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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

12,140 documents

SuperMind

This short-term stock-screening idea combines positive returns, capital-flow strength ranked from high to low, and a shrinking MACD histogram on a fifteen-minute chart. The document describes volume-related measures as proxies for buying or selling pressure…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening approach combines membership in the metaverse theme with a minimum circulating market capitalization and a weekly moving-average crossover. It selects stocks when the five-week average crosses above the ten-week average, using the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a technical screen for Chinese A-share stocks. It selects stocks with turnover between 3% and 12%, a newly formed bullish KDJ crossover, and a close at or above the 20-day moving average, with a date condition tied to 2021. The page…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

The document presents a two-hour strategy adapted for Brent crude, combining smoothed RSI crossover signals from the Traders Dynamic Index approach with Heiken Ashi price values and a shifted moving average of typical price. Long entries occur when the…

CommoditiesTechnical indicatorsMomentumPosition sizing
SuperMind

This post describes a stock screen that combines a daily amplitude threshold, a weekly MACD condition, and a maximum share price. The intended candidates are low-priced stocks with sizable price movement and a positive MACD reading. It shows corresponding…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This screening idea selects Chinese stocks using three short-term signals: a high volume ratio, upward alignment or movement in the five-, ten-, and twenty-day moving averages, and more than two limit-up sessions within the prior ten days. The volume ratio…

China marketsEquitiesMomentumBreakout
SuperMind

This Chinese stock-selection note proposes filtering shares by three conditions: daily amplitude above 1, at least two limit-up sessions over the preceding 500 days, and circulating share capital no greater than 5.5 billion shares. The article treats…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This Chinese stock-selection note combines three daily and weekly technical conditions: amplitude above 1, upward divergence among today’s moving averages, and weekly MACD above its zero line. The proposed rationale is that price movement and rising averages…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines a price-amplitude threshold, simultaneous moving-average crossovers, and rising lows. The proposed interpretation is that progressively higher lows during a decline may signal a possible reversal. The document sketches a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a Chinese equity screening rule that combines daily amplitude above a threshold, a limited price gain at the 9:25 auction, and positive net buying attributed to major participants. The rationale is to select stocks showing price…

EquitiesChina marketsMomentumVolatility
SuperMind

This stock screen selects shares with a daily amplitude above the stated threshold, a closing price above the five-day moving average, and weekly MACD above zero. The article interprets the range condition as indicating movement, the moving-average filter as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection method combines three filters: a daily increase in position share above the stated threshold, the previous close above the 250-day moving average, and a shortening green MACD histogram on a 15-minute chart. The post interprets the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen focuses on companies in the Metaverse industry. It selects shares trading above their five-day moving average and experiencing a stated daily decline in the roughly four-to-five-percent range. The idea combines a short-term upward…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection proposal looks for equities with MACD above zero, a signal described as main-fund control on the previous day, and no limit-up close on that day. The MACD condition is intended to identify positive trend momentum; the control measure is…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-market stock screen combines a market-capitalization floor with turnover between 3% and 12%, a newly formed KDJ golden cross, and large-order net inflows above 0.05 for at least three consecutive days. The article frames turnover as a liquidity…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

MUV Cloud is described as a fast trend indicator based on two XMUV moving averages. It displays two oscillator lines derived from simple and exponential averaging, with their values transformed to a range from minus 100 to plus 100. The cloud color indicates…

Technical indicatorsTrend followingMomentum
SuperMind

This Chinese stock-selection idea screens for shares with MACD above its zero line, ranks candidates by individual-stock popularity, and applies a filter described as excluding certain prior-day engulfing patterns. The article says the screen is run after…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese A-share screening proposal combines a price-amplitude threshold with a weekly moving-average crossover and simultaneous bullish crosses among several technical measures. It describes selecting stocks when the five-period weekly average crosses…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The William Blau Candlestick Index is presented as a smoothed oscillator built from candlestick momentum. Its calculation applies three successive exponential moving averages to candlestick momentum, then divides that result by a similarly smoothed measure…

Technical indicatorsMomentumVolatility
SuperMind

This screen selects Chinese shares whose daily amplitude exceeds one, whose average price is above the five-day moving average, and whose stock code begins with 60. The document interprets a larger range as a sign of trading activity and price above the…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock-selection screen looks for shares with a daily amplitude greater than one, a listing history longer than a year, and a latest close above the previous session’s low. The stated rationale is that a meaningful daily range filters out quiet shares,…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document presents a China-market stock screen that combines membership in the metaverse industry, a rounding-shaped price pattern, a daily gain above one percent, and main-board listing status. It frames the pattern and recent positive return as…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator description defines arrow-buffer values using two separate conditions. One compares the closing price with a moving average: a higher close receives a positive value, while a lower close receives a negative value. The other checks the…

Technical indicatorsMomentum
SuperMind

This Chinese-market stock screen selects listed, non-special-treatment main-board shares that meet three conditions: turnover between 3% and 12%, best bid volume greater than best ask volume, and at least two limit-up events within the previous 500 days. It…

EquitiesChina marketsMomentumMarket microstructure