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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

Freqtrade

This Freqtrade strategy combines two Commodity Channel Index readings with Chaikin Money Flow and Money Flow Index conditions to identify long entries and exits. It calculates these indicators on the input candles and adds moving averages from a resampled…

Technical indicatorsMean reversionRisk managementBacktesting
ProRealCode

This indicator combines the distance between ADX and ADXR with the relative change in ATR to describe trend development and volatility together. The author argues that ADX alone can miss changes in volatility, while ATR alone is expressed in absolute price…

Technical indicatorsTrend followingVolatilityStatistics
ProRealCode

The document describes KRev, an indicator intended to estimate the currency risk per unit of a position if price reaches the third Kase Dev Stop. Traders can use that estimate to compare markets or time frames with a fixed per-unit risk limit. The…

Technical indicatorsVolatilityRisk managementPosition sizing
SuperMind

This stock-screening proposal selects shares using three conditions: price amplitude above a threshold, multiple moving-average crossovers occurring together, and a minimum float market capitalization. The rationale is to combine recent price movement, a…

EquitiesTechnical indicatorsMomentumBreakout
MQL5 code base

The volume oscillator compares short and long exponential moving averages of trading volume. It expresses their difference as a percentage of the long-period average, with positive readings indicating that recent volume is above its longer-term baseline and…

Technical indicatorsTrend followingMomentum
MQL5 code base

This description presents a MetaTrader expert advisor that generates trading signals by comparing the close price of the current bar with the close on a configurable comparison bar. Signals are checked when a new bar appears, while trailing-stop management…

MomentumTechnical indicatorsExecutionRisk management
SuperMind

This Chinese equity screening proposal combines a 14-period RSI threshold below 65, a three-session candle pattern, and exclusion of stocks on the STAR Market. It frames the filters as a way to identify stocks based on price behavior while avoiding a market…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document outlines a Chinese equity screening approach focused on metaverse-related stocks. Its stated filters include a volume ratio between 1.5 and 6 and a circulating share count no greater than 5.5 billion. A later proposed version adds forecast…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document describes a MetaTrader 5 script that calculates pivot levels for symbols in the Market Watch using a selected timeframe, with weekly and monthly levels highlighted as intended use cases. It writes the results to an HTML file in the platform’s…

ForexTechnical indicatorsExecution
SuperMind

This proposed A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and at most 100%, plus a daily price change between -5% and 2.6%. It presents the filters as a mix of technical, fundamental, and market…

China marketsEquitiesTechnical indicatorsFactor investing
MQL5 code base

The indicator draws horizontal support and resistance levels from the minimum and maximum over a selected set of recent bars. Users can choose the chart timeframe, the first bar included in the analysis, and how many bars to examine. Separate controls set…

Technical indicatorsBreakout
MQL5 code base

The Volatility Quality Index is described as a trend-oriented indicator that marks upward and downward direction with green and red signals. Its calculation uses smoothed open, high, low, and close values, compares the current close with a lagged smoothed…

Technical indicatorsVolatilityTrend following
MQL5 code base

This document describes a MACD variation that uses a nonlag moving average in place of the conventional exponential moving average for the MACD calculation. It also applies the nonlag average to the signal line, presenting the indicator as a faster-reacting…

Technical indicatorsMomentumTrend following
SuperMind

This selection method looks for stocks with amplitude above 1, ranks them by large-order net volume, and excludes stocks that closed at the upper price limit on the previous day. The article includes sample screening logic and Python-style data retrieval,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

This document describes an MDAC indicator that colors chart bars to communicate trend state. Green denotes an uptrend, red denotes a downtrend, and blue bars appearing after either of those colors indicate a possible trend change. The color scheme offers a…

Technical indicatorsTrend following
SuperMind

This stock selection approach looks for shares with MACD above zero and short-term moving averages spreading upward, while excluding stocks from China’s STAR Market. It presents the screen as a way to identify stocks with positive trend signals and avoid a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes an A-share stock screen that looks for amplitude above 1 and a weekly five-period moving average crossing above the ten-period average, while excluding Beijing-listed companies. It presents the crossover as a trend condition and…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The Fractal Graph Dimension Indicator is presented as a way to distinguish trending conditions from unstable, volatile conditions. It has three inputs: the calculation period, the applied price, and a threshold. Readings below the threshold are classified as…

Technical indicatorsVolatilityTrend following
MQL5 code base

This indicator is designed to alert when market price crosses a moving average. Users set the moving-average length, with 200 periods given as the default, and choose a point-distance threshold that determines when movement across the average counts as a…

Technical indicatorsBreakout
MQL5 code base

This brief note describes CHO_HTF, a version of the CHO indicator that lets the user select a calculation timeframe independently through an input parameter. The example default is a four-hour period, allowing the indicator to be applied while viewing a…

Technical indicators
SuperMind

The post proposes selecting stocks using three recent market-activity measures: daily high-to-low amplitude above 1, actual turnover between 3% and 28% on the prior day, and prior-day trading value above 60 million yuan. It frames the combination as a way to…

EquitiesTechnical indicatorsMarket microstructure
SuperMind

This note outlines a Chinese stock screen focused on the metaverse theme, smaller share float, positive price change, and a “main uptrend start” signal. Its final stated rules add a market-value ceiling of 10 billion yuan and cap circulating shares at 5.5…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note proposes selecting non-ST stocks with turnover between 3% and 12%, a rising DEA signal, and a limit-up move before 10:00. It describes this as a short-term limit-up approach, using the early timing of the price move alongside a trend filter and…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This note presents a stock screen for shares with daily amplitude above 1%, an opening price near the 10-day moving average, current volume above 10,000 lots, and a high open. The example formulas define “near” as within 5% of the average and identify a high…

EquitiesTechnical indicatorsVolatilityMomentum