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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

MQL5 code base

This document explains a proof-of-concept MQL5 library that lets MetaTrader 5 Expert Advisors generate buy, sell, exit, and trailing-stop or take-profit actions from standard or custom indicators. Users can configure explicit indicators in input groups or…

Technical indicatorsExecution
SuperMind

The article describes a China A-share screening rule that selects main board companies with MACD above its zero line, a daily price gain greater than 1%, market capitalization below 10 billion yuan, and no losses. It presents the conditions as a combined…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

The Market Thermometer is an indicator described in Alexander Elder’s trading book. It estimates intraday volatility by measuring how far the current high or low extends beyond the previous bar’s range. It compares this measure with an exponential moving…

VolatilityTechnical indicators
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and no more than 100%, and prior-day actual turnover between 3% and 28%. The stated intent is to…

China marketsEquitiesStatisticsTechnical indicators
SuperMind

The document proposes a Chinese A-share screening approach combining price amplitude, market heat ranking, and a 15-minute MACD condition. It selects stocks whose high-to-low range exceeds one percent of the prior close, ranks candidates by a heat measure,…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection idea combines three filters: daily amplitude above one, a rising short-term moving-average relationship, and at least two limit-up sessions within the past 500 days. The stated rationale is that amplitude and the moving-average condition…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

The indicator converts each candle into a weighted value based on its body, upper and lower shadows, direction, and gap from the preceding candle. Users set the relative weight of each component. A component’s contribution is scaled against its average…

Technical indicatorsStatistics
ProRealCode

The document describes a two-panel indicator for identifying bullish and bearish divergences between closing prices and the MACD line. One version draws divergence segments on the price chart, while a second plots corresponding segments in a separate MACD…

Technical indicatorsMomentumEquities
MQL5 code base

The document outlines an Expert Advisor that analyzes two moving averages and two ADX indicators across one-minute and one-hour periods. It lists fixed trade volume and fixed profit-taking and loss levels, along with a threshold parameter for the distance…

ForexTechnical indicatorsRisk management
SuperMind

The document describes a Chinese A-share screening idea that combines a MACD value above zero, upward divergence between short and longer moving averages, and a metaverse theme. It presents MACD and moving-average calculations and suggests using the signals…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language article outlines an equity screening rule that combines a relative strength index below 65, a positive product of price change and a proxy for net large-order activity, and a shortening MACD histogram on a 15-minute interval. The stated…

EquitiesTechnical indicatorsMomentumBacktesting
MQL5 code base

Twiggs Money Flow (TMF) is presented as a volume-based oscillator developed by Colin Twiggs. It compares Wilder-smoothed buying pressure with Wilder-smoothed volume over a configurable period. Buying pressure is derived from volume and the close’s position…

Technical indicatorsMomentumBreakout
MQL5 code base

The document describes a relative strength index monitoring tool with optional faster-reacting RSI calculations, automatic bullish and bearish divergence detection, and a combined bias score across timeframes. Its divergence logic is said to require…

Technical indicatorsMomentumVolatility
SuperMind

The document proposes screening Chinese listed stocks for daily price amplitude of at least 1%, a nonempty outstanding convertible-bond name, and prior-day trading value above 60 million. It argues that amplitude captures price movement, convertible-bond…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese-language post describes a simple stock screen for the metaverse sector. It selects companies that had a limit-up event within the previous 25 days and have a positive price-to-earnings ratio. It presents the recent price surge as a sign of…

EquitiesChina marketsEvent-drivenTechnical indicators
ProRealCode

This document adapts a three-day high-low method to one-minute bars on the US Tech 100. It enters long when price is above a 200-bar moving average but below a 5-bar average, while the highs and lows of three consecutive bars each decline relative to the…

Technical indicatorsUS marketsTrend followingRisk management
SuperMind

This Chinese equity screen builds a stock pool using three signals: RSI below 65, a shortening negative MACD histogram on 15-minute bars, and capital-flow strength ranked from high to low. The code example calculates RSI and MACD from intraday prices and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen looks for stocks with price amplitude above 1 and a ratio between 0.5 and 2. The ratio is described as yesterday’s turnover rate multiplied by today’s opening-auction volume divided by yesterday’s volume. The article also places…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen selects stocks associated with the metaverse theme when their volume ratio is above 1.5 and below 6, daily MACD is positive, and market capitalization is below 50 billion yuan. The article describes the volume ratio as a way to…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note proposes screening main-board stocks for turnover between 3% and 12%, a daily gain above 1%, and a current-day low below the prior day’s low. It frames the turnover and gain requirements as measures of activity and strength, while the lower low…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This document explains a trend indicator that displays values as a colored histogram relative to zero and user-defined overbought and oversold levels. The colors distinguish four regions: above the upper threshold, positive but below that threshold, negative…

Technical indicatorsTrend following
SuperMind

This note describes a Chinese stock screen that selects shares with amplitude above 1, ranks them among the top five by the day’s auction value, and requires RSI below 65. The rationale combines early trading interest with a price movement filter and a…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen combines a technical filter with a fundamental growth condition. It selects shares with RSI below 65, parent-company net profit growth above 20% and no more than 100%, and a rising MACD signal line (DEA). The stated rationale is to seek…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening idea selects stocks with a prior-day amplitude above 1, no limit-up close on the previous day, and an opening gain below 6% at 9:25. The stated rationale is to avoid shares already showing a large opening rise while retaining…

China marketsEquitiesTechnical indicatorsRisk management