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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

SuperMind

This note describes a stock screening rule that selects companies listed after 2021 and showing a daily position increase above 5%. Its stated rationale is to look for recent capital inflows while excluding longer-listed stocks. The article gives a…

EquitiesChina marketsTechnical indicators
MQL5 code base

The HWC indicator is described as a channel around a Holt-Winters moving average. Its upper and lower boundaries are formed by adding and subtracting a scaled estimate of dispersion from the central average. The moving average uses parameters for smoothing…

Technical indicatorsVolatilityTrend following
FMZ forum

This document presents a hand-coded version of a KDJ-style indicator intended to match the implementation described by TradingView, after the author observed that TradingView and FMZ produced different values. The calculation first finds the highest high and…

Technical indicatorsStatistics
MQL5 code base

This document describes a static zigzag built from crossings between fast and slow moving averages. A bullish cross starts a green leg, while a bearish cross starts a red leg. The proposed interpretation treats a downward red leg as a buy signal in…

Technical indicatorsTrend following
ProRealCode

This strategy description presents a long-only EUR/USD setup on the four-hour chart. It requires the 21-, 40-, and 100-period exponential moving averages to be ordered upward and rising. A candle must dip below the fastest average and close back above it,…

ForexTrend followingBreakoutTechnical indicators
SuperMind

This A-share screening approach combines liquidity, a technical signal, and institutional trading activity. It selects stocks with market capitalization above 1 billion, turnover between 3% and 12%, a KDJ golden cross, and an institutional trading share…

EquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator places fast and slow Relative Strength Index lines in a subwindow and shades the areas extending from the window boundaries toward those lines. It offers three display modes: shading based on the fast line, the slow line, or the highest and…

Technical indicators
SuperMind

This stock-screening note combines two technical conditions: at least five moving averages should converge, and the weekly MACD should be above zero. The author interprets moving average convergence as a sign of relatively stable price action and possible…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This short indicator note introduces William Blau’s double-smoothed stochastic, attributing it to a 1990 article. It identifies the calculation’s inputs as the current close, the lowest low and highest high over a lookback period, and exponential moving…

Technical indicatorsMomentumStatistics
SuperMind

This Chinese-market stock screen combines three conditions: turnover between 3% and 12%, an opening price within 5% of the 10-day average closing price, and more than two limit-up days during the past 10 days. It is aimed at finding active stocks whose…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes screening stocks that have at least two limit-up sessions within 500 days and five moving averages described as overlapping. It interprets the moving-average condition as a possible sign of nearby support and resistance, and repeated…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screening rule that combines MACD above zero with a candlestick-pattern condition and a company characteristic. It presents the combination as a way to identify stocks with upward trend potential, while warning…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document introduces a color-histogram implementation of William Blau’s Q-period Stochastic Index, an indicator described in his book on momentum, direction, and divergence. It identifies the indicator’s general form and points to a smoothing-algorithm…

Technical indicatorsMomentum
ProRealCode

The document explains a trend indicator attributed to Andrew Abraham’s 1998 article. It defines trend direction using a trailing level built from a weighted average of true range. True range is the largest of the current high-low range and the gaps from the…

Trend followingVolatilityTechnical indicatorsRisk management
MQL5 code base

The expert advisor combines MACD divergence with stochastic confirmation and Bollinger Band trade exits. For buys, the stochastic main line must be above its signal line and remain within the configured oversold range for a specified candle period. The sell…

Technical indicatorsForexRisk management
MQL5 code base

This short listing describes XWAMI_HTF, a version of the XWAMI indicator with a selectable chart timeframe in its input settings. The example default is a four-hour period, indicating that users can choose the timeframe on which the indicator operates. It…

Technical indicators
MQL5 code base

This document describes a chart indicator that displays trend direction and trade signals derived from the UltraWPR indicator on a selected bar. It uses a colored background: pale shades mark trend continuation, while brighter shades distinguish buy and sell…

Technical indicatorsTrend following
MQL5 code base

This document outlines a trend indicator that uses a crossover involving a pivot level and its median. It defines the pivot level from the maximum and minimum prices over a specified number of bars together with the closing price. The described calculation…

Technical indicatorsTrend following
MQL5 code base

The document describes a ZigZag indicator built from XMACandles indicator candles. It characterizes the result as a smoothed form of ZigZag, which presents price movement as swings using the underlying candle representation. This is an indicator description…

Technical indicators
SuperMind

This Chinese-language post describes an A-share stock screen combining three conditions: a 14-period RSI below 65, an outer-to-inner trading volume ratio above 1.3, and circulating market value between 5 billion and 10 billion yuan. It outlines a screening…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This expert adviser seeks pivot points using only the current and previous bars, then enters market orders when price appears to attempt a trend reversal. It does not use technical indicators. Orders can have configured take-profit and stop-loss levels;…

Mean reversionTechnical indicatorsRisk managementPosition sizing
MQL5 code base

The indicator presents RSI conditions across ten timeframes to give a compact view of trend-related oscillator readings. Each line represents one timeframe: it turns red below the oversold threshold, blue above the overbought threshold, and gray between…

Technical indicators