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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

ColorXATR is a chart indicator that smooths the Average True Range and displays the result as price-chart points. Its color is intended to distinguish strengthening trends from weakening ones: red indicates strengthening and yellow indicates weakening. Users…

Technical indicatorsVolatility
FMZ forum

This beginner guide introduces common programmed trading approaches: arbitrage, trend following, grid or return strategies, and high-frequency trading. It also distinguishes system designs that handle one or many symbols, accounts, or strategy logics. For…

CryptoArbitrageTrend followingGrid trading
SuperMind

This Chinese stock-screening example combines three filters: a metaverse concept label, a close above the previous session’s low, and a recent high-price move intended to identify a limit-up event. It presents equivalent indicator and Python-style…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Supermind community post proposes selecting equities with RSI below 65, free-float market capitalization between 5 billion and 10 billion yuan, and a “main uptrend start” condition. It defines the latter through a price position within the recent…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese community post describes an equity screen requiring amplitude above 1, prior-day “main force control,” and a positive price-to-earnings ratio. It presents these as technical and fundamental filters intended to identify stocks with near-term…

EquitiesTechnical indicatorsRisk management
SuperMind

This note presents a Chinese equity screen using four conditions: amplitude above 1, current volume above 10,000 lots, a higher open, and the 20-day moving average above the 120-day moving average. It interprets amplitude as a measure of price activity,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a basic Chinese equity screen that selects stocks with daily amplitude above 1, prior-day turnover above 60 million, and price above its five-day moving average. It frames the filters as a combination of price activity, trading liquidity,…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a MetaTrader 4 indicator that displays Supertrend direction across selected chart timeframes. Colored lines show bullish or bearish conditions, while arrows mark potential buy and sell signals. Its stated purpose is to help traders…

Technical indicatorsTrend followingForexCommodities
SuperMind

This post describes a stock screen pairing a minimum daily trading range with return on equity above a threshold for five consecutive years and at least one large one-day gain during a recent trading window. The intended combination seeks companies with…

EquitiesChina marketsFactor investingMomentum
SuperMind

This proposed A-share screen combines a market-cap ceiling, positive net profit, an RSI threshold, and positive afternoon large-order net inflows. The intended rationale is to pair a basic profitability constraint with a price indicator and a measure of…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This post proposes a Chinese stock screen using three filters: a turnover-ratio ranking among the top 100 stocks, a positive but capped return over the past ten days, and an opening price gain below a stated ceiling. The intended idea is to combine relative…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening idea combines RSI below 65, first-level bid volume greater than first-level ask volume, and a rounded price pattern described as an arc. The article interprets the RSI threshold as identifying a potentially oversold condition,…

EquitiesTechnical indicatorsSentimentChina markets
BigQuant

This forum question concerns adding a moving-average exit condition to an AI stock-selection backtest. The proposed logic waits until a minimum holding period has passed, then examines positions in reverse StockRanker prediction order and sells eligible…

EquitiesTechnical indicatorsBacktestingExecution
SuperMind

This note describes a Chinese equity screen combining three conditions: daily amplitude above 1, no limit-up close on the prior day, and an opening price near the 10-day moving average. It frames amplitude as a way to find more active stocks, excludes recent…

EquitiesVolatilityTechnical indicatorsChina markets
SuperMind

This stock-selection approach combines three filters: daily amplitude above 1%, a proxy for afternoon large-order net inflow, and a condition described as at least five moving averages aligning. The accompanying indicator expressions and Python example show…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator uses the Hull Moving Average (HMA) and its slope as a visual criterion for trend direction. After calculating the HMA, it represents the trend through a chart display selected by the user, such as a colored line, bars, or candles. An automatic…

Technical indicatorsTrend following
SuperMind

This stock screen combines a capital-flow measure with valuation and trend filters. It favors Shenzhen main-board stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0 to 3.11, then requires the 20-day moving average to be…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This Expert Advisor contains two Vortex Indicator trading systems, one for long trades and one for short trades. Each side has its own settings, including a distinct magic number and position-sizing method, and can be enabled or disabled independently. The…

ForexTechnical indicatorsPosition sizingBacktesting
MQL5 code base

This document explains a display method for an indicator: values produced by the iCCI_NR algorithm are rendered as a sequence of candlesticks. The underlying price time series is processed by that algorithm, and the resulting candles offer an alternative…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that trades signals from a volume-weighted moving-average indicator. It enters when a bar closes with a newly colored signal, following a bar with the opposite color or no color. The approach therefore uses a change…

ForexTechnical indicatorsBacktesting
SuperMind

This post presents an equity screen requiring daily price amplitude above 1, a positive weekly MACD histogram, and exclusion of Beijing-listed shares. It describes amplitude as a way to filter out low-volatility stocks and the weekly histogram as a trend…

EquitiesTechnical indicatorsChina markets
SuperMind

This post describes an equity selection screen that combines an RSI below 65 with seven consecutive declining sessions and excludes stocks that hit the daily price limit on the prior day. Its rationale is to identify recently weak stocks while avoiding those…

EquitiesMean reversionTechnical indicatorsChina markets
ProRealCode

The document presents a trend-following indicator similar in purpose to Supertrend, but its trailing reversal level is set using a fixed percentage-like step from the close rather than a multiple of average true range. The level adjusts with the direction…

Trend followingTechnical indicatorsRisk managementBacktesting
SuperMind

The document proposes screening Chinese A-share stocks using a daily amplitude threshold, a price condition around 18.5 yuan, and prior-day turnover between 3% and 28%. It explains these filters as ways to select stocks with notable price movement, a chosen…

EquitiesChina marketsTechnical indicatorsStatistics