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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

MQL5 code base

The document describes a chart indicator that displays pivot levels for three separately configurable periods. It is intended to let a trader view levels such as daily, weekly, and monthly pivots together. Settings allow the user to change pivot and…

Technical indicators
SuperMind

This stock screen combines three technical conditions: daily amplitude above 1%, a current high matching the highest high of the last two days, and weekly MACD above zero. The first two conditions select for recent movement and a short-term high, while the…

EquitiesTechnical indicatorsMomentumBreakout
BigQuant

This reference compiles expressions for the Alpha191 stock-factor set, attributed in the document to a 2017 research report on short-horizon price and volume characteristics. The expressions draw on open, high, low, close, volume, turnover value, VWAP,…

China marketsEquitiesFactor investingTechnical indicators
MQL5 code base

The document describes a MetaTrader 5 indicator wrapper for SilverTrend NRTR that lets the user choose the indicator’s calculation timeframe through an input parameter. Its example sets that timeframe to four hours. The indicator can alert the user and send…

Technical indicatorsTrend following
SuperMind

This A-share screening rule selects stocks with turnover between 3% and 12%, a positive product of the day’s price change and super-large-order net flow, and an intraday low between 4% and 5% below the previous close. The stated interpretation is that…

China marketsEquitiesMarket microstructureTechnical indicators
SuperMind

This A-share stock screen combines a turnover-rate band of 3% to 12% with a newly formed KDJ golden cross, while excluding stocks that hit the daily upper price limit on the previous day. The stated rationale is to seek liquid, technically active stocks…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a narrow Chinese equity screen for beverage and alcohol import-export companies. It selects stocks whose recent trading range exceeds a threshold and whose opening price lies within a band around the 10-day moving average. The examples…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This stock selection idea screens for shares with a daily high-low range above a threshold, an upward relationship between recent prices and moving averages, trading volume above a stated level, and an opening price above the previous close. The article…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This Pine Script indicator plots a volume-weighted moving average as its center line and builds six upper and six lower bands from the standard deviation of the selected price source. The bands use Fibonacci-related fractions of a scaled deviation, from…

Technical indicatorsVolatilityStatistics
SuperMind

This Chinese community post outlines a stock screen combining an upward-trending 30-day moving average, company characteristics, and fund strength ranked from high to low. It presents these as signals of short-term price stability, company or industry…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese-equity screen selects stocks in the metaverse theme whose volume ratio is above 1.5 and below 6, and that recorded a limit-up event within the previous month. The stated goal is to focus on recent price strength while using trading activity and…

EquitiesMomentumBreakoutChina markets
MQL5 code base

This stock screen selects shares with a daily price range above a stated threshold, a condition described as prior-day major-player control, and a circulating share count no greater than 5.5 billion. The article interprets the range as a sign of active…

EquitiesTechnical indicatorsChina marketsRisk management
BigQuant

The strategy turns conventional stock-selection rules into Boolean features for a CNN classifier. Its inputs include returns and return ranks, turnover, valuation and profitability measures, money-flow signals, volatility, technical indicators, and recent…

China marketsEquitiesMachine learningMomentum
SuperMind

This stock selection idea combines a relative strength index below 65, the product of daily price change and net super-large-order volume being positive, and a price pattern described as rising from a local bottom. The rationale blends technical conditions…

China marketsEquitiesTechnical indicatorsMean reversion
MQL5 code base

The document describes one Expert Advisor that runs three independent trading systems based on ColorJFatl_Digit indicator color changes. It generates signals when a bar closes and an indicator changes color, treating that as a trend change. Each system has…

ForexTechnical indicatorsPosition sizingBacktesting
SuperMind

This Chinese stock screen combines a 14-period RSI below 65, a ranking by individual-stock heat, and a limit on the 9:25 a.m. price gain of less than 6%. The article describes the heat ranking as a way to prioritize relatively active stocks and presents the…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

This Chinese equity screen combines clustered moving averages, a positive weekly MACD reading, and prior limit-up activity. The article’s final version specifies six averages—5, 10, 20, 50, 100, and 200 days—with at least six clustered, weekly MACD lines…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screening proposal combines three filters: daily price range above 1%, more than one year since listing, and circulating shares no greater than 5.5 billion. The text presents price range as a way to find active stocks, listing age as a…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

The document proposes a Chinese equity screening rule that combines a daily price range greater than one percent, a high equal to the highest level across two days, and an opening gain below six percent. It presents these as short-term technical and timing…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes an expert advisor that checks for trading signals when a new bar appears and only when it has no open position for the current symbol and its magic number. It averages the Bulls Power and Bears Power indicator readings across two…

ForexTechnical indicatorsRisk management
SuperMind

This document outlines a Chinese equity screen combining membership in the metaverse theme with a price above its 250-day moving average and turnover between 2% and 9%. The stated rationale is to focus on a popular sector, favor stocks trading above a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This proposed Chinese stock screen combines trading activity, opening behavior, and recent price-limit events. It selects stocks with more than two limit-up sessions during the prior ten days, an indicated 9:25 a.m. price rise below 6%, and high capital…

EquitiesChina marketsMomentumBreakout
SuperMind

This proposed equity screen looks for stocks related to the metaverse that have daily price amplitude above 1 and have been listed for a minimum period. The accompanying example operationalizes the listing-age condition as at least 365 calendar days. It…

EquitiesChina marketsVolatilityTechnical indicators