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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

79,386 documents

ProRealCode

SuperIchi keeps the familiar Ichimoku lines and cloud but replaces fixed lookback high-low midpoints with an ATR trailing-stop regime engine. For each line, it tracks the price extreme reached during the current regime and the active trailing stop, then…

Technical indicatorsVolatilityTrend following
SuperMind

This Chinese equity screen selects stocks with a daily high-to-low range greater than 1% of the opening price, whose codes begin with 60, while excluding Beijing-listed shares. The article provides example formula and Python references and describes the…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese equity screening proposal selects stocks whose daily amplitude exceeds 1, whose prior-day turnover rate multiplied by the ratio of current-day auction volume to prior-day volume falls between 0.5 and 2, and whose closing price is above the…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screening idea combines a technical condition with company size and earnings growth. It selects stocks with RSI below 65, a stated free-float market capitalization between 5 billion and 10 billion yuan, and year-over-year growth in net…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This document describes a library for monitoring an Expert Advisor’s memory consumption during strategy tester optimization. Its purpose is to help identify parameter configurations that use unusually large amounts of memory and may cause optimization passes…

BacktestingExecution
SuperMind

This Chinese-language post proposes a stock screen combining technical and company filters. It selects stocks with MACD above zero, a positive recent rise in the KDJ K value, and a favorable company classification. The accompanying formula also restricts…

EquitiesMomentumTechnical indicatorsFactor investing
MQL5 code base

BrainTrend2 is presented as a trend-following chart indicator that colors candlesticks according to whether they align with its trend signal: aligned candles appear brighter and opposing candles darker. The description says the indicator can alert users when…

Technical indicatorsTrend followingVolatility
SuperMind

This Chinese-language post describes a momentum-oriented stock screen using three conditions: position growth above 5% for the day, moving averages spreading upward, and at least two limit-up sessions within the prior 500 days. The rationale is that rising…

EquitiesMomentumTechnical indicatorsRisk management
Kraken Learn

The document introduces NFTs as blockchain tokens whose metadata points to a file or other asset. It distinguishes ownership of the token from copyright or other intellectual property rights: buyers can generally verify and transfer the token’s ownership,…

CryptoOn-chain dataRisk management
SuperMind

This proposed daily premarket stock screen combines positive MACD, a non-ST restriction, market-heat ranking, and a five-session limit-up pattern. The pattern is described as five consecutive sessions in which each day reached a stated return threshold over…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening proposal looks for stocks in the metaverse concept group whose MACD line crosses its signal line while the five-period moving average crosses above both the ten- and twenty-period averages. It then ranks qualifying stocks by reported…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This MetaTrader 5 expert advisor places a buy stop above the previous daily bar’s high and a sell stop below its low, with an optional price offset. It removes its existing pending orders when it begins a new trading day, then submits the new pair if trading…

FuturesBreakoutExecutionRisk management
BigQuant

This 2018 report reviews managed futures, including how CTA strategies trade futures and options and how they differ by analysis method, trading style, holding period, and markets covered. It describes systematic and discretionary approaches alongside trend…

FuturesOptionsTrend followingArbitrage
SuperMind

This screening idea selects stocks assigned to the metaverse industry when trading volume is between 1.5 and 6 times its five-period average and MACD is above zero. The article treats elevated but bounded relative volume as a liquidity or activity filter and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines an industry filter for beverage and alcohol import or export businesses with a turnover-rate range and a 15-minute MACD condition. It seeks stocks whose MACD histogram remains below zero while its negative bars are becoming…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a Polarized Fractal Efficiency overlay designed to identify price trends. It plots a main indicator line over price along with upper and lower deviation bands. The indicator combines fast and slow rates of change, a sensitivity…

Technical indicatorsTrend followingMomentumVolatility
vn.py community

The discussion clarifies that a strategy’s position variable represents net exposure. A long position of one unit followed by an additional short opening trade of one unit nets to zero in that variable, rather than retaining separate counts for long and…

Risk managementPosition sizing
Hummingbot docs

This reference lists configurable controls for a pure market-making strategy and explains how to change them through the client’s configuration commands or by editing a strategy configuration file. It groups settings for quote levels and spacing, inventory…

Market makingExecutionMarket microstructureRisk management
BigQuant

The document describes a high-risk, high-turnover strategy for Chinese stocks under the T+1 trading convention. It looks for strong stocks that pull back and rebound, possible second moves in leading stocks, and sentiment-driven stocks that may reverse after…

EquitiesChina marketsMachine learningMomentum
MQL5 code base

This strategy waits for price to break above the upper band of a Bollinger Band calculated over a long period, then enter short after price closes back below that band. It sets a stop loss at one ATR and a take profit at 1.5 ATR, using volatility-based…

BreakoutMean reversionTechnical indicatorsRisk management
Hyperliquid docs

HIP-2 describes an on-chain strategy for bootstrapping liquidity in newly deployed spot tokens quoted against USDC on Hyperliquid. A deployment specifies an initial price, order count and size, and how many levels begin as bids. Prices form a recursively…

CryptoSpot marketsMarket makingDeFi
MQL5 code base

This dashboard description explains how Pearson correlations across symbols and timeframes can support trading decisions. A color-coded matrix is intended to show positive and negative relationships, with selectable daily and intraday views. The examples…

StatisticsRisk managementForexCommodities
ProRealCode

This ProRealTime indicator fits a least-squares line to recent closing prices, using a fixed lookback of 200 bars. It calculates the slope and intercept from sums of price and time values, then draws the fitted line and bands around it. The described band…

Technical indicatorsStatisticsTrend following
SuperMind

This post describes using Wencai, a stock-screening feature in the Tonghuashun platform, to build stock lists from natural-language-like query statements. It says a strategy can run a query and save the resulting list as a CSV file, offering a way to…

EquitiesChina markets