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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

31,205 documents

SuperMind

This Chinese-equity screen combines three conditions: rank stocks by volume ratio and retain the top 100, select stocks opening near the 10-day moving average, and require the 20-day moving average to exceed the 120-day average. The post interprets high…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This screening rule selects Chinese stocks when daily MACD is positive, the 20-day simple moving average is above the 120-day average, and amplitude exceeds the stated threshold of one. The post describes applying the conditions before the open to produce a…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document explains a simple transformation of the Relative Strength Index (RSI) into a bounded indicator. It takes an RSI value for a selected period and price input, subtracts a baseline, and multiplies the difference by a sensitivity factor. The result…

Technical indicatorsEquitiesForex
SuperMind

The document describes a stock screen that combines a daily amplitude threshold, appearance on the prior day's market leaderboard, and a weekly MACD condition above zero. It presents these as signals for short-term volatility, trading attention, and an…

EquitiesTechnical indicatorsMomentumBacktesting
MQL5 code base

This brief note describes a three-line MACD indicator that adds a smoothing curve to the conventional MACD display. It comments that intersections between the black and red lines may be useful even while the chart is moving sideways, and that the indicator…

Technical indicatorsMomentum
MQL5 code base

The document describes a smooth-step indicator as a way to map values into a normalized range from zero to one. It places the function among sigmoidal or clamping transforms and relates its behavior to the stochastic oscillator: the indicator produces a…

Technical indicatorsStatistics
SuperMind

This note describes a technical screen for Chinese stocks combining RSI below 65, seven consecutive sessions in which the close is below the open, and a rising DEA, the smoothed signal line of MACD. It interprets the RSI threshold as avoiding an overbought…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a MetaTrader indicator that identifies candles with relatively small real bodies compared with their full high-to-low ranges. By default, a candle qualifies when its body is less than half of the total range. The indicator marks…

Technical indicatorsMarket microstructure
SuperMind

This note describes a Chinese A-share screening idea that looks for stocks whose opening price is near the 10-day moving average and whose several moving averages cluster together. It frames convergence among short and intermediate averages, such as the 5-,…

EquitiesTechnical indicatorsChina markets
MQL5 code base

This document describes a MetaTrader expert advisor built around signals from the Candels High Open indicator. The generated advisor can place market and pending orders and uses a Parabolic SAR based trailing stop. It requires both the signal module and the…

ForexTechnical indicatorsExecutionBacktesting
SuperMind

This Chinese equity screen combines four filters: daily amplitude above one, exclusion of ST-designated stocks, selection before 10 a.m., and a recent five-session closing high. It also requires the current close to exceed the prior five-, ten-, and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screening note selects stocks with turnover between 3% and 12%, codes beginning with 60, and a newly formed KDJ golden cross, where the K line moves above the D line after being below it. The stated rationale combines a turnover filter…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This note introduces the Wave Period Oscillator (WPO), drawing on an article about time-cycle oscillators. It describes the indicator as a short-term measure of buying and selling periods within price cycles. When the oscillator crosses above zero, the…

Technical indicatorsMomentumTrend followingRisk management
SuperMind

This Chinese stock-screening note describes a rules-based approach that combines price movement, Bollinger Bands, company size, and profitability. It looks for stocks with above-average daily range, a close between the Bollinger middle and upper bands,…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This stock-screening idea combines a daily price-range filter with a weekly moving-average condition. It seeks shares whose high-to-low range exceeds one percent, whose weekly five-period average crosses above the ten-period average, and whose moving…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This A-share stock screen combines daily price movement, relative trading activity, listing age, and the opening price. It selects stocks whose intraday high-to-low range is at least 1% of the low, whose volume is between 1.5 and 6 times its five-day…

EquitiesChina marketsTechnical indicatorsStatistics
MQL5 code base

The document describes an expert advisor for stocks priced below a chosen ceiling. It places an initial small buy when price rises above a stochastic low level, then adds equal-sized lots after declines. A percentage step setting controls when another buy…

EquitiesTechnical indicatorsPosition sizingRisk management
BigQuant

The document presents a ProBuilder implementation of the SuperTrend indicator. It builds upper and lower bands around median price using average true range over a configurable period and a multiplier. The trend state changes when closing price crosses the…

Technical indicatorsTrend followingVolatility
SuperMind

The document presents a short-term Chinese equity screen combining prior-day price amplitude, a maximum tradable share count, and prior-day turnover within a specified band. Its rationale is that price movement may identify trading opportunities, smaller…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The document describes a Chinese equity screen combining daily price movement and trading activity with a profitability filter. It selects stocks with an amplitude above 1, current volume above 10,000 lots, a higher opening price, and return on equity above…

China marketsEquitiesTechnical indicatorsFactor investing
ProRealCode

The document presents an indicator implementation for plotting Weis Wave, also called Wyckoff Wave, on a price chart and labeling the volume accumulated during rising and falling legs. It tracks directional moves using price thresholds, then updates swing…

Technical indicatorsVolatilityMarket microstructure
SuperMind

This article describes a daily stock screen for companies classified in the metaverse sector. It looks for a fresh bullish KDJ crossover, requires the stock to have had trading activity in 2021, and limits selection to active stocks before 10:00. It provides…

EquitiesTechnical indicatorsChina markets
SuperMind

This article proposes a short-term Chinese equity screen combining three conditions: amplitude above 1, a prior-day 9:15 indicative match price at the limit-down price, and more than two limit-up days within the past ten days. It says the final candidates…

EquitiesChina marketsMomentumVolatility
BigQuant

The article describes five intraday equity patterns and offers rules for interpreting price relative to the opening price, the intraday average-price line, volume, and recent swing highs and lows. It treats an early spike and pullback that holds above the…

EquitiesTechnical indicatorsMomentumRisk management