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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

The article proposes a Chinese equity screen restricted to the metaverse industry. It looks for stocks opening near or above their ten-day moving average, then ranks candidates using a measure combining the session’s price change with large-order activity.…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The indicator plots two Standard Deviation lines calculated with separate period and moving-average-method settings. It places a directional pointer when one line crosses the other: an upward cross by the first line produces a blue pointer, while a downward…

Technical indicatorsVolatilityStatistics
MQL5 code base

This Expert Advisor uses three moving averages to generate directional entries. A long setup requires the fast average to cross above the middle average while both faster averages remain above the slow average across the current and prior bar comparisons.…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

XMA is described as a moving average whose output is filtered by a minimum price step. It first calculates a moving average using a selected period, calculation method, and applied price. The displayed value updates only when the difference from the prior…

Technical indicatorsTrend following
MQL5 code base

The Choppiness Index is presented as an oscillator for distinguishing trending conditions, flat markets, and unstable consolidation. Its calculation compares the sum of one-period average true ranges over a lookback window with the high-to-low range across…

Technical indicatorsVolatilityTrend following
ProRealCode

This indicator estimates buying and selling pressure from candle bodies and wicks. It assigns values to bullish, bearish, and neutral candle configurations, then smooths the directional series with a Hull-style weighted average. The resulting upper and lower…

Technical indicatorsTrend followingVolatilityStatistics
MQL5 code base

This document describes an automated forex expert advisor that looks for bullish and bearish Butterfly harmonic patterns across selected chart timeframes. It says the system identifies patterns using pivot points and offers configurable risk and session…

ForexTechnical indicatorsRisk management
SuperMind

This document describes a Chinese equity screen using three conditions: daily price range above a threshold, share price below a ceiling, and a 2019 dividend ratio above a threshold. It frames the screen as a mix of technical behavior and dividend…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document describes an A-share screen for stocks with turnover between 3% and 12%, seven consecutive declining sessions, and a volume ratio between 1.5 and 6. The volume ratio is calculated against a five-session average. The article presents the pattern…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This document describes a Chinese equity screen combining daily price range, past limit-up activity, and a weekly trend signal. It selects stocks with amplitude above 1, at least two limit-up days in the preceding 500 trading days, and a weekly red-bar…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

This indicator uses confirmed swing highs and lows to form a weighted pivot center, then places an adaptive trail around it using Average True Range. The trail indicates bullish or bearish direction; a change in direction can produce a buy or sell marker and…

Technical indicatorsTrend followingVolatilityRisk management
SuperMind

This Chinese-language post outlines an equity screen that combines daily price range, five years of return on equity above 15%, and prior-day actual turnover between 3% and 28%. It presents the mix as a way to select shares with price movement, sustained…

EquitiesFactor investingTechnical indicatorsChina markets
ProRealCode

This indicator extends the classic SuperTrend by centering its bands on the midpoint of the recent high-low range, rather than the closing price. It offers three ways to measure the band width: Average True Range, standard deviation, or standard error. A…

Technical indicatorsTrend followingVolatility
MQL5 code base

This document outlines an Expert Advisor designed to automate potential entries identified by candlestick formations. The user selects whether the EA should look for bullish or bearish setups and specifies trade volume. For bullish conditions, it lists…

Technical indicatorsForexExecutionPosition sizing
MQL5 code base

This document describes an Expert Advisor that trades signals from the TimeZonePivotsOpenSystem indicator. A signal is generated when a bar closes after price breaks through the indicator’s channel, so entries are based on confirmed bar closes rather than…

ForexBreakoutTechnical indicatorsBacktesting
ProRealCode

Trend Envelopes is a trend-following overlay built from moving averages of highs and lows. The upper and lower bands form a range that responds to recent price extremes. A close beyond the prior band changes the regime; closes between the bands leave the…

Trend followingTechnical indicatorsRisk management
SuperMind

This stock screen combines a metaverse theme classification, positive net buying attributed to major participants during the auction, and a technical trend condition. The article’s explanation and final selection rule specify that the previous close should…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post outlines an equity screen requiring a minimum daily high-low range, positive afternoon large-order net flow, and a positive daily MACD value. It treats the range as a sign of trading activity, the order-flow measure as an indication of capital…

EquitiesMomentumTechnical indicatorsMarket microstructure
SuperMind

The document describes a stock screening idea that combines a recent increase in buying activity, an outside-to-inside trading volume ratio above a threshold, and a shrinking green histogram on a 15-minute MACD display. The proposed interpretation is that…

EquitiesMomentumTechnical indicatorsMarket microstructure
MQL5 code base

The NRatio_Signal indicator is described as a visual overlay in a separate, narrow chart window. A two-color line represents the current trend, while colored stars mark signals. Its calculations use values from the NRatio indicator on a fixed timeframe, so…

Technical indicatorsMomentum
SuperMind

This proposed stock screen combines a daily amplitude condition with a 15-minute MACD histogram condition: the histogram must remain below zero while becoming less negative. It also excludes stocks that closed at the daily limit-up level on the previous day.…

China marketsEquitiesTechnical indicatorsVolatility
MQL5 code base

This short note describes a moving-average-style indicator built with a linear regression algorithm. It identifies the indicator as a typical MA variant and says it was first implemented in MQL4, with an earlier Code Base publication date. The document also…

Technical indicatorsStatistics
SuperMind

This Chinese stock screen combines three conditions: daily amplitude above 1, a positive ten-day return below 35, and prior-day auction turnover above 0.26. The article frames these as filters for volatility, moderate recent gains, and short-term trading…

EquitiesChina marketsVolatilityMomentum
SuperMind

This stock-selection recipe screens for shares with amplitude above 1 and a daily control measure above 21, then requires three technical indicators to show simultaneous golden crosses. The article describes amplitude and the control measure as proxies for…

EquitiesChina marketsTechnical indicatorsMomentum