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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 describes an adaptable version of the Commodity Channel Index (CCI) with controls beyond the standard period and applied price. Users can set a separate deviation period, a correction factor that scales the CCI, a moving-average calculation…

Technical indicatorsMean reversion
MQL5 code base

This document presents an adaptive simple moving average intended to address a limitation of ordinary SMA-based trend signals. Because an SMA uses whole-bar periods, adapting its period can produce abrupt slope changes. The text argues that reading those…

Technical indicatorsTrend following
MQL5 code base

The Effort-Result oscillator is described as a measure combining the speed of price change with the maximum volume observed over a chosen period. Its sole configurable input is the calculation period. The calculation first uses a simple moving average of…

Technical indicatorsStatistics
SuperMind

The document presents a Chinese stock screening rule using price amplitude above 1, a three-consecutive-limit-up condition on the prior day, and MACD above its zero line. It frames amplitude and the recent limit-up streak as signs of active market interest,…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

The document introduces Jurik Volty as a volatility measure used in adaptive Jurik smoothing. It says the indicator highlights periods of volatility that are elevated or reduced relative to average conditions. Its listed inputs are the timeframe, volatility…

VolatilityTechnical indicators
SuperMind

The document describes a Chinese stock screening rule combining three conditions: prior-day price amplitude above 1, appearance on the previous day’s 龙虎榜 (a public list of notable trading activity), and a circulating share count no greater than 5.5 billion…

China marketsEquitiesVolatilityTechnical indicators
MQL5 code base

The EMA HLC Envelope Oscillator is described as a histogram that measures price breaks beyond an EMA HLC Envelope. It has one adjustable setting, the period used to calculate the envelope. When the close rises above the upper envelope, the oscillator…

Technical indicatorsVolatility
SuperMind

The post proposes a Chinese equity screening idea that combines a capital-activity measure, Bollinger Band position, and a high dividend ratio. It describes selecting stocks whose closing prices lie above the middle band and below the upper band, alongside a…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This document provides a compact Chinese trading-platform formula combining several price and market breadth calculations. It derives a 13-period moving average, a 75-period high-low range, and smoothed measures of where closing and opening prices sit within…

Technical indicatorsEquitiesChina markets
MQL5 code base

This document describes a chart indicator that plots Fibonacci-style pivot levels as labels. The levels are calculated from candles on a timeframe selected by the user, which can differ from the chart’s own timeframe. Inputs include three Fibonacci ratios…

Technical indicators
SuperMind

The document proposes a technical stock screen requiring a price range measure above a threshold, turnover between two bounds, and MACD above zero. It presents these conditions as a way to find active stocks with short-term trend or momentum, and includes…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

The document describes an Expert Advisor that trades signals from the CronexChaikin oscillator. A signal is generated when a bar closes and the indicator cloud changes color. It notes that the compiled indicator must be installed for the EA to operate and…

ForexTechnical indicatorsBacktesting
SuperMind

The document proposes screening Chinese equities for companies in the metaverse sector, positive institutional activity, and a circular arc chart pattern. It argues that sector growth, institutional buying, and a possible price reversal could make these…

China marketsEquitiesTechnical indicatorsRisk management
MQL5 code base

The document describes a chart script that emulates successive ticks to preview how an indicator, expert advisor, or other script behaves across historical data. It supports manual movement of the test point and automatic iteration from a chosen bar toward…

Technical indicatorsBacktestingStatistics
SuperMind

This post proposes an equity screening rule that combines three conditions: daily high-low range above a threshold, a newly formed KDJ crossover, and a price-change measure multiplied by large-order net volume exceeding a stated cutoff. It gives example…

EquitiesTechnical indicatorsMomentumVolatility
vn.py community

The article adapts an efficiency ratio to a trend strategy for Chinese government bond futures. The ratio compares the absolute net price change over a lookback window with the sum of absolute price changes in that window. Values nearer one indicate a more…

FuturesFixed incomeTrend followingTechnical indicators
ProRealCode

This indicator displays Commodity Channel Index readings across a range of lookback periods as a colored heatmap. It varies the period from a starting value to a maximum using a fixed step, then plots each reading at its corresponding period. Red and green…

Technical indicatorsTrend followingMean reversion
SuperMind

This note describes a Chinese A-share screen combining membership in a metaverse category, a turnover-related filter, and an arc-shaped price indicator. Its formula reference expresses the indicator as a 60-period absolute moving average of log price…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This expert advisor trades EURUSD on four-hour bars using a 14-period RSI threshold of 50. When RSI is below 50, it opens a short position and closes a long; when RSI rises above 50, it opens a long and closes a short. The listed parameters include a stop…

ForexMean reversionTechnical indicatorsBacktesting
SuperMind

The document describes a stock screen combining price amplitude, a weekly moving average crossover, and a fixed share price. It presents the idea as a way to find shares with recent price movement and an upward trend: amplitude is calculated from the daily…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock-selection proposal screens mainland Chinese main-board equities for a turnover rate between 3% and 12%, a robotics concept classification, free-float market capitalization below the stated threshold, and positive institutional-investor activity.…

EquitiesChina marketsFactor investingSentiment
Cryptohopper blog

The article introduces support as a price area where buying may absorb selling and resistance as an area where selling may outweigh buying. It presents both as reference points for deciding when to enter or exit cryptocurrency trades. To locate these areas,…

CryptoTechnical indicatorsBreakoutRisk management
Cryptohopper blog

This overview explains moving averages as smoothed price measures used to assess trend, possible support and resistance, and trading signals. It contrasts the simple moving average, which averages observations across a period, with the exponential moving…

CryptoTechnical indicatorsTrend followingMomentum
MQL5 code base

The document describes a breakout indicator that builds a channel from high and low prices processed with a Volume_Weighted_MA_Digit algorithm. The channel’s latest displayed upper and lower values serve as breakout levels. When price moves outside the gray…

BreakoutTechnical indicatorsTrend following