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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

MQL5 code base

This indicator uses the highs and lows of a candlestick series to identify directional price changes spanning a configurable number of bars. The stated default looks for a move across three candles, while the user can change that setting. It is presented as…

Technical indicatorsBreakoutStatistics
SuperMind

The document proposes a short-term screen for main-board Chinese stocks using three conditions: daily price amplitude above a threshold, a rising and spreading moving-average pattern, and a daily gain greater than one percent. It presents these as signs of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen selects shares with turnover between 3% and 12%, a newly formed KDJ golden cross, and a rising MACD DEA value. The article describes turnover as a measure of stock activity and presents the two indicator conditions as signals of upward…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This Chinese stock-selection screen combines three filters: RSI below 65, no limit-up close on the prior day, and shortening green bars on a 15-minute MACD histogram. The article interprets the shrinking bars as a possible sign of short-term trend reversal…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a MACD indicator built from Kaufman Adaptive Moving Averages (AMA). AMA adjusts its responsiveness to market conditions, aiming to reduce sensitivity to price noise while limiting lag in detecting trends. The indicator applies AMA…

Technical indicatorsTrend followingStatistics
SuperMind

This stock screen combines daily price amplitude above 1% with weekly MACD above its zero line and a MACD line above zero. It is presented as a way to identify stocks with recent price movement and positive trend conditions, aimed at short- to medium-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen combines three filters: at least five moving averages converging, appearance on the prior day’s trading activity list, and a 9:25 a.m. gain below six percent. The article frames moving average confluence as a way to identify…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines a daily amplitude threshold, a 2021 date filter, and a weekly crossover of the five-period moving average above the ten-period average. The author presents the crossover as a sign of improving short-term direction, while the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening proposal selects stocks with MACD above zero, a closing price below 12 yuan, and at least one limit-up event during the previous month. The article presents MACD as a technical filter and recent limit-up activity as a sign of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document presents a Chinese equity screening rule that combines daily price amplitude with a stock-code prefix and Bollinger Bands. It describes selecting stocks whose codes begin with 60, whose amplitude exceeds 1%, and whose close lies within the…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

The document describes an MT5 indicator that displays RSI readings across seven timeframes, from M1 through D1. Each timeframe is assigned a momentum category, ranging from oversold and bearish through neutral to bullish and overbought. Users can adjust RSI…

Technical indicatorsMomentum
SuperMind

The document describes a daily stock screen for the metaverse industry. It looks for a newly formed bullish KDJ crossover and a share price of 18.5 yuan, with selection intended before 10:00 and limited to actively trading stocks. It provides an…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document presents long and short voting rules based on a 200-period Envelopes indicator with a stated deviation of 0.35. The long rule returns a positive signal when the ask is at or below the lower band, or lies between the band midpoint and upper band.…

Technical indicatorsMean reversionBacktesting
MQL5 code base

This document explains a Renko-channel indicator that changes bar colors when price moves outside a gray channel. Green marks an upward trend and red marks a downward trend. Bright shades indicate that the candle’s direction agrees with the trend, while dark…

Technical indicatorsTrend followingBreakout
SuperMind

This stock-screening note proposes combining moving-average confluence, a specific closing-price condition, and a high dividend ratio. It describes counting available observations in a short rolling window, checking whether the close equals the stated price,…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This stock-screening note combines three conditions: price amplitude above a threshold, an indicator described as main-force control on the prior day, and ranking by capital strength. It gives a simple money-flow measure based on the difference between…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The document proposes a stock screen combining daily price range, positive price-to-earnings ratio, and revenue growth. It selects stocks whose high-to-low range exceeds one percent of the previous close, whose P/E is positive, and whose revenue in 2021 is…

EquitiesFactor investingTechnical indicatorsRisk management
MQL5 code base

This brief description introduces XFisher_org_v1_Candle, an indicator that displays the output of the XFisher_org_v1 algorithm as candlesticks. The candle values are produced by processing a price time series, which the source says may make the indicator…

Technical indicatorsEquities
SuperMind

This Chinese-language post describes an A-share stock screen combining a robot-related theme, free-float market value below the stated threshold, daily turnover within a specified band, and a rising sequence of five exponential moving averages from shorter…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

This document presents an implementation of John Ehlers’ Adaptive Commodity Channel Index. It estimates a dominant cycle period from price data by smoothing prices, deriving in-phase and quadrature components, and applying a homodyne discriminator. The…

Technical indicatorsCommoditiesStatistics
SuperMind

The document proposes screening Chinese A-share stocks in the metaverse sector using a float-size ceiling of 5.5 billion shares and a condition that the 20-day moving average exceed the 120-day moving average. The moving-average comparison is intended to…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

The document presents a daily pre-open stock screen for Chinese A-shares using three conditions: MACD above zero, closing price below 12, and price amplitude above 1. It defines amplitude from the session high and low relative to the prior close, and…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes an indicator that replaces signal candles with flag-shaped markers, intended to make signals easier to view. Its listed inputs include a moving average period, three rank and shift values, a vertical price offset, a gap in points,…

Technical indicators
MQL5 code base

The document introduces the Force Index, an indicator attributed to Alexander Elder, and explains its basic calculation: the change in closing price multiplied by volume. It describes smoothing this one-period value to reveal directional pressure, noting…

Technical indicatorsMomentum