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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

Awesome Systematic Trading

This strategy selects liquid U.S.-listed stocks above a minimum price and enters when a stock’s closing price reaches or exceeds its previous highest close. It holds qualifying positions in an equally weighted portfolio, adjusts allocations daily, and uses a…

EquitiesTrend followingBreakoutTechnical indicators
ProRealCode

The Market Mode indicator adapts John Ehlers’ phase-based approach to classify market conditions. It applies a filter to the midpoint of each bar, smooths the resulting oscillator, and compares it with adaptive upper and lower thresholds. A move above the…

Technical indicatorsTrend followingMean reversion
ProRealCode

This analysis classifies bars by whether their highs and lows rise or fall relative to prior bars, then splits each configuration by candle color. The resulting eight groups cover rising-range and falling-range patterns, wider-range engulfing bars, and…

Technical indicatorsBacktestingStatistics
SuperMind

This post outlines a Chinese equity screen for stocks in the metaverse sector. Its stated filters include a recent limit-up event, an opening gain below six percent relative to the prior close, and a MACD condition described as below zero two days earlier.…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator description defines a moving average built from Heiken Ashi candle values. It exposes two settings: the calculation period and the averaging method. First, it calculates a moving average of the Heiken Ashi close; it then applies the same…

Technical indicatorsTrend followingStatistics
SuperMind

This note proposes selecting stocks with MACD above zero, a favorable but undefined company-quality characteristic, and a positive price-to-earnings ratio. The rationale combines a technical trend signal with a basic profitability screen: positive MACD is…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection note describes a screen combining a 3%–12% turnover range, a rising DEA condition, and three consecutive limit-up sessions. The accompanying indicator formula expresses the trend filter through moving-average relationships, while the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen combines a daily price-range condition, a dividend-yield threshold tied to 2019, and a weekly MACD condition above zero. The stated logic seeks shares with some recent price movement, a high historical dividend yield, and positive…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This indicator measures weekend price gaps for a selected instrument and timeframe to assess whether fading a gap may be viable. It divides observations into recent gaps, the last twelve months, and the full available history. For each period, it reports gap…

StatisticsMean reversionRisk managementTechnical indicators
SuperMind

The document outlines a Chinese stock screen using three filters: a daily price-change measure greater than one percent, a listing age exceeding one year, and a closing price below 12 yuan. It presents the filters as a way to find active, established,…

China marketsEquitiesTechnical indicatorsStatistics
SuperMind

The document describes a Chinese equity screen that ranks stocks in the metaverse industry by the day’s auction value and keeps the top five, subject to a condition labeled as an emerging strong uptrend. It presents the trend condition as a way to identify…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This Expert Advisor trades changes in the direction shown by the ColorJJRSX indicator. It opens a position when the indicator changes color at a bar close, then can close the position once its holding time exceeds a configured limit. The holding-time exit is…

ForexTechnical indicatorsRisk managementBacktesting
SuperMind

The proposed stock screen selects companies in the metaverse sector whose closing price is above its five-day moving average, then ranks candidates by opening-auction amount and keeps the top five. The document presents this as a way to combine a sector…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The Elliott Wave Oscillator is presented as a tool to help confirm an Elliott wave count made by the trader. It does not identify or count waves automatically. The indicator uses differently colored bars to make possible trend changes easier to notice and…

Technical indicatorsTrend following
SuperMind

This Chinese equity screening proposal selects non-ST stocks before 10 a.m. using a range threshold, a five-session closing-high condition, and an external-to-internal trading volume ratio above 1.3. It presents the setup as a way to find active shares with…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This Expert Advisor trades signals from the Fisher_org_v1_Sign indicator. A signal is taken when a colored indicator icon appears at a bar close, so decisions are made using completed bars. The EA requires the compiled indicator file to be installed in the…

ForexTechnical indicatorsBacktestingExecution
BigQuant

This article outlines a machine-learning stock selection strategy intended to find shares that may rebound after declines while limiting drawdowns during weak market conditions. It targets China’s small and medium-sized board, chosen for its activity and…

China marketsEquitiesMachine learningMean reversion
SuperMind

This document outlines an A-share screen that combines membership in the metaverse theme, a share price above its 250-day moving average, and a revenue comparison requiring the 2021 figure to exceed the 2018 figure by a stated threshold. The theme identifies…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This document describes a rule-based A-share stock screen combining a turnover-rate band of 3% to 12%, a newly formed KDJ golden cross, and a close between Bollinger Bands’ middle and upper lines. It frames turnover as a liquidity filter, the crossover as an…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

The document presents a custom trend indicator that combines STE with a three-bar trailing stop associated with Larry Williams. Its stated aim is to anticipate directional changes and make larger trends easier to follow than with the author's earlier…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This document describes an Expert Advisor that trades signals from an RSIOMA histogram. Depending on its selected mode, a signal is evaluated at bar close when the histogram breaks support or resistance, changes direction, or crosses its signal line. An…

ForexTechnical indicatorsBacktestingExecution
SuperMind

The document describes a simple Chinese A-share screen that selects stocks with turnover rates between 3% and 12%, excludes Beijing-listed shares, and requires a share price below a stated threshold. Its rationale is that the turnover band may identify…

EquitiesChina marketsTechnical indicatorsRisk management
Freqtrade

This Freqtrade strategy seeks long entries after short-term weakness while using a higher timeframe trend filter. On the five-minute chart, it looks for either a close near a recent low and below the lower Bollinger Band, or a multi-bar decline followed by a…

CryptoMean reversionTrend followingTechnical indicators
ProRealCode

This indicator combines a Laguerre-filtered RSI with a parameter that adapts to a fractal energy calculation. The energy measure adjusts the filter’s gamma sensitivity, while the resulting oscillator is displayed alongside it. The description identifies the…

Technical indicatorsStatistics