Skip to content

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

8,851 documents

MQL5 code base

The document describes an Expert Advisor that trades signals from a BullsBears semaphore trend indicator. It opens a trade when a bar closes and the indicator reverses, marked by a color change. The indicator’s compiled file must be available in the…

CommoditiesTrend followingTechnical indicatorsBacktesting
SuperMind

This Chinese stock selection post proposes combining three filters: today’s position increase ratio above 5%, stock scale above 200 million, and the 20-day moving average above the 120-day moving average. The post treats the position increase ratio as a flow…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This stock screen combines three conditions: a rising 30-day average, company scale above 200 million, and today’s position-increase ratio above 5%. The accompanying explanation treats the moving average as a trend filter, the scale threshold as a liquidity…

EquitiesChina marketsTrend followingMomentum
MQL5 code base

Weather Vane is described as an indicator that calculates a symbol’s average price and uses it to determine trend direction. The resulting direction can serve as a signal for taking a trade. The document recommends applying the indicator on a one-minute…

Technical indicatorsTrend followingHigh-frequency trading
SuperMind

This note proposes a Chinese equity screen combining a reported increase in buying activity, year-over-year parent-company net profit growth between 20% and 100%, and a 20-day moving average above the 120-day average. The buying-flow condition is presented…

EquitiesChina marketsFactor investingTrend following
SuperMind

This note describes a Chinese equity screen combining daily range, trend, and recent price performance. It looks for stocks with a daily high-to-low range above 1%, a 20-day moving average above the 120-day average, and a positive 10-day return below 35%.…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This Chinese stock selection example combines a 14-period RSI below 65, prior-day auction turnover above 0.26, and a 20-day moving average above the 120-day average. Stocks meeting all three conditions are ranked by individual stock popularity. The…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This note proposes screening stocks for at least five moving averages that align, a share price around 18.5 yuan, and a historical year condition of 2021. Its sample calculation uses moving averages over 5, 10, 20, 50, and 200 trading days, then applies…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This Chinese stock-screening proposal combines three conditions: at least five moving averages converge, the stock was described as controlled by major investors the previous day, and its 30-day moving average is rising. The text interprets convergence as a…

EquitiesTechnical indicatorsTrend following
SuperMind

This A-share stock screen combines three stated conditions: at least five moving averages coincide, the opening price is near the 10-day average, and the 20-day average is above the 120-day average. The accompanying explanation treats clustered averages as a…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This trading system uses a smoothed parabolic indicator whose input series is derived from X2MA moving-average values. It generates a trade signal when a large colored point appears at a bar’s close. The description indicates that an Expert Advisor…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor combines several moving averages across three timeframes with AC indicator readings across two timeframes. It assigns signal strength from the indicators’ states and can be configured to act on all generated signals or only on stronger…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This brief description outlines an automated trading system that uses three instances of the Parabolic SAR indicator. A trade signal is generated when the third indicator's bar closes, provided that the direction is confirmed by the trend signals from the…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This document describes an Expert Advisor that trades changes in direction identified by the VininI_Trend indicator. It offers two signal modes: entering when the indicator crosses its upper or lower levels, or entering when the indicator changes direction.…

ForexTrend followingTechnical indicatorsBacktesting
SuperMind

This stock selection approach ranks by trading volume, then requires a positive return and an upward-sloping 30-day moving average. The article interprets higher volume as greater market attention, positive returns as evidence of recent price strength, and…

EquitiesTrend followingMomentumTechnical indicators
MQL5 code base

SF-6 is described as a trend indicator that distinguishes stronger trend bars from weaker bars. The color of the thick bars indicates trend direction, while thin bars mark a possible pullback against that direction. This gives traders a visual way to follow…

Technical indicatorsTrend following
SuperMind

This post proposes screening Chinese stocks with market capitalization below 10 billion yuan and at least five moving averages converging at the same time. It names the 5-, 10-, 20-, 50-, and 200-day averages, treating their alignment as a possible sign that…

China marketsEquitiesTrend followingTechnical indicators
MQL5 code base

This brief indicator description introduces the Kolier SuperTrend, attributed to KoliEr Li. It says that a TrendMode input can produce four variants of how the indicator appears on a chart, making the setting the main configurable feature described. The…

Technical indicatorsTrend following
MQL5 code base

The document describes a NonLag moving average indicator with two noise filters: a fixed threshold measured in points and a dynamic threshold expressed as a decimal. These filters suppress smaller price movements, making the plotted average appear stepped.…

Technical indicatorsTrend following
SuperMind

This note proposes finding stocks with at least five overlapping moving averages, a rounded price pattern, and a 20-day moving average above the 120-day average. It interprets moving-average convergence as a sign of nearby support or resistance, the rounded…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This stock screen combines three technical conditions: RSI below 65, a 30-day moving average that is rising, and shrinking MACD histogram bars on a 15-minute chart. The stated rationale is to seek shares with a longer-term upward bias and a possible easing…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This note describes a Price Channel indicator converted for MQL5 and highlights its optional re-entry feature. A circle marks an initial entry signal, with the order intended for the next bar’s open; an arrow marks a signal to add another order on the same…

Technical indicatorsTrend followingExecutionRisk management
SuperMind

This Chinese stock-screening note describes a selection rule for shares associated with the robotics theme. It filters for daily turnover between 3% and 12%, a circulating market value below 10 billion yuan, and a 20-day moving average above the 120-day…

EquitiesChina marketsTechnical indicatorsTrend following