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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
Quantopian lectures
45 documents
Binance API docs
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

The screen selects Chinese A-share stocks using three conditions: buying-position share above five percent on the current day, no limit-up session on the prior day, and more than two limit-up sessions during the past ten days. The accompanying explanation…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This indicator marks the high and low reached during two user-selected intraday time intervals. It takes start and end times for each interval, finds the extremes within both, and draws them as horizontal levels. The example settings use two windows during…

Technical indicatorsBreakoutMean reversionBacktesting
MQL5 code base

The document describes an enhanced Time Segmented Volume (TSV) indicator. It lets users select the price input instead of relying only on closing prices, and choose among volume weighting, a true-range-based pseudo-volume, or no volume weighting. These…

Technical indicatorsStatistics
SuperMind

This document describes a Chinese A-share screening rule combining three conditions: RSI below 65, the ratio of external to internal trading volume above 1.3, and the closing price above its five-day moving average. The indicators are presented as a way to…

EquitiesTechnical indicatorsChina marketsMomentum
MQL5 code base

The document describes a stochastic MACD oscillator displayed in a separate chart window. It identifies the indicator as a combination of MACD and stochastic calculations, but does not explain the calculation sequence, signal interpretation, or how traders…

Technical indicatorsMomentumStatistics
SuperMind

The document describes a stock-selection screen combining MACD above zero, upward alignment among current moving averages, and a weekly five-period average crossing above a ten-period average. It interprets these conditions as evidence of positive momentum…

EquitiesChina marketsMomentumTrend following
SuperMind

The document introduces moving averages as a way to smooth price data and describe trends. It distinguishes shorter and longer averaging periods, gives the arithmetic average as the basic calculation, and also describes a weighted recursive SMA convention…

EquitiesTrend followingTechnical indicatorsBreakout
SuperMind

This note proposes a Chinese stock selection screen requiring MACD’s DIF line to be above zero, a short moving average to be rising, and positive institutional net buying. It interprets these conditions as evidence of an upward trend and institutional…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes a short-term Chinese stock screen combining prior-session amplitude above 1%, a free float no larger than 5.5 billion shares, and an opening increase below 6% at 9:25. It presents the conditions as a way to find volatile, relatively…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

The document describes an Expert Advisor that trades signals from the BvsB trend indicator. A signal is generated when a bar closes and the indicator cloud changes color. For the EA to operate, the compiled indicator must be installed in the terminal’s…

ForexTrend followingTechnical indicatorsBacktesting
SuperMind

The article describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and concentration below 20%. It presents the decline pattern as a technical condition and describes the…

EquitiesTechnical indicatorsChina marketsRisk management
ProRealCode

The Average Sentiment Oscillator estimates bullish and bearish pressure from OHLC prices. It offers two calculations: one measures sentiment within each bar and averages those readings across a chosen period; the other treats the period’s full high-low range…

Technical indicatorsMomentumSentiment
MQL5 code base

The indicator identifies candidate support and resistance from rolling price extremes. Support is defined as the lowest low over a chosen period when it matches the lowest low over that period plus an additional lookback. Resistance applies the corresponding…

Technical indicatorsMean reversionBreakout
MQL5 code base

The Schaff Trend Cycle (STC) is presented as a trend indicator that combines exponential moving averages with a stochastic cycle calculation. Its purpose is to make MACD-style trend signals respond earlier by adding a cycle component intended to account for…

Technical indicatorsTrend followingForex
ProRealCode

This document describes a ProRealTime trend strategy that enters when weighted rate of change, MACD, and stochastic conditions align. It adds to positions as price moves favorably by a volatility-adjusted grid step, with the step derived from recent and…

Trend followingGrid tradingRisk managementPosition sizing
SuperMind

This Chinese-language article outlines a stock screen combining a 14-period RSI below 65, three consecutive bearish candles, and return on equity above 15% across five years. The stated aim is to find stocks with recent technical weakness alongside a record…

EquitiesTechnical indicatorsFactor investingBacktesting
MQL5 code base

This document describes an indicator that can display stochastic values for a user-selected symbol, rather than only for the chart’s current instrument. Multiple instances can be added with different symbol inputs, allowing a trader to view several pairs…

ForexTechnical indicatorsPairs trading
ProRealCode

Blai5 Astro combines the Money Flow Index, RSI, stochastic, and a Bollinger-based price oscillator into a composite series. It smooths that series with an exponential average, derives a histogram and a Wilder-smoothed version, then applies adjustable-period…

Technical indicatorsMomentumVolatility
MQL5 code base

This document describes an expert advisor that trades manually drawn support and resistance lines in either of two modes: entering after a retreat from a line or when price breaks through it. The trader places the lines with a chart trend-line tool. In…

BreakoutTechnical indicatorsRisk managementExecution
SuperMind

This article proposes a short-term Chinese equity screen using three conditions: a daily range greater than one, a prior-day 9:15 indicative matching price at the limit-down level, and a 10-day return above zero but below 35%. It adds an exclusion for stocks…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This article describes a Chinese equity screening rule that combines a daily high–low range of at least one unit, return on equity above 15% in each of five years, and market capitalization of at least 200 million. It presents the criteria as a way to…

EquitiesFactor investingTechnical indicatorsChina markets
MQL5 code base

The note describes Larry Williams' Pro-Go oscillator as an indicator for daily charts. It focuses on a comparison between a Professional line and a Public line, interpreting their divergence as a possible discrepancy between professional activity intended to…

Technical indicatorsEquitiesFutures
MQL5 code base

This note describes an extension to a limit-channels indicator that adds colored histogram states. It proposes calculating those states at three nested levels: outer levels respond most slowly, middle levels are intermediate, and inner levels respond…

Technical indicatorsBreakout
SuperMind

This short-term Chinese equity screen looks for stocks with an intraday range above 1%, current volume above 10,000 lots, a higher open, and a positive return for the day. The stated rationale is that range and volume indicate active trading, while a gap up…

China marketsEquitiesMomentumBreakout