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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

31,205 documents

ProRealCode

The document describes a Better Volume indicator that classifies bars using volume, price range, candle direction, and estimated volume at the bid or ask. It colors a volume histogram for several conditions: high-volume wide-range up or down bars,…

Technical indicatorsMarket microstructureStatisticsEquities
BigQuant

The document presents a way to estimate how often a one-minute Chinese convertible-bond bar closes above its open after three consecutive up bars. It converts each bar’s return into a binary up-or-not indicator, scans the series for three up bars, and counts…

StatisticsBacktestingTechnical indicatorsFixed income
MQL5 code base

MyRsi with Noise Elimination Technology is an RSI-style indicator attributed to John Ehlers and described as using a form of Kendall autocorrelation to filter signals. This implementation permits the user to select the input price series instead of always…

Technical indicatorsStatistics
SuperMind

This post proposes screening equities for turnover within a specified range, seven consecutive down days, and a rising-bottom price pattern. It frames the combination as a way to examine stocks after a decline while looking for a possible base or rebound.…

EquitiesTechnical indicatorsMean reversionRisk management
SuperMind

This post describes a stock screen that combines at least five overlapping moving averages, a share price below a stated ceiling, and revenue growth between two fiscal years. The intended rationale is to find stocks with clustered trend measures and a…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese-language post proposes an equity screen using three conditions: amplitude above a threshold, rising price lows, and positive returns. The rationale is to exclude stocks with little movement, identify a potential base with progressively higher…

EquitiesTechnical indicatorsMomentumRisk management
ProRealCode

This article describes a backtesting indicator for evaluating exit distances on a supplied trading signal. It simulates a single-unit position, closes equal portions at up to three take-profit levels, and exits the remaining position at the first stop level…

BacktestingRisk managementTechnical indicatorsExecution
SuperMind

This Chinese-language post outlines a proposed screen for mainland Chinese exchange-listed stocks in the metaverse industry. It selects names among the five highest by the day’s auction trading value, then requires the weekly five-period moving average to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a daily stock screen based on three conditions: a high-to-low range greater than one percent, a reversal or engulfing-style pattern, and a close above the previous day’s low. It presents these conditions as a way to find stocks whose…

EquitiesTechnical indicatorsMean reversionBacktesting
Cryptohopper blog

The document introduces the information in a candlestick: the open and close define its body, while the high and low define its wicks. It classifies candles as bullish, bearish, or neutral by comparing closing and opening prices. These descriptions apply to…

CryptoTechnical indicatorsMomentum
SuperMind

The post describes a stock-selection screen based on turnover between three and twelve percent, appearance on a market trading list the previous day, and a negative MACD reading from two days earlier. The accompanying formula adds further filters involving…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

The document explains the Detrended Price Oscillator (DPO) as the difference between a closing price and its simple moving average over a chosen period. By subtracting the moving average, the indicator filters out some of the broader price direction,…

Technical indicatorsStatistics
SuperMind

This Chinese equity screening note combines three conditions: turnover between 3% and 12%, membership in a beverage and alcohol import-export category, and an auction-period price change greater than -2% and less than 5%. It frames the filters as a way to…

EquitiesChina marketsTechnical indicators
MQL5 code base

This brief indicator description explains Acceleration Bands, attributed to Price Headley, as bands derived from the daily price range. It identifies two configurable inputs: the calculation period and a factor that controls how widely the bands expand. The…

Technical indicatorsStatistics
MQL5 code base

This document describes a function for producing directional signals from the OsMA indicator: one return value represents a buy and another represents a sell. It says the function can be included in an expert advisor and called to check the current signal.…

ForexTechnical indicatorsBacktestingRisk management
MQL5 code base

This indicator presents the standard stochastic oscillator's %K and %D lines together with a histogram showing their relationship. Histogram colors distinguish whether %K is above or below %D and whether it lies above or below the configured overbought and…

Technical indicatorsMomentum
SuperMind

This post outlines a Chinese A-share screen combining membership in a metaverse-related category with a turnover-based condition, a technical signal, market-cap ranking, and a valuation filter using PEG. It also sketches a Python workflow that retrieves…

China marketsEquitiesTechnical indicatorsFactor investing
MQL5 code base

ColorMFI_X20_Cloud is a chart indicator that adds adjustable background shading to overbought and oversold regions. Its inputs define five reference levels around the middle of the indicator range, including upper and lower thresholds and more extreme…

Technical indicatorsMean reversion
SuperMind

This post outlines a Chinese equity screening approach combining three signals: high relative trading volume, rising short- and medium-term moving averages, and at least two limit-up sessions during the prior 500 days. It describes ranking by volume ratio,…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese-language post describes an equity screen requiring a daily price range above 1%, a positive 10-day return below 35%, and positive reported returns. It frames the range threshold as a way to select for active price movement, while the bounded…

EquitiesMomentumVolatilityTechnical indicators
MQL5 code base

The document explains an intraday volatility indicator that identifies times of day with greater or lesser price activity. It scans chart bars and uses each bar’s high minus low as its activity measure, highlighting higher-activity periods in blue and…

VolatilityTechnical indicatorsExecution
SuperMind

This post describes a China equity screening idea based on price compression and a Bollinger Band location. It selects stocks whose 5, 10, 20, 60, and 120 day moving averages are described as overlapping, whose close lies between the Bollinger middle and…

EquitiesTechnical indicatorsChina marketsBacktesting
MQL5 code base

Smart Trend Score is described as a MetaTrader 5 indicator that combines weighted moving averages, trend direction, market structure, ADX, ATR, and price action into a score. After a candle closes, it displays a buy, sell, or no-signal status, a confidence…

Trend followingMomentumTechnical indicatorsRisk management