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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

4,713 documents

SuperMind

The document describes a short-term Chinese equity screen combining turnover, recent price performance, and limit-up frequency. It selects stocks with turnover between 3% and 12%, a positive 10-day gain below 35%, and more than two limit-up sessions during…

EquitiesChina marketsMomentumBreakout
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
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
MQL5 code base

This short description outlines an Expert Advisor built to demonstrate a trading system using a ZigZag Fibonacci indicator. The indicator places Fibonacci levels and stores their corresponding price values in buffers, allowing an expert program to retrieve…

ForexBreakoutTechnical indicatorsRisk management
SuperMind

This Chinese equity screening example selects stocks whose daily high-low range exceeds 1% of the previous close, requires at least two prior limit-up events over a 500-day lookback, and ranks qualifying names by the current day’s opening-auction amount,…

EquitiesTechnical indicatorsBreakoutChina markets
MQL5 code base

This expert advisor is described as a multi-pair breakout system. It estimates support and resistance for selected currency pairs, places incremental orders, and manages positions after a combined profit threshold is reached by attempting to trail gains…

ForexBreakoutRisk managementPosition sizing
ProRealCode

This intraday EUR/USD strategy looks for an unusually large one-hour candle, defined by an open-to-close move greater than twice the 12-period average true range. It enters long when that candle closes above its open and short when it closes below its open,…

ForexBreakoutVolatilityTechnical indicators
SuperMind

This note describes a Chinese equity screen for stocks associated with the metaverse concept. It requires turnover between 3% and 12% and at least one limit-up event during the prior 25 days. The accompanying examples translate these conditions into…

EquitiesChina marketsMomentumBreakout
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
MQL5 code base

This strategy combines volatility bands, a long moving average, a short-period RSI, and a trading-hours filter to take both breakout and reversal trades. It calculates bands from an exponentially weighted mean and variance of log prices. Signals use price…

Technical indicatorsBreakoutMean reversionBacktesting
MQL5 code base

This MetaTrader 5 expert advisor places a buy stop above the previous daily bar’s high and a sell stop below its low, with an optional price offset. It removes its existing pending orders when it begins a new trading day, then submits the new pair if trading…

FuturesBreakoutExecutionRisk management
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 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
SuperMind

This Chinese stock screen looks for companies in the metaverse industry that also have a robotics concept, recorded a limit-up day during the prior 25 days, and have a free-float market value below 10 billion yuan. The rationale is to combine a recent strong…

EquitiesChina marketsBreakoutMomentum
MQL5 code base

This expert advisor trades after a chosen number of consecutive candles share the same direction: it buys after a bullish run and sells after a bearish run. Version 6 adds configurable exits when the next candle goes against the position, an event the…

ForexBreakoutTechnical indicatorsBacktesting
MQL5 code base

This document describes a one-shot pending-order method. At a user-configured time, the script places a buy stop and a sell stop a specified distance from the current price, with configured take-profit and stop-loss levels. When either pending order…

ForexBreakoutExecutionRisk management
ProRealCode

This indicator divides a selected price range into bins and totals volume associated with bars whose closing prices fall in each bin. It marks the bin with the greatest volume as a strong level, then identifies low-volume bins above and below it as potential…

Technical indicatorsBreakoutRisk management
MQL5 code base

This brief description explains an indicator-based breakout system built around a Mikahekin channel. The visual signal changes when price moves outside a gray channel, with blue indicating an upward trend and yellow indicating a downward trend. Candle colors…

BreakoutTechnical indicatorsTrend following
MQL5 code base

This brief description introduces i-GAP, a semaphore-style indicator that generates signals when price gaps appear. It identifies the creator and notes that an earlier version was implemented in MQL4 and published in 2008. The document does not explain how…

Technical indicatorsBreakout
MQL5 code base

This alert tool monitors an indicator that compares linear, quadratic, logarithmic, and exponential regressions, then selects the model that best fits the analyzed data. It notifies the trader when that selection changes, including when the fitted regression…

Technical indicatorsStatisticsBreakout
ProRealCode

The document describes a Bill Williams fractal indicator for marking local highs and lows. A high fractal is a middle bar whose high is at least as high as the surrounding bars in a five-bar window; a low fractal is defined conversely by the middle bar…

Technical indicatorsBreakoutTrend following
ProRealCode

This DAX strategy uses a smoothed price signal crossing prior daily, weekly, or monthly highs and lows to trigger long and short trades. It applies moving-average filters to selected crossings, restricts entries to a stated intraday window, and varies…

FuturesBreakoutTechnical indicatorsRisk management
MQL5 code base

This document describes an expert advisor that detects price gaps on a selected timeframe and opens a position according to the gap's direction. A newly formed bar triggers the check; the measured gap is compared with a configurable threshold before the EA…

ForexBreakoutExecutionRisk management
SuperMind

Dual Thrust is described as a trend-following system that defines a recent trading range using the larger of two spans: the highest high minus the lowest close, or the highest close minus the lowest low, over a lookback period. The system places an upper buy…

FuturesBreakoutTrend followingRisk management