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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

SuperMind

The post proposes a short-term stock-selection rule combining daily amplitude, the 9:25 price gain, and a product of price change and a large-order net-flow measure. It screens for stocks with amplitude above one, a 9:25 gain below six percent, and a…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

The document describes a dual version of the Average Directional Index (ADX). It computes directional movement and average true range, derives positive and negative directional indicators, then presents a smoothed ADX alongside a faster unsmoothed reading.…

Technical indicatorsTrend followingStatistics
SuperMind

This post describes a Chinese equity screen that selects stocks with a daily high-low range above 1%, at least two apparent limit-up moves over the preceding 500 days, and prior-day turnover above 60 million. It presents both indicator-style conditions and a…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The document defines a Popgun setup as an inside bar followed by an outside bar. The inside bar has a range contained within the prior bar, which the author associates with contraction and a pause. The outside bar extends beyond the preceding bar’s high and…

Technical indicatorsBreakoutVolatility
SuperMind

This stock-selection rule screens for shares with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a proprietary “today control” measure above 21. The post presents the combination as a way to find stocks with…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document describes an indicator that plots upper and lower channel boundaries from the highest and lowest candlestick wick values over a user-selected lookback. It also allows the plotted levels to be offset by a specified number of points and shifted…

Technical indicators
ProRealCode

The document explains an indicator that automates wedge-style chart analysis by detecting pivot highs and lows, connecting selected pivots into upper and lower trendlines, and projecting each line forward by 20 bars. A configurable lookback determines which…

Technical indicatorsBreakoutEquities
ProRealCode

RocketRSI is described as a variant of the Relative Strength Index that accumulates upward and downward changes in a filtered price momentum series instead of relying on averaged gains and losses. A Super Smoother filter is applied first, and the resulting…

Technical indicatorsMomentumVolatility
MQL5 code base

Variable Index Dynamic Average (VIDYA) is presented as an exponential moving average whose effective smoothing changes with market volatility. The indicator uses the Chande Momentum Oscillator (CMO) as its volatility measure, so its response can vary with…

Technical indicatorsVolatility
BigQuant

This equity factor study measures buying and selling pressure through the amount of time a stock spends at different positions within its recent price range. It first normalizes price between the interval’s high and low to obtain relative price position…

China marketsEquitiesFactor investingTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades from the Loco indicator. It checks for a change in the indicator’s icon color when a bar closes and uses that change to form a signal. The text does not explain how the indicator calculates its color, how…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

This indicator overlays two colored channels derived from standard deviations of the High and Low values of smoothed indicator candles. Its parameters control the JMA smoothing depth and phase, a point gap to ignore, and the Bollinger-style calculation…

Technical indicatorsVolatility
SuperMind

This stock-selection recipe screens mainland China main-board shares using three conditions: RSI below 65, a daily gain above 1%, and a 9:25 change below 6%. The author presents the RSI threshold as a way to find shares with room to rebound, the positive…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator defines a breakout system using a channel built from High and Low price series processed with the JFatl_Digit algorithm. When price moves outside the gray channel, bars change color to show the trend direction: blue for rising prices and red…

Technical indicatorsBreakout
BigQuant

This Chinese-language post describes a stock selection screen combining three conditions: RSI below 65, the day’s volume above 1.05 times the prior day’s volume, and the absolute move from the previous close to the opening price below 6%. It frames the…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This indicator combines a Laguerre RSI with a Laguerre filter signal line, keeping the calculation within a single indicator family. It can also display a no-trade zone intended to flag ranging markets where trading may be better avoided. A configurable…

Technical indicatorsMean reversionTrend following
SuperMind

The document presents a Chinese equities screening idea focused on beverage manufacturing stocks. It filters for turnover rates between 3% and 12% and a ratio of outside to inside trading volume above 1.3, with the sector described as having active beverage…

EquitiesChina marketsTechnical indicatorsPosition sizing
MQL5 code base

This document describes a visual indicator that summarizes the direction of a ColorStepXCCX oscillator across ten timeframes. It colors each timeframe square green when the oscillator is rising, pink when it is falling, and gray when neither direction…

Technical indicatorsTrend following
BigQuant

The note recasts a past trading approach as a daily double moving average strategy, using crossovers as signals. The author reports that this approach produced losses over several consecutive years, offering a cautionary personal outcome rather than a…

Technical indicatorsTrend followingBacktesting
SuperMind

The document presents a short-term stock screen combining daily price range, positive large-order net volume over several consecutive days, and a stock-code prefix. Its stated final conditions are amplitude above one, net volume above 0.05 for at least three…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

The document describes a chart indicator that identifies candles matching user-defined conditions and marks buy or sell signals. Its filters include candle direction, minimum high-to-low range, minimum body-to-range ratio, and separate upper- and lower-wick…

Technical indicators
SuperMind

The proposed Chinese equity screen selects stocks with daily amplitude above 1, turnover between 2% and 9%, and a stated share-float ceiling of 5.5 billion shares. The intended rationale is to find stocks with notable price movement and trading activity…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

The document describes an indicator that derives an index for 49 currency pairs from price indexes for seven currencies. It also reports timeframe-specific trend readings calculated with MACD and generates buy, sell, or wait suggestions using moving…

ForexTechnical indicators
MQL5 code base

This indicator plots a moving average of the difference between closing and low prices, normalized relative to Average True Range. It displays overbought and oversold thresholds in a separate chart window. Its inputs let the user choose the calculation…

Technical indicatorsVolatilityMean reversion