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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

12,140 documents

MQL5 code base

Stochastic_HTF is a Stochastic Oscillator variant that lets the user select the timeframe used for its calculations independently of the chart timeframe where it appears. This allows the indicator to display readings derived from a broader or otherwise…

Technical indicatorsMomentum
SuperMind

This document proposes screening Chinese equities for a daily price range above one percent, codes beginning with 60, and three consecutive declining closes. The range condition is presented as a way to identify stocks with elevated movement, while the code…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection rule requires a 14-period RSI below 65, more than one year since listing, and a rising 30-day moving average. The article presents these filters as a way to find shares with moderate RSI readings and an improving price trend. It also…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection rule filters for a turnover rate within a stated band, at least one limit-up event in the preceding period, and a positive daily MACD reading. The proposed rationale is to find shares with relatively active trading and recent upward…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock selection idea combines a price amplitude threshold, three moving average crossovers, and a minimum trading value on the previous day. The stated rationale is that crossover signals identify technical strength, while a turnover value above the…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes an equity screen intended to run before 10 a.m. It selects non-ST stocks with daily amplitude above 1% and at least two limit-up events over the prior 500 days, then applies a further condition called the five-step…

EquitiesChina marketsMomentumBreakout
SuperMind

The document presents a Chinese stock screen combining daily price amplitude above one, a named Morning Star candlestick pattern, and a positive daily MACD reading. It frames amplitude as a measure of price movement, the candlestick condition as a reversal…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The document explains the Ergodic True Strength Index as a double-smoothed momentum indicator with one smoothing period fixed at five price bars. It distinguishes this form from a regular TSI and describes adding an exponential moving average to create a…

Technical indicatorsMomentum
SuperMind

This document describes a Chinese A-share stock screen combining a daily turnover ratio between 3% and 12%, a newly formed KDJ golden cross, and a current-day low below the previous day's low. It presents the conditions as a way to find actively traded…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines price movement, trading activity, and historical performance. It selects shares with a stated amplitude above one, prior-day actual turnover between 3% and 28%, and a 2021 gain above the market average. The article’s rationale is…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The Schaff Trend Cycle combines Slow Stochastics with the Moving Average Convergence/Divergence indicator. The document explains that the standard MACD can respond slowly because of its signal line, which may delay recognition of currency trends. This…

Technical indicatorsForexMomentumTrend following
SuperMind

This stock-selection example combines a turnover-rate band of 3% to 12%, the sign of daily price change multiplied by large-order net flow, and a MACD condition. The stated interpretation is that the turnover filter selects a desired level of activity, while…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post presents a technical stock screen for Chinese equities using RSI below 65, a rising MACD DEA signal, and an upward moving-average structure. The initial rule specifies the 20-day average above the 120-day average; its final version tightens the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a short-term Chinese A-share screening rule combining a 14-period RSI below 65, year-over-year growth in parent-company net profit above 20% and up to 100%, and a positive signal formed from price change and large-order net inflow.…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post proposes screening shares using RSI below 65, a stated circulating market value between 5 billion and 10 billion yuan, and a rising weekly red-bar condition. Its explanation associates the RSI and chart condition with technical weakness and upward…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This proposed Chinese equity screen looks for companies with market capitalization below 10 billion yuan, no reported losses, MACD above its zero axis, and a rising DEA line. It combines a momentum-style technical filter with size and profitability…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes screening stocks using three conditions: amplitude above 1%, a shrinking negative MACD histogram on a 15-minute chart, and a 2019 dividend payout ratio above 25%. The idea combines price movement and a possible shift in short-term momentum…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This post describes a stock screen that requires amplitude above 1%, a current high equal to the highest high over two days, and more than two limit-up sessions within the prior 10 days. The combination targets stocks with recent price movement, a short-term…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese stock-screening post combines a large intraday range with recent price strength and a lower daily low. Its initial conditions look for amplitude above 1 and at least one daily gain of 10% or more in the past 25 trading days, while requiring…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This proposed Chinese A-share screen selects companies associated with the robotics theme, turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and three consecutive declining sessions. The post presents the rules as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This indicator framework combines a nine-bar momentum setup with a thirteen-count terminal phase modeled on DeMark-style exhaustion logic. The first phase compares closes with those four bars earlier; the second counts qualifying closes beyond the…

Technical indicatorsMomentumRisk managementMarket microstructure
ProRealCode

Finite Volume Element (FVE) is presented as a money flow indicator that combines intraday and day-to-day price movement. It assigns positive or negative volume when a price-based measure exceeds a volatility threshold, and ignores volume when the movement is…

Technical indicatorsVolatilityMomentum
SuperMind

The post proposes a Chinese equity screen for companies classified in the metaverse industry. It combines a volume-ratio band above 1.5 and below 6 with a KDJ bullish crossover. The author then expands the proposed screen to favor stocks with forecast profit…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

RSIOMA is presented as an RSI indicator calculated from a smoothed price series, with an additional smoothed signal line intended to help identify entries and the prevailing trend. The indicator is displayed in a zero-centered symmetric form. Its…

Technical indicatorsMomentumBacktesting