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

MQL5 code base

This note presents a technical screen for stocks combining three conditions: a daily high-to-low range above 1% of the opening price, prior-day actual turnover between 3% and 28%, and a 14-period RSI below 65. It frames the range as a measure of price…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This note describes a stock screen for Chinese shares whose codes begin with 60. It selects stocks with a daily high-to-low range greater than 1% of the opening price and a 10-day return above 0% but below 35%. The accompanying examples show how to express…

EquitiesChina marketsMomentumVolatility
SuperMind

This A-share screening method combines three technical conditions: daily price amplitude above 1, upward dispersion in the day’s moving averages, and a weekly crossover in which the five-period moving average rises above the ten-period average. The intended…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article proposes screening stocks for a daily price range above one percent, a weekly MACD reading above zero with a bullish signal relationship, and a large absolute product of daily percentage change and a measure of net large-order flow relative to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This article describes a stock-selection screen for companies associated with the metaverse theme. It combines bullish MACD and moving-average crossovers with a recent limit-up condition, a volume-ranking filter, and price and high-range checks. The stated…

China marketsEquitiesTechnical indicatorsMomentum
BigQuant

The document explains MACD as a trend and momentum indicator made up of a MACD line, a signal line, and a histogram. It describes bullish signals when the MACD line crosses above the signal line or rises while below zero, and bearish signals when it crosses…

Technical indicatorsMomentumTrend followingEquities
SuperMind

This Chinese-language post proposes screening A-share stocks using three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and a turnover-adjusted ratio involving the current opening-auction volume and the prior day’s…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This proposed screen targets main-board Chinese stocks with turnover between 3% and 12%, a daily gain greater than 1%, and at least one limit-up event during the preceding 25 days. The post frames turnover as a way to avoid both weakly traded and excessively…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The article describes a stock screen that looks for a positive MACD value and a short moving average above a longer one, while excluding stocks that hit the daily limit-up on the previous day. It frames these conditions as signs of upward momentum while…

EquitiesMomentumTechnical indicatorsRisk management
MQL5 code base

This indicator reference explains the Blau Stochastic Index oscillator, which measures a close relative to the recent high-low range and centers the result around zero. It defines the price difference as the close minus the lowest price over the selected…

Technical indicatorsMomentumEquities
SuperMind

This Chinese equity screening rule selects stocks whose daily amplitude exceeds a stated threshold, whose intraday low falls within a narrow band of roughly four to five percent below the prior close, and whose previous close is above the 250-day moving…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening idea combines three conditions: at least five overlapping moving averages, weekly MACD above zero, and a 9:25 a.m. price gain below 6%. The article interprets the moving-average condition as price stability, the MACD condition…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection proposal filters companies classified in the metaverse industry by a volume ratio between 1.5 and 6 and a weekly MACD reading above zero. Its rationale is to combine relative trading activity with a positive longer-term momentum signal.…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines trading activity, a convertible-bond listing condition, and a short-term trend filter. It selects the top 100 stocks by trading volume over an unspecified period, requires the outstanding convertible bond name field to be…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese stock-screening idea that orders shares by “capital intensity” and keeps those with positive institutional activity, with 2021 specified as the target year. It defines capital intensity as trading volume relative to free float…

China marketsEquitiesMomentumStatistics
MQL5 code base

This document describes a Schaff Trend RSI indicator that can run on multiple timeframes in MetaTrader 5. It supports the platform’s available timeframes and adds three special choices: the next higher timeframe, the second higher timeframe, and the third…

Technical indicatorsMomentum
SuperMind

This proposed Chinese equity screen combines four conditions: RSI below 65, a daily gain greater than 1%, main-board listing, and a listing age of at least a user-defined number of days. The post interprets the RSI threshold as leaving room for a rebound and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed A-share screen combines a metaverse industry filter with yesterday’s stock exchange leaderboard appearance and exclusion of special-treatment shares. It then selects stocks described as having hit the daily price limit for five consecutive…

EquitiesChina marketsMomentumBreakout
SuperMind

This note presents a China A-share screening rule that combines daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and membership in the metaverse concept. The intended rationale is to find volatile shares…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post proposes screening Chinese stocks in the metaverse industry for a MACD crossover and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. It presents the combination as a way to pair a…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document outlines an Expert Advisor that trades from changes in the direction of a ColorZerolagMomentumOSMA histogram. It generates a signal when a bar closes and the oscillator turns, so the method relies on confirmed bar-close direction changes rather…

ForexMomentumTechnical indicatorsBacktesting
SuperMind

This post describes a Chinese equity screening rule combining daily price range, relative trading volume, and a moving average trend filter. It selects stocks with a range of at least 1%, volume between 1.5 and 6 times its five-day average, and a 20-day…

China marketsEquitiesTechnical indicatorsMomentum