Skip to content

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

This Chinese stock-screening example selects shares with turnover between 3% and 12%, a rising DEA condition, and a price move below 6% at the 9:25 screening time. It provides a formula-style expression and a Python sketch that filters turnover, calculates a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screening example selects stocks associated with beverage and alcohol imports or exports, turnover from 3% to 12%, and a rising DEA line. The post describes DEA as a MACD-related technical measure and supplies formula references for…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock selection example screens for shares with turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and a rising DEA line. The stated rationale is to combine an upward-moving MACD component with…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post proposes screening metaverse-category equities for positive recent returns and a rising KDJ K value. It describes KDJ as a short-term price-trend indicator and gives a combined screening expression using a twenty-period KDJ setting. A Python…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The post describes a stock screen combining three criteria: at least five overlapping moving averages, a company-selection condition based on business characteristics, and a positive but capped return over ten days. It names five-, ten-, twenty-, sixty-, and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document outlines a Chinese equity screening rule focused on stocks classified in a metaverse-related category. It selects for an elevated turnover measure, circulating market capitalization above a stated threshold, and positive cumulative price change…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share screening proposal looks for stocks with RSI below 65, positive price-to-earnings values, and at least two limit-up sessions within the preceding 500 days. The article presents the limit-up condition as a way to identify actively traded or…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a weekly rotation strategy based on relative performance in two Chinese equity indexes: the CSI 300 and the CSI 500. It calculates each index’s return over a 20-trading-day lookback and compares the two signals. The strategy invests…

China marketsEquitiesMomentumPortfolio construction
MQL5 code base

This document describes a semaphore signal indicator based on an Elliott Wave Oscillator algorithm. It exposes a mode setting for the signal-defining algorithm, two configurable moving averages, applied-price choices, and a horizontal shift. The listed…

Technical indicatorsMomentum
SuperMind

This Chinese stock-selection example screens companies in the metaverse industry using two conditions: ranking among the day’s top five by auction amount and a weekly price cross above the 30-week moving average. It describes the approach as a way to combine…

EquitiesChina marketsTechnical indicatorsTrend following
Cryptohopper blog

This guide explains three bounded momentum indicators for cryptocurrency trading: Stochastics, the Relative Strength Index (RSI), and Stochastic RSI. Stochastics compares a candle’s close with the recent high-low range, while RSI summarizes recent price…

CryptoMomentumTechnical indicatorsBacktesting
Lumibot

This code outlines a daily trading workflow in which separate AI agents research a universe of leveraged exchange-traded funds, argue bullish and bearish cases, and pass their summaries to a trading judge. The universe includes leveraged long and inverse…

EquitiesMachine learningMomentumRisk management
SuperMind

This document describes a Chinese A-share screening rule combining a turnover band, a recent limit-up event, and a price breakout condition. Its initial description uses turnover between 3% and 12%, at least one limit-up in the prior 25 days, and a high…

EquitiesChina marketsBreakoutMomentum
SuperMind

This document describes a short-term screening rule for main-board Chinese stocks. Candidates must have turnover between 3% and 12%, gain more than 1% on the day relative to a comparison benchmark or group, and meet a condition described as the start of a…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

CronexRSI is described as a MACD-style indicator that operates on RSI values instead of directly on price. Its output is displayed as a colored cloud, offering a visual way to examine changes in the momentum of the RSI series. The document identifies the…

Technical indicatorsMomentum
SuperMind

This Chinese equity screening proposal combines price amplitude above 1, simultaneous upward crosses among three moving averages, and large-order net flow above 0.05 for at least three consecutive days. It treats persistent positive flow as a sign of…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This short indicator note describes modifications to a ZeroLag MACD display. It says the histogram bars are colored according to how each bar compares with the previous one, making changes in the indicator easier to see. It also scales the fast and slow EMA…

Technical indicatorsMomentum
SuperMind

This Chinese equity screening idea combines a price-range condition, sustained profitability, and recent strong price action. It selects stocks with an intraday high-to-low range of at least one, return on equity above 15% for five consecutive years, and at…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed A-share screen combines three conditions: buying activity above a threshold, the product of price change and net large-order flow being positive, and an upward-moving 30-day average. The explanation frames these as measures of buying interest,…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes an MQL4 indicator based on the Squeeze approach discussed in John Carter’s trading book. It tracks compression using Bollinger Bands and Keltner Channels, with changes to their calculations in this revision. Compression values are…

Technical indicatorsVolatilityMomentumBreakout
MQL5 code base

The RSI Summed indicator evaluates a set of RSI readings across user-specified periods. It marks an upward state when every reading is above a chosen upper threshold, a downward state when every reading is below a chosen lower threshold, and a neutral state…

Technical indicatorsMomentum
SuperMind

This Chinese stock selection rule combines turnover between three and twelve percent, at least one limit-up event in the prior twenty-five days, and a qualifying company classification. The examples name small and medium enterprise board, ChiNext, privately…

China marketsEquitiesMomentumBreakout