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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 makes two claims about the T3 indicator. It describes the T3 version as smooth without extra smoothing and contrasts it with versions that add Jurik Moving Average smoothing. It also says the Hot setting can be changed to control the indicator’s…

Technical indicatorsMomentum
MQL5 code base

The document describes an Expert Advisor that trades when the Dots indicator changes color at a bar close. It gives a high-level entry signal rule based on that change, and notes that the strategy requires a compiled indicator file to run. A supporting…

ForexTechnical indicatorsExecutionBacktesting
BigQuant

The document turns a discretionary trading approach into explicit entry and exit rules. A long position is opened when the 5-day moving average crosses above the 20-day average, the 14-period RSI is below 70, and price is above the 60-day average. The…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This stock-selection screen looks for A-shares with daily amplitude above one percent, at least one limit-up event within the recent 21 trading days, and a 30-day average close above the 60-day average. The reference formula also filters for listed shares…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor trades signals from the TSI_WPR oscillator. It acts when a bar closes and the indicator cloud changes color, using that change as its entry signal. The document also notes that the compiled indicator must be installed for the EA to…

Technical indicatorsBacktestingCommodities
SuperMind

This stock screen selects shares with an intraday high-low range above 1%, a closing price exactly at 18.5 yuan, and volume between 1.5 and 6 times its five-day average. It sorts qualifying names by turnover. The stated rationale is to find stocks showing…

EquitiesTechnical indicatorsMomentum
Freqtrade

This five-minute long-only strategy combines exponential moving average crossovers with Heikin-Ashi candle direction. It enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the 20-period EMA, and the Heikin-Ashi…

Technical indicatorsTrend followingRisk management
SuperMind

This proposed stock screen combines a turnover rate between 3% and 12%, seven consecutive declining sessions, and a rising DEA line from MACD. The author frames the combination as a possible early signal of a trend reversal: recent weakness is paired with an…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This proposed A-share screening rule selects stocks before each trading day opens, requiring MACD to be above zero and the 2019 dividend amount relative to current price to exceed 25%. Candidates are ranked by stock popularity, which the article treats as a…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that generates trades from the 2MoHLC indicator. At bar close, it can signal when the indicator crosses its zero level, the cloud changes color, or price breaks through the cloud; the selected trigger depends on the…

ForexTechnical indicatorsBacktesting
ProRealCode

The Echo Chamber indicator searches past price data for the segment whose closing-price sequence has the highest Pearson correlation with the most recent sequence. It then takes the price path that followed the historical match, scales its range to the…

Technical indicatorsStatisticsBacktesting
ProRealCode

This indicator plots a histogram based on the difference between fast and slow moving averages of the midpoint price, with separate adaptive bands above and below zero. Each band is updated with exponential smoothing when the oscillator is on its…

Technical indicatorsMomentumVolatility
ProRealCode

This chart indicator marks the current day's high and low, opening price, and horizontal levels across the day’s range. It calculates percentage bands at regular intervals and Fibonacci-style retracement levels, then draws them from the first bar of the day…

Technical indicatorsForex
SuperMind

This Chinese stock-screening post combines trading activity, recent price weakness, and historical revenue growth. It selects stocks with turnover between 3% and 12%, seven consecutive declining sessions, and 2021 revenue more than 10% above 2018 revenue.…

EquitiesChina marketsMean reversionTechnical indicators
BigQuant

This article classifies volume and price behavior into twelve patterns across rising, falling, and sideways markets. It frames volume as trading activity and price movement as the outcome, emphasizing their relative efficiency: if similar volume produces…

EquitiesTechnical indicatorsMomentumRisk management
FMZ forum

This tutorial explains a strategy framework that connects custom signal functions to exchange objects and translates their returned commands into trading actions. Its examples attach a moving-average crossover system to one exchange and a MACD crossover…

Trend followingTechnical indicatorsExecutionRisk management
SuperMind

This note describes a Chinese A-share screen for metaverse stocks with prior-day turnover above 8% and a prior-day opening auction match price at the limit down. It also presents a simplified final rule based on metaverse classification, turnover, and a…

EquitiesChina marketsTechnical indicators
SuperMind

This post presents a Chinese stock-selection screen using daily amplitude, a measure described as current control above 21%, and a morning-star signal attributed to Kute Intelligent. Its discussion characterizes the setup as a short-term technical approach…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This document describes a short-term Chinese stock screen combining daily price amplitude above 1%, a newly formed KDJ crossover, and classification in the metaverse concept. Its indicator example calculates K, D, and J from recent closing prices and selects…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes a daily channel indicator that displays a daily period according to a selected time zone. Its settings let users choose local and daily time zones, set the period’s color and line style, and adjust the visual styles for the high, low,…

Technical indicatorsCommodities
MQL5 code base

The document gives brief rules for interpreting the Cyber Cycle indicator. It treats values above zero as an uptrend and values below zero as a downtrend, and describes buying when the indicator line is green and selling when it is red. No calculation…

Technical indicatorsTrend following
MQL5 code base

This note presents an extended version of on-balance volume (OBV), a momentum indicator that accumulates volume according to whether price rises or falls. It argues that conventional OBV often reverses direction frequently and lacks clear signal levels. To…

Technical indicatorsMomentumBreakoutEquities
BigQuant

This note presents an extended version of on-balance volume (OBV), a momentum indicator that accumulates volume according to whether price rises or falls. It argues that conventional OBV often reverses direction frequently and lacks clear signal levels. To…

Technical indicatorsMomentumBreakoutEquities
BigQuant

This article explains resistance as a price area where selling may emerge as an advancing market reaches prior highs. Its demonstration identifies local maxima by finding prices higher than the immediately preceding and following observations, then marks…

EquitiesTechnical indicatorsBreakoutRisk management