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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

MQL5 code base

The i-CAi indicator displays its latest value as a price label and can round channel levels to a user-selected number of digits. The number of digits is controlled through an input setting. This affects how the indicator presents its levels; the document…

Technical indicators
MQL5 code base

The document describes an indicator that applies K-means clustering to historical price points. It groups prices by density and treats each cluster’s center, or centroid, as a potential area of concentrated liquidity. The intended use is to plot support and…

Machine learningTechnical indicatorsStatistics
MQL5 code base

This indicator description presents a variation of MACD that lets the user calculate the difference between fast and slow averages using one of four types: simple, exponential, smoothed, or linear weighted. It then normalizes the resulting MACD values to a…

Technical indicatorsMomentum
SuperMind

This stock-selection example screens within the metaverse industry for shares where the KDJ indicator has just crossed upward and the main-force net buying measure during the opening auction is positive. The proposed logic combines a technical reversal…

EquitiesChina marketsTechnical indicatorsSentiment
MQL5 code base

ReverseMinMax is a chart indicator that identifies the low associated with the highest low and the high associated with the lowest high across a configurable lookback period. These reversed extrema form two levels intended to show where recent price extremes…

Technical indicators
SuperMind

This post outlines a Chinese equity screening idea that combines a market-capitalization limit, a history of no reported losses, weekly MACD above zero, and capital strength ranked from high to low. The stated rationale is to find smaller companies with…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This script draws horizontal lines at the highest and lowest prices found over user-selected lookback windows. Users can choose whether to show upper lines for highs, lower lines for lows, or both, and can configure the number of bars considered for hourly,…

Technical indicatorsBreakoutEquities
MQL5 code base

This document describes a modified Aroon oscillator indicator for MetaTrader 5. It says the indicator builds on Tushar Chande’s Aroon indicator and corrects a common implementation issue in which the oscillator’s negative extreme is not reached. It also adds…

Technical indicatorsTrend following
MQL5 code base

This indicator displays a daily pivot point alongside three resistance levels and corresponding support levels. Traders can choose which chart corner shows the values, and the indicator can draw horizontal level guides on the chart. The levels are presented…

Technical indicators
SuperMind

The article proposes a stock screen combining three signals: daily position increases above 5%, upwardly diverging moving averages, and a shortening green histogram on a 15-minute MACD. It interprets these as evidence of capital inflow, a rising price…

EquitiesTechnical indicatorsMomentumRisk management
ProRealCode

This strategy uses a five-minute chart to trade breakouts in the direction of a longer term moving average. For longs, price must be above the 200 period hourly average while remaining below its upper Bollinger boundary; a rising short term average and…

ForexBreakoutVolatilityTechnical indicators
SuperMind

This post presents an equity screening rule using three conditions: daily price range must exceed a threshold, a reversal or engulfing pattern must appear, and the indicated 9:25 price gain must remain below a ceiling. It offers formula and Python examples…

EquitiesTechnical indicatorsChina markets
ProRealCode

The document describes the Schaff Trend Cycle (STC), a trend-oriented oscillator built from the difference between short- and long-period Wilder averages. It normalizes that difference against its rolling high and low over a cycle window, scales the result,…

Technical indicatorsTrend followingMomentum
MQL5 code base

This brief description concerns a higher-timeframe version of an IBS, RSI, and CCI indicator for MetaTrader 5. It explains that users can select the indicator chart period through an input setting, allowing the indicator to reference a chosen timeframe. The…

Technical indicators
backtrader

This example shows how to replay lower-timeframe price data as daily, weekly, or monthly bars in Backtrader. A simple strategy calculates a configurable simple moving average and prints lifecycle messages as the replayed data advances. The script lets users…

BacktestingTechnical indicators
SuperMind

This note describes a stock screen requiring amplitude above a threshold, an opening price near the ten-day moving average, and a six-period RSI below a stated ceiling. The moving-average condition is implemented as a band around the average, while the…

EquitiesTechnical indicatorsVolatilityMomentum
SuperMind

This note presents an A-share stock screen combining daily price amplitude, a specified share price, and positive net buying by large participants during the auction. It interprets amplitude as a sign of price movement and auction buying as evidence of…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This note describes an A-share stock screen that selects securities with codes beginning with 60, daily amplitude above a threshold, and a rising-bottom pattern. It presents the code prefix as an initial universe filter and suggests adding technical,…

EquitiesChina marketsTechnical indicators
ProRealCode

This indicator turns Aroon Up and Aroon Down readings into a color-coded histogram. Using a 14-period lookback and a trigger level of 70, it marks a bullish state when Aroon Up exceeds Aroon Down and reaches the trigger, and a bearish state when Aroon Down…

Technical indicatorsTrend following
ProRealCode

This indicator compares trend conditions across 15-minute, 1-hour, and 4-hour charts. On each timeframe, it scores the direction of five simple moving averages with periods 5, 8, 13, 21, and 34. It also calculates the Accelerator Oscillator from median…

Technical indicatorsTrend followingMomentum
SuperMind

This stock screen combines a technical filter, a revenue comparison, and prior limit-up activity. It selects shares with a 14-period RSI below 65, revenue in 2021 more than 1.1 times revenue in 2018, and at least three limit-up sessions within 500 days. The…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This page describes an Expert Advisor that uses the EMAAngle indicator as an initial directional gate, then checks additional indicators, including Laguerre RSI with a Laguerre filter, two moving averages, and CCI. It states that the EA compares the EMAAngle…

ForexTechnical indicatorsBacktesting
SuperMind

This Chinese-language post outlines an A-share stock screen combining price range, a robotics concept classification, circulating market capitalization, and trading-volume conditions. It seeks stocks with an intraday high-to-low range above one percent,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

The article describes a Chinese A-share screening rule that combines a technical filter with company earnings growth. It selects stocks with RSI below 65 and year-over-year growth in net profit attributable to the parent company above 20% and no more than…

EquitiesChina marketsTechnical indicatorsFactor investing