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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

29,558 documents

MQL5 code base

This Expert Advisor uses four Accelerator Oscillator readings, sampled at the selected bar shift and three successive seven-bar intervals, as inputs to a weighted perceptron. It multiplies each reading by a weight derived from an optimized parameter, sums…

ForexTechnical indicatorsMachine learningRisk management
MQL5 code base

This automated trading system uses pin-bar reversal signals with a filter built from two moving averages and fractal-based trend lines. Its stated rules pair upward-turning trend lines with a pin-bar sell signal and downward-turning lines with a pin-bar buy…

ForexEquitiesTechnical indicatorsMean reversion
Binance API docs

This reference explains exchange rules that determine whether orders are accepted. Symbol-level checks cover valid price ranges and increments, quantity bounds and steps, notional value limits, iceberg order parts, trailing-stop parameters, and caps on open…

CryptoExecutionMarket microstructureRisk management
MQL5 code base

This document is a historical trading-platform report for an EURGBP system on daily data covering October 2021 through September 2022. It lists extensive configuration settings, including ATR, ADX, moving-average periods, spread and margin limits, trend…

ForexBacktestingRisk managementPosition sizing
SuperMind

This post proposes an equity screen combining daily range above a threshold, rising lows, and price above its five-day moving average. Its expanded version adds a longer-term trend check using the 20-day and 250-day averages, valuation limits, market-cap…

EquitiesTechnical indicatorsMomentumTrend following
Amberdata research

This article recounts the 2025 Bybit theft and describes how the attackers reportedly compromised the Safe wallet interface, deceived signers, and changed the wallet implementation before moving the assets. It outlines subsequent laundering through…

CryptoOn-chain dataRisk managementMarket microstructure
ProRealCode

The document describes an indicator that plots the high and low of the previous day, week, and month as reference levels for trading. Its distinctive design anchors each line at the bar where the relevant extreme occurred, conveying the level’s age and how…

Technical indicatorsMarket microstructureBreakoutMean reversion
SuperMind

This document describes a short-term stock screen using three conditions: daily amplitude above a threshold, a high daily control measure, and a positive product between price change and net flow from very large orders. Its refined version also restricts…

EquitiesMomentumTechnical indicatorsExecution
MQL5 code base

This document describes an adviser that uses the DeMarker indicator to generate signals and place pending limit or stop orders. It checks for a signal only when a new bar begins, then sets the pending order at a configured distance from the current price. A…

Technical indicatorsExecutionRisk management
SuperMind

This note describes a screen for A-shares whose codes begin with 60, whose turnover is between 3% and 12%, and whose top 20% of shareholders collectively hold less than 70% of shares. It presents these conditions as filters for liquidity and ownership…

EquitiesChina marketsStatisticsRisk management
SuperMind

This note describes a stock screen for A-shares whose codes begin with 60, whose turnover is between 3% and 12%, and whose price-to-earnings ratio is positive. The code example obtains a current trading date and filters listed stocks using those criteria.…

EquitiesChina marketsFactor investingRisk management
SuperMind

This stock-selection screen combines price amplitude above 1, a dividend-related payout ratio above 25% for 2019, and a rising-bottom condition. The explanation treats larger amplitude as a sign of greater trading opportunity, the dividend filter as a way to…

EquitiesTechnical indicatorsVolatilityRisk management
MQL5 code base

This MetaTrader expert advisor detects bullish and bearish inside-bar patterns and opens corresponding long or short positions. It offers three position-handling modes: open a position at every signal with stop-loss or take-profit exits; reopen positions in…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

The document describes a forex expert advisor that uses ZigZag swing highs and lows to identify support and resistance, then updates trend lines as price structure changes. When price approaches or touches a line, the EA may take a buy or sell position…

ForexTechnical indicatorsTrend followingExecution
SuperMind

This note presents a short-term Chinese equity screen based on daily price range greater than 1, volume above 10,000 lots, an opening price above the previous close, and a reported increase in positions of at least 5%. It frames range, volume, and the…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note proposes screening Chinese equities for turnover between 3% and 12%, a K reading below 20, and first-level bid volume greater than first-level ask volume. Its indicator examples also include additional filters for price, market capitalization, and…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This note describes a short-term screen for Chinese equities associated with the metaverse theme. It combines a user-defined arc-shaped price pattern with current volume above 10,000 lots and an opening price above the previous session’s high. The article…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a trading calculator that uses user-provided parameters to estimate risk of ruin and an optimal risk level per trade. It also projects account capital over several horizons, including a year, a month, and the end of the selected term.…

Risk managementPosition sizing
SuperMind

The document describes a Chinese stock screen that combines a 2019 dividend ratio above 25%, daily price amplitude greater than 1%, and ranking by a stock heat measure. Its example code approximates the heat ranking using traded value and also applies…

EquitiesChina marketsFactor investingTechnical indicators
OctoBot

This introductory article explains how rapid price rises fueled by investor enthusiasm can develop into cryptocurrency bubbles and sharp declines. It identifies new investor inflows, fear of missing out, media attention, and imitation of other buyers as…

CryptoVolatilitySentimentRisk management
MQL5 code base

This brief description presents an indicator that uses Average True Range as a reference for placing stop losses. It draws two bands at equal distances from a moving average, making the bands a volatility-based guide around a baseline. The text also proposes…

Technical indicatorsVolatilityRisk managementBreakout
MQL5 code base

The document describes an on-chart spread monitor for tracking trading costs on a selected symbol. It calculates spread from the live Ask and Bid, then displays the current value alongside the minimum, average, and maximum observed since the indicator was…

ExecutionMarket microstructureRisk management
SuperMind

This stock-screening proposal combines a range condition, rising lows, and a long-term trend filter. It selects shares with amplitude above one, a rising bottom, and the prior close above the 250-day moving average. The suggested expanded version adds a…

EquitiesChina marketsTechnical indicatorsTrend following