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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 document describes a chart indicator for tracking groups of long and short symbols together. Users can configure up to 50 symbols in each basket, switch the chart to a listed symbol, move the display, and select the week for its historical statistics.…

Multi-assetTechnical indicatorsRisk managementStatistics
SuperMind

This note proposes a stock screen combining price amplitude above a threshold, upward movement around a short moving average, and MACD above zero. It interprets amplitude as a measure of recent price movement, the moving-average condition as a short-term…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This brief listing describes a MetaTrader Expert Advisor that bases its trading decisions on iBullsPower and iBearsPower indicator readings from the first bar. It identifies an EUR/USD five-minute test setup with a stated deposit, date range, and default…

ForexTechnical indicatorsBacktesting
FMZ forum

This note introduces a charting template intended to make strategy behavior easier to inspect during development and live monitoring. It draws real-time candlesticks and marks entries and exits on the chart. The author motivates the tool with a double moving…

Technical indicatorsExecutionBacktesting
SuperMind

This note describes a Chinese equity screening rule that combines three filters: RSI below 65, membership in the beverage and alcohol import-export industry, and a newly formed KDJ bullish crossover. It explains the indicators as technical conditions and…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes an indicator that displays up to eight CrossIndex candlestick charts within the current chart. Users can choose which panels to show, specify a symbol for each, and set whether each chart should be inverted. The example configuration…

ForexCommoditiesMulti-assetTechnical indicators
SuperMind

This post describes a stock selection screen that combines a turnover range of 3% to 12%, a K value below 20, and a sequence of seven declining sessions. The stated idea is to find stocks that have fallen for several days, potentially identifying a turning…

EquitiesMean reversionTechnical indicatorsChina markets
SuperMind

The proposed Chinese equity screen selects main-board stocks associated with beverage and alcohol imports and exports. Its stated criteria include an RSI below 65 and a daily price rise greater than 1%. The accompanying discussion frames the industry filter…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor looks for a run of identical-direction candlesticks and trades in the direction of those candles: bullish runs prompt buys and bearish runs prompt sells. The number of consecutive candles required is configurable. The fifth version adds a…

Technical indicatorsMomentumRisk managementExecution
MQL5 code base

The document describes a TDI indicator displayed as a trend index line, a direction line, and a directional histogram. Its calculation uses a configurable period and applied price. The histogram indicates the favored trade direction: upward for buying and…

Technical indicatorsTrend followingMean reversion
MQL5 code base

This indicator presents the CMx oscillator’s status across ten timeframes in a single display. It compares each timeframe’s oscillator reading with the configured overbought and oversold thresholds, using gold for readings below the oversold level,…

Technical indicatorsMulti-asset
ProRealCode

This indicator adapts Bollinger Bands by calculating a moving average and the standard deviation of closing prices, then offsetting the resulting upper and lower bands by a chosen number of bars. The stated purpose is to display a support and resistance…

Technical indicatorsVolatilityTrend following
SuperMind

This Chinese stock screen combines a positive MACD reading with a volume ratio between 1.5 and 6 and positive net profit. The rationale is to find shares with upward price momentum, stronger than usual trading activity, and a basic profitability signal. The…

EquitiesMomentumTechnical indicatorsRisk management
MQL5 code base

ColorBearsGap is described as an indicator that displays price gaps associated with ColorBearsCandle bars. The text suggests that these gaps can precede continuation of short-term price trends. It says a histogram bar becomes available for analysis after the…

Technical indicatorsMomentum
SuperMind

This post outlines a Chinese equity screen that combines metaverse-sector membership, an arc-shaped price pattern, and a prior-day close above the 250-day moving average. The long moving-average condition is intended to favor stocks already in an established…

EquitiesTechnical indicatorsTrend following
ProRealCode

This indicator rescales each candlestick around its opening price, displaying the open at zero and the high, low, and close as offsets from the open. Candle direction is marked with different colors. It also calculates thresholds at positive and negative…

Technical indicatorsVolatilityMean reversion
SuperMind

This Chinese stock-selection proposal combines three technical conditions: daily price amplitude above 1%, at least two limit-up events within 500 days, and a reported external-to-internal volume ratio above 1.3. The document interprets the first two…

China marketsEquitiesTechnical indicatorsMarket microstructure
BigQuant

This proposed Chinese equity screen combines membership in the metaverse industry with a rounded price pattern and seven consecutive down sessions. The accompanying explanation frames the falling-price condition as an added technical filter intended to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese A-share stock screen combines a positive MACD reading with a stock-heat ranking and a prior-day actual-turnover range of 3% to 28%. It proposes selecting after the daily close. The accompanying explanation treats MACD as a short-term trend…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post proposes screening Chinese stocks for a daily price move of at least one percent, a nonempty name for an outstanding convertible bond, and exclusion from a specified market segment. It presents the range condition as a way to identify active stocks…

EquitiesChina marketsTechnical indicatorsStatistics
MQL5 code base

This indicator description presents a passband oscillator intended to reduce short-term fluctuations while limiting lag. It forms the oscillator from the difference between two exponential moving averages with different periods, then calculates a…

Technical indicatorsForexCommoditiesVolatility
SuperMind

This post describes a Chinese equity screen combining three conditions: reported position increases above a threshold, the prior close above a long-term moving average, and a limited opening gain at 9:25. It also offers an alternative using turnover and a…

EquitiesChina marketsTechnical indicatorsBacktesting
TqSdk

This example describes a futures strategy using the Volume Price Trend (VPT) indicator on daily bars. It updates VPT by adding volume multiplied by the latest percentage price change, then compares the current value with a moving average. A trade is…

FuturesTechnical indicatorsMomentumBacktesting