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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

MQL5 code base

This description outlines a pending-order breakout approach implemented by an Expert Advisor. It scans a configurable lookback range, set to 80 bars in the described version, and places a Buy Stop at the highest price and a Sell Stop at the lowest price. The…

BreakoutExecutionTechnical indicatorsRisk management
SuperMind

This Chinese equity screening rule combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and seven consecutive sessions in which the close is no higher than the open. It is intended to find stocks with recent signs of…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This short strategy note describes a daily pre-open screen for mainland Chinese equities. It selects stocks with MACD above its zero line, a share price below 12 yuan, and excludes STAR Market stocks. The article explains the conditions and gives example…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The selection rule ranks stocks by volume ratio from highest to lowest, after filtering for yesterday’s turnover above 8% and a 10-day gain greater than 0% but less than 35%. The stated rationale is to find shares with strong trading activity, high turnover,…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

CandleStop Cloud is described as a chart indicator that displays trailing stop levels alongside a channel whose background color changes. It also presents the latest indicator values as price labels, allowing a trader to see the stop levels directly on the…

Technical indicatorsRisk managementTrend following
MQL5 code base

This EUR/USD strategy is described for a 30-minute chart and aims to participate in both short ranges and larger trends. It opens buy or sell positions when a one-period smoothed moving average crosses the 200-period smoothed average. It then uses crossovers…

ForexBreakoutTrend followingTechnical indicators
Freqtrade

This five-minute long-only strategy combines a fast stochastic oscillator, an ADX strength filter, and short EMAs. It enters when the opening price is below the five-period EMA of lows, the stochastic %K crosses above %D while both remain below a tunable…

Technical indicatorsMomentumRisk managementBacktesting
MQL5 code base

The Value Chart is presented as a detrended price oscillator: readings farther above or below its center are framed as possible reversal zones. The indicator offers adjustable bar and wick display, overbought and oversold bands, alerts, and external access…

Technical indicatorsMean reversionVolatilityOptions
SuperMind

This stock-selection concept combines recent limit-up activity with moving-average behavior. It proposes finding shares where at least five moving averages converge, where there was a limit-up event within the preceding 25 days, and where limit-up events…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The Trend Trigger Factor (TTF) is attributed to M. H. Pee and a 2004 publication in a technical analysis magazine. This version applies Jurik Moving Average (JMA) smoothing, with the stated aim of reducing false signals and making the trend-trigger state…

Technical indicatorsTrend following
MQL5 code base

This document describes a timeframe-selection feature for the FloatPivot indicator. A user can choose the period used for the indicator through its input settings, with a four-hour period given as the example. This lets the indicator’s calculation period…

Technical indicators
MQL5 code base

This indicator identifies and draws support and resistance zones using fractals and the Average True Range (ATR). It classifies zones as weak, untested, verified, proven, or broken, based on their relationship to price turns and prior tests. The description…

Technical indicatorsRisk management
SuperMind

This proposed Chinese equity screen selects stocks with amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a stated increase in position holding above 5% for the day. The accompanying rationale combines a…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

The document describes a ProBuilder implementation of Larry Williams’s Ultimate Oscillator for use in backtests and automated trading systems. It calculates buying pressure relative to true range over three lookback windows: a base period, twice that period,…

Technical indicatorsBacktesting
SuperMind

This stock screen requires turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%, and a share price above its 250-day moving average. It combines a trading-activity range and a…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

This Gold trading system turns an observed relationship between price waves and the stochastic oscillator into entry and exit rules. It tracks stochastic values relative to upper and lower thresholds, then looks for a crossover against a smoothed stochastic…

CommoditiesTechnical indicatorsMomentumBacktesting
MQL5 code base

This document describes an Expert Advisor that trades signals from thirty popular candlestick patterns. Users can enable or disable individual patterns or groups based on whether they use one, two, or three bars. The document explains configurable trade…

Technical indicatorsExecutionRisk managementPosition sizing
BigQuant

This study develops two equity factors from the relationship between intraday volatility and the return-to-volatility ratio. The “rebuilding” factor uses the daily covariance between that ratio and volatility to represent cases where volatility rises without…

EquitiesVolatilityFactor investingTechnical indicators
SuperMind

This stock screen combines a daily turnover range of 3% to 12%, a reversal or engulfing-style candle condition, and a stochastic K reading at or below 20. The article presents screening logic and sample indicator calculations: it derives ratios from the…

China marketsEquitiesTechnical indicatorsMean reversion
MQL5 code base

This brief note describes ExTrend_Cloud_HTF, a version of the ExTrend indicator with a timeframe setting. Users can select the chart period through an input parameter, with a four-hour period shown as the default example. The document says the indicator…

Technical indicators
MQL5 code base

This indicator estimates buying and selling pressure from each candle’s range around its open. Buying pressure is defined as the high minus the open, while selling pressure is the open minus the low. Prevailing pressure is set to whichever of those two…

Technical indicatorsStatistics
MQL5 code base

This document outlines an expert advisor intended for XAUUSD on a 15-minute chart. It combines RSI entry filtering with recovery entries spaced according to ATR, plus market-structure checks based on lower lows, lower highs, and support conditions. Position…

CommoditiesTechnical indicatorsVolatilityRisk management
SuperMind

This proposed stock screen selects shares with an amplitude above 1, three moving averages in a bullish ordering, and a ratio of active buying volume to active selling volume above a threshold. The article names amplitude and moving-average indicators and…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

The described Expert Advisor seeks reversal trades by checking for divergence in RSI, MACD, and the Stochastic Oscillator. It uses a configurable minimum confirmation count, so a signal can require agreement from multiple oscillators rather than relying on a…

Technical indicatorsMomentumRisk management