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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

MQL5 code base

The Dots indicator displays a directional trend estimate directly on a chart using colored dots: blue indicates bullish conditions and red indicates bearish conditions. Its calculation is described as using the cosine of the angle of price change, with a…

Technical indicatorsTrend followingForex
SuperMind

The proposed stock screen combines three signals: daily price amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and a newly formed KDJ golden cross. The document interprets the amplitude filter as selecting more volatile…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The screening rule selects stocks with turnover between 3% and 12%, a rising K line from the KDJ indicator, and a positive institutional holdings measure. The article presents the rule as combining trading activity, technical momentum, and an institutional…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes an indicator that applies a True Strength Index (TSI) style oscillator to values from the Commodity Channel Index (CCI). It adds its own signal line, displayed as a colored cloud, to help compare oscillator behavior with the signal.…

Technical indicators
SuperMind

This Chinese equities post describes a technical screen requiring a daily range above one percent, current volume above ten thousand lots, an open above the prior close, and a close above the previous day’s low. It presents the conditions as a way to find…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

This brief MQL5 indicator note describes a version of the XMA Range Channel that lets a user select the timeframe used for its calculations through an input parameter. The example default is a four-hour timeframe, allowing the indicator to use…

Technical indicators
SuperMind

This Chinese-language post presents a stock-selection screen combining turnover, listing date, circulating market capitalization, and recent price movement. It targets stocks listed in the current year with market capitalization between 500 million and 1…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

The document outlines a stock-selection screen using turnover between 3% and 12%, an outside-volume to inside-volume ratio above 1.3, and a minimum listing age represented by an unspecified number of years. It frames the filters as a way to combine trading…

EquitiesChina marketsTechnical indicatorsStatistics
FMZ forum

The document explains the head and shoulders top and its inverse as chart patterns that may mark a change in trend. A top forms after an advance with three peaks and a highest middle peak; an inverse pattern forms after a decline with three troughs and a…

Technical indicatorsBreakoutRisk management
MQL5 code base

The BarTimer indicator displays where the current time falls between the start and end of a price bar, including elapsed time as a percentage of the bar. The described use is to monitor when a trading decision is made relative to candle formation, applying…

Technical indicatorsExecution
MQL5 code base

The document describes an indicator that renders the output of the STLM digital filter as a sequence of candlesticks. It says this visual form may make the processed price series more informative for analysis, though it does not explain how to interpret the…

Technical indicators
SuperMind

This article describes a stock screen that requires price amplitude above 1, a listing history longer than one year, and a weekly indicator crossing above its 30-week moving average. It argues that weekly data can reduce the influence of short-term…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese-language article proposes screening listed stocks for turnover between 3% and 12%, a reversal or engulfing-style pattern, and positive large-order net inflows, then ranking candidates by fund-flow strength. It presents the flow ranking as a way…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This document describes an indicator that estimates skewness and excess kurtosis over a selected rolling period of closing prices. Skewness summarizes distributional asymmetry, while kurtosis describes tail weight relative to a normal distribution. The…

StatisticsTechnical indicators
SuperMind

This post presents a daily stock screen for shares whose codes begin with 60, whose intraday high-low range exceeds one percent of the previous close, and whose five-day, ten-day, and sixty-day simple moving averages are ordered from highest to lowest. The…

China marketsEquitiesTechnical indicatorsVolatility
MQL5 code base

This expert advisor describes a trend-following system using two ColorX2MA indicators on separate timeframes. The slower indicator sets the prevailing trend from its line color; the faster indicator supplies entry timing when its color changes. A signal is…

Trend followingTechnical indicatorsForexBacktesting
MQL5 code base

The Detrended Synthetic Price oscillator is described as a way to display price movement after removing a trend component. Its calculation uses the difference between an exponential moving average and a half-period moving average. The result is intended to…

Technical indicatorsStatisticsMomentum
MQL5 code base

This indicator estimates an asset’s volatility from the high and low of smoothed Heiken Ashi candles. It takes the candle range, converts it to points, then rounds that value to a grid defined by a starting level and a level increment. The resulting levels…

VolatilityTechnical indicatorsStatistics
SuperMind

This stock selection method screens companies in the metaverse industry for a newly formed KDJ bullish crossover and a positive return over the recent ten trading days, capped below 35%. It selects securities before 10:00 and requires them to be tradable…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The Expert Advisor uses changes in the Donchian Channel’s upper and lower buffers as directional signals. A buy is triggered when the upper buffer on the first bar is higher than on the second bar; a sell signal occurs when the lower buffer on the first bar…

ForexTechnical indicatorsTrend followingRisk management
ProRealCode

This indicator uses a ZigZag series to identify turning points that are treated as fractal support and resistance. It detects a potential upward turn when the ZigZag value rises after a prior decline, and a downward turn when it falls after a prior rise. An…

Technical indicatorsTrend following
ProRealCode

This strategy combines daily mid-level filters with gap-related price comparisons to generate one long or short trade during the 9:00 AM bar. It calculates the midpoint of the prior day and the midpoint of the highest high and lowest low across configurable…

EquitiesBreakoutTechnical indicatorsRisk management
MQL5 code base

This brief strategy outline defines an Asian session range from 1:00 AM to 5:00 AM GMT, then looks for an entry at the London or New York open. The proposed entry is at a 60% Fibonacci retracement, with a stop below the 80% level and a stated profit target…

BreakoutTechnical indicatorsRisk management