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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

12,140 documents

SuperMind

The document describes a Chinese equity screening rule for main-board stocks. It looks for shares with turnover between 3% and 12%, three consecutive down days, and a gain of more than 1% today. The stated rationale is to find stocks that may be rebounding…

EquitiesMean reversionMomentumTechnical indicators
SuperMind

The document outlines an equity screen requiring MACD to be above zero, a qualifying company type, and previous-day auction turnover above 0.26. It presents these filters as a combination of technical direction and liquidity: positive MACD is used to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening Chinese A-share stocks in the metaverse industry for an arc-shaped price pattern, then expands the rules to include recent price and volume strength, a monthly moving-average crossover, and an RSI rebound from a low level. It…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screen selects shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and three consecutive limit-up sessions as of the previous day. The stated rationale is to find actively traded stocks with recent…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese stock selection rule combines three conditions: daily high-to-low amplitude above 1%, a newly formed KDJ golden cross, and a 14-period RSI below 65. The accompanying examples describe calculating the range as the high-low difference relative to…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock selection proposal filters for amplitude above one percent, a positive ten-day price change below thirty-five percent, and turnover between two and nine percent. The post interprets the range as a measure of volatility, the return band as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This technical stock screen combines RSI below 65, three consecutive bearish candles, and a MACD reading above zero. The intended idea is to find stocks that have recently pulled back while the broader indicator remains in positive territory. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening rule selects stocks whose previous day’s price amplitude exceeds 1%, that appeared on the prior day’s trading leaderboard, and that rank among the top five by current-day auction amount. The proposed rationale is that elevated…

EquitiesChina marketsVolatilityMomentum
SuperMind

This Chinese stock-selection proposal screens for shares with an amplitude above 1, a ratio between 0.5 and 2 formed from the prior day’s turnover rate and today’s auction volume relative to the prior day’s volume, and upward-diverging moving averages. Its…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

TMAGi combines the spacing among three moving averages with the difference between the ADX system’s positive and negative directional indicators. It multiplies total moving-average separation by that directional difference, then plots the result with a short…

Technical indicatorsTrend followingMomentum
SuperMind

The article proposes screening Chinese A-shares for turnover between 3% and 12%, listing in 2021, and non-ST status, then applying a short-term price-strength filter it calls a five-part limit-up method. Its description defines that method as the share of…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese equities screen selects stocks with daily amplitude of at least 1%, turnover above 2% and no more than 9%, and more than two limit-up sessions within the past ten days. The rationale combines price movement, trading activity, and recent market…

China marketsEquitiesMomentumBreakout
SuperMind

This A-share stock-selection screen targets companies assigned to the metaverse industry, with circulating share capital no greater than 5.5 billion shares, and large-order net volume above 0.05 for at least three consecutive days. It interprets sustained…

EquitiesChina marketsMomentumSentiment
SuperMind

This article describes a main-board stock screen that combines a daily turnover range of 3% to 12%, a reversal-style candle condition called a wraparound pattern, and positive net buying attributed to major participants during the opening auction. The author…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This Expert Advisor combines a moving-average trend indicator with a Momentum oscillator. It can evaluate signals on every tick or only when a new bar appears, and users can select the timeframe used to calculate indicators and read closing prices. Separate…

ForexTechnical indicatorsMomentumRisk management
MQL5 code base

This Expert Advisor trades when the LinearRegSlope_V1 indicator changes color. The signal is evaluated at bar close when the oscillator crosses its signal line, providing a rule-based entry trigger based on a change in the indicator’s direction. The advisor…

ForexTechnical indicatorsMomentumBacktesting
SuperMind

This stock screen selects companies associated with the metaverse theme whose closing price is above the five-day moving average and whose total market value is at least 200 million. It combines a thematic classification with a short-term price condition and…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equity screen selects stocks identified with the metaverse theme, with daily amplitude above 1% and at least two limit-up events within 500 days. The article presents these conditions as a way to find concept stocks with notable price movement…

EquitiesMomentumBreakoutTechnical indicators
MQL5 code base

This brief indicator description explains that momentum expresses the relationship between a current price and the price a chosen number of periods earlier. It describes a visual display in which the indicator receives different color fills depending on…

MomentumTechnical indicators
SuperMind

This Chinese equity screening idea combines an RSI threshold below 65 with a circulating market value between 5 billion and 10 billion yuan and more than two limit-up days in a 10-day window. The stated rationale is to find relatively strong short-term…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document describes a stock screen combining three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and positive net buying attributed to major participants during the auction. The stated rationale is to find…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The post proposes a stock screen requiring MACD above zero, positive trailing price-to-earnings, and previous-day turnover above 60 million. It says selection is performed before 10 a.m. and suggests sorting qualifying stocks by turnover. The stated…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed stock screen combines three signals: intraday amplitude above a stated threshold, ranking among the top five by that day’s auction amount, and short moving averages ordered above longer ones. The accompanying rationale treats amplitude and…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening proposal combines an amplitude filter, simultaneous bullish crosses among three moving averages, and a condition that the prior close be above its 250-day moving average. It presents the setup as a way to find stocks with recent…

EquitiesTechnical indicatorsMomentumChina markets