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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

12,140 documents

SuperMind

This note outlines an A-share selection rule that combines a positive MACD reading, greater displayed buy-one volume than sell-one volume, and more than two limit-up days in the recent ten-day window. The stated intent is to identify stocks with positive…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The post presents a Chinese-equity screening rule combining daily amplitude above 1, a closing price crossing above a moving average, and positive daily MACD. It describes these filters as a way to select stocks with movement, an upward price signal, and…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The Repulse indicator is described as a curve representing bullish or bearish pressure for each candlestick. Its calculation uses all four price values, so the input price cannot be selected independently. The only adjustable setting is the indicator period.…

Technical indicatorsMomentum
SuperMind

This stock screen combines three filters: daily price range of at least 1 percent, free-float market capitalization above 10 billion yuan, and a MACD reading above zero. The article frames these as measures of trading activity, company scale, and technical…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening idea selects stocks with MACD above its zero line, ranks candidates by a measure of individual-stock popularity, and requires a limit-up event within the preceding month. Screening is intended to run before each trading day’s…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The document briefly describes a semaphore-style indicator that seeks trading signals from divergence between fast and slow RSI oscillators. Its comparisons use extreme points drawn from the last five bars, and a signal also requires a qualifying candlestick…

Technical indicatorsMomentum
SuperMind

This stock-selection screen combines three technical conditions: a 14-period RSI below 65, a daily gain greater than 1%, and a closing price above the 250-day moving average. It limits the universe to main-board stocks. The accompanying rationale treats RSI…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a Chinese equity screen that ranks stocks by volume ratio, keeps the top 100, limits float market value to 5.5 billion shares or less as stated in the source, and selects companies listed in 2021. It frames high relative trading activity…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document presents a Chinese-equity screening rule that combines relative trading activity, a one-day decline, and a rising trend filter. It selects stocks ranked among the top 100 by volume ratio, with the day’s decline between 4% and 5%, and requires…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

The document describes a Dynamic Momentum Index (DMI) that adjusts its calculation period as volatility changes. It estimates volatility from price variability, smooths that estimate, and scales a base period accordingly, subject to configurable lower and…

Technical indicatorsMomentumVolatilityStatistics
SuperMind

This Chinese stock screening post combines moving-average confluence, a named morning-star pattern associated with Kute Intelligent, and recent limit-up performance. It describes the initial screen as requiring more than two limit-up days within ten days,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a Chinese stock screening approach that combines daily price amplitude, ranking by net large-order volume, and a weekly MACD above zero. The stated rationale is that larger amplitude may offer short-term trading opportunities,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This screening approach selects Shenzhen Main Board stocks using three groups of conditions: daily price amplitude above 1%, a positive 10-day gain below 35%, and valuation limits. The article specifies a price-to-earnings ratio above zero and below 29.01,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-selection note describes a screen requiring price amplitude above 1, a turnover-weighted ratio of the current opening-auction volume to the prior day’s volume between 0.5 and 2, and a newly formed KDJ bullish crossover. The intended…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator combines Bollinger Bands, a Keltner channel, and a momentum histogram to identify volatility conditions and describe trend direction and strength. When the Bollinger Bands are inside the Keltner channel, the indicator marks a relatively quiet,…

Technical indicatorsBreakoutVolatilityMomentum
SuperMind

The proposed screen selects stocks associated with the metaverse theme when MACD crosses above its signal line and circulating market capitalization falls between 5 and 10 billion yuan. It presents the combination as a way to pair a technical entry signal…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock selection method screens mainland China main board shares for robot-concept exposure, turnover between 3% and 12%, a daily gain above 1%, and circulating market capitalization below 10 billion yuan. The document presents the rules as a way to…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This short stock selection note combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and price above its five-day moving average. The author presents theme exposure as a…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

The article explains “price desensitization”: a cyclical company’s shares stop advancing, or weaken, while the underlying commodity price continues to rise. Its proposed rationale is that equity prices anticipate earnings and may have priced in future gains…

EquitiesCommoditiesMomentumRisk management
MQL5 code base

The differential indicator compares accumulated positive and negative close-price changes over a user-selected number of bars. It displays separate bull-power and bear-power lines, calculated from positive and negative increments respectively. The…

Technical indicatorsMomentumTrend followingEquities
SuperMind

This stock screen combines three conditions: amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute interval, and a product of price change and large-order net volume above a stated cutoff. The document interprets the amplitude…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection post proposes filtering for shares with daily MACD above zero, price amplitude greater than 1, and no limit-up close on the previous day. It frames positive MACD as a sign of an upward trend and larger amplitude as a source of…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock selection proposal filters for an RSI below 65, a rising DEA line from MACD, and a quoted gain below 6% at 9:25 a.m. It is framed as a way to find shares with moderate short-term gains while retaining improving indicator conditions. The…

China marketsEquitiesTechnical indicatorsMomentum