Skip to content

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

MQL5 code base

ResSup is a chart indicator that plots two lines derived from local price extremes. Its described trading rule is to buy when price crosses above the upper line and sell when price falls through the lower line. The lookback period controls how many bars are…

Technical indicatorsBreakoutMomentumBacktesting
SuperMind

This post proposes a short-term stock screen combining three conditions: membership in the metaverse theme, a positive institutional-flow indicator, and a threshold for the share of positions increased that day. It frames the criteria as a way to focus on a…

China marketsEquitiesSentimentTechnical indicators
MQL5 code base

This document describes a Forex expert advisor that compares the strength of eight major currencies, identifies stronger and weaker currencies, and trades major currency pairs using moving averages. It outlines three ways the strength measure can be…

ForexMomentumTechnical indicatorsRisk management
SuperMind

This note describes a short-term Chinese equity screen using a price-range threshold, current trading volume above a minimum, a higher open, and a volume ratio between specified bounds. It explains the volume ratio as current volume relative to a ten-period…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note presents a Chinese stock screen based on a daily range greater than a threshold, a rising price bottom, and ranking by net large-order flow. The accompanying formulas express these conditions as an amplitude test, a comparison of recent lows, and a…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This note describes a Chinese equity screening rule combining MACD above its zero line, positive price change multiplied by very large order net flow, and an opening gain below a threshold. Its proposed refinement raises the opening-gain ceiling. The…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This A-share stock screen looks for daily amplitude above 1%, tradable shares no greater than 5.5 billion, and no limit-up on the previous day. The article frames these conditions as a way to identify actively moving, smaller-float stocks that have not just…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This A-share selection rule combines turnover between 3% and 12%, an external-to-internal trade ratio above 1.3, and at least one limit-up within the previous 25 days. The document describes the combination as a way to focus on actively traded stocks with…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This A-share stock screen selects stocks with daily amplitude above 1%, at least one limit-up in the prior 25 days, and a negative MACD DIF value from two days earlier. The document provides both indicator-formula and Python examples, with the latter…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

The indicator measures the relative strength of a selected currency from the closing prices of seven currency pairs that contain it. Its zero line represents the average over a configurable period, and a colored histogram is intended to make the reading…

ForexTechnical indicatorsMomentum
MQL5 code base

The indicator presents the direction or signal produced by OzymandiasSign at a selected bar, using chart symbols to distinguish continuing trends from changes that may indicate a trade. A right-facing arrow marks continuation, while a diagonal arrow…

ForexTechnical indicatorsTrend following
ProRealCode

This indicator converts RSI behavior into eight normalized features, including level, slope, acceleration, percentile, volatility, fast-versus-slow spread, and regime. It stores sampled feature vectors alongside forward price outcomes grouped into ATR-scaled…

Machine learningTechnical indicatorsMomentumTrend following
ProRealCode

This document proposes an hourly strategy using Supertrend, an exponential moving average, the middle of the Bollinger Bands, and an ATR-based volatility filter. In the code, long entries require price below the Supertrend line and above the EMA; short…

FuturesTechnical indicatorsTrend followingVolatility
SuperMind

The document describes a Chinese equity screening idea combining price amplitude, ranking by net large-order flow, and a positive price-to-earnings ratio. It presents amplitude as a way to focus on more active stocks, large-order flow as an indicator of…

EquitiesChina marketsTechnical indicatorsFactor investing
ProRealCode

This document presents a variant of the Coppock curve that lets the user choose a moving-average smoothing method. The indicator adds two rates of change calculated from closing prices, then smooths their sum and plots the result alongside a zero reference…

Technical indicatorsMomentum
MQL5 code base

This indicator uses the Money Flow Index (MFI) to flag possible price reversals. Its premise is that price may turn after the MFI’s rate of change slows and reverses, particularly when the fast MFI is in an overbought or oversold area. The indicator can mark…

Technical indicatorsMean reversionRisk management
SuperMind

The document describes a Chinese stock screen combining price range, large-order net volume ranking, and a daily maximum decline bounded between 4% and 5%. The rationale is to identify stocks under short-term pressure that might rebound, with a ranking based…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

The post outlines a rules-based stock screen using three filters: price amplitude above 1, circulating market capitalization above 10 billion yuan, and a volume-ratio range above 1.5 but below 6. It presents the combination as a way to select stocks with…

EquitiesTechnical indicatorsChina marketsStatistics
SuperMind

This stock screen selects shares with a daily range above a stated threshold, at least two limit-up moves during the preceding 500 days, and a current low below the previous day’s low. The article interprets the range and historical limit-up conditions as…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The PDFma indicator is described as a weighted average or digital filter whose coefficients are derived from a probability density function. It offers floating levels, quantile levels, or no levels, with the last option enabling a slope-based mode. Color…

Technical indicatorsStatistics
MQL5 code base

This Expert Advisor runs separate long and short systems using signals from the ColorMaRsi-Trigger indicator. Each side has its own magic number, position sizing settings, and switches for enabling entries and exits, allowing its parameters to be configured…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

The document describes a multi-timeframe version of the ChannelsFIBO_v2 indicator. Its distinguishing setting is a source-data timeframe parameter: the indicator can display the situation associated with a chosen chart period even when the user’s active…

Technical indicatorsMulti-asset
SuperMind

The document presents a Chinese-market equity screen for stocks classified in the metaverse industry. It requires a bullish MACD crossover, a 5-day moving average crossing above both the 10-day and 20-day averages, and at least one daily gain of 10% or more…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document outlines an extended Wilder double-smoothed exponential moving average that adapts its responsiveness using a volatility ratio. According to the description, the adaptation is intended to make the indicator react more quickly to market changes…

Technical indicatorsVolatilityTrend following