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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
Quantpedia
86 documents
TqSdk
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

79,386 documents

MQL5 code base

This indicator builds a volume profile over a recent window by dividing its price range into equal rows and assigning each bar’s volume to the row containing its typical price. The row with the greatest volume defines the Point of Control (POC). The Value…

Technical indicatorsMarket microstructure
MQL5 code base

BlauCMI_Signal is an indicator that presents trend information derived from the histogram of the Candle Momentum Index (CMI). It uses a fixed timeframe and displays the histogram color when a signal is received. Colored dots on indicator lines mark changes…

Technical indicatorsMomentum
SuperMind

The document outlines a China A-share screening rule focused on metaverse stocks. It selects shares whose observed opening gain is below 6%, whose open is within 5% of the 10-day moving average of closes, and whose 14-period RSI is below 60. It gives…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

FatlMacdCandleSign is a semaphore-style indicator built from two FatlMacd calculations, one using open prices and the other using close prices. It produces a signal when the difference between the two values changes sign. The signal therefore tracks the same…

Technical indicatorsMomentum
MQL5 code base

The Derivative Oscillator, attributed to Constance Brown, is presented as a momentum indicator built from a repeatedly smoothed relative strength index. The RSI is first smoothed with an exponential moving average and then smoothed again with a second…

Technical indicatorsMomentum
SuperMind

The document outlines a China A-share stock screen based on daily price range, geography, and circulating market value. Its stated filters require amplitude above 1%, exclude Beijing-listed shares, and select companies with circulating market value above 10…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This brief description identifies an Expert Advisor based on a trading system called Pendulum. Its only stated operating constraint is that it keeps no more than three positions open at a time. The text names the idea's originator and the code author, but…

Risk managementPosition sizing
MQL5 code base

This Expert Advisor design combines two smoothed rate-of-change indicators across different timeframes. A slower indicator sets the broader trend direction from the relationship between its main and signal lines; a faster indicator times entries when its…

ForexTrend followingMomentumTechnical indicators
SuperMind

This Chinese-language post outlines a stock screen for companies classified in the metaverse sector. Its stated final criteria require a volume ratio above 1.5 and below 6, the current day's low below the prior day's low, and market capitalization under 50…

EquitiesChina marketsTechnical indicatorsStatistics
ProRealCode

This proposed daily stock strategy uses a three-line break reversal signal with a moving-average trend filter. It enters long after an upward reversal, when the moving average is rising or price is above it. The suggested stop is set using the prior…

EquitiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

This short indicator description presents a multi-timeframe version of a double-smoothed exponential moving average (EMA) for MetaTrader 5. In addition to the platform’s standard timeframe choices, it offers three relative higher-timeframe selections: the…

Technical indicatorsTrend following
FMZ forum

The article argues that no single programming language is best for every algorithmic trading system. It recommends starting with system requirements and strategy characteristics, then selecting tools for separate components such as historical research,…

BacktestingExecutionPortfolio constructionRisk management
FMZ live strategies

This page reports live performance statistics for a trading robot labeled as a Polymarket signal source, operating on a five-minute chart interval. The displayed status and logs show directional UP or DOWN signals, a price-to-beat reference, and whether…

CryptoStatisticsBacktestingRisk management
SuperMind

This Chinese-language post describes a mainland China stock screen combining turnover of 3%–12%, membership in a robotics concept group, circulating market value below 10 billion yuan, and exclusion of stocks that hit the upper price limit on the prior day.…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

The post describes a Chinese equity screen applied after 2 p.m. It selects stocks with turnover between 3% and 12%, a positive return over the prior ten days below 35%, and positive large-trade net inflows in the afternoon. A Python example sketches a…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This indicator highlights candlesticks when candle size multiplied by volume exceeds a configured threshold. Users can define size using either the candle body or its full high-to-low range, choose the applied volume measure, and set which bar triggers a…

Technical indicators
BigQuant

This support note explains how to access trade details from a BigQuant backtest. It says the trade detail page does not offer a direct export, and recommends downloading the results for separate analysis. It also points users to the backtest module’s raw…

BacktestingExecution
vn.py community

This short forum post reports that version 1.2.0 of an option hedging engine and its monitoring component appear to submit many orders before the market opens, with those orders rejected. The author suggests the components should check whether the current…

OptionsExecutionRisk management
SuperMind

The post proposes screening stocks classified in the metaverse sector for a rounded price formation and comparatively strong fund-flow intensity. It describes a volume-related calculation that combines trading volume with the close-to-open move relative to…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This post outlines a Chinese equity screen that selects stocks in the beverage and alcohol import-export category when their 14-period RSI is below 65 and a same-day control measure exceeds a stated threshold. It presents the screen as combining a technical…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The post compares a hand-built 120-period Commodity Channel Index calculation with the platform’s built-in CCI function and asks why their results differ. It identifies the typical price as the average of the high, low, and close, then describes a formula…

Technical indicatorsStatistics
SuperMind

This post proposes a stock-selection screen using RSI below 65, a condition involving price change multiplied by a large-order flow measure, and today’s position increase share above 5%. It presents the combination as a way to consider technical conditions…

EquitiesTechnical indicatorsMomentumRisk management
BigQuant

This BigQuant forum post describes a custom Python module that runs successfully in AIStudio 3.0 but fails when submitted as a scheduled data task. The example reads the latest stored date, loads a local CSV of Bitfinex symbols, requests newer daily market…

CryptoExecution
FMZ forum

A trader reports that a live ETH/USDT setup returns a ticker whose raw exchange data identifies the symbol as ETCUSDT, with a last price far below the ETH price shown in the Binance app. The example also shows an account response containing a raw information…

CryptoSpot marketsExecutionMarket microstructure