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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
Quantpedia
86 documents
TqSdk
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

The post proposes screening Chinese stocks by a daily turnover rate of 3%–12%, a K indicator below 20, and an opening auction price change between -2% and 5%. It presents the filters as a way to identify stocks with short-term potential, then suggests adding…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

The document proposes screening equities for daily price amplitude above a stated threshold, at least two limit-up events over a 500-day lookback, and a K-line reading below 20, interpreted as a low stochastic-style KDJ value. It characterizes the…

EquitiesTechnical indicatorsChina markets
SuperMind

The document presents an equity screening idea that combines an RSI threshold below 65 with runs of sessions where the close is below the open, specifically seven days and three days. It frames the pattern as a way to identify technically weak stocks and…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese-language post proposes screening equities for turnover between 3% and 12%, a rising DEA condition, and a positive return. It presents the combination as a liquidity and technical-momentum filter intended to find stocks that may continue upward.…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed Chinese stock screen combines three filters: at least five moving averages converging at one level, a high ranking on a large-order net-volume measure, and at least two limit-up sessions within a 500-day lookback. The moving averages named are…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This Chinese equity screening idea selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and a stated price change between −5% and 2.6%. The article frames the conditions as a way to find relatively weak stocks that might…

EquitiesMean reversionTechnical indicatorsChina markets
SuperMind

This Chinese equity screen combines three filters: membership in the metaverse sector, a positive institutional-flow measure, and a rising-bottom price condition. The note gives an indicator formula that compares recent and longer-window lows and checks…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This note describes a simple Chinese equity screen combining daily turnover between 3% and 12%, an opening price within roughly 5% of the ten-day moving average, and a rising-bottom condition. It frames turnover as a liquidity filter, proximity to the moving…

EquitiesTechnical indicatorsChina marketsTrend following
SuperMind

This short-term stock screen selects shares with turnover between 3% and 12%, an appearance on the previous day’s trading leaderboard, and a 14-period RSI below 65. The document frames turnover and leaderboard appearance as signs of trading activity, while…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screen combines daily price range, a share-price ceiling, and a moving-average crossover. It seeks stocks with amplitude above 1%, a closing price below 20, and a 5-period moving average crossing above a 10-period average. The text describes the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: daily amplitude above 1%, circulating market value above 10 billion yuan, and a decline between 4% and 5% under the document’s stated calculation. It presents the setup as a way to find sizable, active stocks that…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This document describes a chart indicator that plots two ColorJFatl lines from different timeframes and fills the space between them with a cloud colored to represent market trend direction. The example defaults to hourly and four-hour timeframes. Inputs…

Technical indicatorsTrend followingMulti-asset
SuperMind

This note outlines a screen for metaverse-related stocks using a positive recent return and a moving-average condition. The initial description refers to the average price being above the five-day moving average, while the final selection rule and formulas…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This equity screen selects stocks whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose prior-day main fund flow is positive. The rationale is to combine a trading-activity range with a signal that large investor flows were…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This note describes an equity screen for stocks with at least five overlapping moving averages and a 20-day moving average above the 120-day average. The proposed interpretation is that clustered averages indicate short- and long-term trend agreement, while…

EquitiesTechnical indicatorsTrend following
MQL5 code base

Power Measure is an oscillator intended to relate price changes to volatility over a configurable period. It calculates percentage change from the previous close to the current close, and a second percentage measure using the current high and the previous…

Technical indicatorsStatisticsVolatility
SuperMind

This proposed Chinese A-share screen selects stocks associated with the metaverse theme whose circulating share count is at most 5.5 billion and whose weekly closing price crosses above its 30-week moving average. The article presents the crossover as a way…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This proposed A-share screen combines three short-term signals: a shorter 15-minute MACD histogram, a report that major investors controlled trading the previous day, and a daily increase in holdings above 5%. The document treats the capital-flow and control…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This indicator classifies MACD conditions using the relationship between the MACD line, its signal line, and the zero line. It marks a bullish condition when the signal line is below MACD while MACD is above zero. It marks a bearish condition when the signal…

Technical indicatorsMomentumTrend following
BigQuant

The article presents a discretionary framework for interpreting MACD through parameter choices, the zero line, and price-indicator divergence. It suggests shortening the conventional settings to (10, 20 or 22, 7), arguing that these better fit a five-day…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This indicator identifies directional trends from the ordering of short and long moving averages. It counts consecutive candles for which the short average remains above the long average, or the long average remains above the short average, and reports a…

EquitiesTrend followingTechnical indicatorsStatistics
SuperMind

This Chinese stock-screening example selects companies classified in the metaverse industry whose opening price is near the ten-day moving average, with relative volume between 1.5 and 6. The accompanying explanation frames the industry classification and…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This indicator describes a breakout-oriented trend signal built from recent pivot highs and lows. It identifies pivot points using a configurable period that checks bars on both sides of a candidate turning point, then compares the current close with a…

BreakoutTrend followingTechnical indicatorsFutures
SuperMind

This stock-selection note combines two filters: rank stocks by the strength of fund inflows and retain those that reached the daily price limit at least once during the prior 25 days. It describes stronger inflows and recent limit-up moves as signs of…

China marketsEquitiesMomentumTechnical indicators