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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

The document explains how to add notifications to a color-coded MetaTrader indicator. It introduces inputs for selecting the signal bar, enabling sound, limiting alert counts, and turning email or mobile push messages on or off. Separate buy and sell…

Technical indicatorsExecutionForex
SuperMind

This stock-selection idea combines three daily-chart conditions: a price range above a stated threshold, at least two limit-up events during the prior 500 days, and an opening price near the ten-day moving average. The article frames range and limit-up…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This MetaTrader indicator displays the direction or trade signal produced by the Stalin indicator for a chosen bar and timeframe. It marks continuing trends with a colored star and trend changes with a directional arrow, and can also issue alerts and audio…

Technical indicatorsTrend following
ProRealCode

Time Segmented Volume (TSV) is a price-and-volume indicator intended to reveal accumulation and distribution. The described calculation assigns a signed volume contribution according to the direction of the close-to-close price change, then sums those…

Technical indicatorsEquitiesMomentum
BigQuant

This tutorial develops a stock factor from the sum of trading volume during the first 15 minutes of a session. It explains why opening activity may be informative: overnight news is reflected in early trading, the opening period contributes to price…

EquitiesTechnical indicatorsFactor investingHigh-frequency trading
SuperMind

This proposed Chinese equities screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a recent seven-day low condition. The post presents the combination as a way to find active stocks amid a…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

This brief description outlines an MT5 indicator that constructs a moving line by extrapolating a fourth-degree polynomial. It describes deriving candidate lines from a sine-like curve and from an axial or nearly constant line, with different line-power…

Technical indicatorsStatisticsBacktesting
SuperMind

This post presents a short-term stock screen combining price amplitude, a morning-star pattern, exclusion of specially treated stocks, a market-wide limit-up count capped at five, and selection before 10 a.m. It includes a platform formula and Python example…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a rule-based screen for Chinese A-share stocks in the metaverse sector. It selects stocks whose quoted 9:25 price change is below 6% and whose 30-day moving average is rising. The post includes indicator expressions and sample Python…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The document describes an MT4 indicator that draws separate colored boxes for the Asian, London, and New York trading sessions. Each box marks a session’s high-low range, with extension lines intended to carry those levels forward for chart reading. Optional…

Technical indicatorsBreakoutMarket microstructureForex
SuperMind

The document describes a stock screen that looks for shares with an amplitude above 1, an upward-spreading moving-average condition, and high auction trading value. It ranks qualifying stocks by auction value and selects the top five, aiming to combine price…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document outlines a daily Chinese stock screen taken at 14:00. It retains stocks with MACD above its zero line, positive afternoon large-order net inflow and positive popularity, then sorts candidates by popularity from highest to lowest. It gives the…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document proposes a Chinese stock selection rule combining current turnover rate, the ratio of external to internal trading volume, and a prior-day opening-auction price condition. It then ranks qualifying stocks by current auction turnover and selects…

EquitiesChina marketsMarket microstructureTechnical indicators
ProRealCode

This indicator combines a CCI-like calculation on changes in closing price with two stages of exponential smoothing. It then computes the standard deviation of the smoothed oscillator and uses rolling highs and lows of that deviation to create dynamic upper…

Technical indicatorsVolatilityStatistics
SuperMind

This post proposes screening Chinese stocks by metaverse industry membership, a custom “arc” pattern, and dates within 2021. It describes using industry data and a date filter, then adding technical and fundamental measures for a broader assessment. The…

EquitiesTechnical indicatorsBacktestingRisk management
Freqtrade

This Freqtrade strategy example uses a five-minute trading timeframe and RSI readings from several higher timeframes and related markets. It calculates RSI for the traded pair on the base, 30-minute, and hourly periods, as well as for BTC against the stake…

CryptoTechnical indicatorsMean reversionMulti-asset
SuperMind

This stock-screening concept combines price amplitude above one percent, RSI below 65, and a shortening negative MACD histogram on a 15-minute chart. The text interprets shrinking negative bars as potentially weakening selling pressure and a possible rebound…

EquitiesTechnical indicatorsMomentumStatistics
MQL5 code base

This document describes a MetaTrader 5 indicator that condenses several market readings into a dashboard using completed candles. It combines fast and slow EMA relationships, price versus a filter EMA, short-term EMA slope, ADX and directional indicators,…

Technical indicatorsTrend followingVolatilityBreakout
MQL5 code base

SatlMacd is described as an oscillator built from the averaged difference between the SATL digital filter and the closing price. The description identifies the two components and the averaging step, but does not explain the filter's construction, the…

Technical indicatorsStatistics
MQL5 code base

This indicator presents the trend direction or trade signal produced by BinaryWaveSign at a selected bar. A horizontal arrow marks continuation of the existing trend, while a diagonal arrow indicates a change and points in the trade direction. Colors…

Technical indicatorsTrend followingMomentum
MQL5 code base

The document introduces the Kaufman Moving Average as one type of moving average and suggests using it alongside other indicators. It offers no formula, parameter guidance, signal rules, chart examples, or performance analysis, so it serves only as a brief…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from the CronexAC oscillator. A signal is generated when a completed bar shows a change in the indicator cloud's color. For the EA to run, the compiled CronexAC indicator must be installed in the…

ForexTechnical indicatorsBacktesting
MQL5 code base

BW-wiseMan-1 is described as a semaphore-style signal indicator built on Bill Williams’ Alligator indicator. A semaphore indicator presents signals in a visual marker format, while the stated basis here is the Alligator, a technical tool used to characterize…

Technical indicatorsTrend following
MQL5 code base

Advance Trend Pressure is a technical indicator intended to show both the direction and strength of a price trend. Its calculation uses candle bodies and shadows, combining price differences such as the open-to-close move with distances between the high or…

Technical indicatorsTrend following