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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 indicator combines the Relative Vigor Index oscillator with Bollinger Bands to define overbought and oversold boundaries. The bands are intended to adjust the reference thresholds to changing conditions, so oscillator extremes are evaluated relative to…

Technical indicatorsVolatilityMean reversion
MQL5 code base

JMASlope measures the rate of price change after smoothing it with the JMA averaging method. The document positions it as a more responsive counterpart to Bill Williams’ Awesome Oscillator, offering a way to view changes in price momentum with smoothing…

Technical indicatorsMomentum
SuperMind

This Chinese stock-screening idea combines three signals: a strong volume-to-float-market-cap ratio, a previous-day 9:15 auction match at the limit-down price, and shortening green MACD histogram bars on a 15-minute chart. The stated rationale is that a…

China marketsEquitiesTechnical indicatorsMean reversion
MQL5 code base

This brief indicator description explains a channel display derived from a price histogram. It marks the histogram's upper boundary with a red line, highlights a central area where 60% of trades occur, and shows a wider area covering 90% of trades. Blue…

Technical indicatorsMarket microstructureStatistics
SuperMind

This Chinese community post describes an equity screen combining three criteria: rank stocks by volume ratio and retain the top 100, exclude ST-designated stocks and require circulating market value above 1 billion yuan, and select stocks with at least two…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document outlines a Chinese stock selection screen combining three filters: rank stocks by trading volume over a period, require a share price below 12 yuan, and look for a shortening negative MACD histogram on a 15-minute chart. The intended logic is to…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator presents three related series: a colored Fish histogram, a simple moving average of that series, and a second line formed by linearly weighted smoothing of the first average. The Fish value is calculated from a selected price constant, and the…

ForexTechnical indicatorsMomentumTrend following
MQL5 code base

This indicator defines zones near the current day’s high and low as percentages of the daily price range. Users can adjust the percentages and choose to display the zones as filled areas, paired histograms, lines, arrows, or hidden values. Line and arrow…

Technical indicatorsVolatilityExecution
MQL5 code base

This MetaTrader 5 expert advisor combines Supertrend direction with ADX trend strength and the relative positions of +DI and −DI. It checks signals once per new signal-timeframe bar using the prior completed candle. A long or short entry requires the…

FuturesTrend followingTechnical indicatorsRisk management
MQL5 code base

i-DivergenceBar is described as an indicator that marks potential reversal bars using the Profitunity system associated with Bill Williams. The note says its method excludes the angle of the Alligator indicator’s mouth, so the signal description does not…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document describes a chart-based planning aid for traders using MetaTrader 5. It is intended to help assess current market conditions and estimate the size of a hypothetical trade before the trader places an order manually or starts a separate trading…

Risk managementPosition sizingTechnical indicators
MQL5 code base

BB MACD is presented as a variation on the Moving Average Convergence Divergence indicator. It combines a colored MACD value line with Bollinger bands arranged as a channel around the indicator. The stated purpose is to make changes in MACD within that…

Technical indicatorsTrend followingVolatility
SuperMind

This note describes a Chinese equity screen focused on the metaverse industry. It selects stocks whose opening price is near the 10-day moving average, then proposes ranking them by individual stock heat, which the article treats as a measure of recent…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

This indicator presents Aroon Oscillator readings from ten separate timeframes to give a multi-timeframe view of trend conditions. Each line represents one timeframe, allowing users to compare the readings together rather than consult a single oscillator…

Technical indicatorsTrend following
MQL5 code base

This note describes a smoothed version of the Stochastic indicator. After calculating the main and signal lines, it applies an averaging algorithm to filter their values, with the stated aim of making the indicator’s directional signal clearer. The document…

Technical indicators
SuperMind

This Chinese stock selection example combines three kinds of filters: membership in the metaverse concept group, an upward-sloping 30-day moving average, and buying activity during the opening auction. It further requires combined large and extra-large order…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This guide explains how to create a non-standard chart period by aggregating a standard period in MetaTrader. Its example creates an H3 chart from H1 data: the user attaches a period conversion script to an H1 chart, sets the multiplier to three, and opens…

Technical indicatorsBacktesting
SuperMind

This Chinese equity screen targets stocks classified in the metaverse industry with relative volume between 1.5 and 6, alongside a technical condition described as the start of a main uptrend. The article supplies an indicator formula and a Python sketch…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This indicator adapts the Commodity Channel Index by placing Bollinger Band boundaries around it to define overbought and oversold areas. Its inputs include the CCI lookback length, applied price, band deviation, optional smoothing, and horizontal shift. The…

Technical indicatorsStatistics
SuperMind

This Chinese equity screening idea combines three filters: daily price amplitude above 1%, at least two qualifying limit-up moves within 500 days, and a circulating market capitalization between 5 and 10 billion yuan. The document provides formula examples…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This brief note introduces a Color Parabolic indicator based on the iSAR indicator and describes its application to the Relative Vigor Index oscillator. Its central idea is that iSAR uses current price time-series data and can therefore be applied to other…

Technical indicatorsStatistics
SuperMind

This Chinese stock-selection example combines an amplitude filter, exclusion of special-treatment stocks, a five-session price-high condition, and a requirement that the closing price be above its five-day moving average. The article frames it as a pre-10…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three conditions: at least five moving averages are described as overlapping, the 20-day moving average is above the 120-day average, and the stock has had at least two limit-up sessions within the prior 25 days. The article frames…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock selection method filters for companies associated with the metaverse theme, a prior-day actual turnover rate between 3% and 28%, and rising money strength. The article describes money strength as the ratio of an estimated intraday inflow measure…

EquitiesChina marketsMomentumTechnical indicators