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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 Chinese-language summary introduces TS-Boost, a machine-learning framework for equity factor selection. It identifies two challenges in financial data: observations may not share the same distribution over time, and market signals can have low…

EquitiesMachine learningFactor investingPortfolio construction
ProRealCode

The Kase Peak Oscillator is presented as a technical indicator intended to identify unusually strong directional price moves and local peaks. It combines logarithmic high-to-low price movements across a range of lookback periods with a volatility estimate…

Technical indicatorsVolatilityBreakout
NautilusTrader

The document explains how a trading system represents instruments across spot assets, futures, options, swaps, CFDs, betting markets, and synthetic instruments. Each instrument has a unique symbol-and-venue identity, while its definition carries details such…

Multi-assetRisk managementExecution
FinRL

This introductory section points new users to three FinRL tutorial notebooks. One is presented as a recommended first exercise, walking through a full deep reinforcement learning workflow for stock trading. Another demonstrates connecting FinRL to Tushare…

EquitiesMachine learningPortfolio construction
SuperMind

This article introduces a proposed relationship between the intensity of market capital flows and investors’ choice of equity style. It suggests that when flows are subdued, style investors tend to retain their existing direction, while unusually strong…

EquitiesFactor investingStatistics
MQL5 code base

EES Hedger is a utility for MetaTrader that opens a position opposite to a trade initiated manually or by another expert advisor. It detects trade events through the platform’s transaction mechanism and uses configured parameters to set the new position’s…

ForexExecutionRisk management
SuperMind

This A-share stock screen selects companies classified in the metaverse sector, limits the previous session’s morning opening gain to under six percent, and requires the prior closing price to sit above its 250-day moving average. The article frames the…

China marketsEquitiesTechnical indicatorsTrend following
vn.py community

The author describes using an AI assistant to rebuild a customized trading application from VeighNa 3.9 to 4.3. The work covered a changed modular architecture, a new database backend, a redesigned strategy data model, and a rewritten desktop interface. The…

ExecutionFuturesBacktestingMachine learning
MQL5 code base

This indicator modifies the Heikin Ashi open calculation by making its smoothing period adjustable. The document describes the standard open as an exponential moving average of total price with a fixed smoothing factor, then explains that users can select…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document briefly describes an Expert Advisor called OpenTicks. At each new bar, it evaluates the previous four bars, though it does not explain the exact signal rules or how those observations determine entries. It also describes a position-management…

Risk managementPosition sizing
vn.py community

This community discussion concerns a futures firm’s penetration-testing requirements for a trading system. The test is meant to count order submissions and cancellations over time, monitor thresholds, and raise alerts when activity peaks. Participants…

FuturesRisk managementExecutionMarket microstructure
SuperMind

This Chinese-equity screening proposal combines a reported increase in investor positions above 5%, a daily return constrained to a narrow band, and an opening gain below 6%. The post’s description gives the daily-return limits as below 2.6% and above -5%,…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This proposed stock screen combines three conditions: daily amplitude greater than 1, a shrinking negative MACD histogram on a 15-minute chart, and price near the ten-day moving average. The rationale is to find volatile stocks where downside momentum may be…

EquitiesTechnical indicatorsVolatilityMomentum
SuperMind

This stock-screening approach selects equities with MACD above zero, a positive return over ten days capped at 35%, and a qualifying enterprise characteristic. The article frames positive MACD as evidence of an upward trend, the return band as a way to limit…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This proposed Chinese A-share screen combines three conditions: MACD above zero, trailing price-to-earnings ratio above zero, and substantial large or extra-large order volume during the opening auction. It is intended to run after the auction ends each…

EquitiesTechnical indicatorsMomentumExecution
MQL5 code base

This indicator presents Heikin-Ashi values as two lines on a chart: a dotted line for the open and a solid line for the close. The motivation is that Heikin-Ashi charts can make trends look clearer by reducing visual noise, while their displayed candle…

Technical indicators
BigQuant

This Q&A examines a Chinese A-share small-cap strategy that selects the market’s smallest stocks by capitalization. The user expected the backtest to buy at its August 24 start date, but the first trade appeared on September 23. The explanation is that the…

EquitiesBacktestingPortfolio construction
ProRealCode

The indicator estimates the next closing price that would bring a Wilder-smoothed RSI to a chosen value. It starts from the current RSI and the smoothed average gains and losses, then algebraically solves for the price change needed to reach the target. If…

Technical indicatorsStatistics
MQL5 code base

The document describes a trading assistant intended to manage protective orders for scalping. After a trade opens, the tool sets initial stop-loss and take-profit levels automatically. If price moves far enough in the favorable direction, it shifts the stop…

Risk managementExecutionForex
SuperMind

This stock screen combines four proposed conditions: a metaverse industry classification, a rounded or arc-like price pattern, association with a robotics concept, and circulating market value below a stated threshold. The article explains that the small-cap…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese stock-selection example combines a turnover-rate band with an order-flow ratio and a rising KDJ stochastic value. The stated screen looks for turnover between 3% and 12%, outside volume more than 1.3 times inside volume, and a positive…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a MetaTrader 5 panel for manual trade management, with automatic entries enabled only in Strategy Tester mode. Traders choose direction and adjust entry, stop, and target levels; the panel can suggest levels from hidden pivot-based…

Risk managementPosition sizingGrid tradingTechnical indicators
MQL5 code base

This document describes an MT4 Expert Advisor that uses the Stochastic Oscillator to trade potential overbought and oversold reversals or momentum shifts. It lists default upper and lower thresholds of 80 and 20, with configurable %K, %D, and slowing inputs.…

ForexTechnical indicatorsRisk managementBacktesting