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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

MQL5 code base

This document describes a MetaTrader indicator that plots a vertical histogram showing the distribution of prices over a configurable calculation period. Its listed inputs control the period, the initial drawing shift, the histogram scale, and the color used…

Technical indicatorsStatistics
SuperMind

This short-term stock screen selects Chinese equities using three conditions: daily amplitude above 1, the 9:25 price gain below 6%, and previous-day turnover above 60 million. The stated rationale is to find active, liquid stocks while avoiding stocks that…

EquitiesTechnical indicatorsRisk managementChina markets
MQL5 code base

This Expert Advisor develops an earlier MACD-based system by replacing standard MACD with Zero-Lag MACD. It can reverse signal direction and manages a series of positions by increasing the spacing between entries, take-profit distance, and trade size as the…

ForexTechnical indicatorsPosition sizingBacktesting
BigQuant

The article presents six discretionary rules for short-term trading: exit when a closing price falls below its five-day moving average, use a two-day moving average to judge the near-term trend, wait for preset entry conditions, and follow sell signals…

Technical indicatorsTrend followingRisk managementPosition sizing
SuperMind

The article describes a Chinese stock-selection rule using an RSI below 65, a stated float-market-cap range of 5 to 10 billion yuan, and a latest close above the previous day’s low. The accompanying code excludes ST shares, obtains daily price data, applies…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This article outlines a Chinese stock screen combining daily price amplitude, a large-order net-volume ranking, and an industry classification related to beverage and alcohol imports and exports. It presents the conditions as a way to focus on volatile…

EquitiesChina marketsMarket microstructureTechnical indicators
ProRealCode

This document describes two technical indicators built around moving averages, Bollinger Bands, and trend phases inspired by an adoption-cycle concept. The first classifies price conditions into colored states such as bearish, rebound, opportunity, trend…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

The document describes an indicator that displays the current trend using the bar colors of a StepMA stochastic indicator configured for a fixed timeframe. It places colored square markers on indicator lines when the corresponding timeframe’s bar color…

Technical indicatorsTrend following
BigQuant

This report summary explains diffusion indicators as measures of how broadly index constituents participate in an advance or decline. Using the CSI 300 and its constituents, it compares moving-average and rate-of-change versions, equal weighting with…

China marketsEquitiesTechnical indicatorsBacktesting
MQL5 code base

The Extremum indicator is described as a tool for locating market highs and lows using a volatility corridor calculated over a selected period. Its intended use is to help identify possible entry points around trend reversals and to support systems designed…

Technical indicatorsVolatilityTrend following
MQL5 code base

This MetaTrader indicator marks selected local price tops and bottoms with colored dots. It calculates highs and lows over a configurable period, compares them with the broader trading range, and marks points that meet a significance threshold. The period…

Technical indicatorsForexBreakoutMarket microstructure
SuperMind

This article describes a main-board stock screen that combines a daily turnover range of 3% to 12%, a reversal-style candle condition called a wraparound pattern, and positive net buying attributed to major participants during the opening auction. The author…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock screen combines a turnover band of 3% to 12% with a circulating market value between 5 billion and 10 billion yuan. It then uses a comparison between the latest daily low and the previous day’s low as a short-term price filter. The…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese-market stock screen looks for Shenzhen main-board companies with turnover between 3% and 12%, seven consecutive declining sessions, a price-to-earnings ratio above zero and below 29.01, and a price-to-book ratio above zero and below 3.11. The…

EquitiesChina marketsMean reversionTechnical indicators
MQL5 code base

This Expert Advisor combines a moving-average trend indicator with a Momentum oscillator. It can evaluate signals on every tick or only when a new bar appears, and users can select the timeframe used to calculate indicators and read closing prices. Separate…

ForexTechnical indicatorsMomentumRisk management
MQL5 code base

This Expert Advisor trades when the LinearRegSlope_V1 indicator changes color. The signal is evaluated at bar close when the oscillator crosses its signal line, providing a rule-based entry trigger based on a change in the indicator’s direction. The advisor…

ForexTechnical indicatorsMomentumBacktesting
SuperMind

This stock screen selects companies associated with the metaverse theme whose closing price is above the five-day moving average and whose total market value is at least 200 million. It combines a thematic classification with a short-term price condition and…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note outlines a Chinese stock screen requiring daily high-low range above 1%, membership in the robot concept category, and a circulating market capitalization below 10 billion yuan. It also excludes stocks that hit the upper price limit on the prior…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese equity screen selects stocks identified with the metaverse theme, with daily amplitude above 1% and at least two limit-up events within 500 days. The article presents these conditions as a way to find concept stocks with notable price movement…

EquitiesMomentumBreakoutTechnical indicators
MQL5 code base

This brief indicator description explains that momentum expresses the relationship between a current price and the price a chosen number of periods earlier. It describes a visual display in which the indicator receives different color fills depending on…

MomentumTechnical indicators
SuperMind

This Chinese equity screening idea combines an RSI threshold below 65 with a circulating market value between 5 billion and 10 billion yuan and more than two limit-up days in a 10-day window. The stated rationale is to find relatively strong short-term…

EquitiesMomentumTechnical indicatorsChina markets
ProRealCode

Bridge Bands combine a price-based Bridge Range, Bollinger Bands, and a Hurst exponent to create a changing range around a security’s price. The described weighting uses Bollinger Bands when the Hurst estimate is near 0.5; as the estimate moves farther from…

Technical indicatorsVolatilityTrend followingRisk management
SuperMind

This document describes a stock screen combining three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and positive net buying attributed to major participants during the auction. The stated rationale is to find…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document presents a daily stock-selection screen based on three price conditions: an intraday range greater than 1%, a reversal or engulfing-style candle pattern, and a daily return between -5% and 2.6%. It characterizes the idea as a possible…

EquitiesChina marketsMean reversionTechnical indicators