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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

BigQuant

This short platform discussion presents a manual construction of the KDJ oscillator alongside built-in KDJ functions. It first derives the raw stochastic value from the close’s position within the rolling ten-period high-low range. It then applies smoothing…

Technical indicatorsEquitiesStatistics
SuperMind

This document describes a stock screen combining a positive MACD reading, a same-day upward spread between moving averages, and an intraday price range above a threshold. Its example calculates exponential averages to form MACD, compares five- and ten-day…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

The document proposes a Chinese stock screen combining four criteria: daily high-low amplitude above 1%, prior-day trading volume above 60 million, market capitalization below 10 billion, and positive net profits over the previous three years. It presents…

China marketsEquitiesTechnical indicatorsFactor investing
MQL5 code base

The document describes an indicator that reports the minimum and maximum amplitude over a chosen period. It presents the measure as a way to observe volatility and the size of past price swings, and as a possible substitute for ATR. A relative amplitude…

VolatilityTechnical indicators
SuperMind

This Chinese equity screen looks for shares priced below 12 yuan whose MACD is above zero while its value two trading sessions earlier was below zero. The stated intent is to find a recent move from negative to positive MACD territory while imposing a low…

EquitiesChina marketsMomentumTechnical indicators
pyfolio

The document explains a MetaTrader 5 indicator that marks hammer, inverted hammer, and color variants on price charts. It identifies patterns by measuring candle bodies and wick proportions, then places a colored arrow near the candle’s high or low to flag a…

Technical indicatorsVolatility
SuperMind

This stock screen selects shares with a daily price change above 1%, more than one year since listing, and a positive price-to-earnings ratio. Its rationale is that larger daily moves may indicate active trading, while a longer listing history may exclude…

EquitiesChina marketsTechnical indicators
SuperMind

This post proposes screening main-board stocks using a combination of price range, a streak of consecutive limit-up sessions on the prior day, and a current-day gain above a stated threshold. It presents the conditions as a way to focus on volatile stocks…

China marketsEquitiesMomentumTechnical indicators
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
SuperMind

This Chinese-language post describes an equity screening idea that combines a named “morning star” signal for Kute Intelligent with a condition requiring the 20-day moving average to exceed the 120-day moving average. It frames both as technical-analysis…

China marketsEquitiesTechnical indicatorsTrend following
backtesting.py

This tutorial shows how to test a long-only strategy that combines daily and weekly relative strength index readings with a stack of moving averages. It uses daily price bars as the base data, resamples them to weekly intervals to calculate the…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This stock-selection screen combines a minimum daily amplitude threshold with a minimum circulating market capitalization, then ranks qualifying shares by a popularity measure. The stated rationale is to focus on stocks that show price movement, have a…

China marketsEquitiesTechnical indicatorsSentiment
MQL5 code base

This document outlines a basic automated scalp approach that uses the Zigzag indicator to identify recent price highs and lows. The system treats those swing points as potential support or resistance, draws a trend line based on the market’s reaction around…

Technical indicatorsTrend followingExecutionRisk management
SuperMind

This stock-selection idea combines an amplitude threshold, weekly MACD conditions, and a three-candle pattern described as the Kute Smart morning star. The proposed screen seeks Chinese equities whose weekly MACD is above zero and whose recent candles match…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a customized Envelopes indicator that displays the channel as a filled cloud, labels its latest values, and adds a price grid based on rounded channel levels. A user input controls the number of digits used for rounding, allowing the…

Technical indicators
MQL5 code base

This expert-advisor description outlines a once-per-day RSI strategy with separate buy and sell signals. For a buy, RSI must be above 50 on the hourly timeframe, and the stop distance must satisfy a configured maximum. The stop is placed beyond the prior…

ForexTechnical indicatorsPosition sizingRisk management
MQL5 code base

This brief indicator note describes a timeframe-selection option for KaufWMAcross. A user can choose the chart period from the indicator’s inputs; the example default is a four-hour timeframe. The central idea is to make the indicator’s calculations…

Technical indicatorsTrend following
SuperMind

This A-share screening idea pairs an RSI below 65 with seven consecutive sessions in which the close is below the open, plus a revenue comparison requiring 2021 revenue to exceed 2018 revenue by more than 10%. The article frames RSI as a check against…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This A-share selection method combines an RSI below 65 with a circulating market capitalization between 5 billion and 10 billion yuan, a price-to-earnings ratio no greater than 40, and a ratio of prior turnover multiplied by current opening-auction volume…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document outlines an A-share stock screen built around five moving averages, a share-price threshold, market capitalization, and positive earnings. It describes the overlap of five averages as a way to favor comparatively stable prices, then adds size…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-selection rule combines three conditions: daily price amplitude above a threshold, circulating shares at or below a stated limit, and a shortening negative MACD histogram on a 15-minute interval. The proposed interpretation is that a wide range…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This short note addresses a chart-display problem in MetaTrader 4: arrows placed on a chart may appear at changing distances from price bars after the user scrolls. That shifting presentation can make the markers hard to see and interpret. The proposed…

Technical indicators
SuperMind

This document describes a Chinese stock screening rule combining turnover between 3% and 12%, three consecutive down sessions, and successively higher daily lows. It provides indicator and Python examples intended to identify shares that have pulled back…

EquitiesTechnical indicatorsChina markets