Skip to content

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

4,328 documents

BigQuant

The document describes a convertible-bond setup that enters after a V-shaped recovery when price rises through the left shoulder of the pattern, above its right shoulder. The right shoulder must be at least 3.5 points above the V’s low. The trader then uses…

Mean reversionTechnical indicatorsRisk management
SuperMind

This Chinese stock screening proposal combines three conditions: amplitude above one, a change in an institutional trading-volume measure, and an opening price within one percent of the 10-day moving average. It suggests running the screen after the market…

EquitiesChina marketsTechnical indicatorsMean reversion
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 Expert Advisor uses the Fractal Weight Oscillator to generate signals at bar close. It buys when the oscillator crosses upward through its oversold level and sells when it crosses downward through its overbought level. A higher-timeframe indicator is…

ForexTechnical indicatorsMean reversionBacktesting
SuperMind

This Chinese stock-screening post proposes selecting shares with daily amplitude above 1, more than one year since listing, and seven consecutive down sessions. The author frames large amplitude as a sign of active trading and the extended decline as a…

EquitiesMean reversionTechnical indicatorsRisk management
MQL5 code base

This indicator counts consecutive identical candles across currency pairs and lets the user change the displayed text size. Its proposed use is to notice when a long run of matching candles may precede a correction or reversal. The description provides a…

ForexTechnical indicatorsMean reversion
BigQuant

This article proposes using a dashboard of the Hurst exponent, ADX, and a linear-regression score to contextualize Smart Money Concepts and ICT price-action setups. Hurst is calculated from log returns with rescaled range analysis: readings above 0.55 are…

Technical indicatorsStatisticsMean reversionTrend following
BigQuant

This Chinese-language research summary studies whether public equity fund stock exposure can inform market timing in the China A-share market. It uses a moving-average system to distinguish trending from range-bound regimes, analyzes how fund positioning…

China marketsEquitiesFactor investingTrend following
BigQuant

This guide presents a relative strength index strategy using overbought and oversold thresholds. It describes calculating RSI from rolling average gains and losses, generating short signals above 70 and long signals below 30, and optionally filtering trades…

Technical indicatorsMean reversionBacktestingRisk management
MQL5 code base

This document outlines a simple Expert Advisor that evaluates a pivot derived from the prior bar’s high and low. It describes opening trades from the relationship between the current bar’s open, the prior high, and the pivot, then comparing successive pivots…

ForexTechnical indicatorsMean reversion
BigQuant

This research report proposes improving a conventional stock reversal signal by splitting each stock’s recent daily returns according to average trade size. For each lookback window, it ranks days by daily turnover divided by trade count, compounds returns…

EquitiesMean reversionFactor investingMarket microstructure
ProRealCode

This proposed EUR/USD strategy combines Bollinger Bands, a conventional RSI, a Traders Dynamic Index (TDI), and a custom ATR-based stop line. Long setups begin when price and the momentum measures reach specified lower extremes; the system then waits for the…

ForexTechnical indicatorsMean reversionMomentum
SuperMind

This Chinese-language screening note describes selecting stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and a reversal pattern called “fan bao.” The stated rationale is to find active stocks where buying-side…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This note describes a daily stock screen combining MACD above zero, a share price below 12 yuan, and three consecutive declines in closing price. It interprets the MACD condition as a positive trend context and the recent losses as a possible short-term…

EquitiesTechnical indicatorsMean reversion
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
SuperMind

This Chinese-language post describes a stock screen combining a 14-period RSI below 65, displayed bid-side volume greater than ask-side volume, and three consecutive daily declines in closing price. It presents the rules as a way to identify stocks in a…

EquitiesTechnical indicatorsMean reversionMomentum
SuperMind

This note proposes a short-term A-share screen requiring price amplitude above 1%, a daily decline between 4% and 5%, and a sequence of higher recent lows. The rising-low condition is intended to identify stocks whose short-term price floor is moving upward…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This post outlines a Chinese stock screen using daily amplitude, a reversal-style candle condition, and a fixed closing price of 18.5 yuan. It provides both an indicator formula and Python example, with the latter also invoking candlestick pattern functions.…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This stock-screening idea combines daily range, a rising-bottom condition, and three consecutive declining closes. The article also gives a more specific indicator version using trend and Bollinger Band filters, then proposes selling when price or a candle…

EquitiesTechnical indicatorsMean reversionRisk management
SuperMind

The document describes a Chinese equity screening rule for main-board stocks. It looks for shares with turnover between 3% and 12%, three consecutive down days, and a gain of more than 1% today. The stated rationale is to find stocks that may be rebounding…

EquitiesMean reversionMomentumTechnical indicators
MQL5 code base

The document explains the motivation for Stochastic RSI: ordinary RSI can remain between overbought and oversold thresholds for long periods without reaching an extreme, leaving traders without a trigger under a simple threshold approach. It attributes the…

Technical indicatorsMean reversionEquities
MQL5 code base

The indicator records the highest and lowest prices during a chosen opening window, then extends those levels across the session. It derives profit targets as multiples of the opening range and can mark breakouts, retests, and failed retests. Its…

BreakoutMean reversionTechnical indicatorsRisk management
SuperMind

This Chinese-market stock screen looks for Shenzhen main-board companies with turnover between 3% and 12%, seven consecutive declining sessions, a price-to-earnings ratio above zero and below 29.01, and a price-to-book ratio above zero and below 3.11. The…

EquitiesChina marketsMean reversionTechnical indicators