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
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 stock screen selects shares with turnover between 3% and 12%, a rising DEA condition, and a candlestick setup labeled a morning star. The post describes the combination as a way to find stocks with upward technical momentum and a recognizable…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The article proposes a discretionary screen for Chinese stocks that may be entering a strong upward move. It combines four price and volume features: at least one limit-up session in roughly the prior month, an upward price gap, a run of at least four or…

EquitiesChina marketsMomentumBreakout
Awesome Systematic Trading

This strategy ranks stocks by their return during the month one year earlier, then buys the strongest group and shorts the weakest. It forms portfolios monthly and rebalances at month end. The described source approach uses equal weighting and a large-cap…

EquitiesMomentumFactor investingBacktesting
SuperMind

This stock screen combines three technical conditions: daily amplitude above a stated threshold, a relationship between the closing price and recent five-day average values intended to represent upward movement, and a close between the middle and upper…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection example screens companies in the metaverse industry using two conditions: the closing price is above its five-day moving average, and an institutional-flow indicator is positive. It presents these criteria as a way to combine…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share stock screen combines a turnover range of 3% to 12% with a newly formed KDJ bullish crossover and a weekly moving-average crossover in which the five-week average moves above the ten-week average. Its final stated selection logic also requires…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This A-share stock selection idea filters for turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and at least one daily gain of 10% or more during the prior 25 trading days. The article frames the turnover band as a…

EquitiesMomentumMarket microstructureTechnical indicators
SuperMind

This stock-selection screen looks for shares with daily amplitude above 1, a current decline between 4% and 5%, and at least one limit-up day during the previous 25 days. The document presents these filters as a way to find volatile stocks that have recently…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator uses crosses between two adaptive exponential moving averages based on Cuttlers RSI to generate trading signals. The document suggests reading a change in the plotted color as the signal, since the color reflects a cross between the averages.…

Technical indicatorsMomentumTrend following
MQL5 code base

2XMA is described as a way to draw the MACD histogram on an asset’s price chart using two signal lines. The description identifies the indicator’s author and states when it was first published in an MQL4 code library. The document is brief and focuses on…

Technical indicatorsMomentum
SuperMind

This note describes a stock selection rule combining daily price range, a reversal pattern called “反包” (roughly, an engulfing or counter-move signal), and a 14-period RSI below 65. The stated range condition is a high-to-low move greater than 1%; the three…

EquitiesTechnical indicatorsMomentum
SuperMind

The document describes an equity screen that excludes Beijing-listed stocks, selects stocks with a daily high-to-low range above one percent, and requires the previous close to exceed a 250-day moving average. It interprets the range as a sign of elevated…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese A-share screen combining RSI below 65, a daily gain above 1%, main-board listing status, and a share price below 12 yuan. It presents the conditions as a way to select stocks with relatively strong near-term movement while…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The document outlines an equity screening idea for mainland Chinese main-board stocks. It combines a robotics-industry theme, a limit on circulating market capitalization, a specified turnover range, and a rising KDJ reading. It includes example screening…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection example screens companies classified in the metaverse theme, requiring the close to be above its five-day moving average and the prior day’s actual turnover rate to fall between 3% and 28%. The post presents the conditions as a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening note describes ranking equities by capital strength and market popularity, then selecting those that recorded at least two limit-up sessions within a 500-day lookback. It treats these measures as signs of investor attention and stock…

EquitiesMomentumChina marketsRisk management
SuperMind

This stock-selection rule builds a candidate pool from shares with daily price amplitude above 1%, at least one limit-up event in the prior 25 days, and a product of price change and a large-order flow measure above a threshold. The accompanying rationale…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document outlines a stock-selection screen for Chinese equities in the metaverse theme. It filters for stocks associated with that industry, requires a positive institutional-flow measure, and ranks eligible names by a market-heat proxy in descending…

China marketsEquitiesMomentumSentiment
SuperMind

The article describes a Chinese stock screen combining daily amplitude above 1%, current volume above 10,000 lots, an opening price above the prior close, and a rising 30-day moving average. The stated aim is to find shares with notable price movement and…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This indicator combines momentum readings from exponential moving averages across five horizons into one synthetic curve. The component averages use different periods and staggered historical offsets; their percentage differences are weighted by period…

Technical indicatorsMomentumStatistics
SuperMind

The document describes a Chinese mainland stock screen that selects main-board shares with daily amplitude above 1%, excludes shares that closed at the upper price limit on the previous trading day, and requires a gain above 1% on the current day. Its stated…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes a currency trend indicator attributed to Doug Schaff. It says the calculation uses a version of Schaff Trend Cycle built from the MACD signal line, then applies RSI as a final calculation. The resulting oscillator is expressed on a…

ForexTechnical indicatorsMomentum
SuperMind

The proposed stock screen selects shares with an intraday high-low range greater than one percent of the prior close, requires MACD to cross above its zero line, and ranks qualifying names by a popularity measure. The author interprets the range condition as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a stock selection strategy that combines a positive MACD reading with a favorable company classification and a weekly five-period moving average crossing above the ten-period average. It presents the crossover as a way to focus on a…

EquitiesTechnical indicatorsMomentumChina markets