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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

79,386 documents

MQL5 code base

This indicator extends Cuttler’s adaptive EMA applied to RSI by adding floating levels as an additional condition for detecting trend changes. The stated motivation is to reduce false color changes: the adaptive RSI EMA’s slope may turn repeatedly during…

Technical indicatorsTrend followingMean reversion
MQL5 code base

QQECloud is described as an indicator built from smoothed relative strength index calculations. It is presented in two forms: a two-line QQE display and a color cloud variant. The document identifies QQE as a quantitative and qualitative evaluation method,…

Technical indicatorsStatistics
SuperMind

This Chinese-language post describes a stock screen combining a relative strength index below 65, the product of price change and net large-order volume, and positive returns. Its stated aim is to find stocks with favorable technical readings, buying flow,…

EquitiesTechnical indicatorsMomentumPosition sizing
MQL5 code base

This brief note describes a higher-timeframe option for the TrendManager indicator. The timeframe is selected through an input parameter, with a four-hour period shown as the default example. The stated purpose is to let the indicator operate using a chosen…

Technical indicatorsTrend following
MQL5 code base

The Pivot Oscillator is defined from three moving-average differences applied to typical price, calculated as the average of a bar’s high, low, and close. The method forms differences between fast, medium, and slow moving averages, adds those differences,…

Technical indicatorsStatistics
SuperMind

This proposed stock screen selects shares with price amplitude above 1%, excludes Beijing-labeled A-shares, and requires a “today control” indicator above a stated threshold. The document supplies example formulas for these conditions and a Python-style…

EquitiesTechnical indicatorsVolatilityRisk management
SuperMind

This stock-selection rule combines three filters: daily price amplitude above 1%, data from 2021, and a reversal or engulfing-style condition. The document describes the reversal condition through comparisons of smoothed percentage changes in recent closing…

EquitiesTechnical indicatorsVolatilityBacktesting
MQL5 code base

This indicator monitors the chart symbol’s Relative Strength Index across selectable timeframes, from M1 through MN1. It can alert when RSI reaches configured extreme zones, using 75 as the default upper threshold and 25 as the default lower threshold. The…

Technical indicatorsMean reversionMulti-asset
MQL5 code base

TSI-OscillatorSign is described as a semaphore signal indicator built on the ColorTSI-Oscillator algorithm. In this context, a semaphore indicator presents signal markers on a chart; the document identifies the underlying indicator family but does not…

Technical indicatorsMomentum
MQL5 code base

The document describes a CVI oscillator that measures how far price has moved from a moving average while accounting for the Average True Range. This normalization relates the deviation to recent volatility, so the oscillator is intended to express price…

Technical indicatorsVolatilityMean reversion
MQL5 code base

This expert advisor generates a directional signal from a selected bar’s open and close: a close above the open indicates a buy, while a close below the open indicates a sell. It evaluates signals only when a new bar appears. A reverse mode can invert the…

Technical indicatorsForexExecutionPosition sizing
SuperMind

This Chinese-language post describes a short-term stock screen combining a minimum daily amplitude, a daily decline constrained to a narrow interval, and a reversal candle pattern. The stated pattern requires the current session to open below the previous…

China marketsEquitiesMean reversionTechnical indicators
Amberdata research

This market commentary links Federal Reserve uncertainty and tariff-related inflation concerns with higher volatility in traditional markets, then considers possible spillovers to Bitcoin. It cites a rise in the VIX after Powell’s remarks, strength and…

CryptoOptionsVolatilityUS markets
ProRealCode

The indicator builds a price channel around a smoothed closing price. It updates that center using a moving-average-style recurrence over the configured BandsBars period, and smooths each bar’s high-low range over the same period. A Deviation multiplier…

Technical indicatorsBreakoutTrend following
vn.py community

This forum exchange weighs tick-level data against minute-bar data for backtesting CTA strategies. One participant notes that a year of tick observations can exceed a computer’s practical capacity, limiting the period available for testing and parameter…

FuturesBacktestingExecution
MQL5 code base

This reference describes a library of fast Fourier transform routines for processing sampled signals. It covers forward and inverse transforms for complex and real-valued data, a combined transform for two real signals, discrete sine and cosine transforms,…

StatisticsTechnical indicatorsExecution
SuperMind

This stock-selection idea combines three conditions: daily amplitude above one, evidence of main-fund control on the previous day, and a rising price base. It is intended to find volatile shares attracting large investors while still near a possible trend…

EquitiesTechnical indicatorsChina markets
backtrader

This Backtrader example loads a base data feed and creates a second feed at a larger timeframe, with daily, weekly, or monthly options. The larger feed can be produced by resampling or replaying the original series, loaded separately, or created through…

Multi-assetTechnical indicatorsBacktesting
MQL5 code base

TD_I is presented as a modified DeMarker oscillator attributed to Thomas DeMark. It scales readings to a 0–100 range and compares the current bar’s high and low with those from a configurable earlier bar, rather than always using the immediately preceding…

Technical indicatorsStatistics
SuperMind

This Chinese equity screening example combines a metaverse classification and a beverage and alcohol import/export industry classification with price, valuation, and trend conditions. The final screen requires a positive latest price change, a price-to-book…

EquitiesChina marketsTechnical indicatorsFactor investing
ProRealCode

The Price Momentum Oscillator (PMO) converts one-period price change into an oscillator by applying two successive custom exponential-style smoothing steps. The first operates on the percentage change; the second smooths a scaled version of that result. A…

Technical indicatorsMomentumStatistics
SuperMind

This post proposes screening stocks for at least five overlapping moving averages, a rounded or arc-shaped price pattern, and a gain greater than zero but below 35% over ten days. The author interprets moving-average convergence as possible short-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines an A-share screening approach combining three short-term signals: buying share above 5%, an auction-period price change between -2% and 5%, and more than two limit-up sessions during the prior ten days. The intended target is stocks…

EquitiesMomentumBreakoutChina markets
Amberdata research

This market recap reviews Bitcoin and Ethereum options after approval of an Ethereum exchange-traded fund. It discusses realized and implied volatility, term structure, relative volatility, and option skew. The account says implied volatility fell as event…

CryptoOptionsVolatilityDerivatives pricing