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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

12,140 documents

MQL5 code base

This short description introduces the Fisher Transform, an indicator developed by John Ehlers. It says the indicator tracks current market movement and that its plotted levels may serve as potential turning points. The stated directional reading is simple: a…

Technical indicatorsMomentumStatistics
SuperMind

The post outlines a Chinese equity screening idea that combines at least five overlapping moving averages, company or industry characteristics, and a 15-minute MACD histogram whose negative bars are getting shorter. It interprets moving average overlap as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen selects shares whose daily amplitude exceeds a threshold, whose price is above the five-day moving average, and whose prior session was not a limit-up day. The article frames a larger daily range as potentially useful for short-term trading…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed screen seeks Chinese stocks with turnover between 3% and 12% and a positive gain below 35% over ten days, then looks for three technical indicators to cross upward at the same time. The accompanying formula describes rising 12-period and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-screening proposal combines three conditions: a 14-period RSI below 65, first-level buy volume greater than first-level sell volume, and a rising KDJ component. It presents these as filters for stocks with moderate momentum, buying pressure, and…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This post presents a stock screen using three conditions: daily price range above 1%, positive price-to-earnings ratio, and a ten-day return above zero but below 35%. The intended rationale is to find profitable companies showing recent gains and active…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines a daily price-amplitude threshold, a MACD condition above the zero line, and year-over-year growth in net profit attributable to parent-company shareholders. The stated profit-growth range is above 20% and up to 100%. The rationale…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The article proposes a Chinese stock screen combining three price-based conditions: amplitude above a threshold, a rising bottom pattern, and at least one limit-up move within the prior 25 days. It frames wide swings and rising lows as technical signals and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening approach ranks shares by reported buy and sell amounts in the previous day’s trading leaderboard, then filters for names with leaderboard activity and a 20-day moving average above the 120-day average. The ranking is intended to…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The indicator overlays four moving averages as two cloud-like histogram ranges: slow 200-period simple and exponential averages, and fast 50-period simple and exponential averages. The shaded boundaries make the relationship between faster and slower…

Technical indicatorsTrend followingMomentum
SuperMind

This stock screen first limits candidates to companies classified in the metaverse industry. It then looks for an opening price described as near the 10-day moving average and positive net buying by major participants during the opening auction. The article…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening example combines a metaverse industry classification with a volume-ratio band and a condition described as rising bottoms. It then adds a market-value ceiling to the proposed final screen. The article also sketches how to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This beginner tutorial explains a complete daily equity strategy using one named Chinese stock as its example. It selects the instrument, retrieves 20 days of closing prices, calculates 5-day and 20-day simple moving averages, and buys when the shorter…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

The post proposes screening A-share stocks using three signals: today’s increase in holdings above five percent, large-order net volume above 0.05 for at least three consecutive days, and shortening green bars on a 15-minute MACD chart. It interprets these…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document outlines an A-share stock screen combining daily price range, company size, profitability, and recent limit-up activity. Its stated selection idea looks for stocks with a price range above one percent, market capitalization below 10 billion…

EquitiesChina marketsMomentumBreakout
SuperMind

The post describes a Chinese equity screen combining daily price range, relative trading volume, and weekly MACD. It selects stocks with an amplitude of at least 1%, a volume ratio between 1.5 and 6, and a weekly MACD above zero with its MACD line above the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines three short-term price conditions: at least five moving averages converging, more than two limit-up days within ten days, and a positive ten-day gain below thirty-five percent. The article interprets average convergence…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock selection method combines three filters: daily price amplitude above 1%, RSI below 65, and a positive institutional-flow measure. The document describes the first as a volatility screen, RSI as a check on overbought conditions, and institutional…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note outlines a Chinese stock selection screen that combines a reported daily increase in buying participation above five percent, Shenzhen main-board membership, specified price-to-earnings and price-to-book ranges, and a short moving average above a…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This indicator presents a smoothed DeMark oscillator as a histogram centered around zero, with values described as ranging from minus fifty to plus fifty. A configurable coloring approach can emphasize either breaks through overbought or oversold levels or…

Technical indicatorsMean reversionMomentum
MQL5 code base

ColorMACD_HTF is described as a colored MACD histogram with an input for selecting the timeframe used for the indicator. The example default is a four-hour period, allowing the indicator's calculation period to differ from the chart's timeframe. This offers…

Technical indicatorsMomentum
ProRealCode

This short indicator note describes an Awesome Oscillator implementation for ProRealTime, where the indicator is not included by default. It defines the oscillator as the difference between five-period and 34-period simple averages of median price. It also…

Technical indicatorsMomentumBacktesting
BigQuant

This student submission translates a Chinese “dragon returning” trading approach into a factor-based stock strategy. It first identifies strong sectors with sector momentum, then selects leading stocks within them using stock momentum and price-volume…

China marketsEquitiesMomentumMean reversion
SuperMind

The document proposes a short-term stock screen using four conditions: an amplitude threshold, a specified share price of 18.5 yuan, current volume of at least 10,000 lots, and a higher open. It describes the intended candidates as active stocks with notable…

EquitiesTechnical indicatorsMomentumBacktesting