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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

79,386 documents

SuperMind

This Chinese equity screening rule selects stocks in the metaverse industry whose circulating share count is no more than 5.5 billion shares and that recorded at least one daily gain of 10% or more during the previous 25 trading days. The rationale is to…

EquitiesChina marketsMomentumBreakout
MQL5 code base

This document outlines a foreign-exchange trading system that uses the Candle Momentum indicator. It offers two entry styles: entering when momentum changes direction, or when the indicator crosses its zero line. A configurable mode determines which entry…

ForexMomentumTechnical indicatorsBacktesting
BigQuant

This strategy combines model-based stock ranking with trend-following entry filters to seek short- and medium-term gains in Chinese equities. It starts from a manually selected pool of China Securities 150 constituents, narrowed to roughly 100–300 large,…

EquitiesMachine learningTrend followingMomentum
SuperMind

The proposed screen selects companies with a daily high-to-low range above one percent, market capitalization no greater than ten billion yuan, positive average net profit, and a limit-up event within the past month. The document then outlines refinements:…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This short description proposes applying a step chart as a filter to the Relative Strength Index. The step size is set as a percentage of RSI and represents the minimum change that qualifies as meaningful. The stated aim is to reduce the number of RSI…

Technical indicatorsMomentum
ProRealCode

The indicator searches for RSI swing highs and lows, then compares each new swing with an earlier one alongside the corresponding price extreme. At highs, a higher price high paired with a lower RSI high is labeled a regular divergence; a lower price high…

Technical indicatorsMomentum
ProRealCode

This indicator compares fast, normal, and slow moving averages to give a visual reading of trend alignment. It colors the chart green when the fast average is above the normal average and the normal average is above the slow one, red when the ordering is…

Technical indicatorsTrend following
BigQuant

The script describes a spread-trading approach linking methanol futures with polyethylene and polypropylene futures. It estimates an MTO production margin by valuing the two polymer contracts together and subtracting the methanol input cost, adjusted for…

FuturesCommoditiesMean reversionPairs trading
MQL5 code base

The Mass Index is described as a way to watch for possible trend turns through changes in the distance between the highest and lowest prices. A widening range raises the index, while a narrowing range lowers it. The document attributes the indicator to…

Technical indicatorsMean reversionEquities
MQL5 code base

The document explains the KDJ oscillator as a tool for identifying potential market entry conditions. It defines the raw stochastic value (RSV) as the close's position within the highest-to-lowest price range over a chosen period, scaled to 100. K and D are…

Technical indicatorsStatistics
ProRealCode

The Guppy indicator plots two groups of exponential moving averages on closing prices. The shorter-period group is presented as representing short-term traders, while the longer-period group represents longer-term investors. The suggested approach is to…

Technical indicatorsTrend followingMomentum
MQL5 code base

This indicator lets the user construct an input price series by combining the open, high, low, and close prices with four configurable coefficients, then applies a moving average to that series. The approach extends conventional moving-average inputs by…

Technical indicatorsStatistics
FMZ guides

The guide outlines a basic structure for automated strategies in JavaScript, Python, Rust, and C++. A main loop repeatedly runs strategy logic, while a sleep interval controls polling frequency in live trading and playback speed in backtests. Its examples…

ExecutionBacktestingTechnical indicators
MQL5 code base

The indicator presents trend direction across ten timeframes using the direction of a ColorZerolagTriXOSMA indicator. It displays one line per timeframe: purple indicates the oscillator is rising, pink indicates it is falling, and gray represents other…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor trades signals from an X-period candle channel system. A signal is generated when a bar closes after breaking through the channel, and the system can close an open position once it has been held longer than a configured time limit. The…

ForexBreakoutExecutionBacktesting
ProRealCode

This indicator combines the difference between an exponential moving average and a simple moving average with a smoothed signal line and a zero reference. The description presents crossings between the oscillator and signal line as a more reactive reading,…

Technical indicatorsVolatilityMomentum
SuperMind

This document describes a technical stock screen using three conditions: MACD above zero, the current high matching the highest high of the recent two-day window, and the 20-day moving average above the 120-day moving average. It offers a formula and…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The indicator described here anchors Fibonacci analysis to confirmed swing highs and lows rather than arbitrary chart points. It calculates retracement and extension references, then compares them across three configurable timeframes. When multiple levels…

Technical indicatorsStatisticsRisk management
SuperMind

This Chinese-language post describes a daily stock screen for the metaverse industry. It selects shares ranked among the top five by the day’s auction amount, then keeps those whose percentage change falls between -5% and 2.6%. The stated intent is to focus…

EquitiesChina marketsMomentumBacktesting
Amberdata research

This report section reviews DeFi activity and security incidents in 2025. It frames the year through several measures: total value locked (TVL), lending utilization, liquidations, decentralized exchange volume, and major protocol exploits. It argues that…

CryptoDeFiOn-chain dataRisk management
SuperMind

This stock-screening idea ranks candidates by capital-flow strength and afternoon net inflows from large orders, while also referring to performance during 2021. The post explains that stronger inflow is treated as evidence of greater buying support. Its…

EquitiesChina marketsSentiment
MQL5 code base

This indicator description explains a signal based on the intersection of three moving averages ordered from fastest to slowest. It separates arrows for crosses that occurred on an earlier bar from “ghost” arrows marking an intersection on the current bar.…

Technical indicatorsMomentumExecution
MQL5 code base

This Expert Advisor uses a moving average to generate directional trading signals. When the current ask is above the moving-average value from the prior bar, it signals a buy; when the current bid is below that value, it signals a sell. The description…

Technical indicatorsTrend followingExecutionRisk management