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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 note describes a short-term screen for mainland main-board stocks. It combines daily amplitude above 1, a rounded price pattern, and a daily gain above 1%. The author presents amplitude as a way to find active stocks, the rounded shape as relatively…

EquitiesMomentumTechnical indicators
SuperMind

The article describes a Chinese equity screening idea that combines at least five overlapping moving averages, a current-day upward spread among moving averages, and a 9:25 a.m. gain below 6%. It interprets overlapping averages as a stable or trendless…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This document describes a composite trading indicator that combines Fibonacci analysis, pivot points, ZigZag, MACD, and a moving average. It presents directional arrows as buy or sell guidance. The notes focus on successive software revisions, including…

Technical indicatorsTrend followingMomentumBacktesting
SuperMind

This post describes a Chinese equity screening rule that combines at least five overlapping moving averages, a specified share-price condition, and more than two limit-up sessions during a ten-day window. It frames the moving-average cluster as a sign of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post presents a Chinese equity screening rule that combines a recent increase in reported fund allocation with a bounded daily price change and a rising 30-day average. It interprets the fund measure as evidence of buying interest, the price-change band…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The proposed screen looks for stocks in the metaverse industry where the KDJ indicator has just formed an upward crossover, subject to prior-day trading value exceeding 60 million. It is intended to run before 10 a.m. and select stocks for that day. The…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes a MetaTrader 5 oscillator formed from a weighted, smoothed combination of four component indicators: Fractal RSI, Fractal MFI, Fractal WPR, and Fractal DeMarker. It explains that the source indicator files are needed for compilation…

Technical indicatorsMomentumVolatility
SuperMind

This A-share screening idea combines three conditions: daily high-low amplitude above a threshold, a newly formed KDJ bullish crossover, and a close moving above its 250-day moving average. The post frames the amplitude filter as a way to focus on volatile…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The indicator combines a fast and slow moving average with an RSI condition to generate chart signals. A bullish crossover is accepted when RSI is above a user-selected threshold, and a bearish crossover when RSI is below its selected threshold. Users can…

ForexTrend followingMomentumTechnical indicators
MQL5 code base

This indicator combines the Commodity Channel Index with support and resistance levels drawn on the price chart. It is intended to help traders relate indicator thresholds to visible price levels when judging possible entry or exit areas, rather than…

Technical indicatorsMean reversionMomentum
MQL5 code base

The document describes an indicator that renders the output of the Color Schaff Momentum Trend Cycle algorithm as a sequence of candlesticks. It presents this display as an alternative way to view the indicator’s processed price-series values, suggesting…

Technical indicatorsMomentum
SuperMind

This Chinese-language post presents a stock screen for main-board equities requiring RSI below 65, a daily gain above 1%, and a closing price between the middle and upper Bollinger Bands. The stated rationale combines a recent price advance with a bounded…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes an equity screen requiring RSI below 65, a float market capitalization between 5 billion and 10 billion yuan, and a rising MACD signal line (DEA). It explains these filters as a combination of a momentum condition,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three conditions: daily high-to-low amplitude above one percent, at least one limit-up event in the prior 25 trading days, and a stochastic K reading below 20. The article interprets the amplitude condition as elevated movement,…

China marketsEquitiesTechnical indicatorsMomentum
BigQuant

The document introduces the True Strength Index (TSI), a price momentum indicator calculated from closing prices. It first measures the close-to-close change and its absolute value, then applies two exponential moving average smooths to each series. The…

Technical indicatorsMomentumEquities
MQL5 code base

The Negative Volume Index (NVI) updates on bars whose volume is lower than the preceding bar’s volume. The document describes using NVI movement to assess whether a price trend persists despite declining volume. A crossover between NVI and its moving average…

Technical indicatorsTrend followingMomentumForex
SuperMind

This stock screen combines three conditions: daily amplitude above 1%, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. It also looks for a limit-up event within the previous 25 days, using recent price…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese A-share screening idea combines three filters: a metaverse industry classification, positive institutional flow, and more than two limit-up days within a ten-day window. It aims to identify thematically focused stocks with positive institutional…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock screen selects Chinese A-share companies associated with the metaverse theme, limits candidates to those with circulating share capital at or below 5.5 billion shares, and requires a limit-up event during the preceding month. It combines a…

EquitiesChina marketsMomentumBreakout
SuperMind

The screen selects Chinese stocks with turnover between 3% and 12%, a 2021 listing year, and at least one limit-up event within the past month. The article frames turnover as a liquidity filter and a recent limit-up as a sign of market attention or…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

The document describes an adaptive moving average whose lookback grows from a base length as a counter advances, up to a configurable cap. A selected market condition resets or changes the counter, allowing the smoothing window to respond to a trend or…

Technical indicatorsTrend followingMomentumVolatility
SuperMind

The document outlines a Chinese stock screening rule that ranks shares by relative volume and looks for a shortening MACD histogram below zero on a 15-minute chart. It interprets high relative volume as a sign of near-term market attention and a shrinking…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share screening idea combines a positive MACD reading, an upward separation or crossover of short moving averages, and three consecutive lower closes. The intended setup pairs a broader positive momentum condition with recent short-term weakness,…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes a True Strength Index oscillator paired with two sequentially smoothed signal lines, called shadows. It lists adjustable inputs for the price source and its period, two TSI smoothing periods, each shadow’s averaging period and method,…

Technical indicatorsMomentumStatistics