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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

MQL5 code base

TMACD Divergence is an indicator that searches for divergences involving a Triangular Moving Average Convergence/Divergence oscillator and displays the detected patterns. Its configurable inputs are the fast moving-average period, the slow moving-average…

Technical indicatorsMomentumMean reversion
SuperMind

This stock-selection proposal combines a turnover-rate range of 3% to 12%, a 2021 listing year, and a weekly bullish-bar condition. The article explains the weekly condition using K and D readings above 50, a rising K value, and a positive MACD histogram…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed Chinese stock screen selects shares with an amplitude above 1, MACD above its zero line, and an indicator interpreted as main-fund control on the previous day. The text treats larger amplitude as a sign of volatility, positive MACD as a buy…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines intraday price range, recent turnover, large-order activity, and relative strength. It first selects stocks with an amplitude measure above 1 and previous-day actual turnover from 3% to 28%, then ranks large-order net activity and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines price range, turnover, and large-order net flow. It selects shares with an amplitude above 1, turnover between 2% and 9%, and large-order net flow above 0.05 over three consecutive days. The rationale is that range and turnover…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

This indicator places the Kase Peak 2 oscillator over a price chart, using a moving average as its center line and scaling oscillator values into a price range based on average true range. Candle colors and optional segments show the oscillator’s direction…

Technical indicatorsVolatilityMomentum
SuperMind

This Chinese stock screening example selects companies classified in the metaverse theme when the five-day moving average is rising and turnover falls between 3% and 12%. It frames the moving-average condition as a sign of upward price movement and the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screening idea combines daily price range, a positive weekly MACD reading, and an upward-sloping 30-day moving average. The article’s final version adds a valuation filter, stating that the price-to-book ratio should fall within a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document presents a daily stock-selection screen combining three conditions: MACD above its zero line, a closing price below 12 yuan, and the 20-day moving average above the 120-day moving average. It says the scan is run before the market opens and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening proposal combines a daily turnover range of 3%–12%, appearance on the previous day’s trading leaderboard, and a bullish weekly candle. Its rationale is to pair a liquidity or activity filter with a recent market-attention…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This document outlines a daily screening rule for Chinese equities in the metaverse industry. It selects stocks when the KDJ indicator has just formed a bullish crossover and the volume ratio is between 1.5 and 6, with selection performed before 10 a.m. The…

EquitiesChina marketsTechnical indicatorsMomentum
FMZ forum

The article reviews evidence that individual investors often buy after prices fall and sell after they rise, while more financially sophisticated groups may show more momentum-oriented trading. It discusses several possible explanations: investors’ beliefs…

EquitiesMomentumMean reversionMarket microstructure
MQL5 code base

This indicator guide explains how logarithmic transformations can express price behavior in relative rather than absolute terms. It distinguishes a log price, calculated as the natural logarithm of the close, from log returns, calculated as the difference…

Technical indicatorsStatisticsVolatilityMomentum
BigQuant

This older Chinese-equity strategy looks for stocks that rally to the daily limit, pull back, and later break to a new high. It defines a pullback as any post-limit-up close below the earlier limit-up price. After the pullback, a new high triggers a purchase…

China marketsEquitiesBreakoutMomentum
SuperMind

This screening approach focuses on stocks classified in the metaverse sector, with actual turnover on the prior day between 3% and 28%, and a rising KDJ K value. The article interprets sector membership as exposure to a potentially growing theme, turnover as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection rule combines three conditions: price amplitude above 1, evidence of main-fund control on the prior day, and shortening MACD histogram bars on a 15-minute chart. The document presents these as signs of activity, capital interest, and…

EquitiesTechnical indicatorsMomentum
SuperMind

This document describes a Chinese equity screen that combines three conditions: daily amplitude above 1%, weekly MACD above the zero axis, and positive net buying attributed to major investors during the opening auction. It frames the range and MACD measures…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document proposes a weekly Chinese equity screen focused on metaverse-related stocks. It selects shares that recorded a limit-up within the prior 25 days and had large-order net volume above 0.05 for at least three consecutive days. The stated approach…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese equity screening rule that combines a turnover range of 3% to 12%, a stochastic K value below 20, and a rising MACD signal line (DEA). It presents the conditions as a buy signal and gives example implementations using a…

EquitiesTechnical indicatorsMomentum
SuperMind

This document presents an A-share stock screen that combines a turnover range of 3% to 12%, a newly formed KDJ golden cross, and a volume ratio between 1.5 and 6. It describes turnover and the crossover as participation and trend signals, while the volume…

EquitiesTechnical indicatorsMomentumMarket microstructure