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
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

12,140 documents

MQL5 code base

The Coppock indicator combines two rates of change, typically measured over 14 and 11 months, then smooths their sum with an exponential moving average, commonly over 10 months. The document traces its origin to E. Coppock in the 1960s and describes its…

Technical indicatorsMomentumTrend followingStatistics
SuperMind

This post outlines a daily stock screen using three conditions: MACD above the zero line, share price below 12 yuan, and a morning star candlestick pattern. It describes running the selection before 10 a.m. and includes example formulas and partial Python…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes an equity screen that combines price movement and recent strength: amplitude above one, a rising price bottom, and at least one daily gain of 10% or more during the previous 25 trading sessions. It presents the conditions as a way to find…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This Chinese-language post outlines a stock screen combining three conditions: membership in the metaverse theme, a positive institutional-flow measure, and a rising or diverging moving-average signal. It gives formula references and a Python example that…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes an equity screening rule that combines a relative strength index below 65, the product of percentage price change and large-order net inflow, and a price above its 250-day moving average. The stated rationale is to…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This post describes a stock screen combining a 14-period RSI below 65, bid-side volume greater than ask-side volume, and a current daily low below the previous day’s low. It provides example indicator logic and a Python implementation that applies those…

EquitiesTechnical indicatorsMomentum
BigQuant

The article introduces a stock-analysis framework built around candlesticks, trading volume, moving averages, and financial statements, then focuses on candlestick interpretation. Its central setup is a strong bullish candle breaking above a prolonged…

EquitiesBreakoutMomentumTechnical indicators
SuperMind

This post outlines a Chinese equity screen using turnover between 3% and 12%, a daily gain greater than 1%, main-board membership, and a K-line condition described as below 20. The accompanying code example instead checks whether the latest K value is below…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This Chinese-language article describes a short-term A-share screening rule based on price action and trend. It selects stocks with an amplitude above 1, a morning-star pattern, and a 20-day moving average above the 120-day moving average. The article also…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This research explores shared analyst coverage as a way to represent links between Chinese A-share companies. It extends direct links to indirect, multi-step connections, arguing that these can reveal less visible information spillovers, especially for…

China marketsEquitiesFactor investingMean reversion
MQL5 code base

The Trend Equilibrium indicator is presented as a momentum and volatility measure with adjustable lookback periods and a scaling factor. The document recommends a momentum period of 14 candles and notes that increasing this period smooths the curve while…

Technical indicatorsMomentumVolatilityMean reversion
SuperMind

The proposed Chinese stock screen combines three daily-chart conditions: at least five moving averages converge, the KDJ indicator has just formed a bullish crossover, and the stock has recorded more than two limit-up sessions within ten days. The article…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: a company is associated with the metaverse concept, its current close is above the previous day’s low, and a measure called today’s control or main-fund inflow exceeds a threshold. The article presents the price…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This indicator displays whether candles are rising, falling, or unchanged across intraday and longer timeframes, from one-minute bars through monthly bars. It compares each candle’s open and close, then uses a color-coded text label to show the direction for…

Technical indicatorsMulti-assetMomentum
SuperMind

The document describes a stock screen that requires price amplitude above 1 and RSI below 65, then ranks candidates by capital-flow strength. It defines amplitude from the day’s high and low relative to the previous close, and describes a flow proxy that…

EquitiesTechnical indicatorsMomentumStatistics
BigQuant

This brief research submission describes an experiment on stocks priced between zero and two yuan, using three five-day factors: momentum, reversal, and volatility. The author says the backtest results were weak and asks for ideas to improve the analysis.…

China marketsEquitiesMomentumMean reversion
SuperMind

This Chinese-equity screening recipe filters for stocks with an amplitude above one, current volume above ten thousand lots, a higher open, and a positive ten-day gain below thirty-five percent. The article interprets amplitude and volume as signs of trading…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese-equity screening idea combines three signals: rank stocks by trading volume strength, rank them by market attention using leaderboard data, and select stocks whose 15-minute MACD histogram shows shrinking negative bars. The proposed logic treats…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The iStochKomposter higher-timeframe signal indicator displays the direction or signal generated by a stochastic-based indicator for a selected bar. It uses configurable stochastic periods, smoothing, price field, and overbought and oversold levels, with a…

Technical indicatorsForexMomentumExecution
SuperMind

This Chinese A-share screening proposal combines three filters: RSI below 65, a daily gain above 1%, and turnover between 2% and 9%. It limits the universe to main-board stocks. The rationale offered is that RSI below the threshold may leave room for a…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note describes a Chinese equity screen combining a 14-period RSI below 65, a qualitative filter for desirable enterprise characteristics, and a comparison of the 20-day and 120-day moving averages. The initial rule requires the shorter average to be…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening rule combines daily turnover, the opening price relative to a 10-day moving average, and a 15-minute MACD histogram signal. It selects stocks with turnover between 3% and 12%, an open within 5% of the average, and a shortening negative…

EquitiesTechnical indicatorsMomentum
SuperMind

This proposed stock screen focuses on the metaverse industry. It selects stocks whose opening price is within 5% of the 10-day simple moving average of closing prices, then aims to exclude stocks that reached the daily price limit on the previous day. The…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

The screen combines three conditions: daily price amplitude above 1%, weekly MACD above zero, and appearance on the prior day’s trading activity leaderboard. The article frames amplitude and MACD as measures of price movement and trend, while leaderboard…

EquitiesTechnical indicatorsMomentumMarket microstructure