines three conditions: an intraday price range above one percent, a closing price of 18.5 yuan, and prior-day trading activity above the stated threshold of 60 million. It is presented as a way to identify stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share selection method screens for stocks with an intraday high-low range above one percent, excludes names associated with Beijing and several other location terms, and ranks candidates by large-order net volume. The article frames range as a measure…

EquitiesChina marketsMarket microstructureTechnical indicators
MQL5 code base

SSL_NRTR is described as a trend indicator that forms a channel by smoothing the price series' highs and lows. It signals rising or falling conditions when price exits that channel, and includes a separate flat state alongside its uptrend and downtrend…

Technical indicatorsTrend following
SuperMind

This A-share stock screen combines a metaverse classification with positive institutional-flow readings and recent consecutive limit-up closes. The rationale is that institutional buying may indicate supportive demand, while repeated limit-ups suggest strong…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document defines the Historical Volatility Ratio (HVR) as the ratio of two standard deviations calculated over configurable periods. Each standard deviation is applied to the log price change, defined as the logarithm of the current applied price divided…

VolatilityTechnical indicatorsStatistics
SuperMind

This post describes a Chinese equity screen that combines prior-day price amplitude above 1%, a free float no larger than 5.5 billion shares, and evidence of beverage or alcohol imports or exports. It explains the intended rationale: seek stocks with notable…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This document describes a custom indicator that plots the Commodity Channel Index in a separate pane and marks detected divergences both there and on the price chart. Bullish and bearish divergence marks use configurable colors, allowing the two signal…

Technical indicatorsMomentum
SuperMind

This post describes a Chinese A-share stock screen that excludes Beijing-listed shares, selects stocks whose 9:25 price gain is below 6%, and ranks candidates by capital or trading-volume strength. It frames the screen as a way to find actively traded shares…

EquitiesChina marketsTechnical indicators
MQL5 code base

TangoLine is a technical indicator designed to mark rapid changes in market direction and support early entries after a reversal. It plots a central line at the midpoint of the range formed by a reversal bar, together with upper and lower lines marking that…

Technical indicatorsTrend followingExecution
SuperMind

This stock screen combines a turnover band of 3% to 12%, a circulating market value between 1 and 55 hundred million yuan, and a negative MACD reading from two sessions earlier. The post describes the filters as a mix of trading activity, company size, and…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This proposed stock screen combines a daily amplitude filter, a large single-day gain during the past 25 trading days, and a 15-minute MACD condition in which the negative histogram bars are shortening. The article interprets the criteria as a way to…

EquitiesTechnical indicatorsMomentumVolatility