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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
WonderTrader
14 documents
Alphalens
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 presents a technical stock screen using three conditions: daily amplitude above one percent, weekly MACD above zero, and a rising K value in the KDJ indicator. It describes the combination as a way to identify stocks with a favorable short-term…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This indicator assigns a score from zero to eight using a sequence of conditions for bullish and bearish trends. The conditions combine ADX strength, positive or negative directional movement, price relative to Parabolic SAR, Ichimoku Tenkan and Kijun lines,…

Technical indicatorsTrend followingMomentum
SuperMind

This document describes a daily pre-market stock screen for Chinese equities. It selects stocks whose MACD is above zero, whose price-to-earnings ratio is positive, and whose weekly MACD is also above zero. The daily and weekly signals are presented as a way…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a simple stock selection screen combining prior-session price movement with circulating market value. It selects shares whose amplitude exceeds 1, whose circulating market value exceeds 10 billion yuan, and whose return is positive. A…

EquitiesChina marketsMomentumVolatility
ProRealCode

This indicator adapts classic MACD divergence by calculating its moving averages with double exponential moving averages, intended to reduce lag. It records qualifying MACD signal-line crossovers and compares crossover values and closing prices across a…

Technical indicatorsMomentumBacktesting
SuperMind

This post proposes screening stocks for turnover between 3% and 12%, a daily gain above 1% relative to same-sector shares, and a weekly close crossing above the 30-week moving average. It combines trading activity and short-term relative strength with a…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

The Stochastic Stack combines eight stochastic indicators into one calculation. Each oscillator has five configurable settings: %K period, %D period, slowing, calculation method, and price field. The document therefore describes a flexible composite…

Technical indicatorsMomentumMean reversion
SuperMind

This stock screen combines three conditions: today's reported increase in buying holdings must exceed five percent, the stock must be up more than one percent on the day, and it must have reached the daily price limit at least twice during the preceding 500…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock-selection outline filters for Chinese equities with circulating market capitalization above a stated threshold, then ranks eligible names by capital strength, using measures such as trading value or turnover as examples. Its proposed…

EquitiesMomentumChina marketsStatistics
SuperMind

The document describes a Chinese equity screening idea that selects stocks associated with the metaverse theme, applies a circular or arc-shaped price-pattern condition, and limits recent price gains to a stated range. It presents the rule as a way to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection note combines three conditions: daily price amplitude above a threshold, the current high matching the highest value across two days, and positive OBV. The intended screen seeks stocks showing substantial short-term movement, a…

EquitiesTechnical indicatorsMomentum
MQL5 code base

The document identifies wlxBWWiseMan-2 as a semaphore-style signal indicator that uses the Awesome Oscillator. It supplies little detail about the signal rules, settings, market, or intended interpretation, so the description supports only a basic…

Technical indicatorsMomentum
SuperMind

This Chinese stock-selection rule combines three technical conditions: daily price amplitude above 1%, a positive 10-day return below 35%, and a newly formed bullish KDJ crossover. The article interprets the amplitude threshold as selecting stocks with…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document proposes screening Chinese stocks associated with the metaverse theme, requiring a positive institutional-flow measure and a 20-day moving average above the 120-day moving average. It frames the industry filter as a way to target a developing…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese stock-screening proposal combines a daily price-range filter, three moving-average crossover conditions, and an upward-sloping short moving average. The article frames the expanding average structure as a sign of strengthening upward momentum.…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection idea filters companies classified in the metaverse industry by their prior-day actual turnover and by whether the close is above a five-day moving average. The stated rationale is that the industry screen narrows the universe, turnover…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The document briefly explains a variation of the Schaff Trend Cycle indicator. It says the indicator is calculated from the difference between two RSI oscillators that use different lookback periods, and identifies the item as a colored version of that…

Technical indicatorsMomentum
vn.py community

This post presents a Chinese equity screening idea that combines a MACD value above zero with year-over-year net profit growth between 20% and 100%, framed around 2021. It explains the intent as pairing price momentum with a fundamental growth filter. The…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This article describes a Chinese stock screen combining three conditions: price amplitude above 1, a “morning star” candlestick pattern in Kute Intelligent, and a positive 10-day gain below 35%. It presents the approach as a way to find active stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection proposal combines three technical filters: an intraday range above a threshold, a positive ten-day return capped below a stated upper bound, and weekly MACD above its zero line. The article presents volatility as a way to identify active…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock selection proposal combines price trend, trading activity, opening strength, and recent returns. It describes choosing shares whose price is above five moving averages, with current volume above the stated threshold, an opening price above the…

China marketsEquitiesMomentumTechnical indicators