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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
Quantpedia
86 documents
TqSdk
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

This Chinese equity screening idea selects non-ST stocks with turnover between 3% and 12% after seven consecutive declining sessions, with selection intended before 10 a.m. It describes a contrarian premise: a prolonged decline may create a rebound…

China marketsEquitiesMean reversionTechnical indicators
MQL5 code base

Four_MA_Strength uses four moving averages to represent both the direction and power of a trend. It assigns values across four levels for rising and falling conditions, with the levels intended to distinguish stronger from weaker trends. The document…

Technical indicatorsTrend followingMomentum
MQL5 code base

The Median indicator builds a channel from average true range deviations measured around the midpoint of a range defined by price extremes. It displays that midpoint and a signal line as a colored cloud, providing a visual reference for price location and…

Technical indicatorsVolatility
SuperMind

This Chinese equity screening note combines an RSI threshold with an external-to-internal trading volume ratio and a morning star pattern signal. Its prose gives an RSI ceiling of 65, a volume ratio above 1.3, and the pattern condition as criteria for…

EquitiesTechnical indicatorsChina marketsBacktesting
BigQuant

This post presents a rules-based foreign exchange strategy intended to trade rebounds within a trend. It uses a short moving average channel derived from prior highs and lows, together with MACD sign as a directional filter. Long entries are placed as limit…

ForexTechnical indicatorsMean reversionBacktesting
SuperMind

This note describes a Chinese equity screen combining daily price movement with a moving average trend filter. Its stated rules select stocks with an amplitude above 1, a daily maximum decline between 4% and 5%, and a 20-day moving average above the 120-day…

EquitiesTechnical indicatorsChina markets
ProRealCode

The Wave Period Oscillator (WPO) is presented as a time-cycle oscillator, attributed to a 2018 article in the IFTA Journal. Its described calculation derives a signed period-like value from price and a preceding close, then smooths that value with an…

Technical indicatorsMomentumStatistics
MQL5 code base

This note describes a filtered version of a deviation-scaled moving average, an indicator characterized as relatively fast. It identifies a practical drawback of using changes in the average’s slope as trading signals: during range-bound markets, the slope…

Technical indicatorsMean reversion
MQL5 code base

This indicator description presents a modified Commodity Channel Index (CCI). Instead of scaling price deviation with mean absolute deviation, the described version uses standard deviation. It also applies a Hull moving average to prices before calculating…

Technical indicatorsStatistics
SuperMind

This post describes a Chinese-market stock screen combining five conditions: at least five moving averages converge, current volume exceeds 10,000 lots, the stock opens higher, and the 15-minute MACD histogram’s negative bars are getting shorter. The author…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening rule selects shares with turnover between 3% and 12%, a rising K value in the KDJ technical indicator, and prior-day trading value above 60 million. The post frames the conditions as a combination of liquidity and a short-term technical…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The FIR indicator is a finite impulse response filter that smooths an applied price using four observations with symmetric weights. Its calculation assigns weights of one, two, two, and one to the current and three prior price values, then divides the…

Technical indicatorsStatistics
SuperMind

This proposed screen selects mainland Chinese main-board stocks using three short-term conditions: amplitude above a threshold, a rising and diverging moving-average pattern, and a buy-side volume ratio above 1.3. The article interprets these as signals of…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator colors part of each price bar according to the candle’s direction. For a rising candle, it marks the segment from the open to the high in light green; for a falling candle, it marks the segment from the open to the low in pink. The display…

Technical indicatorsEquities
MQL5 code base

This indicator is a variation on Bollinger Bands that uses bar highs and lows, rather than closing prices, when calculating standard deviation. The change alters the price input to the band calculation while retaining the indicator’s general volatility-band…

Technical indicatorsVolatility
MQL5 code base

This brief description concerns a software class implementing the classical Donchian channel, a technical indicator based on channel highs and lows. It says the class initializes its arrays and then constructs two output arrays, one for the upper channel and…

Technical indicatorsBreakout
MQL5 code base

This document describes a candlestick indicator that marks hammer-shaped and inverted-hammer-shaped candles. It classifies the two forms by the position of the candle body within its range: the body is in the upper or lower half. The indicator uses blue for…

Technical indicatorsEquities
SuperMind

This Chinese-language post proposes a stock screen requiring MACD to be above zero, a descending ranking of capital-flow strength, and a rising 30-day moving average. The stated intent combines a positive trend filter with a measure of fund activity. It…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese-language post outlines a short-term stock screen using three conditions: daily amplitude above 1, turnover between 2% and 9%, and a shrinking negative MACD histogram on a 15-minute timeframe. The intended rationale is to combine price movement…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This document describes a higher-timeframe version of the ColorZeroLagTriXOSMA indicator. It says users can select the indicator’s chart period through an input setting, with a four-hour period shown as the default example. The stated use is to view this…

Technical indicators
SuperMind

The document presents a Chinese equity screening rule combining three conditions: prior-session price amplitude above 1%, appearance on the previous day’s trading leaderboard, and at least one daily gain of 10% or more within the previous 25 sessions. It…

China marketsEquitiesMomentumBreakout
MQL5 code base

The document describes an MT4 indicator based on John Ehlers’ Fisher Transform. It frames the method as a way to reshape price data so that extreme moves stand out more clearly than they may in bounded oscillators such as RSI, Stochastic, or CCI. The…

Technical indicatorsStatistics
SuperMind

This proposed Chinese equity screen combines a price-amplitude condition, simultaneous moving-average crossovers, and appearance on the prior day’s trading leaderboard. The technical filters are intended to identify active stocks with upward momentum, while…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen selects Shanghai-listed shares whose daily high-low range exceeds a threshold and that have reached the daily price limit at least twice over a recent 500-trading-day window. It combines a measure of price movement with repeated limit-up…

China marketsEquitiesMomentumTechnical indicators