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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

79,386 documents

SuperMind

This post presents a China-market stock-selection screen for the metaverse theme. It starts with stocks whose prior-day turnover exceeds 8% and whose price is above the five-day moving average. The proposed refinement also requires a MACD crossover, with…

EquitiesChina marketsTechnical indicatorsMomentum
Amberdata research

This Chinese-language post describes a stock screen for the metaverse theme. Its initial conditions select shares with previous-day turnover above 8% and price above the five-day moving average. It then refines the screen by adding a MACD crossover…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor description outlines a simple entry approach based on consecutive directional candlesticks rather than technical indicators. A trade signal occurs when a configurable number of candles are all rising or all falling; the input parameter…

Technical indicatorsBacktestingExecutionCommodities
SuperMind

This post presents a stock screen combining daily price amplitude, a positive weekly MACD signal, and a minimum total market capitalization. Its rationale is to look for volatile stocks with an upward weekly signal while retaining companies above a size…

EquitiesTechnical indicatorsMomentumBacktesting
MQL5 code base

The document describes an Expert Advisor intended to test two ways of changing position size after a trade closes. In its martingale mode, a stop loss leads to a larger position in the opposite direction, while a take profit resets size and continues in the…

Position sizingRisk managementBacktesting
MQL5 code base

This document describes an MT4 expert advisor that places one-cancels-the-other orders alongside one-pip limit and stop orders. It lists global variables for buy and sell limit or stop prices, plus a confirmation setting used to enable the advisor after…

ExecutionForexRisk management
SuperMind

This post describes a China A-share screening idea that combines a daily turnover-rate band, a beverage and alcohol industry filter, and a rising-bottom condition intended to favor stocks with improving price structure. The listed screening logic is…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This note outlines a Chinese stock screen that requires turnover between 3% and 12%, a K indicator below 20, and a pattern described as the start of a major upward move. The conditions are presented as a buy signal: turnover and the indicator narrow the…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen combining daily price amplitude above 1%, a K indicator below 20, and a high ranking for net large-order volume. It presents the conditions as a way to combine price movement, a potentially low technical reading,…

EquitiesTechnical indicatorsMarket microstructureChina markets
BigQuant

This equity research note examines suppliers of radio-frequency components for active phased-array radar amid anticipated military equipment upgrades in China. It explains that active arrays connect a separate transmit/receive module to each radiating…

China marketsEquities
MQL5 code base

This short description introduces a modified Commodity Channel Index indicator designed to reduce noise. It adds a sensitivity threshold parameter, so users can adjust how responsive the indicator is, and it uses distinct colors to mark breaks above or below…

Technical indicatorsStatistics
TqSdk

This guide explains a replay mode for reviewing a trading strategy against historical market data for a chosen trading day. Unlike event-driven backtesting, replay is time-driven: the service streams the day’s historical data for subscribed contracts,…

FuturesBacktesting
BigQuant

This report tests the ratio of research and development spending to revenue as an equity-selection factor across industries. Single-factor tests find some effectiveness in technology-oriented sectors, including pharmaceuticals, electronics, communications,…

China marketsEquitiesFactor investingPortfolio construction
SuperMind

This post proposes a Chinese equity screen for stocks associated with the metaverse. It combines simultaneous bullish crossovers in technical indicators, including MACD and short- versus longer-period moving averages, with nonnegative afternoon net inflows…

EquitiesChina marketsTechnical indicatorsMarket microstructure
vn.py community

A short forum exchange asks how to obtain roughly two decades of historical futures and options data at hourly, daily, weekly, and monthly frequencies for backtesting. One reply says that such data must be purchased, particularly minute-level data. The…

FuturesOptionsBacktesting
SuperMind

This Chinese-language post proposes screening Chinese stocks associated with the metaverse using a rounded or arc-shaped chart pattern and at least two limit-up sessions within a 500-day window. It also presents a final condition requiring a…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The Triple Hull indicator combines three Hull Moving Averages calculated from closing, high, and low prices. The document describes the Hull average as designed to smooth price while responding quickly, and presents the three lines together as a broader view…

Technical indicatorsTrend following
SuperMind

This note introduces a market style rotation approach focused on large-cap versus small-cap Chinese equities. It explains that styles group stocks into opposing categories and that rotation describes changes in their relative leadership. Macroeconomic…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-screening proposal selects companies associated with the metaverse theme, with circulating market capitalization above a stated threshold, and an institutional buying or bottom-fishing signal. The accompanying discussion treats…

EquitiesChina marketsFactor investingSentiment
SuperMind

This Chinese stock-screening example combines a high-amplitude condition with a morning-star candlestick pattern and a rounded price shape. Its Python illustration adds filters for listing market, market capitalization, positive earnings, and a recent close…

EquitiesChina marketsTechnical indicatorsBacktesting
Amberdata research

This podcast recap describes Cboe Digital’s crypto spot and derivatives exchange and clearinghouse. It lists spot markets in several major digital assets and notes the launch of Bitcoin and Ethereum futures. A central topic is futures margin clearing, which…

CryptoFuturesSpot marketsRisk management
MQL5 code base

The Dots indicator displays a directional trend estimate directly on a chart using colored dots: blue indicates bullish conditions and red indicates bearish conditions. Its calculation is described as using the cosine of the angle of price change, with a…

Technical indicatorsTrend followingForex