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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

MQL5 code base

This automated trading system uses pin-bar reversal signals with a filter built from two moving averages and fractal-based trend lines. Its stated rules pair upward-turning trend lines with a pin-bar sell signal and downward-turning lines with a pin-bar buy…

ForexEquitiesTechnical indicatorsMean reversion
SuperMind

This stock-selection idea combines three signals: ranking shares by volume ratio, requiring large-order net volume to remain above 0.05 for at least three consecutive days, and looking for a shortening negative MACD histogram on a 15-minute chart. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a short-term A-share stock screen combining turnover, market capitalization, profitability, and the price move observed at the market open. It selects shares with turnover between 3% and 12%, market value below 10 billion yuan, no…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This short indicator note describes an oscillator built from the difference between closing price and Parabolic SAR. It defines the SAR calculation using configurable step and maximum parameters, then smooths the close-minus-SAR series with a simple moving…

Technical indicatorsEquitiesFutures
SuperMind

This stock screen combines three filters: daily amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute interval, and positive indicators associated with beverage and alcohol imports and exports. The stated rationale is to seek…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that generates a trading signal when the i4_DRF_v3 indicator histogram changes color as a bar closes. It is an indicator-driven rule: the EA reads the color transition at the completed bar and forms a signal, with…

ForexTechnical indicatorsBacktestingExecution
SuperMind

This document describes a stock-selection rule for A-shares using three conditions: price amplitude above 1%, a 2021 date filter, and best bid volume greater than best ask volume. It presents the rule as a way to identify more volatile stocks with potential…

EquitiesVolatilityMarket microstructureTechnical indicators
OctoBot

The document explains how to create an OctoBot custom profile by duplicating an existing profile, then choosing which evaluators, strategies, and trading modes it enables. A profile’s tentacle configuration records these selections and is updated when the…

Technical indicatorsCrypto
ProRealCode

The document presents an indicator intended to display a daily SuperTrend line on a lower-timeframe chart for intraday use. It derives a daily true-range measure from daily highs, lows, and prior closes, then forms upper and lower bands around the daily…

Technical indicatorsVolatilityTrend followingFutures
SuperMind

This article describes a daily pre-market stock screen for Chinese equities. It selects stocks whose MACD value is above zero, whose trailing price-to-earnings ratio is positive, and whose observation falls in 2021. The article interprets positive MACD as an…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes an indicator that plots a cumulative statistical distribution of bid and ask prices. It also says the analysis can be applied to high and low prices or to open and close prices, allowing users to inspect different pairs of price series…

StatisticsTechnical indicatorsMarket microstructure
MQL5 code base

This brief indicator description presents RSI values for the open, high, low, and close prices together as a candle display. It describes the implementation as a lighter-resource version that uses the platform’s standard RSI calculation function. The note…

ForexTechnical indicators
MQL5 code base

This document is a historical trading-platform report for an EURGBP system on daily data covering October 2021 through September 2022. It lists extensive configuration settings, including ATR, ADX, moving-average periods, spread and margin limits, trend…

ForexBacktestingRisk managementPosition sizing
SuperMind

This post proposes an equity screen combining daily range above a threshold, rising lows, and price above its five-day moving average. Its expanded version adds a longer-term trend check using the 20-day and 250-day averages, valuation limits, market-cap…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This post describes a short-term stock screen combining three prior-day conditions: price amplitude above 1%, appearance on the market’s named trading list, and turnover above 8%. The rationale is to find shares with notable movement and active trading,…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

The document describes an indicator that plots the high and low of the previous day, week, and month as reference levels for trading. Its distinctive design anchors each line at the bar where the relevant extreme occurred, conveying the level’s age and how…

Technical indicatorsMarket microstructureBreakoutMean reversion
Cryptohopper blog

The article explains how Bollinger Bands can help traders assess crypto volatility and possible market direction. The bands are described as a moving average with upper and lower boundaries typically set two standard deviations away. Narrowing bands indicate…

CryptoTechnical indicatorsVolatilityBreakout
BigQuant

This Chinese-language course description presents limit-up stock counts as a way to identify active areas of the China equity market. It proposes comparing counts across market capitalization, sectors, and industries, using recent industry counts to locate…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

SimpleBars is a chart indicator that colors candlesticks according to the highs and lows of earlier bars. Its description identifies the comparison with previous bars as the basis for the visual encoding, allowing traders to inspect recent price structure…

Technical indicators
MQL5 code base

This document describes an MQL5 class for calculating the Triple Exponential Moving Average (TEMA) with a ring buffer. It outlines initialization options such as the period, smoothing method, buffer size, and series orientation, then describes methods for…

Technical indicatorsTrend following
SuperMind

This document describes a short-term stock screen using three conditions: daily amplitude above a threshold, a high daily control measure, and a positive product between price change and net flow from very large orders. Its refined version also restricts…

EquitiesMomentumTechnical indicatorsExecution
MQL5 code base

This document describes an adviser that uses the DeMarker indicator to generate signals and place pending limit or stop orders. It checks for a signal only when a new bar begins, then sets the pending order at a configured distance from the current price. A…

Technical indicatorsExecutionRisk management
MQL5 code base

This note describes a double-smoothed adaptive moving average intended to address frequent slope changes in an adaptive moving average. It places the method in the context of Kaufman's adaptive moving average and a modification that also accounts for where…

Technical indicatorsTrend followingBacktesting