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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

79,386 documents

MQL5 code base

This document describes a modified MetaTrader 4 indicator that draws a horizontal line from a selected session start. It extends an earlier daily-open indicator by allowing the start time to include minutes, and adds limits on the hour and minute inputs.…

ForexTechnical indicators
MQL5 code base

This brief document describes a trading strategy built around the Average Directional Index (ADX), a moving average, and the close of the first bar. It also notes that the system uses different take-profit, stop-loss, and trailing levels for buy and sell…

ForexTechnical indicatorsRisk management
MQL5 code base

PrecisionSniper combines trend, momentum, volume, and directional strength indicators into a weighted long or short score. Its eight conditions include EMA alignment and separation, price location relative to a trend EMA, RSI behavior, MACD histogram…

Technical indicatorsMomentumTrend followingRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from a Bezier standard deviation indicator. It opens a position at the close of a bar when the indicator displays a colored point, then exits when the indicator changes direction against the open…

Technical indicatorsBacktestingForex
MQL5 code base

This document describes a demo trading panel built with the MasterWindows interface library for MQL5. It presents price-based signals as a probability scale and lets a user submit market orders, adjust position size, close positions, or enable autopilot. The…

ExecutionRisk managementTechnical indicators
Kraken Learn

The document explains how a crypto debit card funds purchases by converting crypto to fiat at the point of sale. It contrasts this with traditional debit cards and crypto credit cards, covering funding, liquidation timing, spending limits, rewards, credit…

CryptoSpot marketsRisk management
SuperMind

This Chinese stock-screening example combines three technical conditions: MACD above zero, seven consecutive sessions with lower closing prices, and a rising 30-day moving average. The setup seeks stocks that remain in a broader positive trend while…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening idea selects stocks with turnover between 3% and 12% and displayed best-bid volume greater than best-ask volume. Candidates are then ranked by an attention or activity measure, with the described final screen taking the top 50.…

EquitiesChina marketsMarket microstructureSentiment
TqSdk

This example implements a futures Turtle-style trend-following system. It enters long when price breaks above a prior Donchian channel high and short when price breaks below the channel low. Position size is based on account balance, contract multiplier, and…

FuturesTrend followingBreakoutVolatility
SuperMind

This note describes a Chinese equity screen for metaverse-related stocks. It looks for an opening price near or above the ten-day moving average after the prior session’s close was below it, then requires the current close to be above the 10-, 20-, 30-, 60-,…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This indicator uses the highs and lows of a candlestick series to identify directional price changes spanning a configurable number of bars. The stated default looks for a move across three candles, while the user can change that setting. It is presented as…

Technical indicatorsBreakoutStatistics
SuperMind

The document proposes a short-term screen for main-board Chinese stocks using three conditions: daily price amplitude above a threshold, a rising and spreading moving-average pattern, and a daily gain greater than one percent. It presents these as signs of…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

This report examines why investment portfolios turn over, how to manage that turnover, and how turnover control affects portfolio outcomes. It frames the drivers across the research and trading process: alpha changes influence target holdings, optimization…

Portfolio constructionExecutionRisk managementEquities
SuperMind

This stock screen selects shares with turnover between 3% and 12%, a newly formed KDJ golden cross, and a rising MACD DEA value. The article describes turnover as a measure of stock activity and presents the two indicator conditions as signals of upward…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This Chinese stock-selection screen combines three filters: RSI below 65, no limit-up close on the prior day, and shortening green bars on a 15-minute MACD histogram. The article interprets the shrinking bars as a possible sign of short-term trend reversal…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a MACD indicator built from Kaufman Adaptive Moving Averages (AMA). AMA adjusts its responsiveness to market conditions, aiming to reduce sensitivity to price noise while limiting lag in detecting trends. The indicator applies AMA…

Technical indicatorsTrend followingStatistics
SuperMind

This stock screen combines daily price amplitude above 1% with weekly MACD above its zero line and a MACD line above zero. It is presented as a way to identify stocks with recent price movement and positive trend conditions, aimed at short- to medium-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen combines three filters: at least five moving averages converging, appearance on the prior day’s trading activity list, and a 9:25 a.m. gain below six percent. The article frames moving average confluence as a way to identify…

EquitiesChina marketsTechnical indicatorsMomentum
vn.py community

This brief forum exchange describes a configuration issue when connecting vn.py 4.4.0 to SimNow’s 24-hour test environment. A user reports that the standard simulation connection succeeds while the 24-hour test connection fails. Another participant replies…

FuturesExecution
SuperMind

This stock screen combines a daily amplitude threshold, a 2021 date filter, and a weekly crossover of the five-period moving average above the ten-period average. The author presents the crossover as a sign of improving short-term direction, while the…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This short description introduces an expert advisor that moves each open position to its breakeven level. The stated function is position management: it adjusts trades so their stop or exit threshold reaches the trade’s entry price, aiming to remove the…

Risk managementPosition sizing
SuperMind

This Chinese equity screening proposal selects stocks with MACD above zero, a closing price below 12 yuan, and at least one limit-up event during the previous month. The article presents MACD as a technical filter and recent limit-up activity as a sign of…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes helper functions intended to support a breakout strategy during a prop firm challenge. One check compares account equity with a configured profit target. Another estimates the day’s closed-trade profit and loss from account history,…

BreakoutRisk managementExecution