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

ProRealCode

The document explains a moving average slope indicator calculated as the current moving average minus its value on the prior candle. It presents the slope as a way to assess the average’s direction and the strength or momentum of recent price action. A…

Technical indicatorsMomentumTrend followingVolatility
MQL5 code base

The document describes an indicator that applies MACD-style calculations to a smoothed RSI oscillator. Its plotted components include a histogram, a signal line for that histogram, and an RSI oscillator based on moving-average values. This combines an…

Technical indicatorsMomentum
SuperMind

This proposed Chinese equity screen selects stocks in a metaverse concept group when the closing price is above its five-day moving average and a measure of large-investor net flow is positive. The post presents equivalent conditions in a charting platform…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document presents a stock screen combining amplitude above 1, a K-line value below 20, and a condition described as the start of a major upward move. It characterizes the low K-line value as an oversold signal and the final condition as evidence that an…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a short-term screen for main-board Chinese stocks that are not designated special-treatment shares. Before 10 a.m., it selects stocks with turnover between 3% and 12%, a daily gain above 1%, and a pattern described as a five-step…

EquitiesChina marketsBreakoutMomentum
SuperMind

The document describes a Chinese equity selection rule combining three conditions: daily price amplitude above a threshold, the stock price above its five-day moving average, and at least two limit-up events within a rolling 500-day window. The proposed…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a stock screen combining metaverse-sector membership, a positive return condition, and a measure intended to identify stocks with high main-investor control on the prior day. It gives an indicator formula based on a money-flow-like series…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen selects shares with a 14-period RSI below 65, turnover between 3% and 12%, and a positive 10-day price gain below 35%. The stated rationale combines a moderate momentum filter with trading activity, aiming to find liquid stocks that have…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock selection idea combines three technical conditions: a 14-period RSI below 65, three consecutive sessions with falling candles, and a newly formed bullish KDJ crossover. The intended rationale is to find shares that have recently weakened but may…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

The post presents a Chinese stock-selection screen that requires turnover between 3% and 12%, a newly formed KDJ golden cross, and the prior day’s closing price above its 250-day moving average. The rationale combines a liquidity filter, a short-term…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This short-term Chinese stock screen combines a price-range threshold, current volume above 10,000 lots, a higher opening, and a MACD condition described as negative two sessions earlier. The rationale is that range and volume indicate active trading, a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed A-share screen combines a daily range filter, a recent three-session limit-up condition, and a closing price above its 250-day moving average. The accompanying explanation interprets these as signs of trading activity, strong buying interest,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-market stock screen combines a bounded RSI reading with a ratio of buyer-initiated to seller-initiated trading volume, then adds company and financial filters. The detailed formula also checks price and market conditions, excludes stocks marked…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines a stock-selection rule combining a price-amplitude threshold, a rounded price pattern, and three moving-average golden crosses. The supplied formula defines the rounded pattern using the stock’s position within its recent…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

This report discusses how China’s changing investor mix may alter equity factor behavior, using earnings momentum as its example. It argues that institutionalization and international investment can support fundamental factors over the long term, while…

China marketsEquitiesFactor investingMomentum
SuperMind

This article outlines a stock-selection screen that combines institutional trading activity with price trends. The initial conditions are a daily increase in reported holdings above a stated threshold, positive institutional direction, and a rising 30-day…

EquitiesMomentumTechnical indicatorsFactor investing
SuperMind

The proposed Chinese stock screen selects companies with MACD above zero, a favorable but undefined company profile, and no upper-limit close on the previous day. The post interprets positive MACD as a sign of expansion and the company-quality condition as a…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document describes a rules-based screen for mainland China main-board stocks. It selects shares with RSI below 65, a daily gain above 1%, and a positive ten-day return below 35%. The accompanying indicator logic also references a crossover where the J…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

RSI_BARS is a chart indicator that colors each candlestick according to a trend signal derived from the relative strength index (RSI). It compares the RSI-based trend direction with the candle’s own direction: matching directions receive a lighter shade,…

Technical indicatorsMomentumEquities
BigQuant

This stock-screening proposal selects companies assigned to a metaverse industry category, requires a positive return condition, and looks for at least one limit-up event during the preceding 25 days. It gives both a platform formula and a Python-oriented…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection proposal combines RSI below 65, a circulating market value between 5 billion and 10 billion yuan, and positive large-order net inflow during the afternoon. Its final version adds a price-to-earnings ceiling of 40. The accompanying…

EquitiesTechnical indicatorsMomentum
SuperMind

This note describes a proposed equity screen for metaverse-related stocks that show a rounded price pattern and at least five overlapping moving averages. It frames the combination as a way to identify possible trend candidates, then revises the screen to…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-market screening rule combines a daily trading-activity filter with price performance and a large-order flow measure. It selects main-board stocks whose turnover is between 3% and 12%, whose daily gain exceeds 1% relative to the same sector, and…

EquitiesChina marketsMomentumMarket microstructure
MQL5 code base

This indicator description presents a modified Dynamic Momentum Index (DMI), an oscillator intended to identify overbought or oversold conditions. The conventional DMI varies its lookback period with volatility, unlike the RSI's usual fixed lookback. In this…

Technical indicatorsVolatilityMomentum