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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 trading system opens a position when a bar closes with a caudate candlestick signal from the CaudateXPeriodCandle indicator. It can also close the position after a preset holding period, making elapsed time an explicit exit rule. The example…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This note describes a Laguerre RSI variant that adjusts its calculation period using Average True Range (ATR). The adaptation is intended to make the indicator respond more quickly during high volatility and produce smoother readings during quieter periods.…

Technical indicatorsVolatilityRisk management
MQL5 code base

This Expert Advisor contains two similarly structured systems based on the Chande Momentum Oscillator crossing its zero line: one for long trades and one for short trades. Separate input groups control each side, including distinct magic numbers and position…

ForexTechnical indicatorsMomentumBacktesting
MQL5 code base

This short indicator note describes a higher-timeframe variant of the Color QEMA Envelopes Digit indicator for MetaTrader 5. Its timeframe is selected through an input parameter, with the example configured to use a four-hour period. The note says the…

Technical indicators
SuperMind

This stock screen selects Shenzhen Main Board shares using a mix of recent price activity, trading liquidity, and valuation. It requires an amplitude above 1, prior-day turnover above 60 million, a price-to-earnings ratio between 0 and 29.01, and a…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post outlines an equity screen combining three signals: reported buying activity above a threshold, seven consecutive sessions with falling closing prices, and a positive but capped return over the prior ten sessions. The intended interpretation is to…

EquitiesMomentumMean reversionTechnical indicators
SuperMind

This post describes a proposed screen for stocks associated with the metaverse theme. It combines a simultaneous bullish crossover condition across three technical indicators with a specified range for the day’s largest decline, aiming to identify stocks…

EquitiesTechnical indicatorsChina marketsRisk management
MQL5 code base

This document describes an indicator that displays Aroon Oscillator status across ten time frames. It uses the oscillator values from the most recently closed bars and marks each time frame with a colored square: pale pink when the oscillator is below its…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

The document describes a variation of the Schaff Trend Cycle calculation. In the usual construction described here, the indicator is based on MACD, which is formed from the difference between two exponential moving averages. This version substitutes a NonLag…

Technical indicatorsTrend following
FMZ forum

This essay presents futures trading as identifying a trend within a chosen time frame and trading in its direction. It suggests using longer charts to establish context and shorter charts to judge the trend or choose entries, with the specific chart…

FuturesTrend followingBreakoutTechnical indicators
ProRealCode

This post adapts the DIDI Index, attributed to Brazilian trader Odir Aguiar, for use in ProRealTime. It plots two percentage comparisons against a middle moving average: a longer-period average divided by the middle average, and a shorter-period average…

Technical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screen intended to find possible short-term rebounds among stocks in a pullback. It combines three filters: prior-session amplitude above 1%, an opening price within 5% above or below the 10-day moving average,…

EquitiesChina marketsMean reversionTechnical indicators
ProRealCode

This indicator seeks a possible continuation setup after a strong upward move. It first calculates a reference price by combining daily, weekly, and monthly pivot values with several moving averages. A close more than two ATR above that reference starts the…

Technical indicatorsBreakoutMomentumTrend following
SuperMind

This Chinese equity screen selects stocks whose codes begin with the Shanghai prefix, with turnover between 3% and 12% and a volume ratio between 1.5 and 6. The rationale is to seek shares with meaningful trading activity and market attention without…

China marketsEquitiesTechnical indicatorsMarket microstructure
MQL5 code base

This indicator displays candlestick size as a histogram in a separate chart window. Its calculation can use either the distance between the open and close, which represents the candle body, or the distance between the high and low, which represents the full…

Technical indicatorsVolatilityStatistics
SuperMind

This note describes a short-term Chinese equity screen combining daily price range, large-order net flow ranking, and a limit-up event within the prior 25 days. It presents these conditions as proxies for trading activity, capital interest, and market…

China marketsEquitiesSentimentTechnical indicators
SuperMind

The document presents a Chinese A-share screening idea that combines a positive MACD reading, upward separation of short moving averages, and a session high matching the highest level over the prior two days. It explains these conditions as signals of…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The indicator identifies confirmed fractal swing highs and lows, then checks later completed bars for wicks that pass beyond those levels and close back across them. A wick below a swing low followed by a close above it is marked as a potential bullish…

Technical indicatorsMarket microstructure
ProRealCode

The TN Alerts indicator describes a trend-following approach using fast and slow weighted moving averages. A long setup requires a rising slow average and consecutive closes above the fast average; a short setup mirrors those conditions. It can display…

Technical indicatorsTrend followingRisk management
SuperMind

This Chinese stock-screening strategy combines a positive MACD reading with a company-type filter and a ratio of external to internal trading volume above 1.3. It is framed as a way to select stocks using both technical conditions and trading activity. The…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese equity screen selects stocks with turnover between specified bounds, a listing year of 2021, and at least five overlapping moving averages. The article presents turnover as a liquidity consideration and moving-average overlap as a technical…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese equity-screening proposal combines several technical and activity filters: at least five moving averages are described as overlapping, trading activity must exceed a stated threshold, the stock must open higher, and its gain at 9:25 must remain…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening example combines metaverse concept membership with a simple price condition: the current close must exceed the prior session’s low. It also limits candidates to companies below a stated market-cap threshold and requires positive…

EquitiesChina marketsTechnical indicatorsRisk management
Amberdata research

This market snapshot surveys digital-asset developments around geopolitical attacks, U.S. stablecoin legislation, macroeconomic pressure, an Ethereum chart pattern, and a DeFi exploit. Its market analysis interprets Bitcoin ETF creations and redemptions as…

CryptoFuturesSentimentMarket microstructure