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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 document describes an A-share screen requiring price amplitude above a threshold, more than a year since listing, and a K-line reading below 20. It interprets the low K reading as potentially oversold and therefore possibly due for a rebound. The…

EquitiesTechnical indicatorsMean reversionChina markets
MQL5 code base

The Slope Direction Line is described as a colored moving average intended to show the market’s average direction. Its configurable inputs are a lookback period, a moving-average method, and the price series used in the calculation. The calculation first…

Technical indicatorsTrend followingStatistics
SuperMind

This document describes a Chinese equity screening rule combining price movement and trading activity. It selects stocks whose amplitude exceeds a stated threshold, whose prior-day turnover multiplied by the ratio of current auction volume to prior-day…

EquitiesChina marketsTechnical indicators
MQL5 code base

This expert advisor uses the Williams Percent Range indicator for contrarian entries: it sells when the indicator is overbought and buys when it is oversold. It was designed for EUR/USD on the one-minute timeframe, with a five-digit price feed, though the…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

The document introduces the higher highs and lower lows stochastic (HHLLS), a momentum oscillator attributed to Vitali Apirine’s February 2016 article. It describes several possible uses: spotting emerging trends, identifying corrections, anticipating…

Technical indicatorsMomentumTrend following
MQL5 code base

BreakTrend is described as an indicator for grid strategies, which can suffer losses when an early entry goes against a strong developing trend. The indicator waits until a sizable move has occurred, then signals when a reversal or pullback may be possible.…

ForexTechnical indicatorsGrid tradingMean reversion
SuperMind

This stock selection method combines a daily amplitude threshold with a weekly moving average crossover and a filter excluding stocks that hit the upper price limit the previous day. The document presents the crossover as a technical strength signal and the…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equities screen combines a turnover rate between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a weekly MACD condition above zero. It presents the combination as…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

The document presents an array-based ZigZag indicator for plotting alternating swing highs and lows. A configurable threshold can be expressed in pips or as a percentage; the percentage mode uses the previous day’s close as its reference, which the author…

Technical indicatorsForexVolatility
SuperMind

This Chinese stock screen selects securities with an amplitude above 1, ranks them by the day’s auction amount, keeps the top five, and requires market capitalization above 200 million. The author interprets amplitude and auction turnover as signs of…

EquitiesChina marketsTechnical indicatorsMarket microstructure
Amberdata research

The document surveys indicators intended to help assess potential market tops and bottoms in Bitcoin and Ethereum. It describes moving averages as possible trend and support or resistance references, and compares market capitalization with realized…

CryptoTechnical indicatorsOn-chain dataSentiment
Cryptohopper blog

This overview introduces trend-following tools for cryptocurrency charts: simple and exponential moving averages, MACD, MESA, and Parabolic SAR. It describes moving averages as smoothed views of price that can help identify trend direction, support or…

CryptoTechnical indicatorsTrend followingMomentum
SuperMind

This Chinese-equity screening idea combines three conditions: a large price amplitude, a prior-day 9:15 matching price at the limit-down level, and membership in the metaverse concept category. The article frames the volatility and opening-price conditions…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This stock screen combines a positive MACD reading with a company-category filter and a history of high return on equity. The article describes the intended idea as finding companies with favorable fundamentals and technical trends. Its stated ROE threshold…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes an equity screening rule that selects stocks with an amplitude threshold, prior-day main-fund control, and a rising DEA. It frames the conditions as combining price activity and fund-flow participation with a short-term…

EquitiesTechnical indicatorsMomentumStatistics
MQL5 code base

The Wide Range Body indicator marks candles whose body is larger than the bodies of a configurable number of preceding candles. Its default comparison range is three bars. It distinguishes consecutive bullish candles, consecutive bearish candles, and…

Technical indicatorsBreakout
Cryptohopper blog

This overview explains how common technical indicators summarize price trends, momentum, volatility, and possible support or resistance. It describes simple and exponential moving averages, RSI, Bollinger Bands, MACD, the Stochastic Oscillator, Fibonacci…

Technical indicatorsMomentumVolatilityRisk management
Technical Analysis

This source code implements a collection of volume-related technical indicators for price and volume series. It includes cumulative measures such as Accumulation/Distribution, On-Balance Volume, Volume-Price Trend, and Negative Volume Index, as well as…

Technical indicatorsStatistics
MQL5 code base

This document describes an MQL5 class for calculating and accessing upper and lower Bill Williams fractals using a ring buffer. A fractal is identified around a price extremum by comparing bars on either side; the class lets users set how many bars to…

Technical indicatorsMarket microstructure
SuperMind

This Chinese equities screening recipe combines a volatility condition, positive large-order net volume, and a long-term trend filter. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a stock screen for the metaverse industry that combines a newly formed KDJ bullish crossover with three consecutively declining closing prices. It outlines the intended selection logic and gives formula and Python examples for applying…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection example filters Chinese equities by turnover, listing year, and Bollinger Band position. It targets stocks with turnover between 3% and 12%, an IPO year of 2021, and a closing price above the Bollinger middle band but below the upper…

EquitiesChina marketsTechnical indicatorsVolatility
ProRealCode

This indicator combines three components to distinguish smaller moves within a trend from possible directional changes. A recursive Kalman filter smooths closing prices; SuperTrend applied to that filtered series supplies directional bias; and bands around…

Technical indicatorsTrend followingBreakoutVolatility
SuperMind

This note describes a Chinese equity screen that combines amplitude above 1, a prior-day proxy for main-investor control, and return on equity above 15% in each of five consecutive years. The proposed logic aims to pair active price movement and recent…

EquitiesChina marketsFactor investingTechnical indicators