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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

SuperMind

The document proposes an A-share stock screen combining three conditions: daily amplitude above one, a shrinking negative MACD histogram on a fifteen-minute chart, and turnover between three and twelve percent. The intended idea is to find shares with…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

The document describes an intraday DAX opening range breakout approach for five- and fifteen-minute charts. It records the session high and low during the opening window, then uses a five-period TEMA crossing those levels as the entry signal. Long and short…

FuturesBreakoutTechnical indicatorsRisk management
MQL5 code base

The Channel20 indicator calculates the highest and lowest prices across a configurable lookback window, initially set to 20 candles. These levels form a price channel. A move beyond the channel is proposed as a way to detect the start of a new tendency,…

BreakoutTrend followingTechnical indicators
MQL5 code base

This indicator draws candles from a larger timeframe as filled rectangles on a chart. It uses the dot colors from the AMkA indicator to determine the candle coloring: the body is green or red according to the indicated trend direction, and the shadows use…

Technical indicatorsTrend followingForex
MQL5 code base

This indicator compares the Average True Range (ATR) with an average of ATR and displays their difference as a color histogram. Yellow marks periods when ATR is above its average, while dark blue marks periods when it is below. The display is intended to…

VolatilityTechnical indicatorsForex
ProRealCode

This indicator applies Bollinger-style bands to an RSI series. It smooths RSI with an exponential moving average, estimates dispersion using a rolling standard deviation, and defines a narrower zone around the basis. An upward RSI cross through the upper…

Technical indicatorsMean reversionVolatility
SuperMind

The document describes a Chinese stock screen combining daily price movement, a recent two-day high, a market-cap ceiling, and positive net profit. It presents amplitude above one as a volatility filter and a fresh high as a sign of near-term strength, while…

EquitiesTechnical indicatorsMomentum
MQL5 code base

This short description identifies a MetaTrader 4 expert advisor built around three technical indicators: a 100-period simple moving average, a 14-period Average Directional Movement Index, and Parabolic SAR. It states that the author is testing the EA on…

ForexTechnical indicatorsTrend following
SuperMind

This post outlines a Chinese equities screening rule that combines a short-versus-long moving-average trend filter with trading activity and daily price range. It selects stocks whose twenty-day average is above the 120-day average, whose amount traded…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article describes a Chinese equity screen based on daily amplitude, current turnover, and the prior day's actual turnover. Its stated conditions require amplitude above 1, current turnover between 2% and 9%, and prior-day actual turnover between 3% and…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This Chinese stock screen combines daily price range, weekly MACD, opening auction performance, and a valuation filter. It selects stocks with an amplitude above 1, a positive weekly MACD reading, an opening change between -2% and 5%, and a price-to-book…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document outlines a GBPUSD expert advisor concept that opens positions at a specified time, with an adjustable hour shift. It counts bullish and bearish bars on the one minute chart and exposes settings for the number of bars considered, maximum open…

ForexPosition sizingRisk managementTechnical indicators
SuperMind

This Chinese-language post describes a stock screen focused on the metaverse theme. It combines an upward-sloping 30-day moving average with a weekly price cross above a 30-week moving average, presenting weekly data as a way to reduce some day-to-day noise.…

EquitiesChina marketsTechnical indicators
MQL5 code base

This document describes a simple Expert Advisor that uses a fractal Williams Percent Range oscillator to generate entries. It sells when the oscillator crosses downward through its overbought threshold and buys when it crosses upward through its oversold…

ForexTechnical indicatorsBacktesting
SuperMind

This Chinese-language post outlines a short-term equity screen using three conditions: a shrinking MACD histogram on 15-minute bars, a cap on tradable share float, and high relative trading volume. It ranks stocks by volume ratio, filters for smaller float…

China marketsEquitiesTechnical indicatorsMomentum
backtrader

This Backtrader example demonstrates a simple trend-following strategy and order-monitoring setup. It calculates a 15-period simple moving average and uses a crossover between the closing price and the average: an upward cross creates a buy signal, while a…

BacktestingTrend followingTechnical indicatorsExecution
SuperMind

This Chinese-language post proposes screening equities by price range, recent consecutive limit-up sessions, and a positive institutional-flow measure. It interprets a large daily range as a sign of activity, a three-session limit-up sequence as evidence of…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This A-share screening proposal combines a positive MACD reading with ranking by stock popularity and a qualitative preference for high-quality companies. Screening is intended to run after each daily close. The document gives the standard…

EquitiesChina marketsMomentumTechnical indicators
TqSdk

This example presents a basic futures strategy using daily Bollinger Bands. It calculates the 26-period bands with a parameter of 2, enters long when the latest price rises above the upper band, and enters short when it falls below the lower band. The target…

FuturesBreakoutTechnical indicatorsPosition sizing
SuperMind

The post presents a Chinese equity screening idea using turnover, a cap on circulating shares, exclusion of ST-designated stocks, a short-term limit-up approach, and selection before 10 a.m. It describes the turnover, circulating share count, and ST filters…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document describes a Chinese stock screen combining turnover between 3% and 12%, a three-day price decline condition, and a specified share price. Its narrative specifies 18.5 yuan, while the heading refers to 18, so the target price is inconsistent. It…

EquitiesTechnical indicatorsChina markets
SuperMind

The article outlines a short-term A-share stock screen based on turnover and company size. It seeks stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, no reported losses, and previous-day turnover above 8%. The document…

China marketsEquitiesTechnical indicatorsRisk management