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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

SuperMind

This stock-selection post describes a screen using three short-term conditions: a positive ten-day return below 35%, daily amplitude above 1%, and a stated concentration measure below 20%. It frames these filters as a way to identify stocks with recent gains…

China marketsEquitiesTechnical indicatorsRisk management
MQL5 code base

The Aroon Up and Down indicator tracks how recently a chart has made local highs and lows, using a configurable lookback period. Its lines can be used to identify when prices rise from a recent low or decline from a recent high, with line crossings presented…

ForexTechnical indicators
MQL5 code base

This chart indicator adapts the stochastic volatility concept to highlight periods when volatility is unusually low. It marks candidate bars with red lines in a separate indicator window and red candles on the price chart. The author suggests these periods…

VolatilityTechnical indicators
SuperMind

This document outlines a stock-selection screen that ranks securities by capital strength and requires weekly MACD to be above zero, alongside a year-based filter referring to 2021. It explains capital strength through trading volume and value, and describes…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese stock screen using amplitude above 1, a stated K-line value below 20, and prior-day actual turnover between 3% and 28%. It presents these conditions as a way to find stocks with notable price movement and moderate trading…

China marketsEquitiesTechnical indicatorsMachine learning
ProRealCode

This indicator combines smoothed Heikin-Ashi candles with a stochastic oscillator and a moving-average condition to mark possible entries and exits. The described logic treats rising Heikin-Ashi candles as bullish and falling candles as bearish, while candle…

Technical indicatorsMomentumOptionsTrend following
SuperMind

This Chinese A-share screening idea combines three technical conditions: at least five moving averages are described as converging, the KDJ indicator has just formed a bullish crossover, and the 20-day moving average is above the 120-day average. The post…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines a metaverse-concept filter with a simple price condition: the current close must be above the previous session’s low. It also excludes Beijing-listed A shares. The document gives corresponding indicator logic and a Python example,…

EquitiesChina marketsTechnical indicatorsPosition sizing
SuperMind

This Chinese-language post proposes screening stocks using turnover, displayed best-level bid and ask volume, and large-order net inflow. Its final selection rule requires turnover between 3% and 15%, bid volume greater than ask volume, and large-order net…

EquitiesMarket microstructureTechnical indicatorsStatistics
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
MQL5 code base

This document describes an Expert Advisor that combines two independent trading systems based on the Skyscraper_Fix and ColorAML indicators. It generates a signal when a bar closes and either indicator changes color, which the document treats as a change in…

ForexTrend followingTechnical indicatorsBacktesting
SuperMind

This short-term stock screen combines amplitude above a stated threshold with a 15-minute MACD histogram that remains below zero but is getting shorter, alongside a rising DEA signal. The document interprets the amplitude condition as a way to find active…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening proposal selects shares with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and previous-session trading activity above the stated threshold. It then takes the first ten qualifying symbols. The…

EquitiesChina marketsMarket microstructureTechnical indicators
MQL5 code base

CloseAgent is presented as an automated position-closing tool that combines Bollinger Bands with the Relative Strength Index. It is intended to identify overbought or oversold conditions as potential exit points, particularly for residual positions near the…

Technical indicatorsRisk managementExecution
MQL5 code base

Liquidex_V1 is described as an educational automated trading system that seeks entries using a simple moving average and price range, then exits with a trailing stop. The account characterizes it as a very short-term approach and says it is intended for…

High-frequency tradingTechnical indicatorsExecutionVolatility
SuperMind

The document describes a stock selection rule that filters for turnover between 3% and 12%, companies listed in 2021, and an observation at 9:25 with a price increase below 6%. It presents the screen as a way to refine entry timing and avoid buying after a…

EquitiesChina marketsTechnical indicatorsBacktesting
MQL5 code base

Wildhog is an oscillator intended to flag overbought and oversold conditions and identify divergences. It is described as usable across timeframes and uses the most recent high, low, and close data over a configurable lookback period. The user can set the…

Technical indicatorsStatistics
ProRealCode

The document explains the Volume Flow Indicator (VFI), a volume-based measure described as a modified form of On Balance Volume. It uses typical price rather than the close, applies a volatility threshold so small price changes do not count as directional…

Technical indicatorsMomentumStatisticsBacktesting
SuperMind

This Chinese-language post proposes screening stocks in the metaverse sector when KDJ has just crossed upward and a rounded chart pattern is present. It limits selection to before 10:00 on each trading day and says eligible stocks are intended for same-day…

EquitiesTechnical indicatorsMomentumBacktesting
MQL5 code base

The document outlines an automated trading system for MetaTrader 5 that uses RSI thresholds to identify mean-reversion entries. Its default overbought and oversold levels are 80 and 20, and it detects threshold crossings as signals. An open position is…

Mean reversionTechnical indicatorsRisk managementPosition sizing
SuperMind

This stock-selection screen combines a price-movement condition, a small-company size limit, positive net profit, and an upward weekly trend condition described as crossing above a 30-week moving average. The article presents the combination as a way to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection idea combines three filters: at least five moving averages clustered together, a newly formed KDJ bullish crossover, and 2021 revenue more than 1.1 times 2018 revenue. The author interprets clustered averages as a sign of relatively…

EquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes a smoothed version of the Trend Direction and Force Index. Its stated motivation is that the original indicator can generate too many signals in some cases; applying a smoothing method is intended to reduce their number. Four…

Technical indicatorsTrend following