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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

SuperMind

This stock screening idea combines an RSI reading below 65 with seven consecutive sessions in which the close is below the open, while excluding the intended board category. The article presents the sequence of bearish sessions as a sign of weakness and the…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

The document describes an RSI variant associated with John Ehlers’s work that applies Hann windowing. It says the resulting indicator is smoother than the conventional RSI and has a zero mean, with enough smoothing built into its calculation that extra…

Technical indicatorsMomentumStatistics
SuperMind

This stock selection approach combines technical, flow, and company filters. It looks for stocks whose 5, 10, 20, 60, and 120 day moving averages cluster near the same price, which the article treats as a potential buy signal. It then favors positive large…

EquitiesTechnical indicatorsMarket microstructureRisk management
MQL5 code base

The document introduces a variation of John Ehlers’s HighPass–LowPass Roofing Filter and describes it as a way to identify a stock’s trend direction. It gives a simple interpretation of the indicator: readings above zero indicate an uptrend, while readings…

EquitiesTrend followingTechnical indicators
backtrader

This code defines two pivot-point indicators that calculate a central pivot, two support levels, and two resistance levels from high, low, and close prices. The first uses the previous bar’s prices, a common way to derive levels for the next period without…

Technical indicatorsEquitiesFutures
SuperMind

This note describes a daily stock screen combining three conditions: the stock code begins with 60, the session’s high-to-low range exceeds 1% of its open, and the close is below the open but above the prior close. The last condition identifies a bearish…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This document describes a daily stock screen combining a positive MACD condition with a share price below 12 yuan and circulating market capitalization above 10 billion yuan. It says the scan runs before the market open and presents both indicator-formula…

EquitiesTechnical indicatorsMomentumChina markets
NautilusTrader

This example configures a backtest for a mean-reversion strategy on an AUDUSD perpetual contract. It feeds quote data into a backtest engine, forms one-minute midpoint bars, and instantiates a strategy configured with Bollinger Bands and RSI. The listed…

ForexMean reversionTechnical indicatorsBacktesting
SuperMind

This Chinese equity screening idea selects companies with MACD above zero, nonnegative profit, and market capitalization below a stated ceiling. The positive MACD condition is intended to favor upward price momentum, while profitability and the size limit…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document describes a Chinese equity screen combining three conditions: amplitude above a threshold, a ranking by large-order net volume, and a three-day limit-up streak. It presents these as ways to find active stocks with recent price strength. The…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen combines price activity and liquidity filters with a 15-minute MACD histogram condition. It selects stocks whose stated amplitude exceeds 1, whose previous-day trading amount exceeds 60 million, and whose MACD green bars are shortening. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-market stock screen combines four conditions: RSI below 65, a gain above 1% on the current day, main-board listing, and three consecutive limit-up sessions on the previous day. The article frames the RSI and recent price strength as technical…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes an Expert Advisor that combines moving-average changes from hourly, four-hour, and daily charts. Each timeframe contributes three relative changes between recent moving-average values, weighted by adjustable parameters and rounded…

Technical indicatorsMachine learningBacktesting
SuperMind

This proposed Chinese stock screen combines turnover, the ratio of outside to inside trading volume, and the day’s price change. The stated criteria select stocks with turnover from 3% to 12%, outside volume more than 1.3 times inside volume, and a daily…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

This document describes an Expert Advisor that trades changes in the FiboCandles indicator. It opens a trade when the indicator’s candle color switches between pink and green, with the signal evaluated at the bar close. The system depends on a compiled…

ForexTechnical indicatorsBacktesting
SuperMind

This Chinese equity screen combines three signals: daily turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and upward alignment of moving averages. The examples implement the trend condition as shorter moving averages…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This note explains an automatic envelope channel drawn parallel to a moving average. The channel width is calibrated so that it contains roughly 95% of prices observed over the prior two or three months on a daily chart, leaving only unusually high or low…

Technical indicatorsVolatilityRisk management
SuperMind

This Chinese stock screen selects shares with amplitude above 1, a closing price above the five-day moving average, and a positive return. Its indicator examples express amplitude relative to the previous close, compare the close with the moving average, and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening idea combines a daily amplitude threshold above 1, excluding stocks marked ST, with a five-part limit-up method and at least one limit-up during the prior 25 days. It also says to select stocks before 10 a.m. The accompanying…

EquitiesChina marketsMomentumTechnical indicators
FMZ forum

The document describes the cup and handle as both a possible reversal pattern after a decline and a continuation pattern within an existing uptrend. A rounded cup is followed by a pause or pullback called the handle. The proposed long entry occurs when price…

Technical indicatorsBreakoutTrend followingRisk management
ProRealCode

The document explains an open-range breakout indicator that tracks the highest and lowest prices during the first hour of a trading session. In its default example, the measurement window runs from 9:00 to 10:00 in a European time zone. Those extremes define…

BreakoutTechnical indicatorsFuturesEquities
SuperMind

This Chinese-language post describes a stock selection rule combining three signals: daily high-low range above 1%, a newly formed upward KDJ crossover, and a 14-period ratio of volume on rising sessions to volume on falling sessions above 1.3. It proposes…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock screen combines three filters: price amplitude above a stated threshold, a shrinking negative MACD histogram on a 15-minute chart, and exclusion of stocks that hit the daily upper price limit the previous day. The proposed rationale is to…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This indicator evaluates historical price levels at one-percent intervals above and below a selected reference price. Across a configurable lookback window, it counts how many candles crossed each level and displays the counts as a distribution. It also…

Technical indicatorsStatistics