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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 document describes a customized Envelopes indicator that displays the channel as a filled cloud, labels its latest values, and adds a price grid based on rounded channel levels. A user input controls the number of digits used for rounding, allowing the…

Technical indicators
MQL5 code base

This expert-advisor description outlines a once-per-day RSI strategy with separate buy and sell signals. For a buy, RSI must be above 50 on the hourly timeframe, and the stop distance must satisfy a configured maximum. The stop is placed beyond the prior…

ForexTechnical indicatorsPosition sizingRisk management
Kraken Learn

The article compares crypto exchanges using security practices, fee structures, product range, geographic availability, transparency, and customer support. It profiles Kraken, Coinbase, Gemini, Crypto.com, Bitget, and Bybit, describing distinctions such as…

CryptoSpot marketsPerpetual futuresRisk management
MQL5 code base

This brief indicator note describes a timeframe-selection option for KaufWMAcross. A user can choose the chart period from the indicator’s inputs; the example default is a four-hour timeframe. The central idea is to make the indicator’s calculations…

Technical indicatorsTrend following
Lumibot

This Korean-language project overview describes LumiBot, a Python framework for building trading strategies that can use ordinary rules, AI agents, or a combination. It presents a workflow that begins with a sample strategy and historical-data backtest, then…

BacktestingExecutionMachine learningMulti-asset
SuperMind

This A-share screening idea pairs an RSI below 65 with seven consecutive sessions in which the close is below the open, plus a revenue comparison requiring 2021 revenue to exceed 2018 revenue by more than 10%. The article frames RSI as a check against…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This A-share selection method combines an RSI below 65 with a circulating market capitalization between 5 billion and 10 billion yuan, a price-to-earnings ratio no greater than 40, and a ratio of prior turnover multiplied by current opening-auction volume…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document outlines an A-share stock screen built around five moving averages, a share-price threshold, market capitalization, and positive earnings. It describes the overlap of five averages as a way to favor comparatively stable prices, then adds size…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-selection rule combines three conditions: daily price amplitude above a threshold, circulating shares at or below a stated limit, and a shortening negative MACD histogram on a 15-minute interval. The proposed interpretation is that a wide range…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This short note addresses a chart-display problem in MetaTrader 4: arrows placed on a chart may appear at changing distances from price bars after the user scrolls. That shifting presentation can make the markers hard to see and interpret. The proposed…

Technical indicators
SuperMind

This note describes a stock screen for companies in the metaverse theme with circulating market capitalization above a stated threshold, ranked by individual stock popularity. Its rationale is that ranking by attention may surface securities attracting…

China marketsEquitiesSentiment
SuperMind

This documentation explains how Hummingbot’s history command summarizes trading activity, asset inventory, pair prices, fees, and performance. It defines average execution price as total quote volume divided by total base volume, then compares the current…

CryptoStatisticsRisk management
SuperMind

This document describes a Chinese stock screening rule combining turnover between 3% and 12%, three consecutive down sessions, and successively higher daily lows. It provides indicator and Python examples intended to identify shares that have pulled back…

EquitiesTechnical indicatorsChina markets
MQL5 code base

This note describes a higher-timeframe variant of the XWPR_Histogram_Vol indicator. A timeframe input lets the user select the chart period used by the indicator; the example sets that input to a four-hour period by default. The document also states that the…

Technical indicatorsVolatility
SuperMind

This post describes a Chinese equity screen combining a turnover-rate band, beverage and alcohol industry classification, and a reversal or engulfing-style price condition. It also presents illustrative formula and Python references. The accompanying code…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

This brief description introduces i-GAP, a semaphore-style indicator that generates signals when price gaps appear. It identifies the creator and notes that an earlier version was implemented in MQL4 and published in 2008. The document does not explain how…

Technical indicatorsBreakout
MQL5 code base

The expert advisor described here uses a moving average to determine entries and offers two martingale variants. After a loss, one variant opens a larger trade in the opposite direction; the other opens a larger trade based on whether price is above or below…

ForexMean reversionGrid tradingRisk management
BigQuant

This course-lecture summary introduces the role of planning and learned models in reinforcement learning. It identifies Dyna and Monte Carlo tree search as examples of algorithms that use models, and notes that the lecture is presented by research engineer…

Machine learningStatistics
BigQuant

This research note describes an earnings-expectations approach to positioning in Sanhuan Group, a Chinese electronics company. It constructs an “earnings overpricing” index within a fixed price-to-earnings valuation framework and uses the measure to allocate…

EquitiesChina marketsMean reversionBacktesting
MQL5 code base

This alert tool monitors an indicator that compares linear, quadratic, logarithmic, and exponential regressions, then selects the model that best fits the analyzed data. It notifies the trader when that selection changes, including when the fitted regression…

Technical indicatorsStatisticsBreakout
MQL5 code base

This document describes an expert advisor built around Parabolic Stop and Reverse signals. A trade signal is generated after a bar closes and the indicated trend direction changes. The system can also apply a fixed maximum holding period, closing an open…

ForexTechnical indicatorsTrend followingRisk management
BigQuant

This research summary examines whether mutual fund managers’ tendency to follow prior institutional trading can reveal investment skill. It describes a fund-level dynamic herding measure, FH, and tests whether funds with stronger herding subsequently…

EquitiesStatisticsFactor investingUS markets
Cryptohopper blog

This introductory guide explains bull markets as sustained rising-price environments and bear markets as prolonged declines accompanied by weaker confidence. It connects market direction with investor sentiment and outlines several discretionary approaches:…

CryptoTrend followingRisk managementPosition sizing