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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

ProRealCode

The indicator applies linear regression to a price momentum series, then plots a lagged copy of the regression line as a signal line. The suggested entry cue is a crossover between these two lines. Its parameters control the momentum lookback, regression…

MomentumTechnical indicatorsStatistics
MQL5 code base

This Expert Advisor generates signals from intersections of TDI-2 indicator lines, evaluated when a bar closes. It follows the direction of the signal and adds to an existing position when the profit from the most recent trade, measured in points, exceeds a…

ForexTechnical indicatorsTrend followingPosition sizing
ProRealCode

This indicator adapts the SuperTrend period using the coefficient of determination from a rolling linear fit of recent prices. It computes an R-squared value over the configured lookback and uses that value to adjust the period supplied to SuperTrend, aiming…

Technical indicatorsTrend followingStatistics
MQL5 code base

This brief description introduces a semaphore-style signal indicator built from crossovers between lines of the Digital CCI Woodies indicator. It identifies the indicator’s author and notes that its implementation relies on a SmoothAlgorithms library for…

Technical indicatorsEquities
SuperMind

This article describes a Chinese stock screening rule that combines daily price range, a recent reversal-style candlestick condition, and a low KDJ value. Its stated final criteria are amplitude above 1%, a reversal pattern within the past three days, and K…

EquitiesTechnical indicatorsChina markets
SuperMind

This A-share stock screen selects shares with a daily trading range above a stated threshold, positive estimated main-fund flow on the prior day, and MACD above its zero line. The MACD condition is intended to identify stocks with positive trend momentum,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening idea combines an RSI below 65 with an external-to-internal trading volume ratio above 1.3 and a reversal or engulfing pattern. The article also describes filtering for a positive but bounded ten-day price change and checking recent…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This stock screen combines daily amplitude above 1, a positive weekly MACD reading, and a share price in the 18-to-19 yuan range. The post frames amplitude as a measure of movement, the weekly MACD condition as a sign of upward momentum, and the price band…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection example combines a 14-period RSI below 65 with a history of at least two limit-up sessions over the prior 500 days, then ranks qualifying names by a measure of trading heat. The stated rationale is to pair a short-term technical…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The Alan Square, also called DaBox, is a price action framework built from the prior period’s high and low. It marks the range boundaries, midpoint, quarter levels, and extensions, then projects diagonal lines from key levels. Major angles are described as…

FuturesEquitiesForexTechnical indicators
ProRealCode

Adaptive Momentum Fusion modifies MACD by recalculating the smoothing speed of its fast and slow averages on each bar. Six selectable engines use efficiency, volatility, fractal behavior, momentum, volume, or a composite of those measures to adjust…

Technical indicatorsMomentumTrend followingVolatility
MQL5 code base

The document describes a variant of an indicator called RVITrend_x10. Its distinguishing feature is that users can customize the input parameters separately for each RSI oscillator used to display current trends. This offers a way to tune the component…

Technical indicatorsMomentum
MQL5 code base

This brief indicator description identifies a tool that draws support and resistance levels using daily charts. It names the original author and notes that an earlier implementation was published in 2008. Beyond its stated purpose and daily-chart basis, the…

Technical indicatorsEquities
SuperMind

This Chinese A-share screening example combines a positive MACD reading, upward-moving averages, and the presence of an outstanding convertible bond. It explains these conditions as signs of bullish momentum and trend, with convertible-bond availability as…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This proposed short-term screen selects stocks with a large daily range, an indicator described as prior-day main-force control, current trading volume above a stated level, and an opening price above the previous close. The article associates these…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screening idea combines a daily price-range condition, a market-cap ceiling of 10 billion yuan, positive net profit, and a rising DEA signal from MACD. The rationale is to find smaller profitable companies with recent price movement and improving…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening proposal combines a daily turnover range with exclusion of Beijing-listed A shares and three simultaneous moving-average crossovers. The crossovers compare short and longer price averages, intended to identify stocks with several bullish…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection method screens for shares whose daily price range exceeds a threshold, whose average price is above the five-day moving average, and whose weekly MACD condition is positive. The article describes these filters as a way to focus on stocks…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

WPR3 displays three Williams Percent Range oscillators in one indicator window. Each oscillator uses closing, high, and low prices from the same timeframe, allowing the reader to view three versions of this range-based momentum measure together. The document…

Technical indicatorsMomentum
ProRealCode

The Alligator indicator combines three smoothed moving averages with periods of 5, 8, and 13, named the Lips, Teeth, and Jaw. Their differing speeds and forward shifts create a set of lines that respond at different rates to price movement. The description…

Technical indicatorsTrend followingEquities
MQL5 code base

The indicator aims to reduce the lag of a simple moving average by incorporating price velocity. It offers three ways to measure velocity: central velocity for a smoother value, forward velocity referenced to the current bar for greater sensitivity to recent…

Technical indicatorsTrend following
ProRealCode

This indicator plots twenty stochastic oscillators, using lookback periods from 5 through 24 and a smoothing setting of 3. It returns the oscillator series together in one display, allowing a trader to compare how readings across several calculation horizons…

Technical indicatorsForexMomentum
MQL5 code base

This document describes a modified Bill Williams zone-trading indicator built around the Awesome Oscillator and Accelerator Oscillator. Compared with standard AO and AC settings, it allows the user to configure the moving-average periods, applied price, and…

Technical indicatorsTrend followingMomentum