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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

4,713 documents

ProRealCode

This five-minute DAX strategy defines an opening range from the high and low recorded during the first trading hour. It sets long and short breakout levels one opening-range width beyond the corresponding extreme, using a configurable multiplier. During the…

FuturesBreakoutTechnical indicatorsRisk management
MQL5 code base

The note introduces an ATR-based range indicator used by an associated grid expert advisor. Its central idea is that a period of low volatility may precede an impulse move, and that the subsequent move can be approached with a flat breakout strategy. The…

ForexVolatilityBreakoutTechnical indicators
SuperMind

This stock screen combines an amplitude threshold above one percent, an opening auction gain below six percent, and a current high that is the highest across two days. The post frames these conditions as a way to identify shares with short-term upward…

EquitiesChina marketsTechnical indicatorsBreakout
ProRealCode

This intraday strategy looks to short crude oil when a five-minute candle signals a downside breakout. The signal requires both candle range and volume to exceed three times their respective averages over a 276-bar lookback, with the candle closing below its…

CommoditiesFuturesBreakoutTrend following
MQL5 code base

The indicator records the highest and lowest prices during a chosen opening window, then extends those levels across the session. It derives profit targets as multiples of the opening range and can mark breakouts, retests, and failed retests. Its…

BreakoutMean reversionTechnical indicatorsRisk management
ProRealCode

This document describes two technical indicators built around moving averages, Bollinger Bands, and trend phases inspired by an adoption-cycle concept. The first classifies price conditions into colored states such as bearish, rebound, opportunity, trend…

Technical indicatorsTrend followingBreakoutRisk management
SuperMind

This Chinese equities screen selects stocks with daily amplitude of at least 1%, turnover above 2% and no more than 9%, and more than two limit-up sessions within the past ten days. The rationale combines price movement, trading activity, and recent market…

China marketsEquitiesMomentumBreakout
MQL5 code base

This MetaTrader indicator marks selected local price tops and bottoms with colored dots. It calculates highs and lows over a configurable period, compares them with the broader trading range, and marks points that meet a significance threshold. The period…

Technical indicatorsForexBreakoutMarket microstructure
SuperMind

This Chinese equity screen selects stocks identified with the metaverse theme, with daily amplitude above 1% and at least two limit-up events within 500 days. The article presents these conditions as a way to find concept stocks with notable price movement…

EquitiesMomentumBreakoutTechnical indicators
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 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
MQL5 code base

The document describes an automated trading system that scans for classical chart structures, including head-and-shoulders formations, bottoms, triangles, flags, and cup-and-handle patterns. It seeks confirmation before entering a breakout by measuring bid…

BreakoutMarket microstructureRisk managementPosition sizing
MQL5 code base

This automated trading system implements the principal components of the Original Turtle rules. It sizes positions according to market volatility, enters on breakouts of fast or slow Donchian channels, and skips a later signal after a successful breakout. It…

Trend followingBreakoutVolatilityPosition sizing
MQL5 code base

This indicator is described as a Donchian channel modified with a slope, with the Moving Average of Momentum mentioned as part of its use. Its key control is the xslope parameter: when set to zero, the indicator behaves like a regular Donchian channel. The…

Technical indicatorsMomentumBreakout
MQL5 code base

The indicator estimates volatility using ATR, a Parkinson high-low estimator, or close-to-close return variation, then ranks the current reading against a rolling history as a percentile. Thresholds divide that percentile into five regimes, from unusually…

VolatilityTechnical indicatorsRisk managementBreakout
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
MQL5 code base

This indicator defines a trend reversal by comparing a bar’s close with the extremes of a preceding window. An upward reversal occurs when the current close exceeds the highs of the previous x minus one bars; a downward reversal occurs when it falls below…

ForexTrend followingBreakoutTechnical indicators
MQL5 code base

The document describes a signal engine for detecting when price approaches a channel boundary and then reverses away from the extreme. It distinguishes this two-stage condition from treating mere proximity as an entry signal. A state machine applies…

Technical indicatorsBreakoutMean reversion
SuperMind

This post outlines an A-share screen for stocks with amplitude above 1, excluding ST-designated shares, selected before 10 a.m., priced below 12, and matching a named five-step limit-up approach. The sample Python implementation operationalizes the last…

EquitiesChina marketsBreakoutTechnical indicators
MQL5 code base

This document describes a chart indicator that marks candles extending beyond a sliding channel formed from recent highs and lows. Candles outside the channel receive different fill colors depending on whether their movement agrees with or opposes the…

Technical indicatorsBreakout
SuperMind

This stock-selection method combines price range, weekly MACD, and a moving-average crossover. It first looks for stocks with an amplitude above 1, a positive weekly MACD histogram, and a weekly close crossing above its 30-week moving average. The article…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This Chinese stock-screening proposal selects high-amplitude shares that had three consecutive limit-up sessions, then checks whether the latest close lies between the middle and upper Bollinger Bands. The post presents the sequence as a way to find active…

China marketsEquitiesTechnical indicatorsBreakout
BigQuant

This older Chinese-equity strategy looks for stocks that rally to the daily limit, pull back, and later break to a new high. It defines a pullback as any post-limit-up close below the earlier limit-up price. After the pullback, a new high triggers a purchase…

China marketsEquitiesBreakoutMomentum