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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 combines three conditions: daily amplitude above one percent, at least two apparent limit-up moves in the prior 500 days, and three consecutive declines in closing price. The stated rationale is to find historically active stocks that have…

EquitiesTechnical indicatorsMean reversionRisk management
SuperMind

This post presents a proposed Chinese A-share screen using RSI below 65, an external-to-internal trade-volume ratio above 1.3, and exclusion of Beijing-listed stocks. It also describes a 10-day price-change filter in the Python example, retaining stocks with…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

This Chinese-language forum post addresses how to identify, for each stock, the day with the greatest trading volume in a prior window and retrieve that day’s closing price along with the previous day’s close. It outlines a windowing approach: shift the data…

EquitiesStatisticsTechnical indicators
SuperMind

This post presents an A-share stock screen that combines a technical indicator, reported earnings growth, and institutional ownership. It selects shares with RSI below 65, year-over-year growth in net profit attributable to the parent company above 20% and…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese-language post outlines a short-term A-share stock screen that combines price activity and a limit-up pattern. Its stated filters include amplitude above a threshold, a claim of main-force control on the prior day, exclusion of ST-designated…

EquitiesChina marketsMomentumBreakout
MQL5 code base

The indicator detects gaps between the high and low prices of neighboring bars. It marks upward and downward gaps with directional arrows, can shade each gap region with a rectangle, and draws upper and lower boundary lines that an Expert Advisor can access.…

Technical indicatorsMarket microstructure
SuperMind

This document outlines a Chinese stock screening idea that combines a daily price-range threshold, a newly formed KDJ crossover, and a company-type condition. The intended output is a pool of candidate stocks. It also sketches formula and Python…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The post describes a stock-selection screen that ranks companies by capital-flow strength and considers share price and revenue growth. Its core growth condition compares 2021 revenue with 2018 revenue, requiring the ratio to exceed 1.1. The final proposed…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This brief description outlines a trading program whose signals use four moving-average indicators, each calculated from a different price field: open, high, low, and close. It states that the system trades only on hedging accounts and includes a parameter…

Technical indicatorsEquities
SuperMind

The document presents a short-term stock screen that selects shares with current turnover between 3% and 12%, greater volume at the best bid than at the best ask, and previous-day turnover above 8%. It frames turnover as a liquidity and activity measure and…

EquitiesMarket microstructureTechnical indicatorsExecution
MQL5 code base

This document outlines a two-symbol expert advisor that uses moving average conditions on a base instrument to open positions in both that instrument and a designated hedge instrument. Entry conditions are checked only when a new bar appears, while the…

ForexTechnical indicatorsRisk managementExecution
SuperMind

This Chinese equity screening rule selects main board stocks with turnover between 3% and 12%, a listing year of 2021, and a latest close more than 1% above the previous close. It combines a liquidity or activity filter with a recent price strength condition…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This Supertrend variation aims to keep its values stable after a bar closes. It replaces the moving average of the bars’ high-low midpoints with a moving statistical median, which the document describes as more robust to extreme values than an average. The…

Technical indicatorsTrend followingStatisticsVolatility
MQL5 code base

The document describes a Price Cycle oscillator with four configurable inputs: a calculation period, a calculation method, and overbought and oversold levels. Its stated calculation takes a moving average of the difference between the close and low prices,…

Technical indicatorsStatisticsVolatility
SuperMind

This proposed A-share screen looks for stocks classified in the metaverse industry that appeared on the previous day’s Dragon and Tiger List and have a rising DEA indicator. The article treats list inclusion as a sign of market attention and a higher DEA…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This stock screen selects companies assigned to the metaverse industry when the KDJ indicator has just formed a bullish crossover and prices have closed lower throughout the recent seven-session window. The proposed rationale combines a technical signal with…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a version of Bill Williams’ fractals indicator built from MetaTrader 5’s standard fractals indicator. Its stated distinguishing property is that it does not repaint, meaning previously displayed fractal signals are intended to remain…

Technical indicatorsBacktesting
MQL5 code base

This brief description introduces a semaphore-style indicator that marks signals around bends in moving averages, where local price extremes occur. It identifies the signal location and the underlying idea, but gives no rules for defining an extreme,…

Technical indicatorsMomentum
SuperMind

This stock-screening idea selects companies in the metaverse theme whose prior close is at or above the 250-day moving average and whose prior session closed below its open. The bearish-candle condition is treated as a possible setup for a subsequent…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

ShadeOpen visualizes a user-selected trading period with colored rectangles. One rectangle spans the period’s open and close, representing the candle body; two others represent its upper and lower shadows. The display therefore makes the period’s candle…

Technical indicators
MQL5 code base

This indicator calculates RSI using a super smoother, an alternative to the Wilder smoothing used in the conventional RSI calculation. The document says its output resembles RSX, while differing enough to be treated as a separate RSI variant. It does not…

Technical indicatorsMean reversion
SuperMind

The document presents a Chinese equity screen limited to the metaverse category. It combines a morning price-change condition below 6% with turnover greater than 2% and less than 9%. The stated rationale is to focus on shares in a chosen thematic group while…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This Chinese equity screening idea requires turnover between 3% and 12%, a newly formed KDJ golden cross, and three consecutive declining sessions. The stated rationale is to focus on shares with moderate trading activity, a potentially positive indicator…

EquitiesTechnical indicatorsMomentumMean reversion
SuperMind

The document describes a Chinese equity screen that combines daily price range, a recent-high condition, and trading value. It selects stocks whose high-low range exceeds 1% of the previous close, whose high matches the highest value across the current and…

EquitiesTechnical indicatorsBreakoutRisk management