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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 screen combines three filters: RSI below 65, weekly MACD above zero, and strong gains during 2021. The document presents these as signs of favorable technical conditions and positive price momentum. Its sample Python outline calculates RSI and…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

This strategy combines machine-learning stock ranking with trend-based entry filters for a manually selected pool of China Securities 150 constituents. The pool emphasizes larger, liquid companies, often described as core or sector leaders. A model scores…

China marketsEquitiesMachine learningMomentum
SuperMind

This proposed Chinese equity screen selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and an association with the metaverse theme. The author frames the falling-price pattern as a way to identify stocks with possible…

China marketsEquitiesTechnical indicatorsMean reversion
MQL5 code base

This MetaTrader expert advisor uses the Blau Ergodic MDI oscillator to generate trades. The described entry choices include reacting to a histogram direction change, a zero-line crossover, or a change in the signal cloud’s color. A configurable time window…

ForexTechnical indicatorsBacktestingExecution
MQL5 code base

The document sketches a simple breakout trading example based on candlesticks alone, without technical indicators. It refers to a buy entry shown in an image and says the sell entry would reverse that setup. The supplied text does not include the image, so…

BreakoutTechnical indicatorsBacktesting
MQL5 code base

This document describes a method for turning a set of conditions associated with an ideal uptrend or downtrend into a trend-strength percentage. Each condition that holds earns a point; the total is divided by the maximum possible score and expressed as a…

Technical indicatorsTrend followingStatistics
SuperMind

This Chinese-language post presents an A-share stock screen combining MACD above zero, a claim of main-fund control on the previous day, and positive daily MACD. It interprets positive MACD readings as signs of upward movement and suggests tightening the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a Chinese stock-selection screen that selects companies classified in a metaverse industry group, requires a positive return condition, and filters for a 20-day moving average above the 120-day moving average. It presents the…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This document describes an alert-enabled version of a Spearman rank correlation histogram indicator. It can notify a trader when the histogram crosses zero, breaks through an overbought or oversold threshold, or exits one of those extreme zones. The alert…

Technical indicatorsStatisticsExecution
MQL5 code base

This brief note describes an Ichimoku variant that substitutes a moving average for the midpoint of a Donchian price channel. It specifies median price as the input and lists simple, exponential, and weighted moving average choices. The author says the…

Technical indicatorsTrend following
SuperMind

The document describes a daily stock screen requiring a trading range greater than 1% of the opening price, a code beginning with 60, and a positive MACD value. It presents the filter as a way to find more volatile stocks in a particular market segment with…

EquitiesChina marketsTechnical indicatorsMomentum
Hummingbot docs

This guide explains how to deploy Hummingbot with Docker Compose, navigate its command-line interface, configure a script, and connect exchange API credentials. It walks through launching a directional futures script that uses the Relative Strength Index…

CryptoFuturesTechnical indicatorsExecution
SuperMind

This document outlines a Chinese-equity selection idea using RSI below 65, price change combined with net large-order flow, exclusion of specially treated stocks, and a limit-up style condition. Its code example also filters for positive valuation fields and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a Chinese-equity screening rule that combines an RSI reading below 65, the product of price change and net large-order volume, current trading volume above 10,000 lots, and a higher opening price. It presents these as technical,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This post presents an A-share stock screen combining a daily price-range condition, an opening price near the ten-day moving average, and a dividend measure above a stated threshold for 2019. It supplies example formulas and Python-style logic for…

EquitiesFactor investingTechnical indicatorsChina markets
MQL5 code base

This indicator combines a conventional MACD with a smoothed momentum measure and two event notifications. MACD is defined as the difference between fast and slow exponential moving averages; a moving average of MACD forms the signal line, and subtracting…

Technical indicatorsMomentumStatistics
SuperMind

This article describes a Chinese stock screen that looks for turnover between 3% and 12%, at least one limit-up day in the prior 25 days, and a rising price base. Its rationale is that active trading and a recent sharp advance may identify stocks with upward…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The article presents a Chinese stock selection screen combining daily price movement with a weekly trend signal. It selects stocks with an amplitude above 1 and a 10-day gain between 0 and 35, then looks for a positive weekly MACD histogram. The rationale is…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a stock screen for the metaverse sector that looks for a limit-up event within a recent 25-day window and a current low below the prior session’s low. It interprets the earlier limit-up as a sign of market attention and the lower low…

EquitiesTechnical indicatorsMomentum
SuperMind

This document proposes screening stocks in the metaverse sector using a rounded, arc-like price pattern and three consecutive declining sessions. It frames the pattern as a possible sign of accumulation or a developing rebound, while treating the run of down…

EquitiesTechnical indicatorsMean reversion
ProRealCode

The document explains Quantitative Qualitative Estimation (QQE), an indicator that combines a smoothed Relative Strength Index with volatility-based trailing levels. It describes smoothing RSI, measuring changes in the smoothed series, smoothing that…

Technical indicatorsVolatility
SuperMind

This Chinese-language post proposes an equity screen combining price movement, profitability, and revenue growth. It selects stocks with a high-low range exceeding the 14-period ATR, return on equity above 15% for five consecutive years, and revenue growth…

EquitiesFactor investingTechnical indicatorsChina markets
MQL5 code base

This document describes an indicator that constructs a True Strength Index oscillator from MACD histogram values. It adds its own signal line, displayed as a colored cloud, giving the trader a visual way to compare the oscillator with its signal. The source…

Technical indicatorsMomentum