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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

SuperMind

This stock screen selects beverage and alcohol-related companies with turnover between 3% and 12%, then requires the current price to sit above a set of moving averages ranging from short to long horizons. The stated rationale combines an industry filter,…

EquitiesMomentumTechnical indicatorsUS markets
SuperMind

This stock-selection idea combines an amplitude threshold, a rounded price-range pattern, and a company or industry classification. The accompanying indicator expression uses recent high-low ranges over several lookback windows to identify a compressed,…

EquitiesTechnical indicatorsVolatility
SuperMind

This Chinese-language post presents a technical stock-selection idea combining three conditions: daily price amplitude above one, three consecutive limit-up sessions ending the previous day, and three consecutive declining sessions. It frames the conditions…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes a simple stock screen for companies classified in the metaverse sector, with a positive recent return and market capitalization above 200 million yuan. It outlines the selection logic using sector membership, a price…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This note describes a stock screen for shares whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose price gain at 9:25 is below 6%. It presents turnover as a liquidity filter and the early price move as a rough indicator of market…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This note presents a China A-share screening rule for stocks classified in the metaverse sector. It selects stocks that appeared on the prior day’s trading leaderboard and whose weekly close crosses above the 30-week moving average. The proposed rationale is…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This note describes a short-term A-share selection rule combining three filters: intraday amplitude above 1, a top-five ranking by today’s opening-auction amount, and prior-day auction turnover above 0.26. It frames the combination as a way to find stocks…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

The document describes a chart indicator that plots three Bollinger Band channels derived from one moving average and displays the latest values as price labels. It is a visualization tool for viewing multiple volatility envelopes around a smoothed price…

Technical indicatorsVolatility
SuperMind

This stock-selection screen combines three conditions: daily amplitude above one, a top-five rank by the day’s auction amount, and rising lows. The rising-lows condition is described as comparing the minimum low over a shorter recent window with the minimum…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This document describes a histogram version of Trend Envelopes that lets the user calculate the indicator from smoothed or filtered prices instead of raw prices. The filtering method is a parabolic weighted moving average, which the author characterizes as…

Technical indicatorsTrend following
MQL5 code base

The document discusses a bar-style presentation of John Ehlers's Detrended Synthetic Price indicator, described as a basic oscillator displayed as colored bars on the main price chart. It contrasts this version with an approach that relies on fixed threshold…

Technical indicatorsTrend following
SuperMind

This post proposes selecting stocks with RSI below a stated ceiling, seven consecutive sessions in which the close is no higher than the open, and a share price below a specified level. The article frames the RSI and down-day conditions as technical filters…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This post describes a stock-selection screen for Chinese equities that requires MACD to be above zero, a rising 30-day moving average, and a company-type criterion intended to represent business quality. The technical conditions are presented as signs of…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post outlines an A-share stock screen combining a daily trading-range condition, a qualifying company type, and a dividend payout ratio above a stated threshold for 2019. It explains the range condition as a way to select stocks with price movement and…

China marketsEquitiesFactor investingTechnical indicators
MQL5 code base

This document outlines a long-only breakout strategy attributed to an earlier system by Chuck LeBe and David Lucas. It uses a rising long-period moving average as a directional filter. A buy signal occurs when the closing price crosses upward through the…

ForexBreakoutTechnical indicatorsRisk management
SuperMind

The post describes an equity screen combining a technical condition, a fundamental growth condition, and a market-activity condition. It selects stocks with RSI below 65, year-over-year growth in parent-company net profit above 20% and at most 100%, and a…

EquitiesTechnical indicatorsMomentumFactor investing
MQL5 code base

The document describes an indicator that presents trend information from the CronexChaikin indicator on a fixed timeframe. It derives its signal from the relative positions of the indicator’s main and signal lines, and displays the source indicator’s cloud…

Technical indicatorsTrend following
BigQuant

This weekly Chinese equity market note combines market timing, sentiment, fund positioning, capital flows, and sector rotation. Its timing discussion uses an RSRS model on the Shanghai Composite, SSE 50, and ChiNext indexes. The model issued no new signals…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This document describes a one-minute EUR/USD scalping example built around virtual pending orders. A library simulates buy-stop and sell-stop orders, including stop-limit variants, by checking whether price or an indicator crosses specified thresholds.…

ForexTechnical indicatorsExecutionMarket microstructure
ProRealCode

This indicator applies a smoothed stochastic calculation to the midpoint of a rolling high-low range rather than directly to price. The midpoint is calculated from the highest high and lowest low over a lookback window. The document says this substitution…

Technical indicatorsMean reversionTrend following
MQL5 code base

This MetaTrader 5 Expert Advisor is a position-management utility for traders who enter trades manually. It does not create entry signals or open positions. For buys, it places an initial stop beyond a recent swing low; for sells, beyond a recent swing high.…

Risk managementPosition sizingTechnical indicatorsExecution
Amberdata research

This overview explains a set of Ethereum indicators grouped around market tops and bottoms, sentiment, and user activity. Price measures include the 50-day and 200-day moving averages, a 200-week average, and the Pi Cycle comparison between the 111-day…

CryptoOn-chain dataTechnical indicatorsSentiment