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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

31,205 documents

MQL5 code base

This document describes ColorXCCXCandle, a candlestick display of the XCCX indicator. It explains that price time series are processed by the XCCX algorithm and shown as candles, which the author suggests may make the indicator more informative for analysis.…

Technical indicators
MQL5 code base

The Juice indicator is presented as a way to identify periods of higher or lower volatility. It compares the current standard-deviation level with a threshold based on average EMA deviation over a selected period. This adaptive reference is intended to avoid…

VolatilityTechnical indicatorsStatistics
MQL5 code base

This indicator describes a reversal system that searches a chosen number of completed candles for a local high or low. A sell setup occurs when a candle marks the interval’s high and then closes bearish; a buy setup occurs when a candle marks the low and…

Technical indicatorsMean reversionForex
SuperMind

This Chinese stock-selection note combines three conditions: a 14-period RSI below 65, first-level bid volume greater than first-level ask volume, and the KDJ K line below 20. The author presents the rules as a blend of technical readings and order-side…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock-selection idea filters shares by turnover, a newly formed KDJ golden cross, and a positive recent return. The article describes the turnover band as three to twelve percent and adds a condition that price be at or above its 20-day moving average…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a candle-system indicator with an input that lets the user select the chart period used for its calculations. The example period shown is four hours. It refers to versions displayed in a separate indicator window and overlaid on the…

Technical indicators
FMZ forum

This Chinese-language overview groups trading systems into trend-following, countertrend oscillation, swing, arbitrage and hedging, and intraday categories. It names examples built around moving averages, breakouts, oscillators, chart patterns, spreads, and…

Technical indicatorsTrend followingMean reversionBreakout
MQL5 code base

MARSICD is described as a trend indicator built from two RSI oscillators, whose periods can be varied. The author says its combined display resembles aspects of ADX and MACD and should be interpreted in a similar way. The listed settings control the two RSI…

Technical indicatorsMomentumTrend following
SuperMind

This Chinese stock screen combines a 14-period RSI below 65 with a daily gain above 1%, main-board listing status, and a prior-day actual turnover rate between 3% and 28%. The article describes turnover as a proxy for investor attention and trading activity,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening example selects shares with MACD above zero, trading volume above 10,000 lots, and an opening price above the prior close. The stated rationale is to find actively traded stocks showing positive momentum. The article includes a…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

GG-RSI-CCI is described as a trend indicator that assigns colors to market states: blue bars indicate potential long entries, pink bars indicate potential short entries, and gray bars indicate a flat position. The page positions it as a tool for deciding…

Technical indicatorsMomentumExecution
SuperMind

This Chinese stock screen selects shares with an amplitude above 1, a dividend payout ratio above 25% in 2019, and positive weekly candlesticks in consecutive weeks. The article interprets the price-range condition as a volatility filter, the historical…

EquitiesVolatilityTechnical indicatorsFactor investing
SuperMind

This Chinese A-share screen combines turnover between 3% and 12%, a reversal or engulfing-style price pattern, and at least one daily gain of 10% or more during the prior 25 trading sessions. The accompanying indicator example adds stochastic K above D and…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This trading-system description uses the XFatlXSatlCloud indicator to signal a change in trend direction. A trade signal is generated at bar close when the indicator cloud changes color. The document concerns an Expert Advisor setup, requiring the compiled…

ForexTrend followingTechnical indicatorsBacktesting
SuperMind

This Chinese-language post presents an equity screen combining three conditions: a positive price-to-earnings ratio, a 14-period RSI below 65, and a 30-day moving average that is rising. Its example implementation also requires the latest close to be above…

EquitiesChina marketsTechnical indicatorsMomentum
Freqtrade

This Freqtrade strategy generates long-entry and exit signals by comparing configurable dataframe columns. Entry occurs when a selected fast series, optionally shifted by a chosen number of bars, crosses above a selected slow series multiplied by a vertical…

CryptoTechnical indicatorsBreakoutBacktesting
SuperMind

This note presents a Chinese equity selection rule that combines three conditions: daily amplitude above 1, at least one limit-up session within the prior 25 days, and circulating market capitalization between 5 billion and 10 billion yuan. It includes…

EquitiesChina marketsVolatilityMomentum
SuperMind

This note describes a simple Chinese equity screen based on price movement and a short-term moving average. It selects stocks with amplitude above 1, a price below 20, and the stock’s average price above its five-day moving average. The article also provides…

EquitiesTechnical indicatorsVolatilityTrend following
MQL5 code base

The document describes a higher-timeframe version of the Williams Accumulation/Distribution indicator. Its distinguishing feature is a timeframe input, allowing the indicator’s chart period to be selected independently through its settings; the example…

Technical indicatorsCrypto
MQL5 code base

This overview explains the Keltner Channel as a volatility-based band around a moving average. In the described classic version, the center line is a 10-day simple moving average of typical price, and the outer lines are formed by adding or subtracting a…

Technical indicatorsVolatilityBreakoutTrend following
SuperMind

This note describes a historical screen for main-board stocks using three criteria: daily high-to-low range greater than one percent, a date in 2021, and a daily gain greater than one percent. Its stated purpose is to place qualifying shares in a candidate…

China marketsEquitiesVolatilityMomentum
SuperMind

This Chinese-language note outlines an equity screen for stocks in the metaverse industry. It combines a newly formed KDJ bullish crossover with conditions intended to identify an emerging uptrend: price above the 60-day and 120-day moving averages, a rising…

China marketsEquitiesTechnical indicatorsBreakout
SuperMind

This stock-selection idea screens within the metaverse theme for shares that had a limit-up event during the prior 25 days and whose external-to-internal trading volume ratio exceeds 1.3. It proposes running the screen before 10 a.m. and selecting stocks for…

EquitiesMomentumMarket microstructureTechnical indicators
ProRealCode

The document describes a long-only S&P 500 trading system built from two simple moving averages. It enters when the two-period average from one day earlier exceeds the current two-period average, the average from ten days earlier exceeds its value from…

EquitiesTechnical indicatorsTrend followingRisk management