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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

4,713 documents

MQL5 code base

VR Breakdown Level is a breakout strategy that records the high and low of a prior period, with the period length chosen in the trading robot’s settings. At the beginning of each new period, it saves those levels. If price crosses the prior high, it opens a…

BreakoutExecutionPosition sizingRisk management
SuperMind

This short-term A-share screen focuses on stocks classified in the metaverse theme. It seeks names with an opening gain below 6% and a current high equal to the highest high across two days, combining a thematic universe with a near-term price strength…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock screen combines metaverse-sector membership, a prior-day turnover threshold above 8%, and a rising-bottom chart pattern. The article presents rising bottoms as a way to identify prices recovering from a low and potentially continuing upward, with…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This note describes a Chinese equity screen combining three conditions: price amplitude above 1, circulating market capitalization above 10 billion yuan, and at least one limit-up event in the prior 25 days. It frames the screen as a way to find larger,…

EquitiesChina marketsVolatilityBreakout
MQL5 code base

The NRTR indicator tracks price extremes using highs and lows, maintaining a preset distance from the most recently reached extreme. In an uptrend it appears below price, while in a downtrend it appears above price. The offset is intended to ignore modest…

Technical indicatorsTrend followingBreakout
SuperMind

This short-term equity screen combines a large daily range, a recent strong up day, elevated current volume, and an opening price above the prior close. The stated lookback is 25 trading days for the strong-gain condition. The article describes the…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This equity screen targets stocks in the metaverse sector that recorded a limit-up move within the prior 25 days and whose opening price falls between 2% below and 5% above the reference close. The post describes selecting candidates before 10 a.m. for…

EquitiesChina marketsMomentumBreakout
MQL5 code base

This expert adviser places a Buy Stop above the high of bar one and a Sell Stop below its low, with a configurable offset. The setup seeks to enter when price moves beyond that bar’s range. Its parameters include stop loss, take profit, trailing stop…

ForexBreakoutExecutionRisk management
MQL5 code base

This indicator builds price and volume distributions from lower-timeframe candle data, then displays Value Area High, Point of Control, and Value Area Low. It distinguishes developing levels for the active profile from completed levels for the prior profile,…

Technical indicatorsMarket microstructureBreakout
SuperMind

This Chinese stock-selection post describes a short-term momentum screen for A-shares. It combines turnover between 3% and 12%, an opening price within about 5% of the ten-day moving average, and a recent three-session limit-up streak. The stated rationale…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This Chinese stock-screening note proposes ranking shares by capital-flow strength, considering company type, and requiring more than two limit-up sessions within the previous ten days. The discussion interprets repeated limit ups as evidence of strong…

EquitiesChina marketsMomentumBreakout
Awesome Systematic Trading

This strategy selects liquid U.S.-listed stocks above a minimum price and enters when a stock’s closing price reaches or exceeds its previous highest close. It holds qualifying positions in an equally weighted portfolio, adjusts allocations daily, and uses a…

EquitiesTrend followingBreakoutTechnical indicators
SuperMind

This stock-selection screen targets companies in China’s metaverse sector that recorded at least one limit-up session within the prior 25 trading days and whose opening price is less than 6% above the previous close. The post frames the recent limit-up as…

EquitiesChina marketsMomentumBreakout
ProRealCode

The document presents a custom trend indicator that combines STE with a three-bar trailing stop associated with Larry Williams. Its stated aim is to anticipate directional changes and make larger trends easier to follow than with the author's earlier…

Technical indicatorsTrend followingBreakoutRisk management
ProRealCode

This strategy description presents a long-only EUR/USD setup on the four-hour chart. It requires the 21-, 40-, and 100-period exponential moving averages to be ordered upward and rising. A candle must dip below the fastest average and close back above it,…

ForexTrend followingBreakoutTechnical indicators
SuperMind

This proposed A-share stock screen combines market activity, company size, profitability, and recent price action. It selects stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, positive income, and at least one limit-up…

EquitiesMomentumBreakoutChina markets
SuperMind

This Chinese course listing outlines a study of A-share stocks that reach their daily upper price limit. Its stated sequence is to explain the limit-up mechanism, classify limit-up events, examine subsequent stock returns, and then apply a support vector…

EquitiesMachine learningBreakout
FMZ forum

This article explains why trend-following systems often endure repeated small losses in pursuit of occasional large gains. It advises traders to select a trend horizon that fits their tolerance, comparing possible timeframes through backtests, and to define…

Trend followingBacktestingRisk managementBreakout
SuperMind

This stock-selection idea combines three technical conditions: at least five moving averages clustered together, positive returns, and more than two limit-up sessions within a ten-day window. The post interprets clustered averages as possible evidence of…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a configurable chart indicator for identifying bullish and bearish divergence between price and an oscillator. It also includes hidden divergence, support and resistance lines, and optional channel displays. Users can select from a…

Technical indicatorsMomentumBreakout
SuperMind

This proposed stock screen selects shares with a daily high-low range above 1, three consecutive limit-up sessions as of the previous day, and at least two limit-up events during the prior 500 days. The post interprets the range as a sign of activity and the…

EquitiesChina marketsMomentumBreakout
MQL5 code base

This document describes an unnormalized oscillator using a Fisher transform in a RAVI indicator. Its stated signal occurs when the oscillator breaks through an upper or lower trigger level, which is set in the indicator parameters. The example configuration…

Technical indicatorsBreakoutForex
ProRealCode

The document describes a short-term DAX strategy on five-minute bars that trades breaks of the prior day’s high or low during a morning window. Long entries require price above a 14-period moving average and are allowed Monday through Thursday, with up to…

FuturesBreakoutTechnical indicatorsPosition sizing
SuperMind

This note describes a technical stock screen requiring MACD to be above its zero line, short-term moving averages to fan upward, and the weekly price to cross above a 30-week moving average. It supplies indicator formulas and a Python example that…

EquitiesChina marketsTechnical indicatorsTrend following