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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
WonderTrader
14 documents
Alphalens
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 presents an adaptation of the Bollinger Bands Stops indicator for MetaTrader 5 that uses the Jurik Moving Average in its calculation. It describes two possible roles: identifying the estimated direction of the market as a trend indicator, or…

Technical indicatorsTrend followingVolatilityRisk management
SuperMind

This document describes a short-term Chinese stock screen combining a metaverse industry classification, a rounded or arc-shaped chart pattern, and a requirement that the stock was not limit-up on the prior day. It adds a minimum listing history of six…

EquitiesChina marketsTechnical 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 proposed Chinese equity screen targets stocks classified in the metaverse industry. It requires a volume ratio above 1.5 and below 6, and an external-to-internal trading volume ratio above 1.3. The article characterizes external volume as trades…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

MaChannel is described as a trend indicator built from two moving averages presented in an NRTR-style channel. The averages use price-series highs and lows, so the construction tracks separate smoothed views of the upper and lower price data. The document…

Technical indicatorsTrend following
SuperMind

This stock-screening post combines three technical conditions: price amplitude above 1%, at least five overlapping moving averages, and a rising 30-day moving average. It presents average convergence as a way to identify relatively stable prices and the…

EquitiesTechnical indicatorsChina markets
MQL5 code base

InOutBar marks candles with colored arrows based on whether a selected higher-timeframe candle is higher or lower than the preceding candle. It provides a visual way to view higher-timeframe direction on a chart using the configured timeframe. The key…

Technical indicatorsTrend following
MQL5 code base

The indicator displays a currency rate’s percentage change relative to the previous daily close directly on a chart. It can also show weekly and monthly changes, using text colors and directional arrows to distinguish rises, falls, and no change. A…

ForexTechnical indicators
MQL5 code base

The document explains an extended Stochastic Oscillator, which compares a security’s close with its recent price range. It describes the usual interpretation: closes near the high may occur during upward trends, while closes near the low may occur during…

Technical indicatorsMomentum
SuperMind

The proposed Chinese equity screen combines intraday price amplitude, pre-open auction price movement and large-order buying with a historical dividend-ratio filter. It describes selecting candidates during the ten minutes before the open, excluding limit-up…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This EURUSD strategy combines 15-period and 100-period moving averages to identify a directional crossover, then waits for price to move across the shorter average before entering. For a long trade, the fast average crosses above the slow one, price first…

ForexTrend followingTechnical indicatorsRisk management
SuperMind

This stock-selection approach combines a price-range condition with persistent positive large-order net flow and company classifications. Its stated rule seeks stocks with amplitude above 1, large-order net flow above 0.05 for at least three consecutive…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

The document describes a revised Skyscraper indicator, which uses NRTR-style lines to represent trend relative to price. In the original version, volatility for the current bar is calculated using all earlier chart bars. As more bars accumulate, the…

Technical indicatorsVolatilityTrend following
SuperMind

This stock-selection rule screens Chinese A-shares using current turnover, the sign of the product of daily price change and large-order net flow, and the prior day's actual turnover. The stated core conditions are current turnover between 3% and 12%, a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock screen selects shares based on the convergence of multiple moving averages, a minimum scale requirement, and an upward trend in the 30-day average. The article's proposed final version tightens the conditions to at least ten converging averages, a…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This stock-selection approach combines a reported buying-activity measure with valuation limits and an upward-sloping 30-day average. It targets Shenzhen main-board shares whose price-to-earnings and price-to-book ratios fall within stated ranges. The…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document introduces BBMA, a trading approach attributed to Oma Ally that combines Bollinger Bands with moving averages to identify possible entries. It describes the strategy broadly rather than specifying indicator settings, entry triggers, exit rules,…

Technical indicatorsForexEquitiesCrypto
MQL5 code base

This description explains a signal indicator that displays current trend information derived from the Differential Average indicator at a fixed timeframe. It represents signals with a colored cloud and places colored points on the lines when a bar in the…

Technical indicatorsMomentum
SuperMind

This note presents an A-share stock selection rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and positive large-order net inflow in the afternoon. The author frames these conditions as proxies for liquidity, a possible…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This note describes an A-share stock screen combining three conditions: price amplitude above 1, a rounded or arc-like price pattern, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. It…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

The document presents a Chinese equity screen combining daily price behavior with company characteristics. Its initial conditions select robot-themed stocks with circulating market capitalization below the stated threshold, daily amplitude above 1%, and a…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This post presents a technical stock screen that selects shares with amplitude above 1, prior-day actual turnover between 3% and 28%, and an upward-trending 30-day moving average. It frames the conditions as a combination of price movement, market…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post describes a stock screen requiring price amplitude above 1, current volume above 10,000 lots, an opening above the prior close, and a specified daily decline between 4% and 5%. Its rationale is to find active, liquid stocks that open positively…

EquitiesChina marketsMean reversionTechnical indicators