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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
Quantopian lectures
45 documents
Binance API docs
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 Chinese equity selection rule combines a current turnover band of 3% to 12%, a positive ten-day price gain below 35%, and prior-day turnover above 8%. The stated aim is to focus on shares with recent price movement and substantial trading activity. The…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese stock screen combines a minimum daily price amplitude with a bounded turnover range and a late-session large-order inflow condition. Its stated rationale is to find shares showing meaningful movement and trading activity, then use the afternoon…

EquitiesTechnical indicatorsChina marketsMarket microstructure
SuperMind

The document proposes a short-term stock screen that selects shares with a daily amplitude above a threshold, a high equal to the highest of the current and prior sessions, and a volume ratio within a specified band relative to a moving average. It presents…

EquitiesTechnical indicatorsMomentumStatistics
ProRealCode

The document outlines a directional Ichimoku signal that combines a Tenkan–Kijun crossover with price, both Ichimoku lines, and the Chikou Span positioned relative to the cloud. A bullish signal requires the Tenkan to cross above the Kijun while the close…

Technical indicatorsMomentum
ProRealCode

The Long/Short Differential Gain indicator compares the best hypothetical long and short outcomes over a lookback period using opening prices only. Starting from the opening price at the beginning of the window, it finds the highest and lowest opens reached…

Technical indicatorsStatisticsBacktesting
SuperMind

This proposed stock screen combines amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and a daily percentage change between -5 and 2.6. The rationale is that elevated movement can identify active stocks, while a contracting…

EquitiesTechnical indicatorsMomentumStatistics
MQL5 code base

Greatest Swing Value (GSV) compares recent upward and downward price movement measured from each session’s open. The indicator concept sums or averages moves from the open to the high and from the open to the low over recent periods, then flags a swing from…

Technical indicatorsStatisticsMulti-asset
SuperMind

This document describes a short-term Chinese stock screen combining turnover, opening price relative to the ten-day moving average, and a three-candle pattern labeled “morning star.” It specifies turnover from 3% to 12%, an open within 5% of the moving…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This proposed stock screen combines a price-amplitude threshold, a K-line value below 20, and shortening MACD histogram bars on a 15-minute timeframe. The accompanying discussion interprets the K-line condition as oversold and the shrinking histogram as a…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes an automated trading system built around the ColorMETRO_XRSX indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The text also specifies that the indicator files must be installed in the…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document introduces a high-low channel indicator with an input that lets the user choose the timeframe used by the indicator. The example sets that input to H4, illustrating that the indicator can reference a period different from the chart’s current…

Technical indicators
MQL5 code base

This document describes an Expert Advisor that enters trades when the WPR_Histogram changes from neutral gray to red or blue at a bar’s close. The color transition indicates that the Williams Percent Range oscillator has moved into an overbought or oversold…

ForexTechnical indicatorsBacktesting
SuperMind

This Chinese stock-selection rule combines a turnover range of 3% to 12%, a newly formed KDJ golden cross, and a positive MACD reading. The article interprets the turnover band as a way to exclude stocks with very low or unusually high activity, the KDJ…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screening idea targets stocks in a metaverse category that have a positive return despite a prior-session price-limit-down condition associated with the opening match price. The note’s formula describes comparing the opening and low…

EquitiesMean reversionTechnical indicatorsRisk management
MQL5 code base

This document describes a MetaTrader 5 chart indicator that displays time remaining until the next candlestick while a market is open, or until the next market opening while it is closed. It says the countdown adjusts for weekdays and weekends and uses…

Technical indicatorsExecution
SuperMind

This Chinese stock selection note describes a screen combining RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and an “institutional bottom-fishing” condition. It presents the approach as a mix of technical,…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This screening recipe combines three main conditions: a daily high-to-low range greater than one percent, a reversal or engulfing-style price pattern, and prior-day turnover above eight percent. Its indicator examples also check that current volume exceeds…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This stock-selection idea filters for shares associated with the metaverse theme whose close is above the previous session’s low, then ranks candidates by trading heat. The provided examples use trading volume as a proxy for attention and select the…

EquitiesMomentumSentimentTechnical indicators
ProRealCode

This indicator identifies outside bars whose range meets a minimum height. A bearish signal occurs when the bar extends beyond the prior bar’s high and low and closes down; a bullish signal uses the same range expansion but closes up. It marks signals with…

Technical indicatorsBreakoutVolatility
SuperMind

This Chinese equity screen looks for stocks with at least five moving averages converging and more than two limit-up days within a ten-day period, while excluding Beijing-listed A shares. The document interprets moving-average convergence as a sign of an…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document describes a Chinese equity screen using three conditions: daily price amplitude above 1, the 9:25 a.m. gain below 6%, and prior-day actual turnover between 3% and 28%. It presents these filters as ways to select for short-term movement and…

EquitiesVolatilityMomentumTechnical indicators
ProRealCode

The document describes a binary trend indicator derived from Zigzag turning points. It tracks candidate troughs and peaks, then sets an upward or downward confirmation threshold using either a percentage reversal or a fixed point amount. When price crosses…

Trend followingTechnical indicatorsBacktesting
MQL5 code base

This brief set of trading notes describes how to manage signals from an EMA crossover system. It advises closing a losing position when an opposite signal appears, on the premise that later gains may offset losses. It also gives conditions for standing…

Technical indicatorsMomentumRisk management
SuperMind

This Chinese-language post describes an equity screen that combines a positive MACD condition and rising DEA with a 2019 dividend ratio above 25%. It applies the rules to constituents of the CSI 300 and gives illustrative selection and portfolio-management…

EquitiesMomentumTechnical indicatorsFactor investing