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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

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
MQL5 code base

This document describes a higher-timeframe version of the Fisher_org_v1 indicator for MetaTrader 5. Its stated addition is a timeframe input, allowing the user to select the chart period from which the indicator draws its readings while viewing another chart…

Technical indicators
SuperMind

The post describes a Chinese equity screen for stocks in the metaverse theme, combining a short-term price condition with a longer moving-average trend filter. Its stated rationale is that prices above a five-day average may reflect near-term strength, while…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document proposes a Chinese stock screen focused on companies classified in the metaverse sector. It combines a rounded-bottom, or arc-shaped, price pattern with exclusion of special-treatment stocks and an early-morning selection of five candidates…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document outlines a technical screen for Chinese stocks using three conditions: at least five moving averages converge, the stock did not close at its daily price limit on the previous day, and its 30-day average is rising. The intended interpretation…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document describes a Chinese A-share stock screen that looks for turnover between 3% and 12%, excludes Beijing-listed shares, and selects stocks whose opening price is near the 10-day moving average. Its illustrative Python approach narrows the universe…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese-language post describes a stock screen combining RSI below 65, the product of percentage price change and a large-order net-flow measure above zero, and a share price set at 18.5 yuan. It presents the conditions as a way to combine a technical…

China marketsEquitiesTechnical indicatorsSentiment
MQL5 code base

The Percentage Price Oscillator (PPO) expresses the gap between a short and a long exponential moving average as a percentage of the long average. The document uses nine-day and 26-day averages, making the value comparable across instruments with different…

MomentumTechnical indicators
vn.py community

This Chinese-language forum post concerns calculating higher-timeframe indicators in real time from a lower-timeframe bar callback, such as updating 30- or 60-minute KDJ or RSI while processing five-minute bars. The example creates separate bar generators…

Technical indicatorsMachine learningStatistics
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
MQL5 code base

The document describes an indicator that highlights candles whose closing prices fall within overbought or oversold zones. It identifies the indicator as an updated version of an earlier candle-highlighting tool and names a supporting MQL5 library used for…

Technical indicatorsVolatility
MQL5 code base

The document presents a stock-selection rule combining three conditions: RSI below 65, first-level bid volume greater than ask volume, and a weekly five-period moving average crossing above the ten-period average. It interprets the RSI threshold as a…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

The document describes a short-term forex approach that opens a position around the transition between trading days, following the direction indicated by the previous day’s candle. It also discusses a script designed to collect statistics on whether a price…

ForexTechnical indicatorsStatisticsRisk management
MQL5 code base

This document describes a trading indicator that tracks price changes during the period after it starts. It reports counts of upward and downward ticks alongside the corresponding price movement in points. The example compares total volume with tick counts…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This adaptive moving average method builds on Perry Kaufman’s KAMA and incorporates where the closing price sits within the high–low range when adjusting the average. The document attributes the updated approach to Vitali Apirine and says the indicator…

Technical indicatorsTrend followingBacktesting
MQL5 code base

The Smoothed Simple Trend Detector applies a three-pole Butterworth filter, attributed to Witold Wozniak, to create a smoothed version of the indicator. The document describes its use as similar to the Relative Strength Index or DeMarker, suggesting an…

Technical indicatorsTrend following
MQL5 code base

The TicksVolume indicator tracks upward and downward price-change counts and the corresponding price movement over the period since the indicator starts. It reports tick counts alongside price changes in points, making it possible to compare how often price…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This short indicator description says that the display reports the spread, its exponential moving average, its maximum and minimum, and market speed measured as ticks per second. A version identified as 1.01 uses a normal average instead of a moving average.…

Market microstructureExecutionTechnical indicators
SuperMind

The document describes an equity screen centered on turnover between 3% and 12%, a 2021 listing year, and a volume ratio condition. Its stated final rule accepts stocks when the ratio is above 1.5 or below 6; because those conditions overlap broadly, the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese-language post proposes a stock screen combining daily amplitude above one, three moving-average crossover conditions, and a requirement involving at least five moving averages. It characterizes the overlap condition as a sign of consolidation…

EquitiesTechnical indicatorsMomentum
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
BigQuant

The document introduces TRIX, a technical indicator built by applying an exponential moving average to the closing price three times in succession. It also defines a companion line by taking a simple moving average of the resulting triple-smoothed series.…

Technical indicatorsEquities