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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
Quantopian lectures
45 documents
Binance API docs
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 Chinese-language strategy post proposes screening equities with three conditions: RSI below 65, best bid volume greater than best ask volume, and a shrinking negative MACD histogram on a 15-minute interval. The intended interpretation is that buying…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

The document outlines a Chinese equity screening approach that combines price movement, trading activity, opening price, and a rising KDJ K value. It aims to find stocks showing notable intraday movement and volume alongside a short-term technical signal. A…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

The GRaB indicator colors candles by comparing closing price with three moving averages of the same configurable period: one each for highs, lows, and closes. The described default uses a 34-period exponential moving average. Candles are green when the close…

Technical indicatorsTrend followingMomentum
MQL5 code base

This short indicator description explains a semaphore-style signal based on crossovers between the main line and signal line of a LinearRegSlope_V1 indicator. In principle, such crossovers translate changes in a linear-regression slope measure into discrete…

Technical indicatorsStatisticsMomentum
SuperMind

This Chinese equity screening proposal uses reported daily accumulation above five percent and large-order net volume above 0.05 for at least three consecutive days. It then lists additional filters for the final selection: market capitalization above 10…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The proposed Chinese stock screen looks for MACD above its zero line, a rising DEA signal line, and a gain below 6% at 9:25. The MACD conditions are meant to identify positive momentum, while the opening-auction move cap is presented as a way to avoid stocks…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-screening proposal combines three conditions: RSI below 65, an industry concentration measure either above 70% or below 20%, and a rising 30-day moving average. The rising average is intended to favor stocks with an upward price trend,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes a short-term stock selection screen intended for use before 10 a.m. It combines four filters: daily amplitude above 1, exclusion of stocks designated ST, a five-day price condition described as a limit-up method, and MACD…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document proposes a stock screen combining prior-period price range, a MACD signal above the zero line, and an ownership concentration measure capped at 70%. The rationale is to seek stocks with price movement and positive momentum while excluding…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document describes a daily stock screen for the metaverse sector. It selects stocks with a positive price return and filters for prior-day actual turnover within a specified band, aiming to avoid both inactive shares and unusually crowded trading. It…

EquitiesMomentumChina marketsTechnical indicators
SuperMind

This Chinese equities screening rule selects stocks with turnover between 3% and 12%, a rising DEA-related signal, and no limit-up session on the previous day. The rationale given is that the turnover band targets relatively active shares, while removing…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This note explains a variation of the Rahul Mohindar oscillator as a histogram with signal pointers. Its inputs are three EMA periods and an applied price. The calculation first builds a swing-trading value by comparing the applied price with an average…

Technical indicatorsMomentumVolatility
SuperMind

This post describes an equity screening approach that combines a minimum daily high-to-low range, consistently high return on equity over five years, and weekly MACD above its zero line. The rationale is to pair a price movement filter with a profitability…

EquitiesFactor investingMomentumTechnical indicators
SuperMind

This proposed Chinese equity screen combines RSI below 65, seven consecutive sessions in which the close is below the open, and an indicator for beverage and alcohol imports and exports. The post frames the technical conditions as signs of weakness and adds…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

Average Change is described as an indicator for assessing the force of a financial asset’s price movement. It is intended to show price impulse and provide an indication of market volatility. The note attributes the indicator to MT-Coder and says it uses…

Technical indicatorsMomentumVolatility
SuperMind

This stock-selection idea combines three conditions: a rising 30-day moving average, seven consecutive down sessions, and a reported increase in holdings above 5%. It pairs a medium-term upward trend with recent weakness and a buying-activity measure,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a China equity selection screen that combines membership in the metaverse theme, a closing price above its 250-day moving average, and a capital-strength ranking. Capital strength is defined using the rolling sum of close-minus-open…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening rule combines three conditions: daily high-to-low movement above 1%, a newly formed KDJ crossover, and prior-day actual turnover between 3% and 28%. The article interprets larger daily ranges as higher volatility, the crossover…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed Chinese-stock screen looks for daily amplitude above 1, a morning-star-like candlestick condition, and a 9:25 gain below 6%. The article presents the combination as a way to identify active stocks with a potentially bullish pattern while…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening idea combines three conditions: at least five moving averages should converge, the stock’s return should be positive, and its gain at 9:25 should remain below 6%. The article interprets converging averages as a sign of price stability…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The document describes a velocity indicator framed as a smoother form of momentum that does not introduce lag. It offers four calculation presentations: unnormalized velocity, normalization by average true range, and normalization by standard deviation with…

Technical indicatorsMomentumTrend followingVolatility
SuperMind

This proposed A-share screen selects metaverse-theme stocks with prior-day turnover above 8% and a rising DEA value. The note presents turnover as a way to identify actively traded names and the increase in DEA as a possible sign of strengthening direction.…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening proposal combines metaverse-theme membership with a close above the previous session's low and a candlestick condition labeled a morning-star signal. It frames the prior-low comparison as a price-strength filter and the candle pattern…

EquitiesTechnical indicatorsMomentumChina markets