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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

SuperMind

This post describes a short-term A-share stock screen combining daily amplitude above 1, an indication of main-force control on the previous day, positive auction-period buying activity, and combined large and extra-large order buying above 0.7 thousand…

EquitiesChina marketsMomentumMarket microstructure
MQL5 code base

The document describes an Expert Advisor that trades signals from the BrakeParb indicator. A trade signal occurs at a bar close when the indicator reverses, changes color, and displays a prominent dot. The EA uses the changed indicator state to decide when…

ForexTechnical indicatorsBacktestingExecution
ProRealCode

The document describes a simple forex trading pattern based on four consecutive candles. A bullish setup consists of two bearish candles followed by two bullish candles; a bearish setup consists of two bullish candles followed by two bearish candles. The…

ForexTechnical indicatorsBreakoutRisk management
FMZ forum

The document introduces excess kurtosis and skewness as statistical measures for classifying market conditions. It proposes treating negative excess kurtosis as a sign of a trending market, then using positive skewness to indicate an upward bias and negative…

StatisticsTrend followingTechnical indicatorsRisk management
SuperMind

The document proposes a mainland China equity screen that selects main-board stocks with RSI below 65, a daily gain above 1%, and an industry concentration ratio between 20% and 70%. It also describes sorting qualifying stocks by a heat measure. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document presents an equity screening rule that combines daily price range, turnover, and an arc-shaped price condition. It describes selecting stocks with an intraday range of at least 1%, turnover above 2% and no more than 9%, and an arc measure rising…

EquitiesTechnical indicatorsChina markets
MQL5 code base

The document describes an advanced Parabolic SAR indicator with configurable price selection, acceleration-factor settings, and a noise filter. It identifies controls for choosing the price input, setting the starting acceleration value and its increment,…

Technical indicatorsTrend following
MQL5 code base

This indicator displays time-based price corridors as a cloud, with a middle line and eleven expanding bands. The description says each formed corridor spans four hours and that corridor expansion proceeds over sixteen hours. Its settings include the local…

Technical indicatorsBreakoutVolatility
MQL5 code base

The WMAO is a momentum-style oscillator formed by subtracting a slower Wilder moving average from a faster Wilder moving average. Its three settings select the fast averaging period, the slow averaging period, and the price series used as input to both…

Technical indicatorsMomentum
MQL5 code base

This document describes an AdaptiveRenko chart indicator that combines Renko-style price bricks with a moving-average-based channel and support and resistance levels. It adds a minimum brick-width setting to reduce switching to very thin bricks in quiet…

Technical indicatorsVolatilityTrend following
BigQuant

The document summarizes a 2019 study that combines two representations of the same stock data to predict prices: numerical time series and images of stock charts. An LSTM extracts temporal patterns from the sequence data, while a CNN extracts visual patterns…

EquitiesMachine learningStatisticsTechnical indicators
SuperMind

This Chinese-market stock screen combines three conditions: RSI below 65, tradable market capitalization between 5 billion and 10 billion yuan, and upward alignment of the 5-, 10-, 20-, and 30-period exponential moving averages. The accompanying Python…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines a daily price range above one percent, a condition intended to indicate main-investor control on the prior day, the product of percentage change and net volume from very large orders exceeding a threshold, and daily volume…

EquitiesMarket microstructureTechnical indicatorsChina markets
MQL5 code base

This MetaTrader indicator displays the classic Relative Strength Index alongside a histogram that colors each bar according to whether RSI is rising, falling, or nearly unchanged. A minimum-change filter suppresses color changes caused by small fluctuations.…

Technical indicatorsMomentumMean reversion
SuperMind

This stock-selection rule screens for shares with a daily high-low range above one percent, then restricts the sample to 2021 and requires the opening price to be within two percent of the 10-day moving average of closing prices. The proposed interpretation…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This Chinese-language article outlines a stock selection screen that combines three conditions: rank stocks by trading-volume strength, require the 9:25 opening move to be below 6% relative to the prior close, and look for a shortening negative MACD…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This brief document describes an indicator that derives support and resistance levels from the most recent tops identified by a Gann ZigZag. It offers a compact concept: use swing highs detected by the ZigZag as reference prices for potential areas of…

Technical indicators
MQL5 code base

The document explains the classic Keltner Channel, a volatility based indicator with a moving average of typical price at its center and bands offset by an average of the high-low range. The described platform version allows adjustment of the moving-average…

Technical indicatorsBreakoutTrend followingVolatility
MQL5 code base

This short description outlines an Expert Advisor inspired by variants of Dealers_Trader. Its stated trigger is the stochastic indicator entering an overbought or oversold region, at which point the system opens an initial lot. It also mentions operating…

Technical indicatorsMean reversionPosition sizing
MQL5 code base

This document describes a trading signal module based on the Commodity Channel Index. It produces a signal when price crosses above an upper threshold or falls below a lower threshold; the defaults are +100 and −100. A reverse setting can invert the…

Technical indicators
MQL5 code base

This document describes a slow stochastic oscillator displayed in a separate chart window. It first calculates a fast stochastic value from the close's position within the recent high-low range, then applies a simple moving average over the D period. A…

Technical indicatorsMomentumStatistics
SuperMind

This Chinese equities screen selects stocks with turnover between 3% and 12%, a 2021 listing year, and an amplitude measure greater than 1. The article interprets the turnover band as selecting relatively active shares, the listing-year filter as targeting…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This document describes an expert advisor that trades relative to a moving average and holds at most one market position. With reversed signals disabled, it opens a buy when the ask price is above the moving average on the current bar by a configurable…

Technical indicatorsTrend followingExecution
SuperMind

This Chinese-language post proposes a stock screen using three conditions: daily price amplitude above 1%, tradable share count no greater than 5.5 billion shares, and price above its 30-day moving average. It presents amplitude as a way to find more…

EquitiesChina marketsTechnical indicatorsMomentum