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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

ProRealCode

This ProRealTime indicator displays several Ichimoku-related events as histogram signals. It calculates Tenkan-sen and Kijun-sen from recent highs and lows, derives Senkou spans for the cloud, and marks short sequences where the two lines remain equal,…

Technical indicatorsTrend followingForex
SuperMind

This Chinese-language post outlines a short-term equity screen based on a large amplitude, a high same-day control reading, and a three-session limit-up sequence ending the previous day. It discusses adding filters for dividend yield relative to the market…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This Chinese-language post describes an equity screening rule that combines a positive MACD reading, upward alignment of short-term moving averages, and a rising weekly MACD histogram. It provides example indicator formulas and a basic screen based on MACD…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

This short indicator description covers a chart tool that displays four semaphore-style signals based on money flow index (MFI) oscillators with different periods. It presents the signals as trend cues when oscillator readings enter user-defined overbought…

Technical indicatorsMomentumForex
MQL5 code base

This guide explains Bollinger Bands as a volatility measure and a possible source of overbought or oversold signals. It describes a middle line based on a moving average, commonly using 20 periods, with upper and lower bands set two standard deviations away.…

Technical indicatorsVolatilityMean reversionEquities
MQL5 code base

This indicator description presents GRFLeadingEdge as an alternative to Bollinger Bands intended to reduce delays associated with averaging. It says the method resembles a standard-deviation channel built by smoothing a straight line over a fixed number of…

Technical indicatorsStatistics
MQL5 code base

This short description explains an automated method for calculating price levels from the Average True Range (ATR). It sets a maximum level by adding ATR multiplied by a target parameter to the opening price, and a minimum level by subtracting the same…

Technical indicatorsVolatilityRisk managementPosition sizing
MQL5 code base

This brief description concerns a version of Kaufman’s Adaptive Moving Average (AMA), an adaptive smoothing indicator used to follow price trends. It says the implementation modifies the smoothing ratio by raising it to a power, controlled by an external…

Technical indicatorsTrend following
SuperMind

This document explains MACD as a way to compare a short-term and a long-term exponential moving average of closing prices. Their difference, DIFF, is smoothed into a signal line called DEA; MACD is calculated from the gap between DIFF and DEA. The standard…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

The post outlines a stock screen combining three conditions: intraday high-low range relative to the open above 1%, a stated 2019 dividend-yield measure above 25%, and daily change from the open between -5% and 2.6%. It presents the conditions as a way to…

EquitiesTechnical indicatorsFactor investingBacktesting
MQL5 code base

The document describes SuperTrend as a price-chart overlay that uses Average True Range (ATR) to adjust a trend line to market volatility. It presents crossings of price and the line as potential buy or sell signals, with changes in line color marking trend…

Technical indicatorsTrend followingVolatility
MQL5 code base

The Donchian Oscillator described here measures how far the closing price sits beyond a Donchian channel boundary. The channel is formed from the highest high and lowest low across a chosen lookback period. A close above the upper boundary produces a…

Technical indicatorsBreakout
MQL5 code base

The document describes a higher-timeframe signal display for the AFL_WinnerSign indicator. It shows whether the selected bar continues the current trend or marks a change in direction: continuation uses a horizontal arrow, while a changed trend uses a…

Technical indicatorsTrend following
MQL5 code base

This technical note explains how to add alert delivery to a MetaTrader indicator that already stores buy and sell signals in indicator buffers. It describes configurable inputs for selecting the signal bar, enabling sound, setting an alert count, and turning…

Technical indicatorsExecutionEquities
SuperMind

This stock screen combines a metaverse industry classification with a price condition, a robotics concept flag, and a circulating market capitalization limit. The price condition requires the stock’s average price to be above its five-day moving average. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a short-term stock selection screen focused on China’s metaverse industry. It looks for simultaneous bullish crossovers in MACD, KDJ, and DMI, with MACD above its zero line. The expanded rules also require the MACD fast average to be…

EquitiesTechnical indicatorsMomentum
SuperMind

The post describes a China-focused stock screen combining three conditions: RSI below 65, membership in the beverage and alcohol import-export industry, and a short moving average above a longer one. Its example specifies a 14-period RSI and compares…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection example combines four conditions: price amplitude above 1, exclusion of ST-designated stocks, a five-session upward condition, and a buying-control measure above 21. The accompanying Python illustration estimates amplitude from…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection example screens Chinese A-share stocks in the metaverse category, requiring prior-day turnover above 8% and a three-part price condition labeled as the start of a main advance. The accompanying formula expresses the price checks as the…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This note describes a trailing stop indicator that sets long and short thresholds as a percentage of each bar’s high and low. While a position direction continues, its stop is updated to move with price; a crossing of the active stop switches the direction.…

Technical indicatorsRisk managementTrend following
SuperMind

This Chinese equity screening proposal combines turnover between 3% and 12%, a positive but limited ten-day gain, and an upward-diverging moving-average pattern. Its accompanying example adds exclusions for certain exchange segments, special-treatment…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes a Chinese equity screen combining three filters: metaverse-related stocks, positive institutional flow, and tickers beginning with the Shanghai “60” prefix. It also presents a Python example that layers in additional selection steps,…

EquitiesChina marketsSentimentTechnical indicators
FMZ forum

The document is a user’s request for help translating indicator values and candle direction into strategy conditions. The proposed rules are to open a long when a bullish candle aligns with a red volume bar, and to open a short when a bearish candle aligns…

Technical indicatorsExecution