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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 note presents a simple stock screen for companies in the metaverse theme with circulating market capitalization above 10 billion yuan. It selects stocks whose opening price is within roughly five percent of the ten-day moving average of opening prices.…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This note describes an A-share stock screen combining daily amplitude above 1%, a robot-industry theme, circulating market capitalization below 10 billion yuan, and positive recent net profit. It also refers to ordering candidates by popularity. The…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese equity screen combines a daily amplitude threshold, at least two limit-up events over a 500-day lookback, and a three-session limit-up streak ending the prior day. It aims to find shares with substantial price movement and repeated strong upward…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This stock selection idea ranks shares by volume ratio and retains the top 100, then filters for stocks listed for more than 30 days whose 30-day moving average is rising. The intended rationale is to combine unusually high recent trading activity with a…

EquitiesMomentumTechnical indicatorsStatistics
BigQuant

A stock screen for a moving average crossover can return no matches if its query loads only the target date. The note explains that time-series indicators need earlier observations to calculate their rolling values, so the data query should begin before the…

EquitiesTechnical indicatorsStatistics
SuperMind

The screen selects Chinese stocks when the daily high-low range exceeds 1% of the low, the KDJ J line has just crossed above its D line, and the 20-day moving average is above the 120-day average. The author interprets the range condition as a sign of…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This indicator draws the current daily candle on a chart running at another timeframe. It reads the daily open, high, low, and close, then uses colored rectangles to show the candle body and its upper and lower ranges. Green represents a close at or above…

Technical indicators
Stratmill research code

This code sample implements parts of the Alpha101 factor set using historical equity fields such as open, high, low, close, volume, returns, and volume-weighted average price. The formulas combine rolling ranks, moving averages, correlations, price changes,…

EquitiesFactor investingTechnical indicatorsStatistics
SuperMind

This stock-selection idea screens Chinese A-shares by requiring a daily high-low range above a threshold, excluding stocks that hit the upper price limit on the previous day, and omitting Beijing-listed shares. The stated rationale is that a larger range may…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document describes a simple signal indicator based on crossovers between moving averages with different periods. It frames the indicator as most appropriate when prices are trending, because repeated false triggers in a flat market can make its use…

Technical indicatorsTrend following
ProRealCode

The document describes a long-only strategy for the DAX using four-hour bars. It combines a detrended price oscillator with a Repulse indicator intended to capture candle buying and selling pressure. The system opens a long position when both readings exceed…

FuturesTrend followingTechnical indicatorsRisk management
SuperMind

This document outlines a Chinese equity screening rule combining three conditions: a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and a prior session that did not close at the daily limit-up threshold. The…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

RIND is a range indicator that compares the daily high-to-low range with the gap between the current close and the previous close. Its stated interpretation is that larger intraday movement relative to the interday change can signal that a trend is ending,…

Technical indicatorsVolatilityTrend following
SuperMind

The document describes a trend-following indicator package intended to support swing trading. It claims to provide entry opportunities, warn when a trade following an initial signal carries risk, and help identify when a trend may be nearing its end. A…

Trend followingTechnical indicatorsRisk managementBreakout
MQL5 code base

The indicator presents Stochastic oscillator readings from ten timeframes together in a color-coded display. For each timeframe, it uses the latest closed bar: pink marks a reading below the oversold threshold, green marks one above the overbought threshold,…

Technical indicatorsMomentum
MQL5 code base

The document describes a technical indicator that identifies fractal points using a configurable number of bars on each side of a central candlestick. Its single setting controls that window size, allowing the same method to detect patterns such as 1-by-1 or…

Technical indicators
MQL5 code base

The document describes an Expert Advisor that trades signals from the TSI DeMarker trend indicator. It generates a signal at bar close when the indicator cloud changes color. The setup depends on installing the compiled indicator in the trading terminal’s…

CommoditiesTechnical indicatorsBacktesting
SuperMind

The post presents a stock selection rule combining RSI below 65, displayed best-bid volume greater than best-ask volume, and exclusion of stocks that hit the prior day’s upper price limit. Its example code adds a positive daily price-change condition, so the…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This Chinese stock-selection post combines a daily amplitude threshold with a ratio involving the previous day’s turnover and the current opening-auction volume relative to the prior day’s volume. It also describes selecting stocks when three moving…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor uses a color change in the Chaikin Volatility Stochastic indicator as its trading signal. It evaluates the signal when a bar closes and opens a trade when the indicator’s cloud changes color. The required compiled indicator must be…

ForexVolatilityTechnical indicatorsBacktesting
ProRealCode

This indicator description outlines a configurable version of the True Strength Index (TSI). It applies successive moving-average smoothing to a rate-of-change series, then divides that smoothed directional measure by a similarly smoothed series of absolute…

Technical indicatorsMomentumBacktesting
MQL5 code base

The Damiani Volatmeter is presented as an indicator for distinguishing trending conditions from flat or quiet markets. Its settings include two lookback periods called viscosity and sedimentation, a threshold, an optional lag suppressor, and the price series…

Technical indicatorsVolatilityTrend following
MQL5 code base

The ms-Candle Index estimates the direction and strength of each price bar using its range, body, and possible gaps. It is presented as a continuation of an earlier candle indicator, motivated by the limits of judging direction from open and close prices…

Technical indicatorsStatisticsMomentum
SuperMind

The document presents a Chinese stock-selection screen that filters for price amplitude above one percent, excludes Beijing-listed A shares, and keeps stocks with turnover between three and twelve percent. It frames amplitude and turnover as rough measures…

EquitiesChina marketsTechnical indicators