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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
Quantopian lectures
45 documents
Binance API docs
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 stock screen combines three signals: at least five moving averages converging, more than two limit-up days within ten days, and a shrinking MACD histogram on a 15-minute chart. The article interprets moving-average convergence as relative…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen targets companies in the metaverse industry that recorded a limit-up day within the previous 25 days and have weekly MACD above zero. The stated rationale is to combine recent market attention and possible short-term strength with an…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed screen ranks stocks by capital-flow strength and filters for average price above the five-day moving average and more than two limit-up sessions within the previous ten days. The rationale is that strong inflows and a rising short-term price…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This indicator presents trend information through three histogram series: price relative to a longer exponential average, a shorter average relative to the same baseline, and a reference average. Their colors distinguish broad and current bullish or bearish…

Technical indicatorsTrend followingMomentumEquities
ProRealCode

The Neural Weight Oscillator combines normalized trend, mean-reversion, and momentum readings into a bounded 0–100 indicator. It uses the Best-Worst Method to turn pairwise importance judgments into component weights, then optionally adjusts those weights…

Technical indicatorsMachine learningMomentumMean reversion
SuperMind

This stock selection method combines a daily price-range filter, exclusion of stocks marked ST, a recent price-high condition, and a rising MACD DEA line. It is intended to be applied before 10 a.m. The accompanying example defines MACD using exponential…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This brief note describes a McClellan Oscillator variant that uses floating levels in place of fixed signal thresholds. It presents the levels as a more flexible alternative to the discontinued signal lines used in another version, and suggests treating…

Technical indicatorsEquities
BigQuant

The document explains MACD as the difference between a faster and a slower exponential moving average, with a signal line formed as an EMA of MACD. It describes the histogram as the difference between those two lines and gives the common 12, 26, and 9 period…

Technical indicatorsMomentumTrend following
MQL5 code base

This document describes an XXRSX indicator augmented with a trend-strength display. It calculates the standard deviation of the indicator and compares that value with a configurable threshold. When the deviation exceeds the threshold, the chart places a…

Technical indicatorsStatisticsTrend following
ProRealCode

The document shares a compact price-following stop formula built from recent highs, average true range, and a rolling low. It first offsets the highest high over a short lookback by one third of the 20-period ATR, then takes the lowest value of that adjusted…

Technical indicatorsVolatilityRisk management
SuperMind

This stock-selection screen combines a metaverse industry or concept filter with a rising 30-day moving average and a condition that the current day's low is below the previous day's low. The moving-average test is intended to identify an upward trend, while…

EquitiesTechnical indicatorsTrend following
MQL5 code base

The modified Advance–Decline Line (MADL) is presented as a trend-strength indicator that uses price movement within each bar and tick volume, adjusted by a moving average of volume over a configurable period. Its value accumulates from the previous reading,…

Technical indicatorsTrend followingRisk management
MQL5 code base

The document outlines an Expert Advisor that trades signals from two moving-average lines of the FractalAMA_MBK indicator. A signal is generated at bar close when the indicator’s main line crosses its signal line. Running the advisor requires a separately…

Technical indicatorsTrend followingBacktestingForex
MQL5 code base

This brief description concerns an EUR/USD moving-average trading program. Its stated operational principle is trading with a moving average, with an account-funds check before each order. The check is intended to prevent an order from failing because the…

ForexTechnical indicatorsRisk managementExecution
ProRealCode

This document describes a custom candle representation intended to smooth price fluctuations. It applies a four-stage recursive Laguerre-style filter separately to the open and a configurable custom close, then combines the stages with fixed weights to form…

Technical indicatorsStatistics
MQL5 code base

This document explains an indicator that calculates a time-weighted average price from a selected cash-market open through the end of the broker's server day. Unlike tick-volume-weighted VWAP, each unit of session time receives equal weight. To handle…

Technical indicatorsStatisticsVolatilityEquities
SuperMind

This document describes a Chinese equity screen combining daily price range, tradable share count, and MACD. It selects stocks with an amplitude above 1, a circulating share count no greater than 5.5 billion, and MACD above zero. The accompanying explanation…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection rule screens Chinese A-shares using three conditions: turnover between 3% and 12%, a newly formed KDJ bullish crossover, and first-level bid volume greater than first-level ask volume. The article presents the rule as a way to combine…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This overview of a trading automation section introduces the MQL5 concepts used to build Expert Advisors. It begins with instrument specifications and trading account settings, then covers built-in functions, data structures, robot events, and the Strategy…

BacktestingExecutionMarket microstructureTechnical indicators
SuperMind

This Chinese-language article presents an A-share stock screen combining an RSI reading below 65, seven consecutive sessions in which the close is below the open, and a closing-price condition involving the previous day's low. It also discusses adding…

China marketsEquitiesTechnical indicatorsRisk management
MQL5 code base

The document describes a ZigZag indicator that draws rays to identify movements large enough to count as significant. It offers two ways to define that threshold. In point-based mode, a user-set point value determines significance. In range-based mode, the…

Technical indicatorsStatistics
MQL5 code base

This trading system uses the Extremum indicator’s histogram color changes to generate entries. A trade signal occurs when a bar closes and the histogram switches from green to red or red to green. The description does not specify the indicator’s calculation…

ForexTechnical indicatorsBacktesting
ProRealCode

The document describes an experimental technical indicator that builds a support and resistance band from trend lines connecting recent price pivots. It identifies candidate highs and lows using RSI thresholds and local price comparisons, forms multiple…

Technical indicatorsMean reversionBreakout
SuperMind

The screen selects stocks whose daily high-low range exceeds one percent, excludes Beijing-listed A-shares, and requires the opening price to lie above the ten-day moving average of closing prices but below 110% of that average. The article presents the…

EquitiesChina marketsTechnical indicatorsVolatility