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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

This document describes DeMarker_HTF, an indicator that calculates DeMark’s Oscillator using a timeframe selected in its inputs. This lets a trader view oscillator values from a fixed chart period while working on another chart timeframe. The listed settings…

Technical indicators
SuperMind

The article describes a Chinese stock selection screen combining turnover between 3% and 12%, appearance on the prior day's Dragon-Tiger list, and a concentration measure. It frames turnover and the listing as signals of liquidity and market attention, while…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This description outlines a forex expert advisor built around a single 20-period moving average. It is presented for major currency pairs and multiple chart time frames, and the text says its decisions use the open price of the current candle. The listed…

ForexTechnical indicatorsTrend followingPosition sizing
SuperMind

This Chinese equity screening note selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and MACD above its zero line. It presents the pattern as a way to identify shares with possible short-term downside while retaining…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening note combines three filters: daily amplitude above a stated threshold, a 2019 dividend ratio above 25%, and exclusion of STAR Market stocks. It argues that larger price ranges identify more volatile shares, while high dividends…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese A-share screening proposal selects stocks using three stated conditions: amplitude greater than one, a dividend payout ratio above 25% in 2019, and at least one limit-up move during the preceding month. The accompanying discussion interprets the…

EquitiesChina marketsTechnical indicatorsRisk management
Freqtrade

Quickie is a five-minute long-only strategy designed to enter and exit trades quickly while limiting losses with a preset stop. Its entry rule combines an ADX threshold, a rising nine-period TEMA below the Bollinger middle band, and a close below the…

MomentumTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that uses changes in the ROC2_VG indicator’s cloud color to generate trade signals at bar close. It also offers an inversion setting that lets the system trade against the indicator’s implied trend. The strategy…

ForexTechnical indicatorsBacktesting
MQL5 code base

This indicator adapts a single-state Kalman filter using Kaufman’s Efficiency Ratio (ER). Each bar’s ER scales process noise between configured bounds: high efficiency increases the Kalman gain so the estimate follows directional price action more closely,…

ForexTechnical indicatorsTrend followingMean reversion
SuperMind

This Chinese equity screening proposal combines a positive MACD reading, an upward moving-average condition, and a newly formed bullish KDJ crossover. The post interprets these conditions as signs of positive direction and momentum. It supplies indicator…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a Chinese equity selection rule combining daily price amplitude, an upward-moving-average condition, and the prior day’s turnover relative to the current day’s volume. Its rationale is to identify stocks with favorable short-term price…

EquitiesTechnical indicatorsChina markets
MQL5 code base

The document describes a MetaTrader indicator that plots configurable round-number price levels and surrounding zones above and below the current price. It frames these zones as possible psychological support or resistance areas and can alert users when the…

Technical indicatorsForexExecution
BigQuant

The article introduces a customizable stock-selection strategy built around five rules, primarily seeking stocks that have fallen sharply and then stabilized, with some rules intended to identify possible rallies. It contrasts rule-based coding, where…

EquitiesMean reversionTechnical indicatorsBacktesting
MQL5 code base

The document describes a multi-timeframe fractal indicator that displays fractal points from a higher timeframe on a lower-timeframe chart. This lets a trader see higher-timeframe turning points while viewing more granular price action. An optional line…

Technical indicators
SuperMind

The post describes a Chinese equity screening rule using three conditions: the stock’s daily high-low range exceeds a threshold, it did not hit the upper price limit on the previous day, and the best bid quantity is greater than the best ask quantity. The…

EquitiesTechnical indicatorsMarket microstructureChina markets
MQL5 code base

This document describes an Expert Advisor driven by the FineTuningMACandle indicator. A signal is generated when a bar closes and the candle direction changes while its color change is maintained. The system therefore depends on the indicator’s candle-state…

ForexTechnical indicatorsBacktesting
SuperMind

The document describes a Chinese equity screen that combines membership in the metaverse theme with price and limit-down conditions. Its stated selection logic uses a long moving-average comparison and a prior-day 9:15 matching-price limit-down signal; a…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This Expert Advisor starts with a simple CCI rule: positive readings indicate buys and negative readings indicate sells. It adds three linear perceptrons—one for sell decisions, one for buy decisions, and one that combines their outputs—to override the base…

Technical indicatorsMachine learningBacktestingForex
SuperMind

This stock-selection idea screens for Chinese companies associated with robotics, with turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and a pattern of rising lows. The post presents the criteria as a way to combine…

EquitiesChina marketsTechnical indicatorsPosition sizing
MQL5 code base

The document describes an MQL4 tool that creates an offline chart from ticks for the symbol to which it is applied. It explains that the provided code requires enabling a Windows messaging include and uncommenting a block that sends a chart command. The…

Market microstructureTechnical indicators
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

Candle RM modifies the standard Japanese candlestick display by encoding two price comparisons separately. The candle body keeps the usual open-versus-close coloring, while the outline and wicks show whether the current close is higher than, lower than, or…

Technical indicatorsEquitiesFuturesForex