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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

This Chinese equity screen looks for stocks in the metaverse sector that closed above their 250-day moving average on the previous day and had at least one limit-up event during the prior month. The long moving average acts as a price-trend filter, while the…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post outlines an equity screen requiring price amplitude above 1, a high equal to the highest high of the current and previous day, and at least one limit-up event during the prior 25 days. It frames the conditions as a way to find…

EquitiesVolatilityMomentumBreakout
SuperMind

This Chinese-language post describes an equity screen combining a volatility condition, at least one daily gain of 10% or more in the prior 25 trading days, and a stock concentration measure below 20%. It also proposes adding fundamental and valuation…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This document proposes a stock screen requiring a daily price amplitude above a stated threshold, MACD above its zero line, and membership in the metaverse concept group. It presents the concept theme as an additional selection dimension and gives indicator…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes an A-share screening approach that combines a daily high-low range greater than one percent, at least one limit-up session during the previous 25 days, and current volume above its 21-day average. The accompanying Python example adds a…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This note presents an A-share stock screen combining a daily trading-range threshold, at least one limit-up session in the prior 25 days, and current volume above its 21-day average. Its sample formulas also add a condition that the current low is close to…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This A-share stock screen combines a positive MACD reading, positive price-to-earnings ratio, and an opening gap between -2% and 5% relative to the previous close. The document presents MACD above zero as a trend filter, positive P/E as a basic valuation…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-screening proposal selects companies assigned to the metaverse industry, displaying a rounded price pattern, with the opening price less than 6% above the previous close. It frames the price-shape condition as a custom indicator and uses the…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This stock-selection rule screens Chinese equities for turnover between 3% and 12%, excludes stocks associated with Beijing, and selects main-board shares whose daily gain exceeds 1%. The article frames the conditions as a technical screen intended to…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This A-share stock screen combines a relative strength index below 65 with an external-to-internal trading volume ratio above 1.3 and a control ratio above 21%. The article interprets the RSI threshold as avoiding overbought conditions, the order-flow ratio…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection proposal ranks shares by capital-flow strength, using measures such as turnover or volume ratio, and screens for prices above the five-day moving average and the 20-day average above the 120-day average. It interprets the price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection rule combines three conditions: MACD must be above zero, the share price must be below 12 yuan, and at least one daily gain of 10% or more must have occurred within the prior 25 trading days. The post gives both an indicator-style…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This indicator is described as a Donchian channel modified with a slope, with the Moving Average of Momentum mentioned as part of its use. Its key control is the xslope parameter: when set to zero, the indicator behaves like a regular Donchian channel. The…

Technical indicatorsMomentumBreakout
SuperMind

The document presents an equity screen using three conditions: daily price amplitude above 1%, RSI below 65, and the prior day’s price above its 250-day moving average. It frames the moving-average condition as a way to favor stocks with stronger long-term…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document describes a Chinese equity screen restricted to the metaverse industry. It selects stocks whose opening price is near the ten-day moving average and whose weekly five-period moving average crosses above the ten-period average. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document presents a Chinese equity screen combining three conditions: MACD above its zero line, a price-change and very-large-order-flow condition, and a dividend ratio above 25% for 2019. It describes MACD as a trend filter and trading-flow data as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen selects stocks with RSI below 65, a positive return over the prior ten days that remains below 35%, and no limit-up move on the previous day. The article presents these filters as a way to identify stocks with recent gains while…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock selection method combines three conditions: daily price amplitude above 1, positive institutional fund flow, and a newly formed bullish KDJ crossover. The accompanying examples calculate amplitude from the high, low, and opening price; sum…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This short-term Chinese stock screen looks within the metaverse sector for shares that had a limit-up day during the prior 25 days and then form what the article describes as a reversal or engulfing setup. It adds a condition that the opening price after the…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language article describes an A-share stock screen combining three technical conditions: RSI below 65, MACD above its zero line, and a shortening green MACD histogram on a 15-minute chart. It presents the combination as a way to find stocks with…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share stock selection example combines three signals: a 14-period RSI below 65, estimated external trading volume exceeding internal volume by a stated ratio threshold, and a shortening MACD histogram on a 15-minute chart. The post presents the rules…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

XROC2_VG plots two selected price-change indicators, such as Momentum or different forms of Rate of Change, in one window. It supports several related calculations: absolute price change, percentage change, and price ratios on different scales. The resulting…

Technical indicatorsMomentumStatistics
SuperMind

This Chinese-language post outlines an equity screen for stocks in the metaverse sector that had a positive return and appeared on the previous day’s “Dragon and Tiger” list, a market list associated with notable price moves and trading activity. It presents…

EquitiesChina marketsMomentumSentiment