Skip to content

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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

MQL5 code base

The document describes the Relative Vigor Index (RVI), which compares a closing price’s position within its price range and smooths the resulting values with an exponential moving average. It frames the indicator as a way to assess the strength of recent…

Technical indicatorsMean reversionMomentum
SuperMind

The document presents a Chinese equity screening rule that combines trading activity, short-term price location, and a multi-year profitability filter. It selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving…

EquitiesChina marketsTechnical indicatorsFactor investing
BigQuant

This indicator takes the derivative of the difference between an arithmetic moving average and a geometric moving average. Both averages are calculated from OHLC4 prices, the mean of the open, high, low, and close for each bar. The description identifies…

Technical indicators
MQL5 code base

The document describes r_Gator as a technical indicator that produces signals somewhat earlier than the Alligator indicator when both use similar moving-average periods. It suggests the timing difference may be more noticeable on higher timeframes. The note…

Technical indicators
SuperMind

This proposed stock screen selects main-board Chinese shares with RSI below 65, a daily gain above 1%, and at least two limit-up moves during the prior 500 days. The article interprets the RSI condition as indicating potential rebound room, the positive…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The Trendless oscillator is described as an addition to Fibonacci-based decision tools associated with Joe DiNapoli, and as a possible standalone trading aid. Its value is the applied price minus its simple moving average over a configurable period. Users…

Technical indicatorsMean reversion
MQL5 code base

This document describes an indicator that calculates an adaptive Relative Strength Index from tick data and displays it in a separate chart window alongside fast and slow moving-average lines. Users can customize calculation periods, moving-average types,…

Technical indicatorsForex
MQL5 code base

This indicator summarizes current trends across ten timeframes using the colors produced by a Wajdyss Ichimoku candle indicator. Each line represents a separate indicator for one timeframe, and its color reflects the corresponding candle color. Colored dots…

Technical indicatorsTrend followingMulti-asset
MQL5 code base

This indicator applies a Bollinger Band Stops method to the stochastic oscillator. The document distinguishes it from the original stops indicator: because this version does not provide values on the price chart, it is intended to show trend direction as a…

Technical indicatorsTrend following
SuperMind

This Chinese-language note presents a stock screen requiring turnover between 3% and 12%, a three-day decline, and a circulating share count no greater than 5.5 billion shares. It describes the combination as targeting lower-priced or consolidating names…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This Chinese-language note proposes screening stocks with turnover between 3% and 12%, a positive increase in the K value of the KDJ indicator, and no limit-up close on the previous day. It frames the prior-day exclusion as a way to avoid stocks whose recent…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The note describes applying an Inverse Fisher Transform to the Commodity Channel Index (CCI) so its output oscillates within known bounds. This is intended to make market conditions easier to assess than with an unbounded CCI reading. It also adds a signal…

Technical indicatorsTrend following
MQL5 code base

This note introduces the Commodity Channel Index as a measure of how far the current price is from an average price over a chosen period. CCI may help identify potential trend changes or unusually high and low conditions, and the document says it can be…

Technical indicatorsCommoditiesVolatility
ProRealCode

This document describes a corridor approach built from two Bollinger Band envelopes: inner bands at one standard deviation and outer bands at two standard deviations around a 20-period exponential moving average. It presents the indicator as applicable to…

ForexTrend followingTechnical indicators
MQL5 code base

This MetaTrader expert advisor uses stochastic crossovers for entries: it buys when %K crosses above %D and sells when %K crosses below %D. The stated setup is for an H1 chart, with adjustable stochastic periods and slowing. It assigns each trade a fixed lot…

ForexTechnical indicatorsMomentumRisk management
MQL5 code base

This MetaTrader indicator overlays candles from a larger timeframe as filled rectangles. It colors candle bodies and shadows according to the trend direction indicated by the StepMA_Stoch_KV1 histogram: one color scheme represents values on one side of zero,…

Technical indicatorsTrend following
SuperMind

This Chinese stock-screening idea selects companies associated with the metaverse theme, requires a positive institutional-flow measure, and filters for a “today control” indicator above 21. The article presents the combination as a way to identify stocks…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document outlines an A-share selection rule combining RSI below 65, an external-to-internal trading volume ratio above 1.3, and association with the metaverse theme. The intended logic is to use RSI as a technical condition, the volume ratio as a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document describes a short-term A-share screen using three conditions: daily amplitude above 1, the 9:25 gain below 6%, and today’s position increase ratio above 5%. It frames amplitude as a measure of volatility, the early price change as a short-term…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This document describes an XFisher indicator alert tool that notifies users when its main and signal lines intersect alongside a change in the signal cloud’s color. It supports sound alerts and optional email or mobile push notifications, with settings for…

Technical indicatorsMomentum
SuperMind

The document describes a stock screen combining three conditions: daily price amplitude above 1, the average price above its five-day moving average, and return on equity above 15% for five consecutive years. It presents this as a blend of a short-term…

EquitiesTechnical indicatorsFactor investingChina markets
BigQuant

This post proposes a stock-selection screen using daily price amplitude, a rounded price shape, MACD above its zero line, and volume above its recent average. The stated rationale is that amplitude and the rounded pattern identify active stocks, while…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The article presents four warning signs that a rising equity market may be approaching a peak: an index making new highs while volume contracts, momentum indicators failing to confirm price highs, heavy volume accompanying a falling or sharply rejected…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a Chinese equity screen that combines daily price amplitude, persistent large-order net volume, and membership in a beverage and alcohol industry group. Its stated intent is to find stocks with active trading and buying pressure for…

EquitiesChina marketsTechnical indicatorsMarket microstructure