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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

79,386 documents

SuperMind

This stock screen selects Chinese equities with an intraday amplitude above 1, a listing history longer than one year, and combined large and extra-large buy volume during the auction above 7 million. The article interprets the buy-volume condition as a sign…

EquitiesChina marketsMarket microstructureRisk management
vn.py community

This discussion addresses duplicated work in multi-signal trading systems when each signal independently processes ticks and bars using a bar generator and array manager. It recommends centralizing those components in the main strategy when signals use the…

Multi-assetTechnical indicatorsExecution
Qlib

The document motivates adapting forecasting models to changing market conditions: financial data distributions can shift over time, so models trained on earlier periods may lose predictive strength. It compares two approaches, RR and DDG-DA, using linear and…

Machine learningStatisticsBacktestingChina markets
SuperMind

This proposed equity screen combines a positive intraday buying or position-building measure, simultaneous bullish crossovers in technical indicators, and a cap on the stock’s pre-open percentage gain. Its refined version adds a high-volume ranking and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed stock screen combines a daily price-range threshold, three consecutive prior limit-up sessions, and an indication of large-player control. The article frames these conditions as ways to find active stocks with strong buying interest. Its sample…

China marketsEquitiesMomentumRisk management
MQL5 code base

This brief note introduces standard named pipes as a way for developers to communicate with the MetaTrader 4 terminal environment without relying on potentially unsafe DLLs. It describes pipe access as operating through familiar file-style reads and writes,…

Execution
SuperMind

This document outlines a stock screen using three conditions: RSI below 65, displayed buy-side volume greater than sell-side volume, and company size above 200 million. It presents the combination as a short-term selection approach, interpreting RSI as a…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This document describes a Chinese A-share screening rule that selects stocks classified in the metaverse sector, with an opening price less than 6% above the previous close and a positive daily MACD reading. It presents the rule as a way to combine a sector…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This framework outlines pre-trade checks for a robot sending a market buy order. It obtains the current ask and bid, computes optional stop-loss and take-profit levels, and adjusts those levels when they fall inside the broker’s minimum stop distance. It…

ExecutionRisk managementPosition sizing
SuperMind

This note describes a Chinese equity screen that combines a Metaverse industry filter, a rounded price pattern, and a condition that the current high equals the maximum high over the current and prior two sessions. Its example formula checks that recent-high…

EquitiesTechnical indicatorsChina markets
MQL5 code base

SwingCyborg is an expert advisor for automating medium- and long-term trades whose trend start and end are chosen by a human. The user provides those turning points, and the software manages the trading continuously. It includes three money-management…

Trend followingTechnical indicatorsRisk managementBacktesting
SuperMind

This proposed Chinese equity screen combines three filters: a five-period amplitude measure above one, a change greater than 0.05 in institutional participation between today and the prior day, and a floating market value of at least 10 billion yuan. It is…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This document describes an educational MetaTrader 5 panel for manually entering trades on hedging accounts. A trader chooses BUY or SELL; the panel sizes positions by a configured percentage risk and submits a broker-side stop loss with an optional…

Risk managementPosition sizingExecution
MQL5 code base

This indicator description focuses on supply and demand zones and their behavior over time. It reports the number of times zones are retested and identifies levels that switch roles, such as support becoming resistance or resistance becoming support. Users…

Technical indicatorsExecution
SuperMind

This Chinese-language strategy note proposes screening equities with turnover between 3% and 12%, seven consecutive declining sessions, and a shareholder concentration measure between 20% and 70%. It provides example expressions for a charting platform and a…

EquitiesChina marketsMean reversionMomentum
MQL5 code base

The document describes an implementation of William Blau’s stochastic oscillator from his work on momentum, direction, and divergence. It presents the oscillator as a colored histogram with a signal line displayed as a colored cloud, offering a visual way to…

Technical indicatorsMomentum
MQL5 code base

This coding example describes a simple Forex robot that places a sell pending order at the upper Bollinger Band and a buy pending order at the lower band. It uses the bands’ central simple moving average as a position-closing level. The shown setup is tied…

ForexTechnical indicatorsVolatilityExecution
ProRealCode

This indicator presents a configurable period’s standard deviation of closing prices as a histogram. Each bar is colored according to whether the calculated deviation is higher or lower than its value on the previous bar. The example uses a default lookback…

Technical indicatorsVolatilityStatistics
MQL5 code base

This extended Fibonacci channel indicator lets users choose how to define the reference distance that represents the full channel width on each bar. The available methods are the maximum, mean, or median price displacement from a moving average, or the…

Technical indicatorsStatisticsVolatility
MQL5 code base

This indicator displays two Bollinger Band channels built around one moving average and adds labels showing the latest values. The document identifies the visual components and notes that the implementation depends on a smoothing-algorithm library for…

Technical indicatorsVolatility
SuperMind

This note describes a Chinese equity screen requiring turnover within a stated range, three consecutive declining sessions, and a 2019 dividend ratio above a specified threshold. It combines a trading-activity filter with a short-term price pattern and a…

EquitiesMean reversionTechnical indicatorsFactor investing
SuperMind

This note proposes a Chinese equity screen using three conditions: price amplitude above a threshold, a stock code beginning with 60, and large or extra-large buy orders during the opening auction exceeding a stated combined-volume threshold. It frames the…

EquitiesVolatilityMarket microstructureExecution
Kraken Learn

This introductory overview explains how blockchains function as decentralized databases and distinguishes them from the cryptocurrencies that may use them. It describes distributed nodes as participants that store data and verify transactions under protocol…

CryptoDeFiMarket microstructure
SuperMind

This note describes a Chinese equity screen combining prior-day price range, appearance on the Dragon-Tiger List, and a condition labeled as main-force control. Its stated rationale is that a larger range may signal trading opportunity, list appearance may…

EquitiesVolatilityTechnical indicatorsBacktesting