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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

MQL5 code base

This Expert Advisor concept seeks short-term trend entries on a 15-minute chart, using moving averages on both the 15-minute and hourly charts to establish direction. After identifying the trend, it checks that price is close to the 15-minute moving average…

ForexTrend followingTechnical indicators
SuperMind

The post describes a Chinese equity screen combining daily price range, relative trading volume, and weekly MACD. It selects stocks with an amplitude of at least 1%, a volume ratio between 1.5 and 6, and a weekly MACD above zero with its MACD line above the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines three short-term price conditions: at least five moving averages converging, more than two limit-up days within ten days, and a positive ten-day gain below thirty-five percent. The article interprets average convergence…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This document describes an automated trading system framework that combines a two-layer neural network with MACD when assessing whether to open positions. The neural network and indicator signals are analyzed together; MACD is not merely a fallback used only…

ForexMachine learningTechnical indicators
MQL5 code base

This indicator presents the direction or signal produced by ForexOFFTrendSign on a selected bar, using a colored arrow and optional sound or alert. A right-pointing arrow marks continuation of the existing trend; a diagonal arrow indicates a change and…

ForexTechnical indicators
MQL5 code base

The document describes an RSI variant that uses an Adaptive Moving Average (AMA), attributed to Vitali Apirine. It gives two intended reasons for changing the calculation: filter out insignificant price moves and reduce the flattening of RSI values that can…

Technical indicatorsStatistics
SuperMind

This Chinese-language post describes a short-term stock screen combining a turnover ratio between 3% and 12%, appearance on the previous day’s trading leaderboard, and a nonempty name for outstanding convertible bonds. It interprets these filters as proxies…

EquitiesTechnical indicatorsRisk management
ProRealCode

The document describes a moving median indicator for price data and explains the underlying Torben search algorithm. For each window, the routine finds its minimum and maximum, tests a midpoint, and counts values below, above, or equal to that candidate. It…

Technical indicatorsStatistics
SuperMind

This document explains a moving median indicator based on Torben Mogensen’s selection method. A median is the central value in an ordered set and is less affected by outliers than common averages. The described method searches between the minimum and maximum…

Technical indicatorsStatistics
MQL5 code base

The document introduces i-sig, a semaphore-style trading indicator that analyzes the most recent five bars. It identifies the indicator’s authorship and notes that it was originally written in MQL4 and published in 2007. The document does not explain how the…

Technical indicators
MQL5 code base

This note describes a variation on Bollinger Bands in which the upper and lower bands are smoothed separately after the standard deviation calculation. Applying smoothing at that stage can produce smoother boundaries while allowing each side to respond…

Technical indicatorsVolatility
Stratmill research code

This code implements a collection of cross-sectional and time-series equity alpha factors, mainly using close, open, high, low, volume, returns, and VWAP data. The factors combine operations such as rolling ranks, correlations, moving averages, extrema, and…

EquitiesFactor investingTechnical indicatorsStatistics
SuperMind

This stock selection method combines three filters: daily price amplitude above 1%, RSI below 65, and a positive institutional-flow measure. The document describes the first as a volatility screen, RSI as a check on overbought conditions, and institutional…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This indicator modification adds signal lines to a smoothed McClellan Oscillator. The stated motivation is that the original smoother can be difficult to use because it lacks obvious signals. The added lines are intended to make potential signals easier to…

Technical indicatorsEquities
MQL5 code base

This document describes a version of the Relative Vigor Index (RVI) that can calculate its indicator on a selected timeframe independently of the chart’s timeframe. It presents the result visually as a cloud, allowing the trader to view the higher- or…

Technical indicators
ProRealCode

This document describes a trend indicator that combines a Hull Moving Average (HMA), a modified HMA variant, and an optional Kalman-style filter. The filter updates a smoothed price estimate and velocity from the input series; the indicator then calculates…

Technical indicatorsTrend followingStatistics
SuperMind

This note proposes screening equities for at least five converging moving averages, a company ownership category, and a dividend payout ratio above 25% in 2019. The rationale is that several averages near one another may suggest price stability, while…

EquitiesTechnical indicatorsMean reversionRisk management
SuperMind

This note outlines a Chinese stock selection screen that combines a reported daily increase in buying participation above five percent, Shenzhen main-board membership, specified price-to-earnings and price-to-book ranges, and a short moving average above a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a Chinese equity screen combining a metaverse industry classification, a stock code beginning with 60, and an opening price near the 10-day moving average. Its indicator example expresses the condition through crossings between the open,…

EquitiesTechnical indicatorsChina markets
MQL5 code base

This brief description presents a histogram version of the classical Relative Vigor Index (RVI). Color changes identify when the oscillator enters overbought or oversold areas, while a colored cloud between the oscillator and its signal line highlights their…

Technical indicatorsEquities
SuperMind

This post proposes screening Chinese A-share stocks with three conditions: RSI below 65, an external-to-internal volume ratio above 1.3, and turnover between 3% and 12%. It supplies example indicator formulas and a Python-style workflow that retrieves market…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

This document describes a chart overlay intended to make price history easier to inspect. Vertical lines mark hourly boundaries, with distinct colors for the starts of weeks, days, and months. Horizontal lines mark psychological round-number price levels and…

Technical indicatorsStatistics
MQL5 code base

This indicator presents a smoothed DeMark oscillator as a histogram centered around zero, with values described as ranging from minus fifty to plus fifty. A configurable coloring approach can emphasize either breaks through overbought or oversold levels or…

Technical indicatorsMean reversionMomentum