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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

12,140 documents

SuperMind

This proposed equity screen focuses on stocks classified in the metaverse industry. It ranks candidates by the day’s auction amount, retains those among the top five, and combines that ranking with a recent price-high condition. The article first describes a…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-screening proposal combines a price-amplitude threshold, large-order net-volume readings above a stated level for at least three consecutive days, and a rising DEA line. The intended interpretation is that persistent large-order activity may…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document presents a Chinese equity selection rule using amplitude above 1, a condition described as K-line below 20, and today’s increase ratio above 5%. It supplies formula and Python-style examples that add a nonnegative MACD-related filter, compare…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This document describes a Chinese equity screen combining daily amplitude above 1, a positive weekly MACD condition, and price above its five-day moving average. Its refined version adds a market capitalization threshold of 5 billion yuan. The article…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

Qstick is presented as a candlestick-based indicator for assessing directional bias over a chosen period. Readings above zero imply that bullish candles predominate, while readings below zero imply that bearish candles predominate. The document describes the…

Technical indicatorsMomentum
ProRealCode

This indicator tracks the latest confirmed swing high and swing low as stepped resistance and support levels. A pivot is confirmed using bars on both sides, so the displayed level appears only after the specified right-side confirmation period. Break signals…

Technical indicatorsBreakoutMomentumRisk management
SuperMind

This post proposes selecting stocks with RSI below 65, excluding the STAR Market, and filtering for a price increase below 6% at 9:25. The intended screen combines a technical indicator with an early-session price condition and a market-segment exclusion.…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a stock screen using turnover between 3% and 12%, a positive change in the KDJ K line, and descending ranking by a stock heat measure. Its intended approach is to favor shares with rising momentum and greater attention among those meeting…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection idea combines a minimum daily price range, a recent reversal or engulfing-style pattern, and a positive weekly indicator bar. The refined rules specify a range above one percent, a reversal pattern within the past three days, and a…

EquitiesTechnical indicatorsVolatilityMomentum
SuperMind

This article outlines a short-term screen for metaverse-related Chinese stocks. Candidates must have a positive return and more than two limit-up price moves within the preceding ten days. The example formula identifies daily highs near the stated…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese A-share stock screen combining a 14-period RSI below 65, at least two limit-up days within 500 days, and 2021 revenue more than 1.1 times 2018 revenue. Its Python example adds further filters for positive earnings per share…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This short-term screening idea selects stocks classified in the metaverse theme during 2021, appearing on the previous day’s trading leaderboard, and showing a positive return over the prior ten days below 35 percent. The post presents leaderboard appearance…

China marketsEquitiesMomentumTechnical indicators
Lumibot

This proposed Chinese-equity screen combines three initial conditions: market capitalization below 10 billion yuan, no reported losses, and a daily increase in position share above five percent. It also uses the product of price change and large-order net…

China marketsEquitiesMomentumSentiment
SuperMind

This Chinese equities screening proposal selects stocks using three conditions: daily amplitude above 1, a positive weekly MACD histogram, and turnover between 3% and 12%. The rationale is that price range and a positive weekly momentum signal may indicate…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines a short-term Chinese equity selection rule. It filters for stocks with daily amplitude above 1%, afternoon large-order net inflows, and previous-day actual turnover between 3% and 28%, then says to choose the highest-gaining candidate. The…

China marketsEquitiesMomentumMarket microstructure
MQL5 code base

The document describes ColorBulls, a chart indicator based on the Bulls Power measure. It presents the result as a colored histogram and allows the user to choose which price series—open, close, high, or low—feeds the calculation. The resulting indicator is…

Technical indicatorsMomentum
SuperMind

This post outlines a short-term equity screen combining an RSI threshold below 65, a daily gain above 1%, main-board membership, trading volume above 10,000 lots, and an opening-price condition. It includes example query and Python snippets intended to…

EquitiesTechnical indicatorsMomentumExecution
SuperMind

This post describes a simple China-equity screen: select stocks classified in the metaverse theme, require a positive recent return, and exclude stocks that reached the daily price limit on the prior session. The formula expresses the return and prior…

EquitiesMomentumChina marketsTechnical indicators
SuperMind

This document describes a rule-based screen for main-board Chinese shares. It selects stocks with turnover between 3% and 12%, a daily gain greater than 1%, and a stated concentration measure between 20% and 70%. The accompanying example code uses recent…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document presents a Chinese stock selection screen combining turnover, recent price change, and Bollinger Band position. It seeks shares with turnover between 3% and 12%, a positive gain over ten days below 35%, and a closing price between the lower…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document introduces a version of the Blau Stochastic indicator that lets the user select the timeframe used for its calculation through an input parameter. This allows the indicator to draw information from a chosen chart period, such as a higher…

Technical indicatorsMomentum
SuperMind

The document presents an A-share stock screen that requires daily price amplitude above 1%, excludes Beijing-listed stocks, and selects stocks with MACD above zero. Its expanded version adds a price-deviation constraint, fundamental and industry scoring, and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection rule looks for shares with RSI below 65, at least two limit-up events within the past 500 days, and a rising 30-day moving average. The note presents the combination as a way to identify stocks with a favorable recent price…

EquitiesChina marketsMomentumTechnical indicators