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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
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

The CCI Arrows indicator marks crossings of the Commodity Channel Index through its zero line with directional arrows, which may inform long or short decisions. Its configurable CCI period affects the balance between responsiveness and signal frequency:…

Technical indicatorsMomentum
MQL5 code base

This document describes a ColorParabolic indicator variant with an input that lets the user choose the timeframe for its calculations or display. The example default is a four-hour period, allowing the indicator to be used with a timeframe selected through…

Technical indicators
MQL5 code base

This trading system uses the XDeMarker_Histogram_Vol indicator to generate entries when a bar closes beyond an overbought or oversold level. It distinguishes two signal levels, assigning each its own order identifier and deposit share, so stronger and…

ForexBreakoutTechnical indicatorsPosition sizing
SuperMind

This post proposes a Chinese equity screening rule that combines daily price activity, the stock’s indicated gain at 9:25, and year-over-year net profit growth attributable to shareholders of the parent company. It selects stocks with an amplitude above 1,…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This post proposes an A-share screen using amplitude above 1, a share price of 18.5 yuan, and an outside-to-inside trading-volume ratio above 1.3. It treats amplitude as a volatility filter, the price cutoff as a price-level constraint, and the volume ratio…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This note outlines an A-share stock-selection rule requiring amplitude above 1, a close above a weekly moving average, and a MACD reading below zero two days earlier. The post interprets the amplitude condition as selecting volatile stocks, the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a simple A-share stock screen combining a daily amplitude threshold above 1, a rising-bottom condition, and a current low below the previous session’s low. It frames the rising-bottom measure as a way to identify an improving price base,…

EquitiesTechnical indicatorsChina markets
ProRealCode

The document describes a simple indicator that combines momentum thresholds with crossovers between momentum and a smoothed momentum average. It calculates momentum over a 20-period lookback and smooths that series with a Wilder average using a 5-period…

Technical indicatorsMomentumEquitiesBacktesting
BigQuant

BykovTrend presents its signals as colored candlesticks. Green candles indicate rising signals and orange candles indicate falling signals. Candle brightness distinguishes signals aligned with the prevailing trend from those running against it: aligned…

Technical indicatorsTrend following
MQL5 code base

The Relative Momentum Index (RMI) adapts the Relative Strength Index by measuring price changes over a chosen momentum interval instead of comparing adjacent bars. Its calculation otherwise follows a similar structure. The momentum interval can be set to…

Technical indicatorsMomentum
SuperMind

This note proposes screening Chinese stocks using a daily price-movement threshold, a nonempty outstanding convertible-bond name field, and a company-name keyword associated with the metaverse. The stated rationale is to identify stocks connected to a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen that combines a metaverse theme, positive institutional activity, a lower daily low than the previous session, and a 30-day RSI below 30. The intended rationale is to find themed stocks with institutional interest…

EquitiesMean reversionTechnical indicatorsChina markets
SuperMind

The document presents a stock-selection screen combining three conditions: MACD above zero, share price below 12 yuan, and a weekly five-period moving average crossing above the ten-period average. It says the screen is run before 10 a.m. on each trading…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The document describes an approximation of a curvature trend indicator using an exponential moving average as its central trend line and average true range to scale upper and lower bands. The bands begin at a chosen ATR multiple from the moving average, then…

Technical indicatorsTrend followingVolatility
SuperMind

This A-share screening proposal selects stocks with daily amplitude above 1%, at least two limit-up sessions in the prior 500 days, and a gain below 6% at 9:25. It treats amplitude and prior limit-ups as signs of volatility and market attention, while the…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This A-share screening idea combines a turnover range of 3% to 12%, an opening price near the 10-day moving average, and a positive weekly chart signal described as a red bar. The article frames these filters as a way to find liquid, actively traded stocks…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This brief note describes an extension to a limit-channel indicator that displays calculated states as a colored histogram. It groups channel levels into three speeds: inner levels are fastest, middle levels are intermediate, and outer levels are slowest.…

Technical indicatorsStatistics
SuperMind

The post outlines a Chinese equity screening idea combining a minimum price-amplitude condition, rising lows, and an opening-auction return within a specified band. It also proposes excluding specially treated stocks and describes an exit rule based on the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This screening idea selects stocks whose daily range exceeds one percent, whose KDJ indicator has just crossed upward, and whose price lows are rising. The article frames a large range as evidence of higher volatility, a fresh crossover as a possible shift…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The screen seeks Chinese equities with at least five overlapping moving averages, a newly formed KDJ golden cross, and at least two limit-up sessions during the stated lookback. The article interprets moving average convergence as a possible support or…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes an implementation of a Balance of Power indicator as a color-coded histogram intended to show trend direction and strength. Histogram colors reflect configured overbought and oversold thresholds and changes in direction. The…

ForexTechnical indicatorsExecution
OctoBot

K’s reversal indicator combines Bollinger Bands with MACD to identify possible countertrend entries. The buy setup looks for price below the lower band while MACD crosses above its signal line; the sell setup mirrors this above the upper band with MACD…

Technical indicatorsMean reversionVolatilityMomentum
ProRealCode

This document explains how OctoBot can receive TradingView alerts and use them to place exchange orders. Alerts may come from user-defined price levels, indicator conditions, or Pine Script strategies. The described workflow links the TradingView signal…

ExecutionTechnical indicators