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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

SuperMind

The document describes an equity selection rule for Chinese stocks. It filters for turnover between 3% and 12%, a listing year of 2021, and at least one daily gain of 10% or more among the most recent 25 trading days. The stated rationale is to combine…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This indicator description explains a way to plot support and resistance levels from recent tops identified by a Gann ZigZag calculated on a selected higher timeframe. The timeframe can be fixed by the user, allowing the turning-point calculation to be based…

Technical indicatorsFuturesForex
SuperMind

The document outlines a Chinese equity screen combining a positive but capped ten-day price return, circulating market capitalization above a stated threshold, and a minimum measure of price movement. It presents the criteria as a way to find larger stocks…

EquitiesMomentumTechnical indicatorsChina markets
ProRealCode

This document explains a fixed-range volume profile that maps traded volume across price levels over a configurable lookback window. It divides the high-to-low range into channels, estimates each candle’s volume allocation across its body and wicks, and…

Technical indicatorsMarket microstructureStatisticsBacktesting
SuperMind

This stock-selection approach combines three technical filters: price amplitude above 1, the 9:25 price rise below 6%, and a 30-day moving average that is higher than the previous day’s. The accompanying explanation presents the rising average as a way to…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades crossovers between a faster and a slower moving average. A signal is evaluated when a bar closes: a move above the fast average triggers a buy, while a move below it triggers a sell. The EA can add volume…

ForexTrend followingTechnical indicatorsPosition sizing
FMZ forum

This tutorial explains how FMZ adapts Pine scripts for strategy writing, charting, backtesting, and live trading. It outlines platform-specific differences, including where execution settings and precision are configured, contract-code requirements, added…

Technical indicatorsTrend followingExecutionBacktesting
SuperMind

The document describes a technical stock screen that combines daily price range, large-order net volume ranking, and a rising-bottom or low-price condition. It frames range and order-flow measures as ways to find active shares, while a sequence of higher…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

The post describes a proposed A-share stock screen using a turnover-rate range of 3%–12%, market capitalization below 10 billion yuan, and a profitability filter. It then adds a Bollinger Band condition, along with example formula and Python references. The…

China marketsEquitiesTechnical indicatorsFactor investing
MQL5 code base

The expert adviser described here seeks retracements after unusually strong price movements in USD-based currency pairs. It combines the premise that sharp moves can be followed by pullbacks with a Momentum indicator trigger, including an AUDUSD example…

ForexMomentumMean reversionTechnical indicators
MQL5 code base

The E-Friday expert advisor uses the prior daily candle’s direction to choose a trade: it buys when that candle closed above its open and sells when it closed below its open. It permits only one open position at a time, making the stated approach compatible…

ForexTechnical indicatorsExecutionRisk management
SuperMind

This document describes a Chinese equity screening rule that combines a positive MACD reading, positive price-to-earnings ratio, and an upward-trending 30-day moving average. It interprets the MACD and moving average conditions as signs of upward momentum,…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This document describes an indicator that draws expanding time-zone corridors, fills the area between them with color, and includes an average line. It sends alerts, email, or push notifications when price breaks out of an expanded corridor. The examples…

Technical indicatorsBreakout
BigQuant

The document presents a discretionary chart-reading idea for stocks that rally sharply and then drift lower on shrinking volume and narrow price ranges. It interprets this pattern as possible position cleaning by a large market participant, arguing that slow…

EquitiesTechnical indicatorsChina markets
MQL5 code base

This indicator uses peaks in price histograms to draw potential support and resistance levels. It presents four lines based on different histogram horizons: a gold line for one day, plus red, magenta, and blue lines for short-, medium-, and long-term…

Technical indicatorsMarket microstructureEquities
SuperMind

This document describes a Chinese-equity screen combining three conditions: membership in the metaverse theme, circulating market capitalization above 10 billion yuan, and a prior session that did not close at the daily limit. It also provides example…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This document describes an alert-enabled version of the XFisher_org_v1_Vol_Supr_Zer indicator. It can notify users when the main line crosses zero, the signal cloud changes color to indicate a trend-direction change, or the indicator crosses or exits…

Technical indicatorsTrend followingVolatility
MQL5 code base

The Absolute Strength Histogram (ASH) is presented as a trend-following indicator derived from the Absolute Strength Oscillator. It plots the difference between smoothed bull and bear strength. Bull strength is based on the applied price relative to the…

Technical indicatorsTrend following
SuperMind

This stock-selection idea filters for shares with prior-day turnover above 60 million and a price gain at 9:25 below 6%, then orders candidates by descending capital strength, described in the post as favoring larger transaction amounts. The post frames the…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes vaMA, an indicator built from price shifts and exponential smoothing. It uses increments from the first three orders, with step size proportional to the smoothing period, to produce a smoothed indicator and a faster companion. The…

Technical indicatorsTrend following
SuperMind

This post proposes a Chinese stock screen combining three conditions: today's increase in holdings as a share of the stock above 5%, evidence of main-player control on the prior day, and an upward 30-day average. The post interprets the buying-flow measure…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The Market Facilitation Index (MFI), attributed to Bill Williams, measures the bar's high-low range per unit of volume. The document explains how to compare both MFI and volume with the prior bar to classify market conditions. When both rise, the reading is…

Technical indicatorsFuturesMarket microstructureBreakout
SuperMind

This note outlines a daily, end-of-session stock screen that requires MACD to be above zero and an institutional-flow measure to be positive, then ranks qualifying stocks by popularity. It explains MACD as a short-term trend indicator and institutional flow…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a daily stock screen combining prior-day price amplitude, appearance on the Dragon Tiger List, and trading turnover above a stated threshold. The rationale is that larger price swings may signal opportunity, Dragon Tiger List activity may…

EquitiesChina marketsTechnical indicators