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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

SuperMind

This stock screen combines turnover between 3% and 12% with seven consecutive sessions in which the closing price falls, then filters for a daily price change below 2.6% and above -5%. The article presents the rule as a way to find stocks after a sustained…

EquitiesMean reversionTechnical indicatorsChina markets
SuperMind

This stock screen combines three daily price conditions: amplitude greater than 1%, an opening price within 5% of the 10-day moving average, and a current low below the previous day's low. The document includes formula and Python examples for calculating…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This equity screen targets stocks in the metaverse sector that recorded a limit-up move within the prior 25 days and whose opening price falls between 2% below and 5% above the reference close. The post describes selecting candidates before 10 a.m. for…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock screen combines a daily turnover rate between 3% and 12%, a positive change in the KDJ K value, and an indicator intended to identify institutional accumulation. The document provides formula and Python examples, with the Python version also…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

The document introduces a moving-average arrangement scoring model, or MASS, that assesses market direction and trend strength from the relative ordering of multiple moving averages. It aims to combine the smoothness of longer averages with the quicker…

EquitiesTrend followingMomentumTechnical indicators
SuperMind

The document proposes a stock screen combining three conditions: relatively large price amplitude, upward divergence in the day’s moving averages, and a limit-down price at the prior session’s 9:15 matching stage. The stated rationale is to find volatile…

China marketsEquitiesTechnical indicatorsMean reversion
MQL5 code base

This short reference describes a higher-timeframe variant of the LeManChanel indicator for MetaTrader 5. The indicator exposes a timeframe input, with a four-hour period shown as the default, so users can select the chart period from which the indicator…

Technical indicators
MQL5 code base

The document describes a chart indicator that automatically positions two standard deviation channels. It offers a visual channel-based view of price behavior, but does not explain the calculation method, how the channels are anchored, or how a trader might…

Technical indicatorsVolatility
SuperMind

This Chinese A-share stock screen selects shares with a daily high-low range above a stated threshold, while excluding Beijing-listed stocks and specified board categories. The article also describes a refinement that keeps prices close to a 60-period moving…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

CronexCCI adapts the MACD concept by applying it to a time series of Commodity Channel Index (CCI) values instead of prices. It displays the resulting indicator as a colored cloud, offering a visual way to examine changes and relationships in the transformed…

Technical indicators
MQL5 code base

This short indicator description introduces round price levels as possible support or resistance. It gives EUR/USD examples at prices ending in two zeroes after the decimal point and describes an indicator that displays the two nearest such levels above the…

ForexTechnical indicators
BigQuant

This tutorial explains how to use Seaborn to explore financial data through matrix plots, plot grids, regression plots, and style settings. It uses stock financial statement data to demonstrate correlation heatmaps, including annotations and color maps, and…

EquitiesStatisticsTechnical indicators
ProRealCode

This indicator adapts the idea of nested Hurst channels by plotting a shorter-cycle channel inside a medium-cycle channel. Both use smoothed price averages as centers and average true range offsets to set their upper and lower bounds. The description frames…

Technical indicatorsVolatilityMean reversion
MQL5 code base

This indicator builds price and volume distributions from lower-timeframe candle data, then displays Value Area High, Point of Control, and Value Area Low. It distinguishes developing levels for the active profile from completed levels for the prior profile,…

Technical indicatorsMarket microstructureBreakout
SuperMind

The document describes a Chinese stock selection screen that combines a 14-period RSI below 65, the product of percentage price change and an oversized-order net inflow measure above 1, and a circulating market capitalization between 5 billion and 10 billion…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

This note describes an intraday extension of the Keltner channel. The channel combines a simple moving average with average true range multiplied by a user-selected factor; this variant uses intraday ATR. It further modifies the basic intraday version by…

Technical indicatorsVolatility
MQL5 code base

The document introduces a gradient version of a double-smoothed exponential moving average. It distinguishes this indicator from the commonly named double EMA, noting that the calculation differs despite the similar name. The author characterizes it as…

Technical indicatorsTrend following
SuperMind

This document describes a Chinese equity screen that looks for stocks with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. Within those limits, it selects stocks whose closing price has fallen on each of the…

EquitiesChina marketsMean reversionTechnical indicators
MQL5 code base

The Laguerre indicator described here plots a weighted trendline in a separate chart window and is presented as a possible aid for simple entry and exit signals. It is custom-built and does not depend on the standard MetaTrader indicators. The page says…

Technical indicatorsTrend followingBacktesting
ProRealCode

The document defines a simple candlestick signal that labels a bar as bullish, bearish, or neutral. A bullish signal requires the current candle to close above its open and above the previous high, while opening below the previous low. A bearish signal…

Technical indicatorsEquities
SuperMind

This A-share screening idea focuses on stocks in the metaverse industry. It looks for a fresh KDJ bullish crossover alongside a pattern described as rising lows, with selection limited to before 10:00 and to stocks marked as tradable. The supplied examples…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This intraday Germany 30 strategy combines the direction of a 20-period moving average with 12-period momentum and a 20-period RSI. It opens long positions when price is above the average, momentum is rising across recent readings, and RSI crosses above 70.…

FuturesTrend followingMomentumTechnical indicators
SuperMind

This Chinese A-share stock screen selects shares with current turnover between 3% and 12%, excludes Beijing-listed stocks, and requires the previous day's turnover to exceed 8%. The rationale is to find liquid stocks that have recently attracted trading…

EquitiesChina marketsTechnical indicators
MQL5 code base

This document describes a simple indicator that expresses an asset’s recent high-low price range in points. For each averaging period, it sums the maximum prices and subtracts the sum of the minimum prices; the result is averaged using a selectable…

VolatilityTechnical indicatorsStatistics