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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

ProRealCode

The SSL Hybrid combines several moving average channels with ATR bands to show trend direction, possible continuation entries, exits, and volatility. SSL1 acts as the baseline trend signal: its color indicates bullish or bearish conditions, while a neutral…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

This indicator defines a modified Detrended Price Oscillator as the closing price minus a moving average. Users can adjust the moving average period, calculation method, and applied price, allowing them to change the resulting curve. The description says…

Technical indicatorsMean reversionTrend following
MQL5 code base

This document describes a configurable chart indicator for identifying bullish and bearish divergence between price and an oscillator. It also includes hidden divergence, support and resistance lines, and optional channel displays. Users can select from a…

Technical indicatorsMomentumBreakout
ProRealCode

This indicator method turns a stair-step moving average into the center of an oscillator. It updates the trend center when a triangular moving average moves beyond a configurable percentage threshold; otherwise, the prior center is retained. A short simple…

FuturesTechnical indicatorsHigh-frequency tradingTrend following
SuperMind

This Chinese A-share screening idea selects stocks whose intraday high-low range exceeds 1%, whose day low is between 4% and 5% below the prior close, and whose MACD is above zero. The rationale combines elevated volatility and a sharp intraday decline with…

EquitiesTechnical indicatorsVolatilityMean reversion
SuperMind

This proposed Chinese stock screen looks for a daily price range above 1, a ratio between 0.5 and 2 formed from the previous day’s turnover rate and the current auction volume relative to the previous day’s volume, and a current large-order accumulation…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This Chinese stock screen combines a positive MACD reading, an external-to-internal trading volume ratio above 1.3, and more than two limit-up days in the prior ten days. It ranks qualifying stocks by percentage gain, favoring recent price strength and…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes an example of a multicurrency Expert Advisor that processes symbols one at a time in a loop. It uses a timer event to run trading logic independently of ticks arriving for any particular symbol, and Bollinger Band values provide the…

ForexTechnical indicatorsExecution
SuperMind

This screening proposal combines three conditions: price amplitude above one, a value for today’s control measure above 21, and a date in or after 2021. The description frames the first two conditions as filters for more volatile stocks and stocks with…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-screening proposal targets companies in the metaverse industry that have had more than two limit-up sessions in the recent ten-day window and have just formed a KDJ golden cross. It calls for screening before 10:00 on each trading day and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-screening post describes a rule based on price range, recent turnover, and limit-up frequency. Its initial description calls for an amplitude above 1, prior-day actual turnover between 3% and 28%, and more than two limit-up sessions in a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-screening rule selects shares with turnover between 3% and 12%, a seven-day falling-price pattern, and no limit-up session on the previous day. The document gives both a platform-style condition and a Python example, and explains the intended…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screen looks for stocks with price amplitude above one, an opening price near the ten-day moving average, and simultaneous bullish crossover signals from three indicators. The examples use MACD, RSI, and KDJ: MACD and KDJ cross above…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes an Expert Advisor that trades when the i-KlPrice histogram crosses an overbought or oversold level. A signal is confirmed at bar close, so the strategy acts on completed-bar threshold breaks rather than intrabar movement. The advisor…

Technical indicatorsForexBacktesting
SuperMind

The document proposes a Chinese equity screening approach that selects robot concept stocks with daily amplitude above 1%, float capitalization below 10 billion, and no ST designation. It specifies screening before 10 a.m. and says a five-step limit-up…

China marketsEquitiesTechnical indicatorsFactor investing
MQL5 code base

This indicator changes two parts of a conventional RSI setup. First, it filters prices with a selectable moving average before calculating RSI, aiming to reduce false signals without adding substantial lag. Second, it assesses trends with Discontinued Signal…

Technical indicatorsTrend followingMean reversion
ProRealCode

This visual indicator assigns signed levels from one to nine using RSI readings. For each level, it checks whether RSI is above or below the midpoint of 50: readings above it receive a positive level, and readings below it receive a negative level. The…

Technical indicatorsMean reversionMomentum
MQL5 code base

This indicator example applies spectral filtering to the Average Directional Index (ADX). It transforms the ADX time series into frequency components and removes higher-order harmonics to produce a smoother series. The stated motivation is to reduce…

Technical indicatorsTrend followingStatistics
ProRealCode

This note describes Trend Force, an indicator that displays bullish and bearish trend strength as separate measures. Bullish strength compares the close with the lowest low over a recent lookback, while bearish strength compares the highest high with the…

Technical indicatorsTrend followingVolatility
MQL5 code base

This brief description introduces a Williams Percent Range indicator, commonly called WPR, that can calculate from a selected price series: close, high, or low. The main practical point is that the input price type is configurable, so the displayed…

Technical indicators
SuperMind

This Chinese-language article describes an equity screen restricted to the metaverse concept group. It selects stocks whose close is above the five-day moving average and whose weekly MACD is above zero, using these conditions as short- and medium-term trend…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This post describes a Chinese equity screen combining three conditions: a positive MACD reading, membership in selected beverage and alcohol import-export industry classifications, and a daily percentage change below a stated ceiling. Its example…

EquitiesTechnical indicatorsMomentumPortfolio construction
SuperMind

This Chinese stock-selection rule screens for companies associated with the metaverse theme, with the previous day’s actual turnover rate between 3% and 28%, while excluding stocks on the STAR Market. The stated rationale is that turnover may reflect…

EquitiesChina marketsTechnical indicatorsStatistics
MQL5 code base

The document describes an Expert Advisor that trades signals from the AMkA indicator. It checks for a newly colored point when a bar closes and requires the latest point and the two preceding points to have different colors. The text indicates that this…

ForexTechnical indicatorsBacktesting