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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 document describes a MetaTrader indicator that displays candles from a higher timeframe as colored filled rectangles on a chart. It uses separate colors for upward and downward candle bodies, with lighter contrasting colors for the shadows. The visual…

Technical indicatorsMulti-asset
MQL5 code base

This Expert Advisor pairs trend-change signals from an Iin_MA_Signal indicator with position sizing that responds to recent trade outcomes. Signals are acted on after a bar closes when the indicator shows a trend change. Buy and sell histories are evaluated…

EquitiesTrend followingPosition sizingRisk management
MQL5 code base

The Karacatica_HTF_Signal indicator presents the direction or signal from a selected Karacatica timeframe as chart graphics and can issue alerts and audio cues. A right-pointing marker denotes continuation of the trend at the chosen bar, with its color…

Technical indicatorsTrend followingForex
SuperMind

This brief A-share stock-screening note combines three conditions: turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a reversal pattern described as a counterattack or engulfing move. The conditions aim to identify…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This article surveys engineering choices for algorithmic trading systems, including desktop computers versus dedicated or cloud servers, operating-system trade-offs, remote access, and low-latency server placement. It emphasizes resilience: developers should…

ExecutionHigh-frequency tradingRisk managementStatistics
MQL5 code base

This trading script is designed to place a buy stop-limit order using trigger distances measured from the current price. It also sets stop-loss and take-profit distances from the eventual opening price. The listed inputs cover the money-management ratio, the…

ExecutionPosition sizingRisk management
SuperMind

This Chinese-language post describes a daily premarket stock screen that combines MACD above its zero line, a share price below 12 yuan, and evidence of institutional accumulation. It presents the screen as a blend of technical, price, and capital-flow…

EquitiesTechnical indicatorsChina marketsMomentum
MQL5 code base

The document outlines a MetaTrader Expert Advisor approach for managing open positions on the current symbol. On each tick, it checks whether a position has reached configured profit or loss thresholds and closes it when either threshold is met. If neither…

Risk managementExecutionPosition sizing
MQL5 code base

The document describes a chart utility for inspecting the buffer outputs of custom trading indicators. A user specifies an installed indicator and the number of buffers to trace; moving a vertical line across the chart changes the bar being examined and…

Technical indicatorsExecution
SuperMind

This article describes a stock selection screen combining three conditions: membership in the metaverse industry, a rounded-bottom chart pattern, and a 20-day moving average above the 120-day moving average. It presents the moving-average relationship as a…

EquitiesChina marketsTechnical indicatorsTrend following
BigQuant

The document explains how to calculate a portfolio’s expected return as the weighted sum of the assets’ expected returns. It describes portfolio standard deviation as a function of each asset’s weight and volatility, together with the correlations between…

Multi-assetPortfolio constructionRisk managementStatistics
SuperMind

The post describes a technical stock screen combining daily price amplitude above a threshold, a positive weekly MACD reading, and detection of a bullish morning star candlestick pattern. It presents the morning star as a three-candle reversal signal and…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

The post outlines a stock screen focused on shares whose codes begin with 60, using data from 2021. It presents this universe as relatively large-cap and liquid, then proposes adding financial filters such as a current ratio threshold and a price-to-earnings…

EquitiesChina marketsFactor investingBacktesting
FMZ forum

The article distinguishes following a visible trend from trying to anticipate how large participants may use crowded positioning. It argues that traders should first assess the broader trend, while recognizing that directions can differ across chart time…

Trend followingSentimentForexCommodities
MQL5 code base

The document describes a chart indicator that marks when a chosen clock time is reached, across candles and chart time frames. It is intended for traders who want to identify a specific time during a market session or another time zone, such as a planned…

Technical indicatorsExecution
MQL5 code base

VFractals marks fractal levels when the bar forming a fractal has volume greater than the average volume of the three bars preceding that fractal. The volume condition acts as a filter: the indicator highlights qualifying fractals rather than describing…

Technical indicatorsMarket microstructure
MQL5 code base

The Dynamic High/Low Band Overlay places two bands on a price chart using the high and low range over a chosen period. Its inputs are the lookback period and an expansion factor. The upper band is positioned from the rolling minimum toward the maximum by the…

Technical indicatorsBreakout
MQL5 code base

The document describes an indicator that represents a MomentumCandle oscillator as a sequence of candlesticks and places a Keltner Channel around its average value. This combines a momentum-style display with channel bands, so the oscillator can be viewed in…

Technical indicatorsMomentumVolatility
ProRealCode

This document presents a price indicator attributed to John Ehlers and gives a ProRealCode translation of its calculation. It first smooths closing prices with an exponential moving average using a fixed coefficient of 0.1. It then applies a sequence of…

Technical indicatorsTrend following
Amberdata research

The document introduces blockchain oracles as software that retrieves off-chain information and makes it available to smart contracts. Because a blockchain cannot directly query external APIs or data feeds, an oracle provides a link between on-chain…

CryptoDeFiDerivatives pricing
SuperMind

The screen selects Chinese stocks using three conditions: closing price below 12, at least two limit-up days within the previous ten days, and today’s net buying share above 5%. The accompanying explanation interprets repeated limit-ups as evidence of…

China marketsEquitiesMomentumBreakout
MQL5 code base

This document describes an alert layer for the Volatility2Step indicator. When the indicator crosses a user-defined trigger level, the program can issue notifications. Inputs let a trader set the threshold, choose which bar to evaluate, set the number of…

Technical indicatorsExecution
ProRealCode

Wave PM is presented as a volatility oscillator from Mark Whistler’s work. It is intended to help traders assess volatility cycles, including the possible onset or exhaustion of strong trends and the likely persistence of sideways conditions. The document…

VolatilityTechnical indicatorsStatistics