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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

31,205 documents

MQL5 code base

The document describes an automated strategy built around a head and shoulders pattern. It defines confirmation as a decline from the third peak below the lowest intervening valley. The EA draws trend lines using fractals and combines the pattern with two…

ForexEquitiesTechnical indicatorsRisk management
SuperMind

This post proposes a Chinese A-share stock screen combining a 14-period RSI below 65, at least two limit-up sessions within 500 days, and a gain over 2021. It presents the criteria as a way to find stocks with prior strong moves while filtering for a less…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screen selects stocks associated with the metaverse concept, with a 30-day moving average that is rising and at least one daily gain of 10% or more during the previous 25 trading sessions. The document frames these conditions as a…

China marketsEquitiesMomentumTechnical indicators
BigQuant

This document describes a Chinese equity screening rule that combines a price-movement threshold, an outstanding convertible-bond name field, and an indicator of recent large-investor activity. It initially presents yesterday’s control by major funds as a…

China marketsEquitiesTechnical indicatorsSentiment
MQL5 code base

This document describes an Expert Advisor that trades when a Kalman Filter indicator changes color. It generates a signal at a bar close, so the strategy responds to a change in the indicator’s direction rather than acting during the bar. The advisor…

ForexTechnical indicatorsBacktesting
SuperMind

This stock selection proposal looks for a reported increase in holdings above 5%, a prior session that did not finish at the daily limit, and a shortening green histogram bar on a 15-minute MACD. The article interprets the position increase as possible…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection rule combines a daily price move threshold, a minimum listing age, and an upward alignment of moving averages. The formula requires the close to exceed averages from short to long lookback windows, with each average higher than the next.…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This Chinese stock selection idea combines amplitude above 1, a ranking based on net large-order volume, and return on equity above 15% for five consecutive years. The stated rationale pairs trading activity and large-order flow with a profitability measure…

China marketsEquitiesFactor investingTechnical indicators
MQL5 code base

This Expert Advisor uses four user-positioned chart lines to trigger buy, sell, and close actions. A trade action occurs when the quoted market crosses the corresponding line, with the description specifying the ask moving above it while the bid is below.…

ExecutionTechnical indicatorsPosition sizingRisk management
SuperMind

This Chinese stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and a signal described as major-player control on the previous day. The accompanying rationale treats amplitude as a way to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note proposes screening stocks for daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a ratio of externally initiated buying volume to selling volume greater than 1.3. The combination is intended to…

EquitiesMomentumTechnical indicatorsMarket microstructure
SuperMind

This note describes a stock-selection screen based on daily amplitude above 1, a positive weekly MACD histogram, and a ten-day return greater than zero but below 35%. The intended combination seeks stocks with active price movement, a positive weekly trend…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This note proposes a Chinese equity screen combining three filters: a 14-period RSI below 65, circulating market capitalization of at least 200 million yuan, and a price gain below 6% at the 9:25 pre-open snapshot. The stated rationale is to select stocks…

EquitiesTechnical indicatorsChina markets
FMZ forum

The note explains four combinations of price direction and trading volume: rising prices with lower or higher volume, and falling prices with lower or higher volume. It frames volume as evidence of trading activity and uses a used-car market analogy to…

EquitiesTechnical indicatorsMarket microstructure
MQL5 code base

This document describes adding notifications to a semaphore-style indicator based on Williams Percent Range signals as the oscillator leaves overbought or oversold territory. The additions let a user choose the bar used for signal checks, enable sound,…

Technical indicatorsExecution
SuperMind

This stock-selection proposal screens Chinese A-share listings in the metaverse industry, ranks them by the day’s opening-auction amount, and selects those with simultaneous bullish crossovers in MACD, KDJ, and RSI. The text gives example indicator settings…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a Chinese A-share screening idea based on stocks with a daily price range above a stated threshold, more than one year since listing, and three consecutive limit-up sessions ending the previous day. It presents the run of limit-ups as…

EquitiesMomentumChina marketsTechnical indicators
SuperMind

The proposed stock screen selects shares with MACD above zero, a positive price-to-earnings ratio, and an intraday high–low range greater than one percent of the previous close. The article interprets these conditions as combining upward momentum, a positive…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

FitFul 13 is described as an expert advisor that calculates its main levels on the weekly timeframe, with level settings specified using two additional timeframe inputs. It limits the number of simultaneously open positions to three. The advisor obtains…

ForexTechnical indicatorsExecutionRisk management
MQL5 code base

The Nadaraya–Watson estimator, attributed here to Nadaraya and Watson in 1964, estimates values with a locally weighted average. A kernel function assigns the weights, producing a smoothed series that can help a reader visually assess a possible trend. The…

Technical indicatorsStatistics
MQL5 code base

The document describes a proposed dashboard indicator for monitoring active symbols and pairs in spread or equity trading. Its interface is meant to track changes in the selected symbols, retain settings during terminal changes, and let users set each pair's…

EquitiesPairs tradingMean reversionTechnical indicators
SuperMind

The document proposes a Chinese stock screen that combines three short-term signals: buying activity above 5%, a previous-day 9:15 matched price at the limit-down level, and a shrinking green histogram on the 15-minute MACD. It interprets the buying measure…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equities screen combines three chart-based conditions: an amplitude above 1, a rounded price shape, and a positive 10-day return below 35%. The accompanying formula represents the rounded-shape condition by comparing the previous close’s…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language document proposes a stock screen combining three conditions: amplitude above a stated threshold, a shrinking negative MACD histogram on a 15-minute interval, and the stock price above its five-day moving average. The rationale is to…

EquitiesTechnical indicatorsMomentumStatistics