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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

The document explains the Hikkake pattern as a possible reversal after an apparent breakout from an inside bar. An inside bar has a lower high and higher low than the bar before it. The next bar establishes the initial breakout: a higher high and higher low…

Technical indicatorsBreakoutMean reversion
MQL5 code base

This brief note describes a variant of Quantitative Qualitative Estimation (QQE), an indicator calculation commonly based on the Relative Strength Index. In the variant discussed, the Commodity Channel Index serves as the input instead. The document’s…

Technical indicators
SuperMind

This document describes a Chinese stock-screening rule that combines a sector filter, a price condition, and reported earnings growth. It selects companies classified in the metaverse industry when the current open is around the ten-day moving average and…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This indicator generates arrows when a fast moving average crosses a slower one, then filters the crossover using the current candle's direction. An upward cross accompanied by a bullish candle marks a buy signal; a downward cross accompanied by a bearish…

Technical indicatorsMomentumEquities
SuperMind

This stock-selection idea combines daily amplitude above 1, a positive weekly MACD histogram, and return on equity above 15% for five consecutive years. It pairs a price-activity condition and a technical momentum signal with a measure of sustained…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening post combines four conditions: amplitude above 1, current trading volume above 10,000 lots, an open above the previous close, and a 15-minute MACD histogram described as shortening while negative. It presents these as signs of…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document outlines an expert advisor that trades from the Fractals indicator and evaluates signals only when a new bar appears. A newly detected upward fractal produces a sell signal and closes buy positions; a downward fractal produces a buy signal and…

Technical indicatorsExecutionPosition sizing
ProRealCode

This document describes a price-range indicator intended to make trend direction easier to see through colored chart marks. It initializes a reference value from the close, then updates that value when the high falls below it or the low rises above it. Bars…

Technical indicatorsTrend following
ProRealCode

This post presents a daily DAX spread-bet strategy adapted from Larry Connors-style rules. It buys when the close is above its 200-day average, below its 5-day average, and the 2-period RSI is below 13. The long position exits when the close crosses above…

FuturesMean reversionTechnical indicatorsBacktesting
SuperMind

This Chinese stock-screening post combines price activity, a positive weekly MACD reading, and a measure relating the prior day’s turnover to current auction volume relative to prior volume. Its final proposed screen adds valuation and growth filters: a…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document introduces a higher-timeframe variant of the Begin_Trend_v02 indicator for MetaTrader 5. Its stated feature is a timeframe choice exposed as an input parameter, with a four-hour period shown as the default example. This lets a user select the…

Technical indicatorsTrend following
ProRealCode

This document presents an indicator intended for use with a trading strategy. It calculates an exponential moving average over a short lookback and tracks price extremes after the market crosses that average. A long signal is produced when the tracked high…

Technical indicatorsForexTrend following
SuperMind

This document describes a historical stock-selection screen based on daily price range and turnover. It selects stocks whose high-to-low range exceeds a stated threshold and whose turnover rate falls within a specified band, with the dates restricted to…

EquitiesVolatilityTechnical indicatorsChina markets
SuperMind

This post proposes screening Chinese stocks associated with the metaverse theme using a long-term price trend condition and an activity measure combining the prior session’s turnover rate with the current opening auction volume relative to prior volume. It…

EquitiesChina marketsTechnical indicatorsBacktesting
ProRealCode

This document outlines a rule-based implementation of the TD Sequential indicator, designed to identify possible turning points against an existing trend. A setup phase counts qualifying consecutive price comparisons until a nine-bar condition is reached. A…

Technical indicatorsForexCommoditiesOptions
SuperMind

The document describes an A-share stock screen combining three filters: membership in the metaverse theme, a closing price above the 250-day moving average, and specified upper bounds for price-to-earnings and price-to-book ratios. It also limits the…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This short technical note describes a higher-timeframe version of the T3_TRIX indicator. A timeframe input lets the user select the chart period from which the indicator operates; the example default is a four-hour period. The note also states that the…

Technical indicatorsTrend following
MQL5 code base

The Elder Impulse System classifies market conditions by combining the direction of an exponential moving average with the direction of the MACD histogram. The indicator has three configurable periods: one for the EMA and two for the fast and slow MACD…

Technical indicatorsTrend followingMomentum
MQL5 code base

This brief description outlines an expert advisor that builds a series of trades in one direction. The direction is set by the first position, and subsequent positions are opened at what the description calls the best price while increasing trade volume. It…

ForexPosition sizingRisk managementTechnical indicators
SuperMind

This Chinese stock-screening example selects shares in the metaverse theme that close above their 250-day moving average and have recorded at least two limit-up sessions over the past 500 days. The author frames the long moving average as a trend or…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

The Sadukey indicator is presented as a trend direction aid. Its colored chart output signals bullish or bearish conditions, and the suggested workflow is to identify the broader direction on hourly to four hourly charts, then use a shorter timeframe to wait…

Trend followingTechnical indicatorsMomentum
ProRealCode

This indicator compares a price’s percentage distance from a configurable moving average with the Average True Range expressed as a percentage of price. It first measures the percentage gain or loss relative to the average, then divides that distance by the…

Technical indicatorsVolatilityMean reversionStatistics
MQL5 code base

This indicator identifies the maximum price over a specified search period using data from a selected timeframe. The example settings use a four-hour chart period, a five-bar search period, and a starting-bar offset of zero. Other parameters control the…

Technical indicatorsBreakoutStatistics