Skip to content

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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,713 documents

SuperMind

This stock-screening proposal selects shares using three conditions: price amplitude above a threshold, multiple moving-average crossovers occurring together, and a minimum float market capitalization. The rationale is to combine recent price movement, a…

EquitiesTechnical indicatorsMomentumBreakout
MQL5 code base

The indicator draws horizontal support and resistance levels from the minimum and maximum over a selected set of recent bars. Users can choose the chart timeframe, the first bar included in the analysis, and how many bars to examine. Separate controls set…

Technical indicatorsBreakout
MQL5 code base

This indicator is designed to alert when market price crosses a moving average. Users set the moving-average length, with 200 periods given as the default, and choose a point-distance threshold that determines when movement across the average counts as a…

Technical indicatorsBreakout
SuperMind

This note proposes selecting non-ST stocks with turnover between 3% and 12%, a rising DEA signal, and a limit-up move before 10:00. It describes this as a short-term limit-up approach, using the early timing of the price move alongside a trend filter and…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This article outlines a Chinese equity screening approach that combines price amplitude with recent limit-up activity and a date restriction. It also provides example formula and Python implementations, then proposes adding fundamental analysis, broad market…

EquitiesChina marketsBreakoutMomentum
ProRealCode

The indicator replaces fixed swing highs and lows with levels that decay over time by a fraction of ATR(200) per bar. Confirmed pivots reset their side’s level, so newer swings take precedence. A break occurs when price crosses the eroded level; the level…

Technical indicatorsBreakoutVolatilityTrend following
BigQuant

This intraday A-share strategy combines strong thematic sectors with stocks that have recently reached their daily price limits. It ranks concept indexes by short- and medium-term returns, retaining the top two percent on both measures, then screens stocks…

China marketsEquitiesMomentumBreakout
ProRealCode

This document explains a Smart Money Concepts indicator that labels changes and breaks in market structure as CHoCH, SMS, or BMS. It tracks outcomes in loaded price history and displays estimated probabilities for the next continuation or reversal, alongside…

Technical indicatorsStatisticsTrend followingBreakout
ProRealCode

The document describes a chart indicator for tracking open-to-close gaps across the current day and the prior three sessions. It marks the previous session’s close as a potential gap level, checks whether later session ranges have crossed earlier gap levels,…

FuturesTechnical indicatorsBreakoutMarket microstructure
SuperMind

This post outlines a stock-selection rule using amplitude, three consecutive limit-up sessions on the previous day, and a historical limit-up condition tied to 2021. Its revised formulation specifies amplitude above 1.5% and requires a past limit-up price to…

EquitiesChina marketsMomentumBreakout
MQL5 code base

The document describes a candlestick indicator that colors candles extending beyond the Ozymandias channel. The colors distinguish candles that align with the indicated trend from those that move against it: trend-aligned candles receive a brighter shade,…

Technical indicatorsTrend followingBreakout
MQL5 code base

The BS Living Now indicator marks chart highs and lows using filters that differ from those in the standard Bill Williams Fractals indicator. Its period parameter controls how many extrema appear: a larger setting produces fewer marks, while a smaller one…

ForexTechnical indicatorsTrend followingBreakout
ProRealCode

The Close Series indicator counts consecutive bars in three categories: closes within the previous bar’s range, opens beyond the previous bar’s high or low, and bars that close in the same direction as the prior bar. The author interprets long internal-close…

Technical indicatorsTrend followingBreakoutRisk management
SuperMind

This post proposes a Chinese A-share screen combining three conditions: buying-position share above 5% today, a rising main-board stock, and more than two limit-up days in the preceding ten days. The rationale is that recent buying activity and repeated…

EquitiesChina marketsMomentumBreakout
MQL5 code base

CandleStop_System is described as a chart indicator that colors candlesticks when they move beyond the limits of a CandleStop channel. The color also communicates the candle’s relationship to the prevailing trend: brighter fills mark candles aligned with the…

Technical indicatorsTrend followingBreakout
SuperMind

This article describes a China A-share stock screen that combines turnover, company size, profitability, and a rising-lows price pattern. Its stated filters restrict turnover to a specified band, market capitalization to below a stated ceiling, and earnings…

China marketsEquitiesTechnical indicatorsBreakout
ProRealCode

This extended Donchian Channel indicator plots the rolling high and low boundaries, calculated over a configurable period and shifted by a selected number of bars. It presents the channel in three forms: directly on the price chart, as a centered oscillator,…

Technical indicatorsBreakoutTrend following
SuperMind

This stock-selection rule screens for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a reversal-style candle condition. The stated pattern requires the current open to exceed the prior close while the current close falls below…

EquitiesTechnical indicatorsBreakoutChina markets
MQL5 code base

This MetaTrader 5 Expert Advisor description outlines a breakout scalping system that trades only when a set of filters align. It uses fast and slow exponential moving averages to define direction, an ATR-based threshold for trend strength, price location…

BreakoutTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This indicator description explains a charting tool inspired by Stanislav Chuvashov's wave theory. It uses a modified Zig Zag to distinguish impulse waves from corrective waves, color upward and downward sequences differently, and label wave lengths at…

Technical indicatorsBreakoutTrend following
SuperMind

This brief Chinese-language community discussion asks whether a strategy based on stocks opening with a gap up can remain effective over longer periods. The poster reasons that a gap may reflect meaningful buying demand and asks which momentum factors could…

EquitiesMomentumBreakout
SuperMind

The document proposes a Chinese A-share stock screen focused on the metaverse theme. Its initial conditions are yesterday’s turnover above 8% and at least two limit-up events within 500 days. A later version adds a market-capitalization filter, described as…

EquitiesChina marketsMomentumBreakout