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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

This trading system uses changes in the VininI_Trend_LRMA indicator to generate signals when a bar closes. Traders can choose between entering when the indicator crosses its upper or lower levels, or entering when its direction changes. A ChangeOfVolatility…

ForexTrend followingVolatilityTechnical indicators
MQL5 code base

The document presents an RSI price action breakout indicator as a supporting signal for trading strategies. It recommends using the indicator to filter scalping setups on one- or five-minute charts, or to confirm swing trades on hourly charts. It does not…

Technical indicatorsBreakout
MQL5 code base

This document outlines an Expert Advisor that uses the Blau Ergodic oscillator to generate trade entries. It lists three possible signal events: a change in histogram direction, a move through the zero line, or a change in the signal-line cloud's color. An…

ForexTechnical indicatorsBacktestingExecution
SuperMind

This Chinese stock-screening article proposes selecting shares with a daily range above a threshold, rising lows, positive institutional buying, and a 20-day moving average above the 250-day average. It also excludes special-treatment stocks and describes…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This Chinese stock-screening note describes a technical filter combining daily price range, Bollinger Bands, and recent returns. It seeks stocks with a price range above a 20-day average, a close between the Bollinger middle and upper bands, and a positive…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese stock screening idea selects companies in the metaverse sector with a volume ratio between 1.5 and 6 and a prior-day appearance on the Dragon and Tiger List. The article frames these filters as a way to find active stocks attracting attention.…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This page describes a higher-timeframe variant of the TriXCloud indicator for MetaTrader 5. Its input allows the user to select the chart period used by the indicator, with a four-hour period shown as the default. The page also states that the base TriXCloud…

Technical indicatorsForex
SuperMind

This Chinese stock selection note proposes combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s 龙虎榜 (a list of stocks with notable trading activity), and a newly formed bullish KDJ crossover. The rationale is that…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a Chinese equity screen for stocks classified in the metaverse sector. It requires a positive recent return and a MACD histogram value below zero two sessions earlier. The stated rationale is to combine sector membership and a positive…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes an equity screen combining a relative strength index below 65, seven consecutive down sessions, and return on equity above 15% for each of five consecutive years. It presents the RSI and price streak as technical filters…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This stock-selection rule looks for shares with daily amplitude above 1%, an opening price within 2% of the 10-day moving average, and no prior-day limit-up. The article frames volatility as a source of potential short-term opportunity, the opening-price…

EquitiesVolatilityTechnical indicatorsRisk management
SuperMind

This note describes an equity selection rule using three conditions: a 14-period RSI below 65, bid-side volume greater than ask-side volume, and the 20-day moving average above the 120-day moving average. The RSI threshold is presented as a way to avoid an…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This note outlines an equity screen for metaverse-related stocks. It combines daily price amplitude above 1 with a condition that at least one trading day in the prior 25 sessions had a gain of 10% or more. The stated rationale is to find volatile shares…

EquitiesVolatilityMomentumTechnical indicators
SuperMind

This document describes a Chinese equities screen combining a 3%–12% turnover rate, a “reversal wrap” pattern, and positive MACD lines. Its indicator example also requires the close to exceed a moving average and ranks candidates by the MACD difference. The…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes a chart indicator that plots Fibonacci levels, presented as pivot points, on daily candlesticks. Its stated purpose is visual: it adds reference levels to a daily price chart. No calculation rules, trading entry or exit method, or…

Technical indicatorsStatistics
SuperMind

This Chinese equity screening proposal combines a daily price range threshold, a morning star pattern, and an ownership concentration filter. It presents the setup as a short-term technical screen intended to find stocks with potential entry opportunities…

China marketsEquitiesTechnical indicatorsRisk management
MQL5 code base

The document describes an expert advisor that trades signals from the XRSI DeMarker Histogram. It generates a signal when a bar closes and the indicator changes direction, so the strategy acts on confirmed direction shifts rather than intrabar moves. The EA…

ForexTechnical indicatorsBacktesting
SuperMind

The post proposes a stock screen combining price action and auction-period order flow: select shares with amplitude above one, three consecutive limit-up sessions as of the prior day, and positive net buying attributed to major traders during the opening…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

MaksiGen_Channels is described as an indicator that measures a price range during a configurable first time window, then draws that channel across two later session intervals. The sample settings define the range window and subsequent periods by start and…

ForexBreakoutTechnical indicatorsMarket microstructure
MQL5 code base

StodivCandle colors chart candles according to the Stochastic oscillator’s level and its position relative to the signal line. Lime marks an overbought reading, while magenta marks an oversold reading. For readings between those zones, teal indicates that…

Technical indicatorsMomentum
MQL5 code base

PercentageCrossover is described as a moving indicator whose code does not use averaging. The note identifies the indicator’s author and says it was first implemented in MQL4, with an earlier publication in the MQL4 Code Base. This gives basic context about…

Technical indicators
MQL5 code base

WATR_HTF_Signal displays the direction of a WATR indicator calculated on a chosen higher timeframe. A right-pointing arrow marks continuation of the existing trend at the selected bar; a diagonal arrow marks a change and indicates the direction of the trade…

Technical indicatorsTrend followingRisk management