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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

MQL5 code base

This note describes a higher-timeframe variant of the XWPR_Histogram_Vol indicator. A timeframe input lets the user select the chart period used by the indicator; the example sets that input to a four-hour period by default. The document also states that the…

Technical indicatorsVolatility
SuperMind

This post describes a Chinese equity screen combining a turnover-rate band, beverage and alcohol industry classification, and a reversal or engulfing-style price condition. It also presents illustrative formula and Python references. The accompanying code…

EquitiesChina marketsTechnical indicatorsMean reversion
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
MQL5 code base

This document describes an expert advisor built around Parabolic Stop and Reverse signals. A trade signal is generated after a bar closes and the indicated trend direction changes. The system can also apply a fixed maximum holding period, closing an open…

ForexTechnical indicatorsTrend followingRisk management
SuperMind

This document describes a short-term Chinese A-share screen for stocks classified in the metaverse theme. It selects candidates using a price-change condition tied to the 9:25 opening period and a prior-session turnover range. The article also gives example…

EquitiesChina marketsTechnical indicators
MQL5 code base

The document introduces volume-weighted average price as an intraday benchmark for comparing a stock’s current trading level with its volume-weighted average for the day. It notes that institutional traders and algorithms use VWAP to assess execution or…

Technical indicatorsExecutionMarket microstructure
SuperMind

This Chinese stock screen combines a daily price range threshold, a fixed closing price, and a measure described as the proportion of trading attributed to dominant participants. The article explains that the range condition is intended to select more…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

Spectr is described as an indicator that measures the oscillation spectrum of a financial asset and normalizes it using a simple moving average. This gives a brief conceptual description of how the indicator relates price movement to a moving average, but…

Technical indicatorsStatistics
SuperMind

This Chinese equity screen selects stocks associated with the robotics theme, with circulating market value below 10 billion yuan, turnover between 3% and 12%, and an appearance on the previous day's stock leaderboard. The article also gives formula-style…

China marketsEquitiesMomentumTechnical indicators
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
SuperMind

This Chinese stock screen combines a metaverse industry classification with a relative-volume band and a sequence of declining closes. The stated selection conditions require volume ratio above 1.5 and below 6, alongside seven consecutive down days. The…

China marketsEquitiesTechnical indicatorsMean reversion
ProRealCode

This indicator compares price with several moving averages to describe market phase. On a daily chart, the author associates the 1,400-day average with a 200-week measure and uses 50-, 100-, and 200-day averages as shorter-term references. The indicator…

Technical indicatorsTrend followingBacktesting
SuperMind

This Chinese-language post describes a mainland Chinese stock screen combining turnover rate, the ratio of outside to inside trading volume, and the current day’s price gain, then restricting candidates to main board stocks. It frames turnover as a liquidity…

EquitiesChina marketsSentimentTechnical indicators
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 note introduces fractal dimension as a way to describe how price patterns retain similar roughness across chart timeframes. It explains the concept through covering a pattern with objects of different sizes: the relationship between the number and scale…

Technical indicatorsStatisticsTrend following
SuperMind

The document describes a Chinese equity screen for stocks in the metaverse industry. It selects shares trading above their five-day moving average and with at least one limit-up event during the preceding 25 days. The moving-average condition is used as a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post describes a simple equity screen combining three conditions: a large daily trading range, moderate realized turnover on the prior day, and a current low below the previous session’s low. The proposed interpretation is that it identifies actively…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This note outlines an A-share screening approach that ranks stocks by volume ratio, then selects those with net-volume readings above 0.05 for at least three consecutive days and a 9:25 a.m. price change below 6%. It presents the conditions as a way to…

EquitiesChina marketsMarket microstructureTechnical indicators
MQL5 code base

This document describes a Murrey Math level indicator variant that displays its levels as labels and allows their symbol and size to be changed through input parameters. The symbol value determines which character is used to represent the levels, while the…

Technical indicatorsForex
SuperMind

This document describes an equity screening rule that combines price range, large-order net volume, and the opening price change. It selects stocks whose amplitude exceeds 1, whose large-order net volume measure stays above 0.05 for at least three…

EquitiesTechnical indicatorsBacktestingChina markets
SuperMind

This article outlines a Chinese stock screen requiring price amplitude above 1%, excluding Beijing-listed shares, and selecting stocks whose KDJ indicator has just formed a golden cross. It presents the combination as a way to focus on more volatile stocks…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article describes a Chinese A-share screen combining turnover between 3% and 12%, at least one limit-up event in the prior 25 days, current volume above 10,000 lots, and a high-open condition. It argues that moderate turnover and recent limit-ups may…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This article proposes screening Chinese beverage and alcohol import-export stocks for turnover between 3% and 12%, while excluding stocks that reached the previous day's upper price limit. The stated rationale combines trading activity with an industry…

EquitiesChina marketsExecutionTechnical indicators