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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 brief description identifies NRTR_ATR_STOP as a trend indicator that uses the Average True Range (ATR) technical indicator and presents it in NRTR form. It offers only this high-level characterization, without explaining the formula, parameters, signal…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document describes Super Signals, an indicator that marks potential trend changes with arrows derived from price extremums over a period. It notes that the indicator was first implemented in MQL4 and published in 2007. The text provides a brief…

Technical indicatorsTrend followingStatistics
SuperMind

This note outlines a technical stock screen that combines price amplitude above a threshold, a named morning star candlestick condition, and at least one limit-up event in the prior month. It frames high amplitude as evidence of price movement and a recent…

EquitiesTechnical indicatorsMomentumVolatility
MQL5 code base

This document describes a price channel indicator that plots the highest and lowest prices over a selected number of bars from a higher timeframe. It allows the lookback periods for the upper and lower channel boundaries to be set independently, so each side…

Technical indicatorsBreakout
SuperMind

This note describes a stock screen combining three conditions: daily price range above a stated threshold, price above its five-day moving average, and first-level bid volume greater than ask volume. It presents these as signs of volatility, a stronger…

EquitiesTechnical indicatorsMarket microstructure
SuperMind

The post proposes a short-term screen for Chinese stocks using reported buying activity, prior-day turnover, and the number of limit-up sessions over the preceding ten days. It interprets stronger buying activity, active trading, and repeated limit-ups as…

EquitiesMomentumBreakoutTechnical indicators
vn.py community

The forum post addresses why the Average True Range calculated in VeighNa may differ substantially from the value shown in TradingView. It proposes checking several potential causes: differences in the ATR formula or smoothing method, discrepancies in the…

Technical indicatorsVolatilityStatistics
MQL5 code base

This indicator description explains how ZigZag swing highs and lows can define resistance and support areas. A configurable confirmation delay is used to validate pivots before zones are drawn, aiming to reduce repainting. Instead of drawing thin levels, the…

Technical indicatorsBreakoutVolatility
SuperMind

This post describes a Chinese stock selection rule using three filters: turnover between 3% and 12%, seven consecutive daily declines, and company scale above 200 million. It provides example formula logic and Python-style selection code, then suggests that…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This stock-selection rule targets shares in the metaverse category whose latest return is positive and whose two-day rolling high matches the prior value of that rolling measure. The article frames the high-price condition as a way to find short-term…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed stock-selection approach ranks shares by a measure of capital activity and favors those whose closing price is above the five-day moving average, with the historical screen restricted to 2021. The article describes turnover and trading volume…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed Chinese stock screen excludes Beijing-listed stocks and selects for an intraday range above 1%, alongside a condition combining price change with net trading volume attributed to very large orders. The stated threshold for that combined measure…

EquitiesChina marketsMarket microstructureTechnical indicators
MQL5 code base

This expert advisor combines Heikin-Ashi color changes with a Keltner-style channel to time reversal entries. A color flip arms a signal, but entry waits for price to close back into or through the channel in the new direction. Signals expire after a…

ForexMean reversionTechnical indicatorsRisk management
SuperMind

This note describes a daily A-share selection rule using price amplitude of at least 1, turnover between 2% and 9%, and a ranking by today’s auction amount, with the top five stocks selected. Its stated aim is to combine a measure of price movement with…

EquitiesChina marketsTechnical indicatorsExecution
SuperMind

This note proposes an A-share stock screen combining amplitude above 1, a nonempty outstanding convertible-bond name field, and an industry-related concentration condition. It describes ranking qualifying stocks by average daily trading value. The stated…

EquitiesChina marketsVolatilityTechnical indicators
ProRealCode

This document describes a forex trading method built around a CCI oscillator smoothed with a T3-style calculation. The indicator is said to generate directional signals as it moves across the zero line. The suggested entry waits for the second red or green…

ForexTechnical indicatorsMomentumRisk management
SuperMind

This note describes a short-term A-share screen combining price amplitude above 1, a rounded or arc-shaped price pattern, and first-level bid volume greater than ask volume. The stated rationale is that amplitude may indicate trading activity, the rounded…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This technical analysis note proposes measuring how closely two candlestick sequences resemble one another. It describes candles as summaries of open, high, low, and close prices over a chosen time period, then defines a similarity score as the average of…

EquitiesTechnical indicatorsStatisticsChina markets
SuperMind

This stock screen selects shares with a turnover ratio between 3% and 12%, a previous-day Dragon-Tiger List appearance, and previous-day trading value above 60 million yuan. The article presents these conditions as a way to find actively traded stocks that…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This indicator applies RSI to a moving average rather than directly to raw price. The input average can be a simple, exponential, smoothed, or weighted moving average. It then uses double-smoothed Wilder exponential averaging in the RSI calculation,…

Technical indicatorsMean reversionMomentum
MQL5 code base

This document describes a chart indicator that marks a set of named candlestick formations: bullish and bearish hammers, bullish and bearish engulfing patterns, dark cloud cover, a bullish dark cloud variant, a bearish cloud gap, and a doji. The patterns are…

Technical indicatorsEquities
SuperMind

This post proposes screening stocks by daily price amplitude, relative trading volume, and the alignment of several moving averages. Its stated conditions are amplitude of at least 1%, a volume ratio between 1.5 and 6, and a requirement that the close remain…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This post outlines a Chinese stock-selection screen that pairs seven consecutive down days with a shrinking negative MACD histogram on a 15-minute chart and a reported increase in holdings above 5%. The setup looks for possible short-term rebounds after…

EquitiesTechnical indicatorsMean reversionMomentum
SuperMind

This Chinese-language post describes a short-term stock screen using three conditions: a shrinking MACD histogram on a 15-minute chart, a price below 12, and a reported increase in holdings above 5%. It interprets the inflow measure as possible buying…

EquitiesTechnical indicatorsMomentumChina markets