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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

SuperMind

This Chinese equity screen combines daily price amplitude above 1, a positive weekly MACD reading, and a market-cap rank between the 20th and 70th percentiles. The article also describes ranking candidates by volume relative to its 20-period average, then…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This expert advisor uses a moving average to generate directional entries. Four consecutive declining moving-average values establish a downward trend condition, with a price rebound above the latest average triggering a sell; four rising values establish an…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This indicator presents the standard Relative Strength Index as a histogram after rounding its readings to configurable increments. The described settings range from no rounding to progressively coarser groupings, including a three-level display at zero, the…

Technical indicatorsEquitiesForex
SuperMind

This Chinese-language post describes an equity screening rule combining price amplitude above a threshold, a rounded or arc-like price pattern, and a signal that the stock was controlled by major traders on the previous day. It presents the combination as a…

EquitiesTechnical indicatorsRisk management
ProRealCode

This long-only daily strategy seeks short-term rebounds in equity index CFDs while limiting entries to prices above a 200-period moving average. It sums RSI readings over the most recent two periods and enters when this cumulative measure falls below 35,…

EquitiesMean reversionTechnical indicatorsRisk management
SuperMind

This stock-selection idea combines three filters: a daily trading range above one percent of the previous close, a stock code beginning with 60, and a positive afternoon large-order flow signal. The code example operationalizes the range and code filters,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

The method treats signals from an indicator as candidate highs or lows rather than immediate trade entries. It uses zigzag-style logic to connect candidate pivots and checks whether each candidate can form a geometrically plausible leg. A candidate that…

Technical indicatorsBreakoutRisk management
SuperMind

This stock-selection approach combines a positive MACD reading with a company-type condition and circulating market capitalization above 10 billion yuan. The document presents the screen as a way to find stocks with upward price trends, sound fundamentals,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a Chinese A-share stock screen combining an RSI below 65, seven consecutive down days, and a weekly five-period moving average crossing above the ten-period average. It presents the conditions as a way to identify stocks with a potentially…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

The document explains how to find the highest and lowest closing prices over roughly two years using rolling time-series maximum and minimum functions. It treats two years as about 400 trading days and applies those functions to the closing-price series,…

EquitiesTechnical indicatorsStatistics
SuperMind

The screen combines three conditions: a stock belongs to the metaverse concept group, its 30-day moving average is rising, and it has closed lower for three consecutive sessions. The article frames this as a way to find stocks in a selected theme that have…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator displays Bollinger bands with a colored cloud. It has two configurable inputs: the calculation period and the deviation. The document describes the cloud’s color as a visual cue for price crossing a band: blue for an upper-band crossing and…

Technical indicatorsVolatility
MQL5 code base

The document explains the Generalized DEMA (GD) moving average, which combines a price’s exponential moving average with a second exponential smoothing of that average. A volume factor controls the secondary smoothing contribution, while the period and…

Technical indicatorsStatistics
SuperMind

This post outlines a Chinese equity screening rule that ranks stocks by relative volume and selects the top 100, then filters for a positive but bounded return over ten days and a 20-day moving average above the 120-day average. The combination is intended…

EquitiesMomentumTechnical indicators
MQL5 code base

This document introduces an extended version of an asymmetric bands oscillator. The stated addition is an estimate of how much weight price has within the current trend, along with an attempt to estimate the effect of that weight on trend formation. It…

Technical indicatorsTrend followingMomentum
MQL5 code base

XvaMA is described as a moving-average indicator whose averaging algorithm can be changed. The document identifies it as an MQL5 implementation and says it relies on classes from a separate smoothing-algorithms library. It points to prior documentation of…

Technical indicatorsTrend following
SuperMind

The document describes a Chinese equity screen combining three conditions: daily price range above a threshold, circulating market capitalization above a threshold, and a positive daily MACD. It presents these as filters for volatility, company size, and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening proposal combines daily price range, market capitalization, profitability, moving averages, and valuation. It seeks stocks with at least a one percent high-to-low range, positive net profit, market capitalization up to 10…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This note describes a candlestick presentation of the JSatl indicator. Rather than showing the algorithm’s output in its usual form, the indicator processes the relevant price time series through JSatl and displays the resulting values as a sequence of…

Technical indicators
MQL5 code base

This document describes a higher-timeframe version of the KWAN_CCC indicator for MetaTrader 5. A timeframe input lets the user choose the period from which the indicator displays its readings, with a four-hour period shown as the default example. The note…

Technical indicators
MQL5 code base

The document introduces a trading indicator built from crosses between two deviation-scaled moving averages (DSMAs). It attributes the underlying DSMA concept and the paired-cross idea to an article by John Ehlers published in TASC in July 2018. The…

Technical indicatorsTrend followingBacktesting
SuperMind

This A-share stock screen combines a positive MACD reading with an upward-moving average condition, then ranks candidates by the day’s auction amount and selects the top five. The article frames auction value as a possible sign of buying interest: stocks…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen combines three conditions: amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and a morning-star candlestick pattern. The document treats the amplitude filter as a way to find volatile stocks,…

EquitiesTechnical indicatorsMomentumVolatility