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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

4,713 documents

ProRealCode

The indicator combines a long-term channel with three shorter moving averages to identify trend direction, pullbacks, and potential continuation entries. It calculates an 89-period average and a channel whose width is based on an 89-period average of true…

Technical indicatorsTrend followingBreakoutVolatility
ProRealCode

This indicator describes market structure using two symmetric pivot windows: a faster internal scale and a slower external scale. It tracks recent pivot highs and lows, compares successive swings, and maintains a bullish or bearish state. A close through a…

Technical indicatorsTrend followingBreakoutRisk management
BigQuant

This brief Chinese-language forum post asks how to identify stocks that break above a price level and then do not fall more than 10%. It suggests describing the breakout as a new 100-day high: compare the current high with the maximum high over the preceding…

EquitiesBreakoutTechnical indicators
MQL5 code base

This indicator calculates intraday pivot levels using fractions of a price range, drawing on an idea attributed to Austin Passamonte. Its default levels are set at 38% and 61% of the range. Users can change the parameters to use the Fibonacci-style levels…

Technical indicatorsFuturesBreakout
MQL5 code base

This MQL5 indicator description outlines automated support and resistance trendlines with breakout detection. It lists real-time breakout alerts and chart arrows, a configurable pip threshold, and an adjustment feature that redraws trendlines after…

Technical indicatorsBreakout
ProRealCode

The indicator converts distance from the Donchian Channel midpoint into a bounded oscillator. It finds the highest and lowest prices over a lookback period, takes their midpoint, and smooths both the signed price distance from that midpoint and its absolute…

Technical indicatorsMomentumTrend followingBreakout
MQL5 code base

This Expert Advisor uses a price-extreme channel to generate trades. By default, a close above the upper channel boundary opens a long position, while a close below the lower boundary opens a short position. It checks signals on each new bar, closes opposing…

BreakoutMean reversionTechnical indicatorsBacktesting
MQL5 code base

The indicator identifies flag and pennant formations, which are commonly interpreted as pauses after a strong price move before the earlier trend resumes. It uses linear regression to detect the trend and a channel to identify the intervening consolidation.…

Technical indicatorsBreakoutTrend following
SuperMind

This document outlines a short-term A-share screen for companies classified in the metaverse theme. It selects stocks that appeared on the prior day’s trading leaderboard, have current trading volume above the stated threshold, and open above the previous…

EquitiesMomentumBreakoutChina markets
SuperMind

This Chinese A-share screening proposal combines a metaverse industry classification with relative trading volume and company-sector filters. Its final stated rules require volume ratio above 1.5 and below 6, an internet or high-technology classification, a…

EquitiesChina marketsMomentumBreakout
MQL5 code base

This strategy uses the highest and lowest prices over a configurable number of recent bars to choose a trade direction. If the current bar sets the lookback high, it opens a buy; otherwise, it opens a sell. The premise is that prices often revisit recent…

BreakoutMean reversionRisk managementPosition sizing
ProRealCode

This indicator method automates trendline drawing by locating pivot highs and lows, fitting separate linear regressions to those points, and iteratively retaining points on the relevant side of each fitted line. The resulting upper and lower lines aim to…

Technical indicatorsTrend followingBreakoutVolatility
MQL5 code base

The Trend Risk indicator estimates a smoothed price and a smoothed high-low range, then uses a deviation multiplier to form upper and lower channel boundaries. A close above the upper boundary or below the lower boundary places the boundary value in a signal…

Technical indicatorsTrend followingBreakoutRisk management
SuperMind

This proposed Chinese equity screen selects stocks in the metaverse sector that had at least one limit-up day during the preceding 25 days and traded more than 60 million yuan in value on the previous day. The article says to run the selection before 10 a.m.…

EquitiesChina marketsBreakout
SuperMind

This Chinese equity screening proposal selects stocks with turnover between 3% and 12%, at least one limit-up move during the previous 25 days, and a positive weekly histogram condition. The accompanying explanation treats turnover as a measure of trading…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This GBP/JPY strategy enters in the direction of a Bollinger Band break. A long signal requires the candle’s open and close to be at or above the upper band, with the close above both a fast and a slow moving average. A short signal requires the open and…

ForexBreakoutTechnical indicatorsBacktesting
SuperMind

This post outlines a Chinese A-share stock screen combining three conditions: rank stocks among the top 100 by volume ratio, look for a Bollinger Band pattern described as contraction or expansion, and require at least two limit-up sessions within ten days.…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock screen looks for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and no limit-up on the previous day. The stated rationale is to find liquid, actively followed stocks with a recent strong move, followed by a possible…

EquitiesMomentumBreakoutChina markets
ProRealCode

The strategy defines a recent price range from the highest high and lowest low over a lookback window. It places a buy stop above the range and a sell stop below it, with a configurable distance. When one order triggers, the other should be cancelled; after…

BreakoutForexBacktestingRisk management
MQL5 code base

This short specification explains how a Renko chart is constructed and how a Donchian Channel is aligned to its bricks. The horizontal axis tracks the sequence of Renko bricks rather than elapsed time. Bricks are built from incoming bid ticks using the…

Technical indicatorsTrend followingBreakout
SuperMind

This document describes an intraday screen for Chinese equities. Its stated filters are turnover between 3% and 12%, at least one limit-up event in the previous 25 days, and exclusion of special-treatment stocks. It aims to identify candidates before 10 a.m.…

China marketsEquitiesTechnical indicatorsBreakout
MQL5 code base

This description presents a Forex Expert Advisor that combines breakout trading with a Martin Gale style recovery money management approach. Its listed settings allocate portions of account balance to trading, take profit, and stop loss, and control when…

ForexBreakoutPosition sizingRisk management
TqSdk

This example implements an intraday breakout strategy around the prior session’s high and low. It opens a long position when the latest price rises above the prior high and a short when it falls below the prior low, targeting a fixed position size in either…

FuturesBreakoutTrend followingRisk management
ProRealCode

This indicator uses a smoothed Z-score of closing prices to identify statistically stretched conditions, then measures the price range formed during the extreme. A move down through the oversold threshold arms a bullish box, while a move up through the…

Technical indicatorsBreakoutStatisticsVolatility