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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

MQL5 code base

The document describes an indicator concept that searches across moving-average periods and selects one using historical trade expectancy, combining win rate with average reward. It also proposes using maximum favorable excursion to estimate a typical trend…

Technical indicatorsTrend followingStatisticsBacktesting
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and at least one daily gain of 10% or more during the past 25 trading days. The stated rationale is to constrain the…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This proposed Chinese stock screen ranks candidates by volume ratio, requires a limit-up event within the previous 25 days, and filters for an opening gain below 6% at 9:25. The document describes the volume ratio as the measure for ranking capital intensity…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a positive product of price change and net very-large-order flow, and a five-day price deviation labeled DIF below 20. The accompanying explanation frames the flow condition as a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese stock-selection proposal filters for shares with amplitude above 1, an indicator described as prior-day major-player control, and a price of 18.5 yuan. The explanation interprets amplitude as a sign of greater volatility and the control…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This document describes an Expert Advisor that opens trades when the DynamicRS_C indicator changes direction. It gives a practical setup requirement: the compiled indicator must be placed in the platform’s indicators folder. It also notes that a supporting…

ForexTechnical indicatorsBacktesting
SuperMind

This document outlines a stock-selection idea combining three filters: rank by trading-volume-based fund strength, select prices above the Bollinger middle band but below the upper band, and focus on companies below a stated market-cap ceiling with no…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes a modified chart indicator for practicing and reviewing manual trading strategies on historical data. It produces operation reports in tables and charts and saves chart templates, with and without annotations. The stated purpose is to…

BacktestingRisk managementPosition sizingExecution
SuperMind

This document describes a Chinese stock screen for main board companies in the beverage and alcohol import-export sector. It selects shares with turnover between 3% and 12% and a daily gain above 1%, excluding specially treated stocks. It includes…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document proposes a Chinese equity screen combining amplitude above 1, rising lows, and return on equity above 15% for five consecutive years. The technical conditions aim to capture price movement and a strengthening price floor, while the ROE…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This document presents a Chinese stock selection rule combining a 14-period RSI below 65, bid-side first-level volume greater than ask-side volume, and prior-day actual turnover within a specified band. The article's initial description gives turnover above…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document describes a Chinese equity screening strategy that looks for stocks with amplitude above 1, rising lows, and high auction trading value, initially selecting the top five by that value. Its expanded rules also require the 20-day moving average…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document outlines a divergence trading setup that uses RSI to restrict when MACD divergence signals can open trades. A bullish divergence is considered for a long entry when RSI is below 30; a bearish divergence is considered for a short entry when RSI…

Technical indicatorsMomentumRisk management
SuperMind

This Chinese stock-selection heuristic combines three chart-based conditions: amplitude greater than 1, a rounded price pattern, and a positive daily MACD reading. The accompanying formula operationalizes the rounded-pattern condition using the prior close’s…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

Last ZZ50 is a rule-based trading approach built around the two most recent ZigZag segments, labeled AB and BC. It places pending orders at the midpoint of each segment: an order associated with AB is intended to enter in the direction of the trend indicated…

Technical indicatorsTrend followingBreakoutRisk management
SuperMind

This stock screen selects shares with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and total shares of at least 200 million. Its stated aim is to combine a technical condition with company size and liquidity-related…

EquitiesTechnical indicatorsStatisticsRisk management
SuperMind

This stock-selection method filters for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a positive 10-day return below 35%. The article describes the added 10-day return band as a way to focus on recent upward movement while…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This stock screen combines an intraday amplitude threshold, a high ranking for net large-order volume, and an RSI below 65. The accompanying explanation presents the range as a volatility filter, large-order flow as a proxy for capital movement, and RSI as a…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equity screen selects stocks assigned to a metaverse sector, applies a condition described as a 9:25 rise below 6%, and requires seven consecutive sessions of falling closes. The post gives a formula for the sector membership and price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share selection rule looks for stocks with an RSI below 65, seven consecutive sessions in which the close is below the prior close, and float market value above 10 billion yuan. It combines a momentum-style oscillator and recent price weakness with a…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This stock selection rule combines a 14-period RSI below 65, three consecutive declining sessions, and a positive price-to-earnings ratio. The article frames the conditions as a blend of technical behavior and a basic profitability valuation filter, and…

EquitiesTechnical indicatorsMean reversionStatistics
SuperMind

This Chinese equity screening idea combines three filters: turnover within a specified range, outside volume more than 1.3 times inside volume, and an opening-auction price change between -2% and 5%. The article presents the criteria as a way to select…

EquitiesChina marketsMarket microstructureTechnical indicators
FMZ forum

The code describes a strategy that compares two exponential moving averages calculated from Heikin-Ashi prices on configurable timeframes. A crossover of the faster average above the slower average triggers a long entry; a cross below triggers a short entry.…

Technical indicatorsMomentumTrend followingBacktesting
MQL5 code base

This short description presents an experimental modification of the Chaikin Volatility indicator: applying a stochastic transformation to it. The author notes that the result has limited resemblance to the original indicator, framing it as an interesting…

Technical indicatorsVolatility