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 note describes a technical screen for stocks in the metaverse theme. It looks for simultaneous bullish crossovers in MACD, KDJ, and DMI, together with a minimum daily high-low range relative to the prior close. The final stated threshold is above 0.8,…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This short-term A-share screen looks for stocks with an intraday range above 1%, relative volume between 1.5 and 6 times its five-day average, current volume above 10,000 lots, and an open at the session low. The article interprets these filters as seeking…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection screen combines three conditions: at least five moving averages converge, the tradable share count is no more than 5.5 billion shares, and the stock has hit its daily upper price limit more than twice within ten days. The stated…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes screening stocks for price amplitude above 1, upward-diverging moving averages, and previous-day turnover above 8%. It frames amplitude and moving-average behavior as measures of recent price action and turnover as a gauge of market…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock-selection rule combines three conditions: membership in the metaverse theme, a daily high-low range above 1%, and a KDJ reading below 20. The article describes the range condition as seeking more active price movement and treats the low KDJ value…

EquitiesTechnical indicatorsMomentumBacktesting
MQL5 code base

This indicator looks for divergence by applying a linear regression channel to the MACD. It draws a middle channel line whose color changes to signal a change in slope; users can treat that change as a divergence cue and respond according to their usual…

Technical indicatorsStatisticsMomentum
MQL5 code base

ICE is presented as an aggressive momentum system that seeks strong price impulses and validates them before entry. Detection combines volume with candle-body strength relative to volatility. Confirmation uses a moving-average slope and volatility and spread…

MomentumBreakoutVolatilityRisk management
SuperMind

The proposed equity screen combines daily amplitude above 1, a turnover activity measure between 0.5 and 2, and weekly MACD above its signal line and zero. The activity measure is described as yesterday’s turnover multiplied by today’s auction volume…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

The proposed stock screen combines three conditions: price amplitude above a stated threshold, a shortening negative MACD histogram on a 15-minute interval, and association with the metaverse theme. The idea mixes a volatility filter, a short-horizon…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a proposed screen for stocks in the Chinese metaverse theme. It combines a price condition—average price above the five-day moving average—with a MACD condition referring to a value below zero two days earlier. The article frames the…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This indicator combines a Z-score measuring the close’s distance from volume-weighted average price with a normalized MACD component. The VWAP calculation uses a rolling window of volume and closing prices; the MACD component compares fast and slow moving…

Technical indicatorsMomentumStatistics
SuperMind

This stock screen looks for shares with MACD above zero, ranks qualifying names by reported investor interest, and keeps stocks that appeared on the previous day’s trading leaderboard. It is intended to run after the market opens. The article presents the…

EquitiesMomentumTechnical indicatorsSentiment
SuperMind

This Chinese equity screen combines three conditions: a positive but below 35% return over ten days, a prior-day 9:15 indicative auction price at the limit-down level, and a current increase in holdings share above 5%. The article interprets the holdings…

EquitiesChina marketsMomentumSentiment
quant-trading

The document implements two momentum approaches for a single asset: MACD from short and long exponential moving averages of closing prices, and the Awesome Oscillator from short and long simple moving averages of the high-low midpoint. Both use…

MomentumTechnical indicatorsBacktestingRisk management
SuperMind

This Chinese equity screen selects stocks after each trading-day close when MACD is above zero, price-to-earnings ratio is positive, and closing prices have risen across three consecutive sessions. The note frames positive MACD as a sign of strength,…

EquitiesMomentumTechnical indicators
SuperMind

This stock selection rule combines a daily turnover range of 3% to 12%, a newly formed KDJ golden cross, and prior-day auction turnover above 0.26. The article frames the turnover range as a way to select active stocks, the KDJ crossover as a momentum or…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening proposal combines three filters: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a five-year record of return on equity above the stated threshold. The rationale is to pair…

EquitiesFactor investingMomentumChina markets
SuperMind

This Chinese-language post describes an equity screen that combines membership in the metaverse concept group with a close above the previous day’s low and a positive daily MACD reading. The author frames the conditions as a blend of thematic exposure, price…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

The Rex oscillator uses each bar’s close relative to its open, high, and low to estimate directional strength. Its True Value of a Bar combines these prices; the document says a close direction that conflicts with the bar value may suggest strength building…

Technical indicatorsMomentumTrend following
SuperMind

The document describes an A-share stock screen that combines daily price amplitude greater than one percent, a positive weekly MACD reading, and a positive price-to-earnings ratio. It frames the conditions as a blend of volatility, short-term upward…

EquitiesChina marketsMomentumVolatility
SuperMind

This A-share screening idea combines technical and fundamental filters: RSI below 65, parent-company net profit growth above 20% and no more than 100%, and upward-diverging moving averages. The article’s example implementation further screens out…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a stock screen combining three signals: a positive but limited ten-day return, the prior day's price above its 250-day moving average, and a measure of daily position increases above 5%. It interprets the position-change measure as a…

EquitiesMomentumTechnical indicatorsStatistics
SuperMind

This document presents a Chinese equity screening idea focused on stocks in the metaverse industry. It selects companies with a volume ratio between 1.5 and 6, market capitalization above 200 million, and a relative-strength ranking among the top 100. The…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This note outlines an A-share selection process that filters for stocks with an amplitude above 1, excludes ST-designated stocks, and selects before 10 a.m. It then applies a five-session limit-up-style rule and ranks the remaining names by individual stock…

EquitiesChina marketsMomentumBreakout