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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 note describes a screen for beverage and alcohol import-export companies. It combines turnover between 3% and 12% with prior-day trading activity above the stated 60 million threshold. The article also gives formula and Python examples…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-screening method combines a 14-period RSI below 65, three consecutive bearish daily candles, and a positive daily MACD condition. The document presents the combination as a way to find shares with recent short-term weakness while retaining a…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document proposes screening Chinese equities for three conditions: price amplitude above a threshold, the close above its five-day moving average, and a positive Morning Star candlestick signal. It presents the combination as a way to find stocks with…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

The document introduces a version of the Fisher Transform indicator that lets the user select the timeframe from its input settings. The example setting defaults to a four-hour period, showing that the indicator can draw on a chart period chosen separately…

Technical indicatorsMomentum
MQL5 code base

The document describes a trading expert advisor built around zone-recovery hedging. It says the approach averages positions and uses a targeted take-profit line, with trades entered either manually or automatically. Its automatic mode uses a multi-timeframe…

ForexMean reversionTechnical indicatorsRisk management
SuperMind

This stock screen combines three technical conditions: daily amplitude above a stated threshold, a positive weekly MACD histogram, and at least five moving averages meeting a convergence condition. The post describes these as a way to find volatile stocks…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

QQESign is a technical indicator that converts signals from the Quantitative Qualitative Estimation (QQE) oscillator into semaphore arrow markers. It triggers when the oscillator’s main line crosses its signal line, using the crossover as the basis for a…

Technical indicatorsForex
SuperMind

The document proposes a Chinese stock screen combining market capitalization below 10 billion yuan, no reported losses, a convertible-bond-related name field, and at least five moving averages that converge. It suggests using 5-, 10-, 20-, 50-, and 200-day…

China marketsEquitiesTechnical indicatorsTrend following
BigQuant

The document addresses a screening condition that combines a stock closing above a rolling maximum with a recent limit-up requirement. The questioner reports that the combined filters return no candidates even though individual conditions seem to identify…

China marketsEquitiesBreakoutTechnical indicators
MQL5 code base

The document describes an indicator that expresses average true range (ATR) as a percentage of an instrument’s price. Showing typical candle movement in percentage terms is intended to make volatility easier to compare across symbols with different price…

VolatilityTechnical indicatorsRisk managementCrypto
SuperMind

The document describes a Chinese equity screen that combines a daily price range threshold, current trading volume above 10,000 lots, a high opening price, and at least one limit-up event within the preceding 25 days. It presents these conditions as a way to…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screen combines an RSI threshold below 65, a product of price change and a large-order flow measure, and membership in the metaverse theme. The article presents the components as technical, capital-flow, and market-theme filters. It…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines amplitude above 1, exclusion of stocks marked ST, selection before 10 a.m., a five-session closing-price high, and positive return. Its sample implementation estimates amplitude from the day’s high and low relative to the…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes a forex Expert Advisor that trades breakouts around a smoothed-candle indicator. A trade signal is evaluated when a bar closes: the breakout level must be above the indicator candle’s high or below its low. The page refers to a…

ForexBreakoutTechnical indicatorsBacktesting
SuperMind

This Chinese equity screen combines three short-term signals: daily amplitude above 1%, net inflow from large orders in the afternoon, and a three-session limit-up streak ending the previous day. It interprets amplitude as evidence of price movement,…

EquitiesChina marketsMomentumVolatility
MQL5 code base

The document explains Renko charts, which draw equal-sized boxes only after price moves by at least a chosen threshold. It describes a version that builds its boxes from minute closing prices regardless of the display chart's timeframe. The stated aim is to…

Technical indicatorsTrend followingBreakoutForex
MQL5 code base

This indicator description explains a method for estimating the relative strength of a chosen currency from closing prices across seven currency pairs containing that currency. A zero reference line represents the average over a configurable period, and a…

ForexTechnical indicatorsMomentum
SuperMind

This document describes a Chinese A-share screening rule that combines turnover, a newly formed KDJ bullish crossover, and a rising-trend condition. Its stated turnover band is 3% to 12%. The referenced formula also checks volume trend and a positive…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article proposes screening Chinese-listed stocks by combining moving-average conditions, a share-concentration threshold, a market-cap ceiling, and a requirement that the company not be loss-making. It presents moving-average alignment as a way to…

EquitiesTechnical indicatorsFactor investingChina markets
ProRealCode

This document explains an indicator that draws horizontal levels at round prices around the current close. Two configurable intervals define major and minor levels, expressed in points or pips and scaled using the instrument’s point size. A separate setting…

Technical indicators
SuperMind

The document explains backtesting as the simulation of a strategy on historical market data to assess returns, risk, and stability. It outlines a workflow from obtaining and checking data, coding rules, and setting dates, capital, fees, and slippage through…

BacktestingRisk managementPortfolio constructionExecution
BigQuant

The article introduces trend following as buying when prices rise and selling when they weaken, then reviews five indicators that may inform such decisions: moving averages, Bollinger Bands, MACD, RSI, and On-Balance Volume. It describes using price relative…

EquitiesTrend followingTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines a daily amplitude threshold, a reversal or engulfing-style candle pattern, sustained return on equity, and a valuation check against the industry average. The refined rules specify a pattern within the most recent three…

EquitiesChina marketsTechnical indicatorsFactor investing