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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
Quantpedia
86 documents
TqSdk
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

MQL5 code base

This brief note describes NRTR_Gator, a chart indicator derived from the NRTR indicator. Its stated addition is a new candlestick coloring scheme intended to make the indicator easier to read visually. The note identifies the author and says the indicator…

Technical indicators
MQL5 code base

The MACD Histogram is defined as the difference between the MACD line and its signal line. Its bars therefore show how far apart those two indicator lines are. The document presents changes in bar length and position relative to the zero line as a way to…

Technical indicatorsMomentum
MQL5 code base

This MetaTrader indicator displays upper and lower candle wick lengths directly on a chart, measured in pips or percentage points. Traders can set thresholds to show longer or shorter wicks, choose separate colors for bullish and bearish candles, and…

ForexTechnical indicatorsExecution
SuperMind

This stock-selection approach screens Chinese equities in the metaverse industry for a volume ratio above 1.5 and below 6, with the 20-day moving average above the 120-day moving average. A later version adds a market-cap floor of 1 billion yuan. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document presents a Chinese A-share stock screen combining market activity, a prior session’s 9:15 matching price at the limit-down level, and profitability history. It first describes conditions of amplitude above 1 and ROE above 15% for five…

EquitiesChina marketsFactor investingTechnical indicators
MQL5 code base

The document describes a synthetic RSI-style indicator that substitutes RSX for RSI. It says the RSX calculation produces a smoother signal, avoids adding lag, and removes some false signals compared with the RSI version. The suggested use is to treat a…

Technical indicatorsTrend following
SuperMind

This Chinese-language strategy note proposes screening stocks with turnover between 3% and 12% after seven consecutive declining sessions, while excluding selected board classifications. It frames the screen as a possible way to find established companies…

EquitiesChina marketsMean reversionTechnical indicators
MQL5 code base

This book section surveys advanced MQL5 capabilities for building MetaTrader 5 software. Topics include custom financial symbols, economic calendar events, networking, databases, cryptography, libraries, software packages, and organizing related programs…

ExecutionMachine learningStatisticsTechnical indicators
MQL5 code base

The document describes an MQL5 indicator variant that lets the user choose the timeframe from an input parameter. The illustrated default is a four-hour chart period. The central idea is to make the SSL_NRTR indicator available for a timeframe selected…

Technical indicatorsTrend following
SuperMind

The document describes a stock screen combining three conditions: daily high-low range above one percent of the previous close, a trading date in 2021, and a MACD value below zero from two trading days earlier. It gives corresponding formula and Python…

EquitiesTechnical indicatorsVolatilityRisk management
SuperMind

This stock-selection method targets companies in the metaverse concept group, with relative volume above 1.5 and below 6, alongside afternoon net inflows from large orders. The document links large-order inflows to market sentiment and describes the…

EquitiesTechnical indicatorsSentimentMarket microstructure
SuperMind

This A-share screening method combines a turnover-rate band of 3% to 12%, a positive but limited 10-day gain, and a positive large-order control measure above the stated threshold of 21. The document describes control as the difference between large buy and…

EquitiesMomentumMarket microstructureTechnical indicators
SuperMind

This stock screen combines membership in the metaverse concept group with an upward-sloping 30-day moving average and a requirement that at least five moving averages overlap. It is presented as a trend-following filter intended to find stocks with aligned…

EquitiesTrend followingTechnical indicators
MQL5 code base

Fast3 is described as a semaphore-style indicator that places trade signals on a chart as arrows. Its signal calculations are said to follow the approach of a related indicator called Fast2; the stated distinction is the arrow presentation. The document does…

Technical indicatorsExecution
SuperMind

This Chinese stock-selection strategy screens for shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and at most 100%, and a positive trailing price-to-earnings ratio. The article frames…

EquitiesChina marketsFactor investingTechnical indicators
MQL5 code base

The document describes a way to display the Relative Strength Index on the main price chart rather than in a separate indicator pane. It says this version uses a highest-high and lowest-low channel to map the oscillator onto the chart, allowing RSI and price…

Technical indicatorsEquities
ProRealCode

This indicator estimates buy and sell volume from each candle’s range and open and close prices. It allocates volume across candle sections, assigning the resulting estimates to buying or selling according to whether the candle closes at or above its open.…

Technical indicatorsStatisticsMarket microstructure
SuperMind

This document describes a Chinese equity screening rule combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and recent price-limit activity. It selects stocks with turnover between 3% and 12%, profit growth above…

EquitiesMomentumBreakoutChina markets
MQL5 code base

The Balance of Power indicator is presented as an oscillator for gauging relative buying and selling pressure and spotting possible trend reversals. Its calculation compares the close with an earlier open, then scales that difference by the high-low range…

Technical indicatorsStatistics
SuperMind

This Chinese equity screening rule combines a daily price-range threshold, a market-cap ceiling, positive quarterly earnings, and a KDJ bullish crossover. The crossover is described as J moving above K, alongside recent indicator comparisons; the example…

EquitiesTechnical indicatorsRisk managementChina markets
BigQuant

This brief indicator note introduces Island Reversal, abbreviated IR, and lists its inputs as close, high, low, a lookback length, and a percentage parameter. Its pseudocode calculates prior-period high and low boundaries, then derives two price levels…

EquitiesTechnical indicatorsStatistics
SuperMind

This post outlines a stock screen that combines a daily price-range threshold with a rising DEA signal, while applying geographic exclusions. It then suggests expanding the screen with valuation measures such as price-to-earnings and price-to-book ratios,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a historical A-share stock screen using an RSI reading below 65, a price range greater than 1%, and a 2021 date filter. It presents RSI as a gauge of price strength and overbought or oversold conditions, while the range criterion is…

China marketsEquitiesTechnical indicatorsBacktesting
SuperMind

This stock-selection example screens Shenzhen main-board shares associated with the metaverse theme. Its stated criteria require price above the five-day moving average, positive price-to-earnings and price-to-book ratios, and upper bounds of 29.01 and 3.11…

EquitiesChina marketsTechnical indicatorsMean reversion