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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 proposed daily premarket stock screen combines positive MACD, a non-ST restriction, market-heat ranking, and a five-session limit-up pattern. The pattern is described as five consecutive sessions in which each day reached a stated return threshold over…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening proposal looks for stocks in the metaverse concept group whose MACD line crosses its signal line while the five-period moving average crosses above both the ten- and twenty-period averages. It then ranks qualifying stocks by reported…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screening idea selects stocks assigned to the metaverse industry when trading volume is between 1.5 and 6 times its five-period average and MACD is above zero. The article treats elevated but bounded relative volume as a liquidity or activity filter and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines an industry filter for beverage and alcohol import or export businesses with a turnover-rate range and a 15-minute MACD condition. It seeks stocks whose MACD histogram remains below zero while its negative bars are becoming…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a Polarized Fractal Efficiency overlay designed to identify price trends. It plots a main indicator line over price along with upper and lower deviation bands. The indicator combines fast and slow rates of change, a sensitivity…

Technical indicatorsTrend followingMomentumVolatility
MQL5 code base

This strategy waits for price to break above the upper band of a Bollinger Band calculated over a long period, then enter short after price closes back below that band. It sets a stop loss at one ATR and a take profit at 1.5 ATR, using volatility-based…

BreakoutMean reversionTechnical indicatorsRisk management
ProRealCode

This ProRealTime indicator fits a least-squares line to recent closing prices, using a fixed lookback of 200 bars. It calculates the slope and intercept from sums of price and time values, then draws the fitted line and bands around it. The described band…

Technical indicatorsStatisticsTrend following
MQL5 code base

This brief note describes a higher-timeframe variant of the ColorMFI_X20 indicator. Its main feature is an input that lets the user choose the timeframe used for the indicator’s calculations, with a four-hour period shown as the default. This allows the…

Technical indicatorsEquities
MQL5 code base

Wave Weis Bar Force is a volume indicator based on Weis wave analysis. It accumulates volume as long as the market direction remains unchanged, then starts a new accumulation when direction shifts. The indicator grades a wave’s intensity by comparing its…

Technical indicatorsMarket microstructureVolatility
SuperMind

This Chinese stock screening note describes a selection rule based on price amplitude, opening auction value, and the previous session’s actual turnover. The initial screen looks for amplitude above 1, ranks stocks by current auction value, keeps the top…

EquitiesChina marketsTechnical indicators
SuperMind

This stock screen selects companies listed in 2021 whose ten-day price change is positive but below 35%, while turnover falls between 3% and 12%. The article frames the filters as a way to find stocks with recent gains and constrain the screen to a specified…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This brief note describes an indicator that plots price speed and acceleration, with an option to smooth the calculations using the Hull moving average (HMA). Users can also display the values as absolute magnitudes, keeping plotted values above zero. These…

Technical indicatorsMomentum
ProRealCode

This indicator guide divides intraday trading into Asian, London, and New York session windows, including separate New York morning, lunch, and afternoon periods. It marks each window’s high and low as chart zones, then extends prior session levels as pivots…

Technical indicatorsBreakoutExecutionRisk management
MQL5 code base

MAMACD combines three moving averages with MACD as a directional filter. Two slower averages use low prices, with periods of 85 and 75, while a five-period average uses closing prices. A trade is opened when the fast average crosses both slower averages;…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

The document introduces the Phase Change Index (PCI) as a technical indicator intended to identify transitions among consolidation, rising-price, and falling-price phases. It first frames these states in terms of whether prices remain relatively stable, move…

Technical indicatorsTrend followingStatistics
SuperMind

The document describes a Chinese stock selection rule combining three filters: turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%, and a prior-day price condition described…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This brief note describes a higher-timeframe variant of the Rj Sliding Range indicator for MetaTrader 5. Its stated feature is an input that lets the user choose the indicator’s chart timeframe; the example default is H4. The note also says the underlying Rj…

Technical indicators
SuperMind

This post describes a Chinese equity screening rule that combines prior-day price amplitude above 1%, an appearance on the prior day’s Dragon-Tiger list, and turnover between 2% and 9%. It frames the combination as a way to find volatile, actively traded…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This A-share screening proposal combines three conditions: intraday amplitude above 1%, at least five overlapping moving averages, and a gain below 6% at 9:25. Its explanation treats the overlap and amplitude filters as signals of relatively stable price…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This A-share screening idea selects stocks in the metaverse industry with circulating share capital no greater than 5.5 billion shares and a maximum decline for the day between 4% and 5%. The stated rationale is to find candidates for a possible short-term…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This A-share screening proposal combines membership in the metaverse industry with a curved price formation and a control-ratio threshold. It then adds a monthly MACD condition and a long-horizon moving-average crossover. The article describes the screen as…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator builds a volume profile over a recent window by dividing its price range into equal rows and assigning each bar’s volume to the row containing its typical price. The row with the greatest volume defines the Point of Control (POC). The Value…

Technical indicatorsMarket microstructure
MQL5 code base

BlauCMI_Signal is an indicator that presents trend information derived from the histogram of the Candle Momentum Index (CMI). It uses a fixed timeframe and displays the histogram color when a signal is received. Colored dots on indicator lines mark changes…

Technical indicatorsMomentum