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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

SuperMind

This proposed Chinese stock screen selects shares whose daily high-low range exceeds 1%, whose KDJ J line has just crossed above D, and which have had more than two limit-up days within ten days. The text interprets a large range as evidence of volatility,…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

KoliErBands is presented as a variation on Bollinger Bands. Its distinguishing feature is the center line: it uses the average of the period’s High and Low prices rather than the conventional basis described for Bollinger Bands. The selected period…

Technical indicatorsVolatility
MQL5 code base

Cronex Taichi is an indicator designed to make Ichimoku readings easier to interpret and to distinguish potential flat markets from trends. It defines Taichi as a weighted average of Tenkan, Kijun, and both Senkou spans. TaichiFor uses the two Senkou spans…

Technical indicatorsTrend followingStatistics
MQL5 code base

FollowLine is a chart indicator intended to identify market trends using Bollinger Bands. Its settings let a user choose how many bars to display and set the band period and deviation, which control the indicator’s lookback and band width. The indicator can…

Technical indicatorsTrend followingVolatility
ProRealCode

The Optimized Trend Tracker (OTT) is presented as a trend-following indicator that compares price with a trailing threshold derived from a moving average. Price above OTT is treated as an uptrend condition, while price below it indicates a downtrend. The…

Trend followingTechnical indicatorsEquities
SuperMind

The proposed screen selects stocks after the open when their five-period amplitude measure exceeds a threshold, the measured institutional participation rate changes materially from the prior day, and the share price equals a specified level. The document…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This reference describes MQL5 preprocessor macros that make Expert Advisor code more concise. It maps indexed rate data to candle prices and times, exposes bid and ask values, and provides access to moving averages and ATR arrays. The author assumes…

Technical indicatorsStatistics
MQL5 code base

This Expert Advisor trades when the XAng_Zad_C indicator cloud changes color. It can restrict entries to a configured daily time window and close open positions at the selected end time. If the start time falls later than the end time, closure is scheduled…

ForexTrend followingTechnical indicatorsPosition sizing
MQL5 code base

Rainbow_HTF is a MetaTrader 5 indicator variant that lets the user select the timeframe from its input settings. The supplied example sets the indicator period to four hours, illustrating that the chosen period can be specified independently through a…

Technical indicators
SuperMind

This Chinese stock-selection proposal combines a relative-strength index below 65, an external-to-internal trading-volume ratio above 1.3, and revenue growth from 2018 to 2021 above 10%. The author presents the mix as a way to bring technical conditions,…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

The document outlines a Chinese equity screening idea combining three conditions: at least five moving averages converge, the opening price is near a ten-day average, and the quoted 9:25 change is below 6%. It argues that converging averages may indicate…

EquitiesTechnical indicatorsChina markets
MQL5 code base

This Expert Advisor design runs separate long and short trading systems based on signals from the ColorMETRO indicator. Inputs with one prefix control long trades, while another group controls short trades; each side has its own magic number, position-sizing…

ForexTechnical indicatorsPosition sizingBacktesting
SuperMind

This stock selection approach combines moderate trading activity, recent price-limit events, and a cap on tradable shares. It screens for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a float threshold stated as 5.5…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post proposes a Chinese equities screening rule combining a relative strength index below 65, seven consecutive declining sessions, and a 2019 dividend payout measure above 25%. Its final version adds a market-value range of 5–20 billion yuan. The post…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This article presents a Chinese equity selection rule focused on stocks associated with the metaverse concept. Candidates must have a 30-day moving average that is rising and must not be listed on the STAR Market. The article gives screening logic in terms…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document outlines an Expert Advisor that uses the RSIOMA_V2 indicator to generate trade decisions. It describes three possible triggers: a change in direction of the fast cloud envelope, a move through an oversold or overbought level, or a change in the…

ForexTechnical indicatorsBacktestingExecution
SuperMind

This article describes a Chinese equity screen combining daily price movement, a rising trend filter, a market capitalization ceiling of 10 billion yuan, and positive net profit. It frames amplitude above 1% as a way to find more volatile shares and a 20-day…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This strategy uses the range-based RSRS indicator to time exposure and rotate between large-cap and small-cap Chinese equity ETFs. It fits a rolling ordinary least squares regression of daily highs on lows, standardizes the recent regression slope, and…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This indicator description explains a histogram oscillator formed from the difference between two smoothed Tenkan-Sen lines calculated over different periods. The histogram is color-coded, making the difference between the two Ichimoku-derived averages…

Technical indicatorsCrypto
BigQuant

This excerpt summarizes a Chinese equity market review for the week of April 13–17, 2020. It reports relative industry strength, index valuation direction, sectors with comparatively low and high price-to-earnings ratios, the share of stocks reaching 60-day…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

Anchored Momentum is defined as the percentage difference between an exponential moving average of price and a simple moving average, normalized by the simple average. The indicator therefore compares a smoothed price series with a slower reference average…

Technical indicatorsMomentumStatistics
MQL5 code base

The document describes a chart indicator that plots six customizable exponential moving averages to help traders visually assess price behavior across time periods. Periods, line styles, and colors can be set manually. Its suggested presets target short…

Technical indicatorsTrend followingForex
SuperMind

The document describes a simple Chinese equity screening rule: select stocks with a daily high-to-low range above 1%, a reversal-style candle condition called “fanbao,” and a high equal to the maximum over the current and prior day. It presents the rule as a…

EquitiesTechnical indicatorsMomentumChina markets