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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 stock screen combines three filters: MACD above zero, an eligible company type, and a prior-session high–low range greater than one. The document presents the positive MACD reading as a sign of bullish direction and the range condition as a way to…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

The document presents eight discretionary rules for interpreting stock price action. It treats steady small advances as possible accumulation and repeated sharp gains as a potential overextension. It also compares each stock’s behavior with the broad market:…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This post describes a Chinese equity screening rule for stocks associated with the robotics concept. It selects shares with turnover between 3% and 12%, floating market capitalization below 10 billion yuan, and a ten-day price change above zero but below…

EquitiesChina marketsMomentumFactor investing
Stratmill research code

This note proposes a short-term Chinese equity screen that selects stocks with a price amplitude above one, an appearance on the prior day's trading list with buying greater than selling, and a rising DEA indicator. The rationale is to combine elevated…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection rule targets main-board shares with turnover between 3% and 12%, a daily gain above 1% relative to stocks in the same sector, and previous-day auction turnover above 0.26. The article presents the auction-turnover filter as a way to…

EquitiesMomentumTechnical indicatorsBacktesting
SuperMind

The article outlines a Chinese equity screening idea that combines three signals: a high daily increase in position share, reported institutional buying near lows, and repeated limit-up sessions within a recent window. It interprets these conditions as signs…

EquitiesMomentumBreakoutFactor investing
SuperMind

This screening idea combines three conditions: price amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and at least five moving averages converging or crossing. The article interprets the shrinking histogram as a possible change…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The document describes a modified MACD oscillator built from the difference between configurable fast and slow moving averages. It places upper and lower bands around the recent average of that difference, with band width determined by a standard deviation…

Technical indicatorsMomentumStatistics
SuperMind

The document describes a technical equity screen based on price amplitude, ranking by net large-order flow, and daily MACD above zero. It presents these as indicators of movement, trading activity, and directional momentum, and includes a sample formula and…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document proposes an equity screening rule that combines price amplitude above a threshold, MACD above its zero line, and a gradually rising, arc-shaped price pattern. It interprets amplitude as a measure of movement, positive MACD as a bullish signal,…

EquitiesTechnical indicatorsMomentum
MQL5 code base

The Expert Advisor generates signals from changes in the Color Schaff Momentum Trend Cycle oscillator. It waits for a bar to close and triggers when the oscillator crosses an overbought or oversold threshold. The document describes the signal rule and notes…

ForexTechnical indicatorsMomentumBacktesting
SuperMind

This stock-selection rule combines three technical conditions: RSI below 65, weekly MACD above the zero line, and a shortening green MACD histogram on a 15-minute chart. The accompanying screening logic also ranks candidates by daily price change and retains…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection post proposes screening shares using turnover between 3% and 12%, a positive 10-day gain below 35%, and weekly MACD above zero. Its accompanying example adds practical filters such as excluding certain board listings, recently…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening proposal selects non-ST, non-suspended shares using a price-range condition, prior-day turnover between 3% and 28%, and a rule described as the five-step limit-up method. The stated aim is to focus on active shares showing short-term…

China marketsEquitiesBreakoutMomentum
SuperMind

This Chinese stock-selection idea combines a daily price-range threshold, three consecutive limit-up sessions through the prior day, and a rising moving-average sequence intended to identify the start of a strong advance. The accompanying indicator example…

China marketsEquitiesBreakoutMomentum
SuperMind

This Chinese-language post outlines a stock screen using five moving averages: 5, 10, 20, 30, and 60 days. It selects stocks whose averages converge, constrains the ten-day price change to be positive and below 35, and proposes ranking candidates by…

EquitiesTechnical indicatorsMean reversionMomentum
MQL5 code base

The indicator combines several elements associated with the Trading Chaos approach. It displays the Alligator’s jaws, teeth, and lips, then marks countertrend divergent bars, momentum signals from three same-colored Awesome Oscillator bars, and trend signals…

Technical indicatorsMomentumTrend followingVolatility
SuperMind

This post describes a Chinese equity screen that selects stocks using three price conditions: daily amplitude above 1%, a positive but less than 35% return over ten days, and a price move below 6% at the 9:25 reference point. It explains amplitude as a proxy…

China marketsEquitiesMomentumVolatility
SuperMind

This Chinese stock-screening note describes a rule set for selecting stocks classified in the metaverse theme. The initial criteria are a positive daily price return and a positive institutional-flow ranking. It explains the rationale that institutional…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes a Stochastic Histogram indicator variant that lets the user select the timeframe used for its calculation through an input parameter. The example default is a four-hour period, while the selectable timeframe is intended to make the…

Technical indicatorsMomentum
SuperMind

This Chinese stock-selection proposal focuses on metaverse-related shares that meet three technical crossover conditions: MACD crosses its signal line, the 5-day moving average crosses above the 10-day average, and the 5-day average crosses above the 20-day…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening rule combines three conditions: the stock’s daily amplitude exceeds 1%, it appeared on the prior day’s top-traded-stock list, and its 20-day moving average is above its 120-day moving average. The rationale is to find active…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator turns changes in the EMV Candle display into directional signals. It calculates two EMV indicators using the price series’ open and close values, then signals when their difference crosses zero. The signal therefore coincides with a change in…

Technical indicatorsMomentum