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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

This stock-selection screen combines a moving-average cluster with recent price strength. It looks for shares with at least five moving averages converging and more than two limit-up sessions within a ten-day window, with the stated screen restricted to…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

This strategy uses Bollinger Bands in relation to a 200-period moving average to identify directional conditions. It proposes entering on a pullback toward the 20-period average after the relevant band moves beyond the 200-period average. After price closes…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This brief description concerns a variant of the Hans Cloud System indicator. Its stated change is to extend the indicator’s plotted levels through the end of the trading session, controlled by an input setting that enables or disables the extension. The…

Technical indicators
MQL5 code base

This brief description introduces an Accumulation/Distribution indicator implementation with three selectable calculation variants: Classical, Classical Incremental, and Trade Station Incremental. The incremental approaches differ in how the indicator…

Technical indicatorsStatistics
SuperMind

This Chinese equity selection method filters for daily price amplitude above 1, a product of yesterday’s turnover rate and the ratio of today’s opening auction volume to yesterday’s volume between 0.5 and 2, and a positive daily MACD value. The stated intent…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screening idea combines a relative strength index below 65, a condition involving daily price change multiplied by net large-order volume, and a positive 10-day return capped below 35%. The accompanying example expresses the order-flow…

China marketsEquitiesTechnical indicatorsMomentum
Freqtrade

This five-minute long-only strategy looks for sharp price weakness below a longer-term average and the lower Bollinger Band. It enters when the close is below the 50-period EMA and below 98.5% of the lower band, subject to a volume condition comparing…

CryptoMean reversionTechnical indicatorsRisk management
SuperMind

This document describes a short-term A-share stock screen combining price movement, a candlestick pattern, and trading activity. It looks for amplitude above 1, a condition labeled as a Kute Intelligent morning star, and a range for yesterday’s turnover rate…

EquitiesTechnical indicatorsSentimentChina markets
MQL5 code base

This indicator compares a candle’s price movement with its tick volume and plots the result as a histogram with a smoothed moving-average signal line. The calculation can use either the absolute open-to-close difference or the high-to-low range, divided by…

Technical indicatorsMarket microstructureStatistics
MQL5 code base

This document describes an indicator that overlays candles from a larger timeframe as filled rectangles on a lower-timeframe chart. It uses the ColorStepXCCX indicator to determine direction-based colors: candle bodies appear in brick red or blue, while…

Technical indicators
SuperMind

This article presents a technical stock screen for Chinese equities. Its stated conditions are an amplitude above 1, a measure formed from the previous day's turnover and the ratio of current auction volume to previous volume within a specified band, and a…

China marketsEquitiesTechnical indicatorsVolatility
MQL5 code base

This document describes a step-filtered moving average intended to reduce signals caused by small slope changes, especially in ranging markets. The average is held at its prior step level until its movement exceeds a required threshold; once the threshold is…

Technical indicatorsVolatilityTrend following
MQL5 code base

This document explains a trend-following approach that enters on breakouts of recent highs or lows and exits when price crosses a shorter-period opposing boundary. It describes two channel settings: a main system using 20-day entries and 10-day exits, and a…

Trend followingBreakoutTechnical indicatorsRisk management
SuperMind

The document proposes screening Chinese stocks for an RSI below 65, year-over-year net profit growth above 20% and up to 100%, and more than two limit-up days over a recent 10-day period. Its rationale combines a technical condition, a profitability-growth…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a Chinese equity selection rule combining daily amplitude above 1, a rounded or arc-like price shape, and a Morning Star candlestick pattern. It explains the pattern as a possible sign of a rebound after a market decline, while…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

The document outlines a Chinese equity screen combining turnover between 3% and 12%, a beverage and alcohol industry classification, and an opening price near the 10-day moving average. It presents these filters as a way to combine trading activity, sector…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese stock-selection proposal combines three signals: today’s position-increase share above 5%, a weekly five-period moving average crossing above the ten-period average, and more than two limit-up sessions in the last ten days. The accompanying…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese A-share screening idea selects stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and market capitalization above 200 million. The accompanying discussion frames these conditions as a way to find stocks…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

MaxMinRange is described as a two-part indicator for displaying price extremes within candlesticks. One component tracks the maximum values associated with upward movement and is plotted above zero; the other tracks values associated with downward movement…

Technical indicatorsStatistics
SuperMind

This stock screening strategy focuses on companies in the metaverse industry. It selects stocks when the KDJ indicator forms a fresh bullish crossover and the current day’s low is below the previous day’s low, seeking an apparent pullback alongside a…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes an automated breakout approach driven by the Color_QEMA_Envelopes_Digit_System indicator. A trade signal is generated when a bar closes with a color that differs from the preceding bar, or when the preceding bar has no color. The…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

The document describes a dual-period RSI method that combines a shorter calculation with a longer one to address both retracement entries and longer-term positioning. In the referenced approach, five-week and seventeen-week RSI readings inform entries and…

Technical indicatorsMomentumBacktesting