Skip to content

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

12,140 documents

SuperMind

This A-share screening rule combines a turnover range of 3% to 12%, a newly formed KDJ golden cross, and a control-activity reading above 21. The article treats turnover as a measure of trading activity, the KDJ cross as a technical buy signal, and the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection concept ranks shares by fund-flow strength, looks for a weekly five-period moving average crossing above the ten-period average, and uses a shortening MACD histogram below zero on a 15-minute chart as an entry signal. The post interprets…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This screening rule targets Shenzhen main-board stocks with turnover from 3% to 12%, a newly formed KDJ bullish crossover, price-to-earnings ratio from 0 to 29.01, and price-to-book ratio from 0 to 3.11. The document frames the filters as a combination of…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese stock-selection proposal combines a cash-flow strength ranking, a share-price condition, and a historical dividend payout threshold. Its initial description cites a price of 18.5 yuan and a 2019 dividend ratio above 25%, with stronger capital…

EquitiesChina marketsFactor investingMomentum
MQL5 code base

This indicator presents the BullsBearsEyes oscillator state across ten timeframes using a set of colored squares. Pink indicates that the oscillator is below its oversold threshold, light blue indicates that it is above its overbought threshold, and gray…

Technical indicatorsMulti-assetMomentum
MQL5 code base

This direction filter describes three ways to screen potential buy and sell setups with moving averages. The Power Trend scenario requires fast, intermediate, and longer EMAs to be aligned in order; sell conditions reverse the ordering. The Medium MA Bounce…

Technical indicatorsTrend followingMomentum
SuperMind

This Chinese stock screen admits candidates when daily amplitude exceeds 1%, at least one limit-up occurred during the prior 25 days, and weekly MACD is above zero. The rationale is to combine elevated price movement, evidence of recent demand, and a…

EquitiesChina marketsMomentumVolatility
SuperMind

This stock-screening proposal selects candidates before each trading day using three conditions: MACD above zero, positive trailing earnings multiple, and a positive large-order net-volume measure. The article interprets the MACD condition as evidence of an…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a Zero Lag RSI oscillator presented as a colored histogram, designed to reduce delay compared with a conventional RSI. It lists configurable controls for two smoothing periods, five RSI factors and their corresponding periods, and the…

Technical indicatorsMomentumMean reversion
MQL5 code base

This short description presents BlauCMomentum, a candlestick momentum indicator based on William Blau’s book on momentum, direction, and divergence. It says the indicator displays signals as colored signs and represents trend with color, offering a visual…

MomentumTechnical indicators
MQL5 code base

This manual explains a MetaTrader indicator suite that charts several CFTC report families, including standard Commitments of Traders, disaggregated reports, financial futures, index traders, and largest-position data. It describes measures of absolute and…

FuturesCommoditiesTechnical indicatorsMomentum
MQL5 code base

The document describes custom indicator functions that generalize the standard Accelerator Oscillator, Awesome Oscillator, Bears Power, and Bulls Power calculations. The AC variant computes a difference between two moving averages of a selected price, then…

Technical indicatorsMomentum
SuperMind

The document describes a Chinese equity screening rule that combines daily price range, recent turnover, opening auction volume, and price highs. It selects stocks whose amplitude exceeds 1, whose previous-day turnover rate multiplied by the ratio of today’s…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The screen begins with stocks whose short-term trend is positive relative to a longer moving average, whose recent ten-day return is positive but below 35%, and whose multiple moving averages cluster together. The text interprets alignment as relative…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

The screen selects stocks with an amplitude measure above one, RSI below 65, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. It combines a short-term price range condition and a momentum or…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This post proposes a Chinese equity screen combining daily price amplitude above a threshold, a positive weekly MACD reading represented as a red bar, and exclusion of the STAR Market. It gives formula and Python examples for applying the conditions, then…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document presents a Relative Moving Average framework that ranks the latest price within a trailing window after normalizing closes around their simple moving average. Its primary output is a fractile from zero to one, intended to make the current…

StatisticsTechnical indicatorsMomentumTrend following
SuperMind

The document describes a Chinese A-share screen for stocks associated with the metaverse concept. It selects companies with a circulating share count at or below 5.5 billion and a ten-day price gain above zero but below 35 percent. The stated rationale is to…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This indicator method draws trendlines through successive pivot highs and lows in a 14-period RSI, then marks crossings beyond those lines as possible momentum shifts. A pivot is identified using a configurable lookback window; lines are drawn when…

Technical indicatorsMomentumBreakoutRisk management
SuperMind

The document describes a Chinese A-share screening rule that combines MACD above zero, positive price-to-earnings ratio, and positive net buying attributed to major participants during the opening auction. It presents the MACD components and an OBV-based…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection proposal screens for shares with MACD above its zero line, ranks candidates by individual-stock popularity, and retains stocks whose ten-day price change is positive but below the stated upper bound. Selection is described as…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen targets companies in a designated metaverse industry group and requires a MACD crossover, a rising DEA line, and exclusion of STAR Market listings. The stated MACD parameters are 12, 26, and 9. The post presents the rules as a way to…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document proposes screening Chinese stocks by turnover rate, recent price performance, and market-board exclusions. The stated rules select stocks with turnover between 3% and 12%, a ten-day gain above zero but below 35%, and exclude the ChiNext and…

EquitiesChina marketsMomentumTechnical indicators