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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

12,303 documents

MQL5 code base

Hybrid Scalper is a forex Expert Advisor that uses Stochastic direction and RSI to determine buy and sell entries. It describes closing losing orders based on RSI while retaining profitable positions and modifying their stop-loss or take-profit settings. A…

ForexTechnical indicatorsVolatilityRisk management
MQL5 code base

This indicator description presents a variation on Bollinger Bands that lets traders smooth the upper and lower outer bands independently. The upper-band smoothing period can therefore be adjusted without changing the lower band’s setting, and vice versa.…

Technical indicatorsVolatility
SuperMind

The post describes a simple Chinese stock-selection rule: choose shares whose daily high-to-low range exceeds one, whose prior-day turnover exceeds 60 million, and whose current-day price gain is above 1%. It frames the conditions as a combination of price…

China marketsEquitiesVolatilityMomentum
SuperMind

This proposed Chinese equity screen combines a price-range condition, a signal described as main-fund control on the prior day, and year-over-year net profit growth between 20% and 100%. The author presents the combination as a way to find stocks with…

China marketsEquitiesVolatilityMomentum
MQL5 code base

This document describes an adaptive envelope indicator built around a moving average. The central line is the selected moving average of closing prices; upper and lower bands sit symmetrically around it. Their width is scaled by a standard deviation measure…

Technical indicatorsVolatilityStatistics
Amberdata research

The document introduces a metric comparing Deribit’s DVOL Index with constant 30-day at-the-money volatility. It can be displayed as either a ratio or a spread, offering a way to examine how the volatility represented across strikes differs from the…

CryptoOptionsVolatilityDerivatives pricing
MQL5 code base

This indicator modifies the Commodity Channel Index by replacing its usual simple moving average with a T3 average and its mean deviation with an exponential moving average based deviation. The stated aim is to smooth the calculation while retaining a…

Technical indicatorsMean reversionVolatilityStatistics
SuperMind

This stock-selection rule screens listed Chinese A-shares for amplitude greater than one, excludes companies listed for less than a year, and removes stocks whose area is Beijing. The stated rationale is to focus on higher-amplitude shares while avoiding a…

EquitiesChina marketsVolatilityRisk management
MQL5 code base

The Range Expansion Index (REI) is described as a bounded oscillator developed by Tom DeMark. Its values range from -100 to +100, and it is intended to measure the pace of price changes while identifying potentially overbought or oversold conditions when…

Technical indicatorsVolatility
ProRealCode

MSL Trend Follow combines confirmed swing-point breaks with an ATR-based trailing stop to identify and track directional trends. A close above the latest confirmed swing high signals an uptrend; a close below the latest confirmed swing low signals a…

Trend followingTechnical indicatorsVolatilityRisk management
SuperMind

The document proposes a Chinese stock screen requiring amplitude above 1, MACD above its zero line, and circulating market capitalization between 5 billion and 10 billion yuan. It frames these filters as a combination of price movement, a technical trend…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The document describes a Chinese equity screen combining four conditions: daily amplitude above 1, an opening price near the 10-day moving average, market capitalization no greater than 10 billion yuan, and positive net income. It explains the intended…

EquitiesChina marketsTechnical indicatorsVolatility
ProRealCode

The indicator estimates a separate average high–low range for each weekday from the available daily price history. It displays that weekday’s average range around a selected closing-price reference as upper and lower bands, background candles, or both. A…

Technical indicatorsVolatilityStatistics
Amberdata research

This weekly review combines a market outlook with BTC and ETH options observations. It links BTC’s consolidation to lower implied volatility and describes the term structure as flat, while noting that contango is the more common state. The author uses that…

CryptoOptionsVolatilityDerivatives pricing
SuperMind

This Chinese equity screening concept combines three criteria: amplitude above 1, a MACD reading below zero two days earlier, and favorable stock performance during 2021. It is framed as a way to consider volatility, a technical indicator, and past market…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This Chinese equity screen looks for stocks with amplitude above 1, a dividend measure associated with 2019 exceeding 25%, and an opening price within five percent of the 10-day moving average. The article presents these conditions as a combination of…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese equity screening idea combines three filters: daily amplitude above 1, ranking among the top five stocks by that day’s auction amount, and a circulating market capitalization between 5 billion and 10 billion yuan. The stated rationale is to find…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

ColorZerolagHLR is described as a normalized oscillator derived from five HighestLowestRange indicators. Its configurable FactorN inputs determine the unit weight assigned to each range component in the overall indicator value. The description notes that the…

Technical indicatorsVolatilityStatistics
ProRealCode

This indicator identifies confirmed swing highs and lows, then draws supply and demand zones around them. A pivot requires ten bars on each side, so it is confirmed with a delay. Zone thickness scales with ATR, and a new zone is rejected when its midpoint…

Technical indicatorsVolatilityBreakoutRisk management
MQL5 code base

This indicator presents Bollinger Bands as a filled area and adds a choice between sample standard deviation and uncorrected standard deviation. It also offers the usual set of 22 price types as inputs. The central idea is to make the deviation calculation…

Technical indicatorsStatisticsVolatility
SuperMind

This Chinese equities screening post describes selecting stocks in the beverage and alcohol import-export industry using two price conditions: intraday amplitude above 1 and the 9:25 opening indication below a 6% gain. It also provides a formula reference…

EquitiesChina marketsTechnical indicatorsVolatility
Amberdata research

The article explains how leveraged crypto positions can be forcibly closed when prices fall, collateral loses value, liquidity dries up, or other shocks weaken a position. Because liquidation systems often operate automatically, one round of forced selling…

CryptoRisk managementOn-chain dataVolatility
SuperMind

This proposed equity screen combines a price-range condition, a 15-minute MACD histogram that is negative but becoming less negative, membership in a robotics-related theme, and a ceiling on circulating market capitalization. The note interprets the…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This note outlines a basic equity screen using three conditions: a price range or amplitude above a stated threshold, a closing price below a specified level, and a minimum number of days since listing. It presents the range as a way to identify more…

EquitiesTechnical indicatorsVolatilityFactor investing