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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 article proposes a stock screen combining a technical condition with valuation and size filters. It selects equities with an RSI below a stated threshold, positive trailing price-to-earnings ratio, and free-float market capitalization within a specified…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This article describes a Chinese-equity screening rule that restricts candidates to the metaverse industry, looks for a newly formed KDJ bullish crossover, and requires reported outside trading volume to exceed inside volume by a stated ratio. It frames the…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese-language strategy note proposes adding stocks to a candidate pool when they have a price range above a stated threshold, at least one limit-up event in the preceding 25 days, and a current close above the previous session’s low. It interprets…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This Chinese-language note proposes screening stocks for a price range greater than one, a shortening negative MACD histogram on a 15-minute chart, and a selected company type. It frames the range as a volatility filter and the histogram condition as a…

EquitiesTechnical indicatorsVolatilityChina markets
MQL5 code base

The document describes Roboost, a MetaTrader 4 expert advisor for major forex pairs on an hourly timeframe. It combines ideas from common forex robots, including RSI-based half-scalping, and can run on multiple pairs with separate settings. Its configurable…

ForexTechnical indicatorsRisk managementPosition sizing
SuperMind

The article proposes a short-term stock screen combining three conditions: daily high-low amplitude above one percent, a large-order net-flow ranking threshold, and exclusion of stocks listed on China's STAR Market. Candidates are then ranked by trading…

EquitiesChina marketsMomentumTechnical indicators
FMZ forum

The document contains a short example that applies ordinary linear regression to the latest 30 closing prices from a crypto exchange data feed. It assigns each observation a sequential time index, calculates the regression slope and intercept, and evaluates…

CryptoStatisticsTechnical indicators
BigQuant

This note explains average true range (ATR) as a measure of price movement, then uses it to define a channel around a moving average. The middle line is the 25-day average closing price, and the upper and lower bands sit two ATR units above and below it. A…

CommoditiesFuturesBreakoutTechnical indicators
SuperMind

This Chinese-language post outlines an equity screen using three main conditions: amplitude above 1, rising bottoms, and exclusion of stocks that hit the daily limit the previous day. It provides sample indicator formulas and Python-like logic, and proposes…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a stock screen that requires amplitude above 1, ranks candidates by today’s auction amount, and selects the top five, while also requiring external volume to exceed internal volume by a stated ratio of 1.3. The post…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

The document introduces FRASMAv2 as an adaptive moving average that uses fractals. It identifies the indicator as an MQL4 work first published in 2016 and notes that it was translated from Russian. No calculation details, parameter guidance, chart…

Technical indicatorsTrend following
SuperMind

This BigQuant example describes a stock-selection workflow that calculates each stock’s 15-day price change and 20-day average turnover from local CSV files. It ranks stocks by 15-day change, keeps the lower half, joins those names to a current stock list,…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This note describes a Chinese equity screen using daily amplitude above 1, a controlling-shareholder measure above 21, and turnover between 3% and 12%. It presents these filters as a way to find active, tradable stocks while avoiding names that are either…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

The article proposes screening Chinese stocks using three conditions: daily high-low range greater than one percent of the previous close, weekly MACD above zero, and a daily price increase greater than five percent. It frames the range as a volatility…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator adds a three-level strength display to the ColorJ2JMA moving average. It uses the standard deviation of the indicator and two configurable thresholds: values between the thresholds produce a small dot, while values above the upper threshold…

Technical indicatorsVolatilityTrend following
MQL5 code base

This expert-advisor description outlines a trading system that acts when a bar closes and the AverageChangeCandle indicator changes direction. It identifies the indicator file needed for the advisor to run and notes that its trading library assumes brokers…

ForexTechnical indicatorsBacktestingExecution
SuperMind

This stock screen ranks candidates by volume ratio, filters for net large-order volume above a stated threshold for at least three consecutive days, and restricts the preceding ten-day price change to a positive range below a stated ceiling. The intended…

EquitiesMomentumMarket microstructureTechnical indicators
SuperMind

This stock-screening proposal combines three conditions: MACD above zero, bid volume greater than ask volume, and a shortening MACD histogram on a 15-minute chart. It presents the setup as a way to identify stocks with positive momentum and improving…

EquitiesTechnical indicatorsMomentumMarket microstructure
ProRealCode

This indicator identifies local highs and lows using price bars on each side of a candidate turning point. After the specified right-side bars have elapsed, it marks the pivot level and treats that level as the current boundary. A move above the latest pivot…

Technical indicatorsBreakoutEquities
MQL5 code base

XStdDevSpeed_direction displays market-volatility information based on values from the XStdDevSpeed indicator at a fixed timeframe. Its histogram color provides the initial signal context, while colored squares along the line mark bars when the corresponding…

Technical indicatorsVolatility
SuperMind

The article describes a short-term A-share screening rule that combines price range, closing price, and the session’s low relative to the previous close. Its initial version calls for amplitude above one percent, a close at 18.5 yuan, and a maximum decline…

EquitiesChina marketsTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor bases its trading signals on the BlauTVI trend indicator. It enters when the indicator histogram changes direction, with the signal checked after a bar closes. The rule therefore treats a shift in histogram slope or direction as a…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor uses the ColorSchaffMFITrendCycle oscillator to generate trades when its position crosses an overbought or oversold level. Signals are evaluated when a bar closes, so the described trigger depends on a completed bar rather than an…

ForexTechnical indicatorsBreakoutBacktesting