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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 proposes a short-term stock screen combining volatility, share float, and the opening price's proximity to a 10-day moving average. It selects stocks with amplitude above 1, a circulating share count no greater than 5.5 billion, and an opening…

EquitiesTechnical indicatorsVolatilityRisk management
SuperMind

This post describes a stock selection screen using four conditions: amplitude above 1, current trading volume above 10,000 lots, a higher opening price, and company size above 200 million. The rationale combines price movement and trading activity with a…

EquitiesTechnical indicatorsStatisticsRisk management
SuperMind

This post presents a Chinese equity screening rule based on price range, listing history, and a measure labeled the ratio of external to internal trading volume. It selects stocks with amplitude above 1, more than one year since listing, and an…

EquitiesTechnical indicatorsMarket microstructureRisk management
MQL5 code base

This document outlines an Expert Advisor that trades from signals produced by the Arrows_Curves indicator. It evaluates signals when a bar closes: a newly appearing colored point or a cross can trigger action, with points used for both opening and closing…

ForexTechnical indicatorsBacktestingRisk management
SuperMind

This Chinese-language post proposes a stock screen for companies classified in the metaverse theme. It ranks candidates by the day’s auction amount, keeps the top five, and requires the high–low range to exceed one percent of the previous close. The author…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This indicator description covers applying a stochastic calculation to several RSI variants, including Cuttler’s, Ehlers’ smoothed, Harris’, Rapid, RSX, Slow, and standard RSI. It also describes an option to smooth prices with one of four basic average…

Technical indicatorsStatistics
MQL5 code base

HLCrossSigForRSI is presented as a trend-following indicator that aims to make trade decisions more systematic. It combines a breakthrough range with Heiken Ashi and RSI filters, and uses ATR and nearby highs or lows in calculating volatility and entry…

Technical indicatorsTrend followingBreakoutRisk management
SuperMind

The document outlines a Chinese A-share screening rule that selects stocks with a daily high-low range of at least one percent, relative volume between 1.5 and 6 times its five-day average, and a nonempty outstanding convertible-bond name field. It…

EquitiesChina marketsTechnical indicatorsStatistics
MQL5 code base

The document describes a chart-based dashboard for monitoring bid and ask prices in real time. It summarizes consecutive price movement, tracks directional strength with decay, and displays market pressure in a color-coded histogram. Tick-driven updates are…

Market microstructureTechnical indicatorsExecution
SuperMind

This stock-selection rule screens for turnover between 3% and 12%, year-over-year net profit growth attributable to parent-company shareholders above 20% and no more than 100%, and a 9:25 price change below 6% in absolute value. The article combines a…

China marketsEquitiesFactor investingTechnical indicators
MQL5 code base

This indicator description modifies the Hull moving average to address overshooting and frequent slope changes that can generate numerous signals. A divisor parameter controls the average’s speed: the standard setting reproduces the original Hull average,…

Technical indicatorsTrend followingBacktesting
ProRealCode

The Liquidity Thermal Map displays recent trading volume across 31 price bands behind a price chart. It sets the bands from the high-low range over a selected lookback, then assigns each bar’s volume to the band nearest its close, often including an adjacent…

Technical indicatorsMarket microstructureExecution
SuperMind

This Chinese equity screen combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and a moving-average condition intended to identify upward divergence. The accompanying discussion frames these filters as proxies for…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed stock screen looks for turnover between 3% and 12%, a circulating share count at or below 5.5 billion, and a daily maximum decline between 4% and 5%. The article frames the combination as a way to avoid very inactive stocks, limit exposure to…

EquitiesChina marketsMean reversionTechnical indicators
MQL5 code base

This indicator overlays candlesticks from a higher timeframe as filled rectangles behind the chart. It uses the FrAMA candle indicator’s data and colors candle bodies according to direction, with separate colors for the shadows. The description identifies…

Technical indicators
MQL5 code base

This MetaTrader indicator displays how much of a selected bar’s duration has elapsed, expressed as a percentage. Its input settings allow the user to choose a fixed timeframe, so the progress shown can refer to bars from a timeframe different from the chart…

Technical indicatorsExecution
SuperMind

This stock selection idea combines three screens: membership in the metaverse industry, a positive institutional activity reading, and a 10-day return above zero but no higher than 35%. The rationale is to focus on a growth-oriented theme and stocks with…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes an interactive chart crosshair indicator for MetaTrader that displays candle information while the cursor moves across a chart. Its information line can show bar distance, OHLC prices, total range, body and wick proportions, tick…

Technical indicatorsMarket microstructureExecution
MQL5 code base

This short description introduces Average of ATR, a custom MetaTrader 4 indicator that compares the Average True Range with its own average. ATR is presented as a measure of market volatility over a selected period, and the comparison is suggested as a way…

Technical indicatorsVolatilityRisk management
SuperMind

This post describes a stock selection rule that combines daily turnover, a low KDJ K value, and prior-day opening-auction turnover. It treats the conditions as a buy signal: turnover must fall within a stated band, K must be below a threshold, and auction…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This document proposes screening stocks for price amplitude above a threshold, MACD above zero, and a positive change in the KDJ K value. It argues that amplitude can capture movement, MACD can indicate positive trend conditions, and rising K may reflect…

EquitiesTechnical indicatorsMomentumStatistics
MQL5 code base

This document outlines an Expert Advisor that enters trades using signals from the BinaryWave oscillator. Signals are evaluated when a bar closes: the selected mode can trigger on a move through the zero level or on a change in the direction of a moving…

ForexTechnical indicatorsBacktesting
SuperMind

This document describes a stock screen combining daily price amplitude, a dividend ratio for 2019, and a rising DEA value from MACD. Its rationale is that amplitude identifies more volatile shares, the dividend condition favors higher-yielding stocks, and…

EquitiesTechnical indicatorsVolatilityTrend following