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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

4,713 documents

SuperMind

This Chinese stock-selection article proposes combining an RSI reading below 65 with seven consecutive sessions in which the close is below the open, followed by a strong upward move on elevated volume. It describes the final condition as a close near the…

EquitiesTechnical indicatorsMomentumBreakout
MQL5 code base

Daily BreakPoint is described as a breakout strategy that enters when price moves beyond the prior daily bar by a specified number of points. Its inputs include the breakout distance, minimum and maximum sizes for the last bar, stop loss, take profit, and…

BreakoutTechnical indicatorsPosition sizingRisk management
SuperMind

The document proposes screening Chinese A-share stocks using three conditions: daily price amplitude above 1%, a nonempty convertible-bond name, and at least one limit-up event within the preceding month. It interprets amplitude as a volatility filter, the…

EquitiesChina marketsVolatilityBreakout
MQL5 code base

FloatPivot is described as an indicator that plots an estimated price channel rather than a channel derived directly from historical extrema. It applies light smoothing by averaging closing prices used in its calculations. The period should depend on the…

Technical indicatorsBreakoutMean reversion
MQL5 code base

This brief description outlines an indicator-free expert advisor designed to trade sudden market moves. It places stop orders at a configured distance from the current price and adjusts them at discrete time intervals. When price moves sharply before the…

BreakoutExecutionVolatility
ProRealCode

This indicator estimates how often price has crossed levels above the prior candle’s high or below its low, separated according to whether that prior candle was bullish or bearish. It displays the historical percentages at several successive levels on the…

Technical indicatorsBreakoutStatisticsRisk management
FMZ forum

This article explains how to read futures volume and open interest alongside price during short-term trading. It defines total volume, the reported outside and inside volume categories, open positions, and the change in open interest. A price break…

FuturesMarket microstructureBreakoutExecution
ProRealCode

The document describes a three-candle Popgun pattern: an inside candle is enclosed by two outside candles. It uses the direction of the second outside candle to choose long or short bias, then treats a break beyond that candle’s high or low within the next…

BreakoutTechnical indicatorsTrend followingBacktesting
ProRealCode

This indicator description adapts the pocket pivot concept associated with Chris Kacher and Gil Morales. It flags an up day when the close is above a longer-term moving average and the day's volume exceeds the largest volume seen on a down day in the recent…

EquitiesMomentumTechnical indicatorsBreakout
MQL5 code base

The Gann High-Low Activator tracks separate averages of recent highs and lows. The document says the close determines which curve is displayed, and describes the resulting line or channel as a level that price must break to signal a possible trend change.…

Technical indicatorsTrend followingBreakout
MQL5 code base

This brief indicator description presents Stowell’s upper and lower three-bar net line patterns. It explains the indicator’s interpretation: a breakout of the three-candle line is treated as a possible trend change. The description distinguishes between…

Technical indicatorsBreakoutTrend following
ProRealCode

Q-Trend combines a rolling price midpoint with average true range to create a trend line and volatility-adjusted thresholds. The midpoint is calculated from the highest and lowest source values over a chosen trend period. A sensitivity band is formed by…

Technical indicatorsTrend followingBreakoutVolatility
MQL5 code base

This expert advisor trades within a configured time interval and uses the highest and lowest prices observed over a chosen number of bars as breakout levels. According to the description, a break below the low triggers a buy, while a break above the high…

ForexBreakoutExecutionRisk management
ProRealCode

This indicator marks upward and downward breakout signals by comparing the Force Index, calculated from closing prices, with Bollinger Bands applied to that index. A reading at or above the upper band produces a positive signal shown in green; a reading at…

Technical indicatorsBreakoutMomentum
MQL5 code base

This expert advisor is built on the idea that price crossing a moving average and traveling a specified distance may continue in that direction. It places Buy Stop and Sell Stop pending orders, then updates their distance from a long-period moving average at…

ForexTrend followingBreakoutExecution
ProRealCode

The document presents a four-hour forex system: a breakout approach for NZD/USD and a reversal variant for AUD/NZD, described as using the same code with long and short orders reversed. The sample rules combine the direction of recent daily closes, a…

ForexBreakoutMean reversionTechnical indicators
MQL5 code base

This expert advisor defines a daily price range over a configurable sliding window, excluding the current bar. The range can be calculated as the highest high minus the lowest low, or as the mean absolute change between consecutive closes. It recalculates…

BreakoutVolatilityRisk managementExecution
MQL5 code base

The document describes a foreign-exchange chart panel that combines technical sentiment, trend stage and momentum, volatility, breakout status, swap carry, and upcoming economic events. It overlays moving averages, Bollinger Bands, and Donchian channels. The…

ForexTrend followingBreakoutCarry
ProRealCode

This indicator concept looks for a liquidity sweep around the latest confirmed swing high or low. It identifies pivots using a lookback period, then flags a bullish setup when price trades below a pivot low but closes and opens back above it; the bearish…

Technical indicatorsBreakoutRisk management
SuperMind

This post outlines a short-term stock screen based on more than two limit-up sessions within ten days and previous-day turnover above 60 million yuan, with candidates ranked by capital-flow strength. It frames these conditions as a way to find active stocks…

EquitiesChina marketsMomentumBreakout
MQL5 code base

This indicator description explains how to display the range of a chosen time interval and carry that range forward until the next session. The resulting corridor is marked with dot-dash lines and a change in background color, making the original interval…

Technical indicatorsBreakout
MQL5 code base

This brief description introduces a semaphore-style indicator that signals when price crosses the Ichimoku Kijun Sen line. The stated concept is a direct line-break trigger: a price move through the Kijun Sen produces an indicator signal. It does not explain…

Technical indicatorsBreakout
MQL5 code base

This XAUUSD indicator description outlines a multi-timeframe method for locating liquidity and order blocks across daily, H4, M30, M15, and M5 charts. It marks areas where higher-timeframe liquidity aligns with M5 levels, then looks for a sweep followed by…

CommoditiesBreakoutTechnical indicatorsRisk management
SuperMind

This stock screen combines high price movement, recent strong gains, and moving-average crossovers. It calls for amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and three moving-average golden crosses involving the…

EquitiesMomentumBreakoutTechnical indicators