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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 selection example combines a positive MACD reading and rising, diverging daily moving averages with filters for Shenzhen Main Board companies. It restricts price-to-earnings and price-to-book ratios to stated ranges, then suggests sorting…

EquitiesChina marketsTechnical indicatorsMomentum
FMZ forum

This article argues that technical analysis should be treated as a probabilistic aid rather than a dependable forecast. It warns against trusting a single signal, applying one method in every market, and holding a position after price action invalidates the…

Technical indicatorsStatisticsRisk managementFutures
SuperMind

The article proposes screening Chinese stocks in the metaverse theme using concurrent technical signals and a measure of large-order net buying. Its stated conditions are three upward crossovers—MACD over its signal line, price over the five-day average, and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese equity screening rule combining turnover, displayed order-book volume, and intraday price range. It selects stocks with turnover between 3% and 12%, greater displayed bid volume than ask volume, and an amplitude threshold…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This note describes a Chinese stock screen combining turnover between 3% and 12%, a daily gain greater than 1% relative to a market or sector comparison, and metaverse-related classification. It frames the method as a blend of price activity and thematic…

EquitiesChina marketsMomentumVolatility
SuperMind

This note outlines a Chinese equity screen combining daily price range, a stock-code filter, and weekly MACD conditions. It selects shares whose high-to-low range exceeds 1% of the prior close, whose code begins with 60, and whose weekly MACD signal is above…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

The Volume Price Momentum Oscillator combines trading volume with the direction and size of the latest close-to-close price change. It first forms a raw measure by multiplying volume by the difference between the current close and the previous close. It then…

Technical indicatorsMomentum
SuperMind

This stock-selection idea builds a watchlist from three conditions: daily price amplitude above one percent, at least one limit-up event in the prior 25 days, and a previous-day 09:15 matching price at the limit down. The accompanying rationale treats large…

China marketsEquitiesVolatilitySentiment
MQL5 code base

This brief note describes an NRatio indicator variant that lets the user choose a chart calculation timeframe through an input parameter. The example defaults to a four-hour timeframe, so the indicator can be configured to use data from a timeframe different…

Technical indicators
SuperMind

This Chinese equity screening method evaluates stocks after each trading day’s close. It selects stocks whose MACD is above zero, whose price-to-earnings ratio is positive, and whose MACD is rising relative to the prior observation. The document presents the…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes a MetaTrader 5 repeater indicator that lets users choose the timeframe used by the XMA-XN indicator. Its example sets the input to a four-hour chart period, while the timeframe itself can be selected through the indicator’s…

Technical indicators
SuperMind

This Chinese equity screen selects stocks with an amplitude above 1, circulating market capitalization above 10 billion yuan, and no limit-up on the previous day. The stated rationale is to combine a volatility threshold with company size while excluding…

EquitiesChina marketsVolatilityTechnical indicators
ProRealCode

This indicator recasts Ichimoku components as a multi-layer oscillator intended to summarize trend alignment in a separate chart window. Its layers combine price relative to the cloud, lagging-span momentum, the conversion-line versus base-line relationship,…

Technical indicatorsTrend followingMomentumRisk management
SuperMind

This daily stock screen combines a positive MACD reading with a ranking by individual-stock heat and moving-average confluence. The initial description calls for at least five overlapping moving averages, while the final proposed logic relaxes that condition…

EquitiesMomentumTechnical indicatorsSentiment
MQL5 code base

This trading system uses changes in the color of a Directed Movement Candle indicator to trigger trades. A signal occurs when a bar closes and the indicator changes from blue to pink or from pink to blue. The document describes an Expert Advisor setup that…

ForexTechnical indicatorsBacktesting
SuperMind

This Chinese A-share screen selects main-board stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a daily close more than 1% above the previous close. The article also gives a formula reference and a Python example…

EquitiesMomentumBreakoutChina markets
MQL5 code base

This indicator modifies a ZigZag tool by automatically drawing Fibonacci retracement and projection levels from detected swing highs and lows. The user can choose which swing in the ZigZag sequence supplies the anchor points, such as the first, second, or…

Technical indicatorsBreakout
MQL5 code base

This document describes a version of a DeMarker histogram indicator that lets the user select the chart timeframe used for its calculations. The provided default is a four-hour period, while the timeframe can be changed through an input parameter. This…

Technical indicators
SuperMind

This stock-selection proposal targets Chinese equities associated with the metaverse concept. It screens for a volume ratio between 1.5 and 6 and a weekly moving-average crossover, then adds a positive price-to-earnings ratio below 150 in its final stated…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The document explains a chart indicator that marks consolidations and subsequent price expansions. It compares closing prices with a moving average and uses an ATR-based band to define a range. When prices move beyond the band, the box color changes to…

Technical indicatorsVolatilityBreakoutRisk management
SuperMind

This stock-selection post describes a screen for companies classified in the metaverse industry. Its stated criteria include a volume ratio above 1.5 and below 6, at least one daily gain of 10% or more during the prior 25 trading days, and, in the final…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This brief indicator description explains a chart transformation that moves price data into a new coordinate system by shifting the price axis. To use it, the trader first creates a trendline object on the chart, then supplies that object’s name as the…

Technical indicatorsForex
vn.py community

A VeighNa community exchange considers why a CTA strategy’s moving-average values may appear stale after pausing and restarting. The response suggests several possible causes: cached bar data not being restored or refreshed, strategy variables not being…

FuturesTechnical indicatorsExecution