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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-screening rule combines three conditions: daily amplitude above 1%, a positive gain over ten days below 35%, and a rising DEA, the signal line associated with MACD. The article frames the range filter as a way to find volatile shares and the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen selects shares with MACD above zero, a price below 12 yuan, and a positive 10-day return below 35%. It combines a trend indicator with a low nominal price constraint and a recent-momentum band, intended to exclude shares with negative or…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share screening example combines three conditions: a positive MACD reading, membership in the beverage and alcohol industry, and a dividend ratio above 25% for 2019. The note also shows a portfolio routine that selects from a large-cap index universe,…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This document introduces a chart indicator that displays a moving average together with a colored background cloud. The moving average acts as the boundary between color regions, giving a visual way to distinguish price conditions around the average. The…

Technical indicatorsTrend following
SuperMind

This note describes an A-share screening rule combining daily price range, a fixed closing price, and turnover. It selects stocks with a high-low range above 1%, a close at 18.5 yuan, and turnover between 3% and 12%. The rationale is to find shares showing…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This short description introduces a higher-timeframe version of the Color Standard Deviation indicator. Its main configurable feature is a timeframe input, with the example default set to a four-hour chart period. The document also states that the base Color…

Technical indicatorsVolatility
SuperMind

This Chinese-language post proposes screening A-share stocks when the daily high-low range exceeds 1%, the KDJ indicator has just formed a bullish cross, and the stock appeared on the previous day’s public top-trader list. It frames the range as a volatility…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document explains an indicator that displays trend direction across selected chart timeframes in one panel. For each timeframe, it independently compares a fast moving average with a slow moving average: the fast average above the slow one is bullish,…

Technical indicatorsTrend followingMulti-asset
SuperMind

This stock-selection note combines three conditions: amplitude above 1, a listing on the prior day's trading leaderboard, and positive daily MACD. It interprets amplitude as evidence of short-term movement, leaderboard presence as a sign of market attention,…

EquitiesMomentumTechnical indicatorsVolatility
SuperMind

This note proposes a simple Chinese equity screen using amplitude above 1, a closing price of 18.5 yuan, and a turnover rate between 2% and 9%. It presents amplitude as a measure of price movement and turnover as a measure of trading activity, then suggests…

EquitiesVolatilityTechnical indicators
MQL5 code base

The Absolute Strength indicator measures the relative strength of buyers and sellers in points, presenting it as an alternative to RSI, Stochastic, and DMI. The description says point-based values can show finer-grained changes in strength than…

Technical indicatorsMomentumStatistics
SuperMind

This stock-selection note proposes screening for shares whose daily range exceeds 1%, whose KDJ indicator has just produced a bullish cross, and whose turnover lies between 2% and 9%. It explains the intended roles of the filters: range as a measure of…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This brief description presents an Envelopes indicator that fills the space between its channel lines as a cloud. It can display the latest channel values as price labels and round channel levels to a user-selected number of digits. The digit setting is an…

Technical indicatorsEquities
SuperMind

This note describes a technical screen for metaverse-related stocks. It combines a bullish MACD crossover with two moving-average crossovers: the 5-period average crossing above the 10-period and 20-period averages. It also includes a condition referring to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening stocks in the metaverse industry whose opening price is near the 10-day moving average and whose float market capitalization is between 5 billion and 10 billion yuan. Its indicator example frames the price condition as a move…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This note describes a China A-share screening rule that combines price range and volume activity. It selects stocks with an amplitude above 1, a product of prior-day turnover and the ratio of auction volume to prior-day volume between 0.5 and 2, and a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

The document describes a short-term screen for Chinese stocks associated with the metaverse theme. It selects names whose prior-day actual turnover falls between 3% and 28% and whose reported outside-volume to inside-volume ratio exceeds 1.3. The article…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document presents an equity-selection idea that combines an upward-moving 30-day average with an RSI below 65, then ranks candidates by stock popularity. It frames the rising average as a sign of favorable recent direction and the RSI ceiling as a way…

EquitiesTechnical indicatorsMomentum
SuperMind

This document outlines an equity screen combining a daily price-range condition, a market-capitalization ceiling, positive profits, and a price pattern described as a rounded arc. Its proposed version requires a range above 1%, capitalization below 10…

EquitiesTechnical indicatorsRisk managementPosition sizing
ProRealCode

This indicator presents a configurable version of the Guppy multiple moving average display. Users choose a minimum and maximum moving-average period, the increment between periods, and the transparency of the plotted lines. The example settings use periods…

Technical indicatorsTrend following
SuperMind

The post proposes screening main-board stocks for a price amplitude above a threshold, institutional participation above 25% over a 15-day period, and a current-session gain greater than 1%. It frames the combination as a way to identify volatile stocks…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock screen selects equities whose daily price range exceeds a threshold, that have been listed for more than a year, and whose previous session return is positive. The post presents these filters as a way to find active, more established stocks that…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock-selection rule combines a minimum daily price amplitude, a bounded turnover rate, and a positive daily MACD reading. The stated rationale is to use amplitude and turnover as measures of trading activity, then use MACD as a technical filter…

China marketsEquitiesMomentumTechnical indicators