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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
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 A-share stock screen combines daily turnover, a rising DEA signal, and circulating market capitalization. It seeks stocks with turnover between 3% and 12%, capitalization between 5 billion and 10 billion yuan, and an upward-moving DEA measure. The…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

This indicator draws median Renko box boundaries on a price chart. Like conventional Renko construction, it is independent of elapsed time: the displayed upper and lower prices remain in place until price moves far enough to trigger a new box. The box size…

Technical indicatorsTrend following
SuperMind

This post proposes a Chinese stock screen combining membership in the metaverse theme, an upward-moving 30-day moving average, and a rounded price pattern. It presents the pattern as a way to describe recent price structure and includes sample indicator…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a Chinese A-share stock screen using a turnover-rate range of 3% to 12%, excluding Beijing-listed shares, and requiring at least two limit-up days within the previous 500 trading days. It frames limit-up events as a possible signal of…

China marketsEquitiesSentimentTechnical indicators
SuperMind

This Chinese-market stock screen combines price movement, company profitability, market capitalization, and opening-auction buying activity. It selects shares with amplitude above 1, market capitalization within the stated 10-billion limit, positive net…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock-selection rule combines three filters: amplitude above 1, a daily maximum decline between 4% and 5%, and a daily MACD value above zero. The stated rationale is to look for shares with notable price movement that have also retained a positive…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese stock-screening proposal combines a minimum daily amplitude, three consecutive limit-up closes on the previous day, and evidence of a limit-up within the prior 25 trading days. The refined criteria raise the amplitude threshold to 1.5% and…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

Gaus_MA is a moving-average indicator that modifies a linearly weighted moving-average approach. Instead of using ordinary linear smoothing coefficients, it calculates the weights with a radial basis function, specifically a Gaussian function. The document…

Technical indicatorsStatistics
MQL5 code base

This tool description covers a chart indicator that identifies upward, or bullish, and downward, or bearish, pinbars. Users can adjust parameters that define pinbar structure and detection logic, then display detected patterns as colored arrows. It also…

Technical indicators
SuperMind

This Chinese A-share screening idea combines membership in a metaverse-related category, a positive return, and a money-flow strength ranking. The article’s final version adds a positive market-capitalization condition. Its example formula compares a 21-day…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This reference explains Stochastic RSI as a stochastic calculation applied to RSI values rather than directly to price. It identifies six adjustable settings: the lookback periods for the stochastic %K and %D lines, a slowing period, the RSI period, and…

Technical indicatorsStatisticsEquities
SuperMind

This stock-selection rule targets equities listed in 2021, with turnover between 3% and 12%, and a 20-day moving average above the 120-day moving average. The article explains the short-over-long moving-average relationship as a trend or buy-signal filter…

EquitiesTechnical indicatorsMomentumChina markets
Freqtrade

This Freqtrade strategy framework uses sets of generated buy and sell rules, called spells, assembled from technical indicators, operators, and numeric thresholds. Its documentation describes deriving the rules through hyperoptimization, then assigning…

EquitiesTechnical indicatorsMachine learningBacktesting
SuperMind

This Chinese stock-screening note describes selecting equities with turnover between 3% and 12%, seven consecutive daily price declines, and a price above its 250-day moving average. It includes formula and Python examples intended to express those…

EquitiesTechnical indicatorsChina markets
ProRealCode

The DELOREAN sto SC-SV v.2.0 is described as a stochastic-style oscillator intended for volatile instruments, with Bitcoin and DAX40 given as examples. It first locates the close within a rolling high-low range, smooths that reading into K and D lines, then…

Technical indicatorsVolatilityCryptoFutures
MQL5 code base

This short description presents ColorBullsCandle, a candlestick-style visualization of the ColorBulls indicator. It says the candles are generated by applying the indicator algorithm to a relevant price time series and suggests that this display may offer a…

Technical indicators
SuperMind

The document describes a Chinese stock screen requiring daily amplitude above 1, RSI below 65, and circulating market value between 5 billion and 10 billion yuan. It presents amplitude as a measure of price movement, RSI as an indicator of overbought…

EquitiesTechnical indicatorsMomentum
SuperMind

This post proposes screening Chinese metaverse-related stocks for a morning gain below 6% and a possible start of an upward move. Its technical description looks for a short moving average that was below a longer moving average and has since crossed above…

EquitiesMomentumTechnical indicatorsChina markets
BigQuant

This indicator identifies possible divergences between price and a 14-period relative strength index by comparing successive local turning points. A bullish setup occurs when price makes a lower low while RSI makes a higher low; a bearish setup occurs when…

Technical indicatorsMomentumBreakout
SuperMind

This post describes a Chinese equity screen that selects stocks with daily amplitude above 1%, a positive but below 35% ten-day return, and a price under 12. It explains the intended rationale: seek active stocks that have risen without an extreme recent…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This Chinese A-share screening idea combines three filters: membership in the beverage and alcohol import-export industry, RSI below 65, and a reversal-candle condition. The accompanying formula and Python example calculate a 14-period RSI and apply the…

EquitiesChina marketsMean reversionTechnical indicators
MQL5 code base

The document outlines an expert-advisor strategy that looks for a new low during a downtrend alongside an oversold RSI reading to buy, and a new high with corresponding overbought conditions to sell. Users can set the lookback period for trend conditions, a…

ForexMean reversionTechnical indicatorsRisk management
MQL5 code base

The document describes a colorized Schaff Trend Cycle indicator calculated from the difference between two TriX oscillators with different periods. It identifies the underlying components and presents the indicator as a charting tool, but gives no parameter…

Technical indicatorsTrend following
MQL5 code base

The described Expert Advisor looks for directional alignment among five moving averages with periods of 10, 20, 50, 100, and 200. It opens a buy when the shorter averages are ordered above the longer ones, and a sell when their order is reversed. An ADX…

ForexTrend followingTechnical indicatorsBacktesting