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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

79,386 documents

SuperMind

This stock-selection approach combines price amplitude above 1, a weekly crossover of the 5-period moving average above the 10-period average, and a condition that the stock rose during 2021. It aims to find shares with notable price movement and an upward…

China marketsEquitiesTrend followingTechnical indicators
MQL5 code base

This document describes configurable settings for a MetaTrader 5 position risk monitor panel. Users can adjust where the panel appears on a chart, how often it refreshes, and how many open positions it displays. It also lists risk percentage thresholds used…

Risk managementPosition sizing
SuperMind

This A-share stock screen combines a turnover ratio between 3% and 12%, a newly formed KDJ bullish crossover, and a closing price of at least 18.5 yuan. The stated rationale is to seek stocks with moderate trading activity and a possible upward trend, while…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This indicator estimates price waves from the close’s distance above or below a 150-period weighted moving average. It converts that relative distance into a percentage, scales it by ten, and plots the result alongside a zero reference line. Positive and…

Technical indicatorsStatistics
SuperMind

This post describes a stock screen that combines a prior-period price-amplitude condition with a MACD signal above the zero line and a closing price between the Bollinger middle and upper bands. It frames the amplitude filter as selecting more volatile…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post presents a screen for mainland Chinese equities in the metaverse sector. Its final selection rules combine a high prior-day turnover measure, a shareholder-concentration threshold, positive year-over-year net-profit growth above a…

China marketsEquitiesFactor investingBacktesting
NautilusTrader

This reference explains how a bar represents open, high, low, close, and volume data for a specified bar type. A venue or provider may supply bars, or a trading system may build them from quote ticks, trade ticks, or smaller bars. Bar type carries…

Market microstructureBacktestingExecution
MQL5 code base

This document describes an Expert Advisor that trades signals from the BBSqueeze indicator. It opens a transaction when a bar closes and the indicator histogram changes color, using that change as the entry trigger. The document gives no further detail about…

ForexTechnical indicatorsBacktesting
SuperMind

This stock-selection rule first limits candidates to the metaverse industry, then looks for an opening price near the 10-day moving average and simultaneous bullish signals from MACD, KDJ, and RSI. In the example formulas, the price condition uses recent…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three filters: daily amplitude above 1%, a 10-day gain greater than zero but below 35%, and membership in the metaverse concept group. The article explains that the amplitude condition seeks active price movement, while the return…

EquitiesMomentumVolatilityTechnical indicators
MQL5 code base

This brief description presents a higher-timeframe variant of the XMA_BBx7 indicator. A timeframe input lets the user select the chart period from which the indicator should draw its information; the provided example selects a four-hour period. The stated…

Technical indicatorsMulti-asset
MQL5 code base

This moving-average modification lets a trader define the input price as a weighted combination of open, high, low, and close rather than choosing only from standard price constants. Four coefficients determine each component’s contribution; components with…

Technical indicatorsBacktesting
MQL5 code base

This indicator describes an empirical way to classify bar direction and identify gaps in price quotes. Rather than relying only on whether a bar closes above or below its open, it evaluates the candle’s total height and body against statistical…

Technical indicatorsStatisticsForex
BigQuant

This support exchange diagnoses why a futures Bollinger Band strategy produced no backtest results. The reported cause is a mismatch between the date ranges: the data extraction module supplied data from 2021, while the backtest was set to run in 2024. Since…

FuturesTechnical indicatorsBacktesting
SuperMind

This document outlines an equity screen that keeps stocks with turnover between 3% and 12%, a rising KDJ K value, and improving capital-flow strength rank. It also excludes a specified board category in the formula and example code. The intended ordering…

EquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes an indicator that plots stop-loss levels based on Average True Range. It provides an adjustable multiplier and ATR period, and includes helper functions so the calculation can be called from other code. The author says it can be used…

Risk managementTechnical indicatorsVolatility
MQL5 code base

This document presents a programming approach for working with millisecond timestamps in a trading platform. It extends a date-time structure with a millisecond field and methods to convert between milliseconds since the Unix epoch and ordinary date-time…

High-frequency tradingMarket microstructureExecution
SuperMind

This document describes a Chinese equity screening rule that looks for stocks with amplitude above 1, three moving averages in a bullish ordering, and a signal interpreted as the start of a strong advance. Its example uses 5-, 10-, and 20-period averages, an…

EquitiesTechnical indicatorsTrend following
MQL5 code base

KI_signals_v2 is described as a trend indicator that derives trade signals from the XMACD histogram. The document identifies the signal source and points to a smoothing library used by the implementation, but it does not explain how histogram values are…

Technical indicatorsTrend followingMomentum
NautilusTrader

This indicator extends a price channel with two intermediate levels, crossover signals, and optional stop-loss and take-profit markers. It defines five channel levels: the high and low boundaries, the midpoint, and two intermediate levels positioned between…

Technical indicatorsBreakoutRisk managementBacktesting
MQL5 code base

This tutorial describes a grid market-making strategy for dYdX v4. It places buy and sell limit orders at geometrically spaced prices around the mid, then shifts the full grid according to net inventory: a long position moves quotes lower, while a short…

CryptoMarket makingGrid tradingOn-chain data
BigQuant

This tutorial explains how to build and install a reusable BigQuant module that reads a named data table, selects a date range, and rounds chosen floating-point fields to a requested number of decimal places. It describes defining required and optional…

EquitiesStatisticsExecution
SuperMind

This post describes a stock selection screen requiring an intraday range above 1, RSI below 65, and a rising KDJ K value across successive observations. It interprets the conditions as seeking stocks with notable price movement, without a high RSI reading,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post describes a stock screen combining three conditions: volume ratio ranks among the top 100 stocks, the current day's decline falls between 4% and 5%, and the 10-day gain is positive but below 35%. The author interprets this mix of trading activity,…

EquitiesChina marketsMean reversionTechnical indicators