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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

31,205 documents

MQL5 code base

This brief entry describes a technical indicator intended to display the relative power of bullish and bearish market forces. It identifies the indicator as an MQL4-origin work later associated with a MetaTrader 5 implementation, and notes that the…

Technical indicatorsStatistics
SuperMind

This Chinese stock-screening post describes selecting shares with an amplitude above 1, ranking them by the day’s auction amount, and retaining the top five that show a rounded-base pattern. It interprets the pattern as a possible precursor to an upward…

EquitiesTechnical indicatorsBreakoutChina markets
MQL5 code base

The document describes a higher-timeframe variant of the iAnchMom indicator for MetaTrader 5. Its input allows the user to select the chart period used by the indicator, with a four-hour period shown as the default example. This makes it possible to consult…

Technical indicatorsMomentumFutures
SuperMind

The document presents a historical stock screen requiring daily price amplitude above 1%, a trading date in 2021, and a positive MACD value. It describes amplitude as a measure of price movement and MACD as a trend signal, and provides formula and Python…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equities screen combines three stated criteria: at least five moving averages converging, a rising 30-day average, and a circulating market capitalization above 10 billion yuan. The post interprets average convergence as possible alignment of…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes an alert-enabled signal indicator built around the classic Money Flow Index. It marks signals when the oscillator exits overbought or oversold territory, then adds configurable sound alerts, email messages, and mobile push…

Technical indicatorsForexExecution
SuperMind

This proposed A-share stock screen combines three conditions: daily amplitude above 1%, MACD above its zero line, and a product of price change and a large-order net-volume measure above a threshold. Its rationale is to combine a volatility filter, a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock selection note combines three conditions: a stated price amplitude threshold, a nonempty name for an outstanding convertible bond, and a bullish MACD crossover in which DIFF moves above DEA. The proposed rationale is to combine price movement,…

EquitiesOptionsTechnical indicatorsMomentum
MQL5 code base

The Balance of Power indicator, attributed to Igor Livshin, estimates the relative ability of buyers and sellers to push prices toward their extremes. The page says this implementation follows the indicator as described in an article published in Stocks and…

Technical indicatorsMarket microstructure
SuperMind

This Chinese-language strategy note proposes screening stocks with turnover between 3% and 12%, a ratio of external to internal trading volume above 1.3, and a turnover-adjusted comparison of current auction volume with the prior session’s volume between 0.5…

EquitiesMarket microstructureTechnical indicatorsChina markets
SuperMind

This Chinese stock selection post proposes screening for shares that had more than two limit-up closes within the prior ten days, have RSI below 65, and meet a condition labeled as the start of a major uptrend. The stated formula checks whether the 30-day…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese stock screen selects companies classified under the metaverse theme when the opening price is near the ten-day moving average and the twenty-day moving average is above the one-hundred-twenty-day average. The moving-average relationship is…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This stock screen targets companies associated with robotics, limits candidates by turnover and circulating market capitalization, and adds a Bollinger Band price condition. The stated rationale is to use trading activity and company size as preliminary…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This Chinese stock-selection example combines a minimum daily price range with price action near short and medium moving averages, a recent high-price condition, and a regression-based measure involving the spread between short and longer moving averages. It…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note proposes screening Chinese stocks for amplitude above 1, a morning star candlestick pattern, and a close above the previous day's low. The author interprets amplitude as a measure of activity and volatility, the candlestick pattern as a possible…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This note describes a Chinese stock screen combining daily amplitude above 1, a rounded price pattern, and turnover between 2% and 9%. The author presents the range as a way to find active stocks, the shape as a sign of gentler price movement, and the…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This post proposes selecting Chinese metaverse-related stocks with no more than 5.5 billion shares in free float and a positive weekly candle, described as a red bar. It interprets the candle as a sign of strengthening buying pressure and suggests that…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes screening listed Chinese stocks using price movement, the presence of an outstanding convertible bond name, and a minimum listing age. It explains the intended rationale as combining trading activity with indicators that…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

The document proposes a Chinese A-share stock screen that combines a daily range filter, a recent limit-up event, and an RSI-based condition intended to identify the start of a strong upward move. It gives indicator formulas and Python-style pseudocode for…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This note describes a Swami-style stochastic indicator associated with John Ehlers’s discussion in a March 2012 issue of TASC. The indicator displays colored zones derived from stochastic calculations and adds a generic stochastic value, described as an…

Technical indicatorsTrend followingStatistics
SuperMind

This stock-screening method selects companies classified in the metaverse theme when their closing price is above the five-day moving average and a Morning Star candlestick signal is present. The article describes the pattern as a way to identify short-term…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This automated strategy combines MACD crossovers with a 200-period moving average filter and support or resistance conditions. A buy setup requires the MACD main line to cross above its signal line below zero, price to be above the moving average, and price…

Technical indicatorsTrend followingRisk managementPosition sizing
MQL5 code base

This indicator compares the direction of the USDX line with the direction of the Slope Direction Line and displays a colored pointer in a separate chart window. It marks agreement when both lines point upward or both point downward, using distinct colors for…

Technical indicatorsTrend followingForex
SuperMind

This post describes a simple Chinese equity screen that selects stocks classified in the metaverse industry, with a positive return condition and a stock code beginning with 60. The return test is expressed as the latest close exceeding the previous close,…

EquitiesChina marketsMomentumTechnical indicators