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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 Gann HiLo Activator is described as a trend indicator that plots a colored line based on a configurable period. It calculates simple moving averages of high and low prices. When the close rises above the average high, the direction switches upward; when…

Technical indicatorsTrend followingEquitiesFutures
MQL5 code base

Polarized Fractal Efficiency (PFE) is presented as an oscillator for identifying trend direction. Its configurable inputs are fast and slow rate-of-change periods, a moving-average period, and a scale factor. The calculation derives short- and long-horizon…

Technical indicatorsTrend followingMomentumStatistics
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

Weekly VWAP is described as the cumulative sum of price multiplied by volume divided by cumulative volume, reset at the start of each trading week. It is plotted as a single chart line and serves as a reference for the week’s volume-weighted average trading…

Technical indicatorsExecutionTrend following
MQL5 code base

Velocity_v2 is described as a momentum oscillator that applies triple averaging and includes a signal line. The averaging is used to filter the indicator’s direction, giving traders a smoothed view of momentum. The note identifies the indicator’s original…

MomentumTechnical indicators
BigQuant

This short note introduces the Moving Average Convergence and Divergence indicator, or MACD, and specifies its inputs: closing prices and fast, slow, and comparison periods. It describes three calculated series. DIF is the difference between the fast and…

Technical indicatorsMomentum
BigQuant

This article describes four Chinese stock chart patterns that it interprets as possible signs of accumulation or a coming recovery: low-volume consolidation after a rise, low-volume decline near a high, a sharp drop followed by stabilization near a low, and…

EquitiesChina marketsTechnical indicators
SuperMind

This stock screen combines a turnover range of 3% to 12% with year-over-year growth in net profit attributable to the parent company above 20% and up to 100%. It also requires the KDJ K value to be rising, using a prior-period comparison. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening proposal combines three conditions: at least five moving averages are said to converge, the close is intended to lie between the Bollinger middle and upper bands, and the 30-day moving average should be rising. The post presents the…

EquitiesChina marketsTechnical indicatorsTrend following
backtrader

This proposed stock screen combines daily price movement, a morning star candlestick setup, and market activity. It first calls for amplitude above 1, then identifies a morning star pattern and sorts qualifying shares by perceived popularity. The…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Backtrader example pairs a simple moving average crossover strategy with two sizing approaches. The strategy buys when price crosses above a 15-period simple moving average and sells when it crosses below. A long-only sizer submits a fixed stake for…

EquitiesTechnical indicatorsPosition sizingBacktesting
SuperMind

This A-share screen selects stocks with amplitude above 1, ranks them by today’s auction trading value, keeps the top five, and requires circulating market capitalization above 10 billion yuan. The post frames the filters as a way to find volatile, actively…

EquitiesChina marketsTechnical indicators
MQL5 code base

This chart indicator marks recurring intraday time points with vertical lines, using separate configurable colors, line styles, widths, and optional background shading. Its inputs define daily lines and three named time references, identified in the document…

Technical indicatorsExecutionMarket microstructure
SuperMind

This stock-selection rule screens for shares with a 14-period RSI below 65, positive prior main-fund-flow data, and an indicated gain below 6% at 9:25. The accompanying discussion presents the conditions as a way to avoid stocks that appear too active at the…

EquitiesTechnical indicatorsChina markets
SuperMind

This post describes a Chinese stock selection screen combining price amplitude, a measure labeled today’s control, and a recent large daily gain. Its written logic adds a free-float market capitalization floor. The article also provides example formulas for…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The indicator combines several moving averages by comparing the fastest selected average with the others and using the resulting differences to represent trend. The user can choose periods and arrange them in any order; the indicator handles their ordering.…

Technical indicatorsTrend following
SuperMind

This post proposes a technical screen for Chinese A-share stocks. It selects shares with RSI below 65, seven consecutive sessions in which the close is no higher than the open, and a KDJ stochastic K reading below 20. The accompanying code sketch describes…

China marketsEquitiesTechnical indicatorsMean reversion
MQL5 code base

This document describes an exponential moving average that can incorporate a smoothed trend component. Its settings are the EMA coefficient, the trend coefficient, a switch for enabling trend adjustment, and the price series to apply. The input price is…

Technical indicatorsTrend followingStatistics
SuperMind

This Chinese stock selection proposal combines turnover between 3% and 12%, an opening price near the 10-day moving average, and a prior-day signal described as main-force control. The formula reference adds conditions requiring the close to exceed both the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-selection proposal targets main-board shares associated with robotics. It filters for turnover between three and twelve percent, circulating market value below 10 billion yuan, and a weekly five-period moving average crossing above the ten-period…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes a stock screen combining three signals: today’s increase in holdings above five percent, an institutional buying indication, and shortening green MACD bars on a 15-minute chart. It interprets the first two as evidence of…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator adapts the Hull moving average by using a fast exponential moving average in its calculation. The standard Hull method combines weighted moving averages over different periods and applies a smoothing step based on the square root of the…

Technical indicatorsTrend followingMomentumBacktesting
SuperMind

This note outlines a chart-based stock screen using at least five converging moving averages, a rounded or arc-shaped price pattern, and a focus on stocks associated with 2021. It illustrates possible moving-average periods of 5, 10, 20, 50, and 200 days,…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This note presents a Chinese equity screen combining turnover between 3% and 12%, market capitalization below 10 billion yuan, positive profitability, and a closing price above the previous day’s low. It includes example formula and Python references for…

EquitiesChina marketsTechnical indicatorsRisk management