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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

SuperMind

This note proposes selecting stocks with a relatively large daily price range, MACD above its zero line, and a reversal pattern described as an engulfing move. It treats the range as a sign of volatility, the MACD condition as evidence of positive momentum,…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This post proposes screening Chinese metaverse-related stocks whose price is near the 10-day moving average and whose weekly MACD histogram is described as positive. The moving-average condition is presented as a way to find entries near an upward trend,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a Chinese equity screening idea that combines a turnover ratio between 3% and 12%, a newly formed KDJ golden cross, and overlap among at least five moving averages. The intended rationale is to focus on stocks with a chosen level of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a stock screen that combines daily price range with a measure based on yesterday’s turnover and today’s auction volume relative to the prior day’s volume. It also filters for a positive but limited ten-day return, aiming to identify…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This post outlines a stock screen using daily price range, weekly MACD, and a rounded price movement shape. It describes selecting shares whose daily high-low range exceeds a threshold, whose weekly MACD is above zero with a bullish signal relationship, and…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This proposed stock screen combines daily price amplitude above one percent, weekly MACD above zero, and a positive prior-day auction-turnover condition. The post describes amplitude as a measure of price movement, treats positive weekly MACD as a sign of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening example combines three conditions: price amplitude above 1%, afternoon net inflow from large orders, and MACD above its zero line. The article interprets amplitude as a sign of active trading, large-order inflows as a possible…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection post proposes filtering for shares with MACD above zero, rising short-term averages, membership in a robotics-related concept group, and circulating market value below a stated cap. It frames positive MACD and rising averages as signs of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document outlines a Chinese A-share stock screen combining three conditions: RSI below 65, seven consecutive sessions classified as down days, and at least two limit-up sessions within the prior 500 days. It describes the aim as finding stocks with…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator presents a MACD-style histogram derived from the difference between an RSI oscillator and an average of that oscillator. Its color changes provide a visual way to follow changes in that difference. The document identifies the indicator’s…

Technical indicatorsMomentum
SuperMind

This Chinese-equity screening rule combines three conditions: daily amplitude above 1, at least two limit-up events during the prior 500 days, and a moving-average alignment condition involving five averages. The article presents the combination as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-market stock screen selects shares whose codes begin with 60, turnover is between 3% and 12%, and the current stock price or average price is above its five-day moving average. The article frames the moving-average condition as a way to identify…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a short-term stock-selection screen combining three technical conditions: a trading range threshold, a morning star candlestick pattern, and a contracting MACD histogram on a 15-minute chart. It also proposes excluding…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document presents an A-share screening rule combining a 13-period RSI below 65, bid-side volume greater than ask-side volume, and a latest high equal to the highest high over two days. The accompanying indicator logic excludes a specified market sector.…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This document describes a short-term A-share screen using three conditions: turnover between 3% and 12%, a 10-day gain above 0% but below 35%, and at least one daily gain of 10% or more during the previous 25 trading days. The stated rationale is to find…

EquitiesMomentumChina marketsTechnical indicators
MQL5 code base

Unity Pro estimates relative values for currencies, metals, and other instruments that share a common currency. It relates each instrument’s quote to the underlying asset values and constrains those values to sum to one, then derives the values…

Multi-assetTechnical indicatorsMomentumVolatility
MQL5 code base

The document describes a MACD indicator variant that lets users choose the moving average methods and applied price used in its calculation. Instead of relying only on exponential averages of closing prices and a simple signal average, users can select…

Technical indicatorsMomentum
SuperMind

This Chinese equity screening concept selects stocks with price amplitude above a threshold, a high ranking for large-order net volume, and a closing price at the highest level of the last two sessions. The rationale is to identify short-term candidates with…

EquitiesTechnical indicatorsMomentumExecution
SuperMind

The proposed Chinese stock screen looks for main-board companies associated with robotics, with turnover between 3% and 12% and free-float market capitalization below 10 billion yuan. It also requires three moving-average pairs to cross upward: 5 over 10…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This MetaTrader 5 indicator variant adds a selectable timeframe input to ColorRMACD. A trader can use the chosen period, with a four-hour period shown as the example, when viewing the indicator on a chart. This offers a way to display a momentum-style…

Technical indicatorsMomentum
SuperMind

This A-share screening idea selects stocks before the market opens when MACD is above zero, the share price is below 12 yuan, and the auction-period change is between -2% and 5%. It combines a trend indicator with a low-price filter and a measure of very…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This weekly stock screen targets companies classified in the metaverse theme that have recorded a limit-up event within the recent 25-day window and whose prior closing price is above its 250-day moving average. The post says selection occurs on Mondays,…

EquitiesMomentumTechnical indicators
MQL5 code base

This stock-selection idea combines a metaverse concept classification with an upward-sloping 30-day moving average and a condition described as a reversal or engulfing pattern. The accompanying formula reference identifies stocks whose 30-day average is…

EquitiesTechnical indicatorsMomentum