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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
WonderTrader
14 documents
Alphalens
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

The document describes a chart indicator that marks recent price highs and lows over a chosen lookback period. These extrema can serve as possible support and resistance areas and help outline a trend channel. It explains how alert functionality can be added…

Technical indicatorsTrend followingExecution
SuperMind

This document describes a Chinese A-share screening rule that combines daily price movement, a moving-average trend filter, and reported revenue growth. It selects stocks whose amplitude exceeds a threshold, whose 20-day moving average is above the 120-day…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post proposes a Chinese equity screening approach that combines stocks with clustered moving averages, afternoon net inflows from large orders, and multiple limit-up sessions over a historical window. It interprets these conditions as possible signs of…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a Chinese stock screen that combines a daily increase in position share above 5%, Shenzhen main-board valuation limits, and more than two limit-up sessions within ten days. Its rationale treats the position-share measure as a possible…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document outlines a screen for Shenzhen main-board stocks combining a technical condition with valuation, size, and profitability filters. Candidates must have RSI below 65, a price-to-earnings ratio between zero and 29.01, a price-to-book ratio between…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

The document describes a technical screen for stocks using three conditions: daily amplitude above 1%, weekly MACD above zero, and an opening gain between -5% and 2.6%. It interprets amplitude and the gain range as measures of market activity, while weekly…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

MA_NRTR is described as a trend indicator built from a channel based on a simple moving average. The display retains the channel segment corresponding to the direction of a breakout, using that segment to indicate the current trend. Colored circles and…

Technical indicatorsTrend followingBreakout
FinRL

The tutorial outlines an end-to-end FinRL workflow for training and comparing deep reinforcement learning agents on Dow 30 equities. It describes downloading and preprocessing market data, adding technical indicators plus VIX and a turbulence measure,…

EquitiesMachine learningTechnical indicatorsBacktesting
SuperMind

This Chinese equity screen combines a non-ST requirement, a minimum intraday range, a five-session closing-price high, and a circulating market capitalization between 5 billion and 10 billion yuan. The article frames the conditions as a way to find active…

China marketsEquitiesBreakoutTechnical indicators
MQL5 code base

This indicator displays a colored histogram for buying, selling, or neutral conditions, with markers showing changes or completion of a trend. A buy signal requires the latest close to exceed a 10-day moving average, that average to be higher than its value…

Trend followingTechnical indicatorsMomentum
SuperMind

This Chinese equity screening idea selects stocks with RSI below 65, more than two limit-up sessions during the preceding ten days, and no limit-up on the prior day. Its final version adds a closing-price ceiling of 60 yuan and ranks candidates by stock…

China marketsEquitiesMomentumTechnical indicators
BigQuant

This brief presents a market review for Chinese A-shares during March 23–27, 2020, alongside a report title stating that the strategic long stance remained unchanged. It lists the strongest and weakest industry groups for the week and tracks several breadth…

EquitiesChina marketsTechnical indicatorsPortfolio construction
MQL5 code base

The document describes a corrected version of the QWMA moving-average indicator. Its correction process compares changes in the average with a standard deviation-based significance threshold; changes judged too small are ignored, producing a step-like…

Technical indicatorsStatisticsTrend following
SuperMind

This Chinese equity screen seeks main-board stocks with a 14-period RSI below 65, three consecutive declining sessions, and a current-day gain exceeding 1%. It combines a momentum-style rebound condition with recent weakness and a market-segment filter. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection note combines a turnover filter, a cap on circulating share or market-cap size, and a condition described as at least five moving averages overlapping. Its final stated criteria specify turnover up to 12%, circulating market…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This Chinese A-share screening note combines a turnover range of 3% to 12% with a rising DEA signal and a condition on opening auction activity. The auction measure compares yesterday’s turnover, today’s auction volume, and yesterday’s volume; the stated…

EquitiesTechnical indicatorsMomentumMarket microstructure
MQL5 code base

The document briefly describes an indicator that combines weighted-close candlesticks, calculated from the high, low, close, and close again, with arrows associated with a ZigZag indicator. It notes that users can choose whether to display directional…

Technical indicatorsForex
SuperMind

The post proposes a Chinese stock screening idea combining three conditions: reported institutional buying above five percent of volume on the latest trading day, seven consecutive declining sessions, and a 20-day moving average above the 120-day average. It…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a small Dynamic Data Exchange server that can pass information from MetaTrader to external applications such as Excel. Although originally designed for MetaTrader 4, it says the tool can also work with MetaTrader 5 after minor…

Technical indicatorsExecution
MQL5 code base

This indicator displays candle values using four moving averages, calculated separately from the open, close, high, and low price series. It supports simple, smoothed, linearly weighted, and exponential averaging methods, allowing users to compare different…

Technical indicators
SuperMind

The document proposes screening A-shares with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no losses, then selecting stocks whose large-order net volume exceeds 0.05 for at least three consecutive days. It presents this as a…

EquitiesMomentumChina marketsTechnical indicators
MQL5 code base

This indicator description explains how to overlay candles from a selected historical date on a live chart. It aligns the replay zone with a matching region on the current chart, including aligning the last replay candle and current candle by opening price.…

Technical indicatorsEquitiesExecutionBacktesting
SuperMind

This document describes a Chinese A-share screening rule that combines daily price range, recent limit-up activity, and a bullish candle condition. It selects stocks whose high-to-low range exceeds 1%, that had at least one limit-up day in the prior 25…

EquitiesChina marketsTechnical indicatorsVolatility