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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

Cryptohopper blog

This guide explains support and resistance as price areas where buying or selling pressure may stall or reverse a market move. It recommends starting with horizontal levels drawn around prior turning points, while emphasizing higher-timeframe references such…

CryptoTechnical indicatorsBreakoutRisk management
SuperMind

This document describes a simple daily stock screen combining a turnover-rate band, the sign of a price-change and large-order-flow product, and a comparison of consecutive daily lows. It selects stocks with turnover between 3% and 12%, a positive product of…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

The post proposes a stock screen requiring MACD above zero, positive trailing price-to-earnings, and previous-day turnover above 60 million. It says selection is performed before 10 a.m. and suggests sorting qualifying stocks by turnover. The stated…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes an Expert Advisor that uses a three moving average cross to trigger trades and MACD as an additional entry check. A later update adds fixed percentage risk sizing and sets stop loss and take profit levels from ATR ranges, linking…

Technical indicatorsTrend followingRisk managementPosition sizing
SuperMind

The proposed stock screen combines three signals: intraday amplitude above a stated threshold, ranking among the top five by that day’s auction amount, and short moving averages ordered above longer ones. The accompanying rationale treats amplitude and…

EquitiesTechnical indicatorsMomentum
SuperMind

The document presents a Chinese equity screening rule: select stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and that did not hit the upper price limit on the previous day. It also includes a Python example that retrieves a…

China marketsEquitiesTechnical indicators
MQL5 code base

The document explains a Fisher Transform oscillator for price data. It first scales prices using a recent high-low range, smooths and bounds the normalized value, then applies a logarithmic transform and recursive blending. This process is intended to make…

Technical indicatorsStatisticsMean reversion
SuperMind

This document presents a Chinese stock-selection screen using price amplitude, a concentration-related measure, and moving-average direction. Its initial description calls for amplitude above 1%, a concentration condition, and an upward 30-day average. A…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This document describes a modified Pretty Good Oscillator (PGO) that allows its values to be smoothed with a Timm Morris moving average. The stated purpose of smoothing is to filter some false signals. It recommends interpreting crossings of the zero line as…

Technical indicatorsTrend following
SuperMind

This document describes a Chinese equity screening rule that selects metaverse-related stocks when an institutional-flow measure is positive and the prior day's actual turnover falls between 3% and 28%. It presents the conditions as a way to combine industry…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

This Expert Advisor uses the Kolier SuperTrend indicator with moving-average crossings to generate trade entries. A signal is acted on when the bar closes and a square of the corresponding color appears. The description specifies that the EA relies on the…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This Chinese stock-screening proposal combines an amplitude filter, simultaneous bullish crosses among three moving averages, and a condition that the prior close be above its 250-day moving average. It presents the setup as a way to find stocks with recent…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This document describes a basic MetaTrader 4 Expert Advisor that trades using the Stochastic oscillator. Its indicator parameters can be changed through the EA inputs, letting learners explore how different settings affect its signals. The text frames the…

ForexTechnical indicatorsBacktesting
SuperMind

This Chinese equity screen looks for stocks in the metaverse sector that closed above their 250-day moving average on the previous day and had at least one limit-up event during the prior month. The long moving average acts as a price-trend filter, while the…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes the Oracle trading indicator as a forecasting tool that redraws its values four bars ahead. It notes that the indicator’s strong promotional description is disputed, and that redrawing makes its apparent past signals difficult to…

Technical indicatorsForex
SuperMind

This Chinese-language post outlines an equity screen requiring price amplitude above 1, a high equal to the highest high of the current and previous day, and at least one limit-up event during the prior 25 days. It frames the conditions as a way to find…

EquitiesVolatilityMomentumBreakout
SuperMind

This Chinese-language post describes an equity screen combining a volatility condition, at least one daily gain of 10% or more in the prior 25 trading days, and a stock concentration measure below 20%. It also proposes adding fundamental and valuation…

EquitiesMomentumVolatilityTechnical indicators
MQL5 code base

This short description presents a Fast Stochastic oscillator variant that aims to reduce noise and lets users select the indicator timeframe through an input parameter. The example timeframe is four hours. It also notes that the indicator depends on a…

Technical indicatorsFutures
backtesting.py

This tutorial shows how to build a long-only moving average crossover strategy by combining reusable strategy components from a Python backtesting library. It turns the relationship between a short and a longer moving average into entry signals, allocates…

EquitiesTrend followingTechnical indicatorsRisk management
SuperMind

This stock selection rule combines a turnover range of 3% to 12%, three consecutive declining sessions, and a reported control ratio above 21%. The article frames the high control ratio as a sign of concentrated holdings or buying by large investors, while…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This document proposes a stock screen requiring a daily price amplitude above a stated threshold, MACD above its zero line, and membership in the metaverse concept group. It presents the concept theme as an additional selection dimension and gives indicator…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document outlines an equity screen combining a metaverse industry classification, an arc-shaped price pattern, and shortening green bars in a 15-minute MACD histogram. Its accompanying formula also applies price-range and moving-average conditions,…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This note describes an A-share screening approach that combines a daily high-low range greater than one percent, at least one limit-up session during the previous 25 days, and current volume above its 21-day average. The accompanying Python example adds a…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This note presents an A-share stock screen combining a daily trading-range threshold, at least one limit-up session in the prior 25 days, and current volume above its 21-day average. Its sample formulas also add a condition that the current low is close to…

EquitiesTechnical indicatorsMomentumVolatility