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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

This document describes a Chinese equity screen that selects stocks with codes beginning with 60, ranks them by volume ratio, and requires an upward trend in the 30-day closing-price average. The article treats volume ratio as a rough measure of trading…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a Chinese equity screening rule that selects stocks with amplitude above a threshold, three moving averages in a bullish crossover arrangement, and a rising DEA line. It frames the combination as a way to find relatively strong stocks…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

This variant combines a selectable moving average with Average True Range bands to display trend direction and potential support or resistance areas. The described defaults use an exponential moving average over 100 periods, a 10-period ATR, and a multiplier…

Technical indicatorsTrend followingVolatilityRisk management
MQL5 code base

The XMA_BBx5_Cloud indicator displays two Bollinger Band channels derived from a single moving average. The channels are drawn as a colored cloud, and the latest values can also appear as price labels. This offers a visual way to compare price with multiple…

Technical indicatorsVolatility
MQL5 code base

The document briefly introduces the Ulcer Index as a measure related to price volatility and possible drawdowns or recoveries over a selected period. It names three configurable inputs: the calculation period, an inverse-calculation option, and the price…

Technical indicatorsVolatilityRisk management
ProRealCode

This ProRealTime indicator is intended to visualize intraday trading activity by price level. Its script scans a configurable price range, counts how often bars touch each level, and highlights the most frequently visited prices. It also draws a center line…

FuturesMarket microstructureTechnical indicatorsVolatility
SuperMind

This A-share screening proposal combines a technical condition with two company filters: RSI below 65, year-over-year growth in net profit attributable to the parent company above 20% and no more than 100%, and more than one year since listing. It frames the…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This Chinese A-share screening idea combines a metaverse industry filter with evidence of a recent limit-up session and three rising technical indicators. It proposes checking moving-average, RSI, and MACD-style signals together, then selecting stocks weekly…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This proposed A-share stock screen combines a turnover filter with short- and long-term technical conditions. It selects stocks with turnover between 3% and 12%, a rising DEA reading, and a weekly price moving-average crossover above a 30-week average. The…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes a multi-timeframe version of the ChannelsFIBO indicator. A source timeframe setting controls which chart interval supplies the channel data, so the indicator can show the same market situation on lower-period charts. For example,…

Technical indicators
ProRealCode

This indicator colors volume according to how each bar’s high and low compare with the prior bar. Bars that make a higher high without a lower low receive one color; bars that make a lower low without a higher high receive another. Bars extending both sides…

Technical indicatorsTrend followingMarket microstructure
backtrader

This Backtrader example demonstrates a price-versus-moving-average signal and an optional moving-average crossover exit. The entry signal is the difference between the close and a configurable simple moving average: positive values indicate price above the…

Technical indicatorsTrend followingBacktesting
SuperMind

This post describes a Chinese stock screen combining daily price range with order-flow and institutional activity signals. Its indicator rules flag a bar whose high-to-low range exceeds one percent of the previous close, then apply measures related to…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This stock selection post combines a 14-period RSI below 65 with a price high equal to the highest high over the past two sessions. It further narrows candidates to companies with market capitalization at or below 10 billion and positive profitability…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock selection post proposes screening for shares with daily turnover between 3% and 12%, a positive product of the day’s price change and net flow attributed to very large orders, and a listing age exceeding a stated threshold. Its explanation…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This note proposes a stock selection rule based on daily price range, the prior ten-day return, and the latest price change. It seeks stocks with a range above 1%, positive but below 35% ten-day appreciation, and a latest change between -5% and 2.6%. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a Chinese equity screen that selects companies classified in the metaverse industry, whose opening price is near the 10-day moving average, and whose opening auction gain falls within a specified band. Its proposed final version tightens…

EquitiesTechnical indicatorsChina markets
SuperMind

This post proposes a Chinese equity screen using turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and revenue growth: 2021 revenue must exceed 1.1 times 2018 revenue. It frames turnover and the opening-price condition as…

EquitiesTechnical indicatorsStatistics
SuperMind

This Chinese stock-screening post describes a rule combining daily price amplitude above 1, an indicator of main-force control on the previous day, and a circulating market capitalization between 5 billion and 10 billion yuan. It presents the conditions as a…

EquitiesTechnical indicatorsRisk management
SuperMind

This Chinese-language article proposes an equity screen that selects main-board stocks with RSI below 65 and a daily gain above 1%, then filters by company characteristics such as quality or high growth. It frames the RSI condition as indicating an oversold…

EquitiesTechnical indicatorsMomentumMean reversion
MQL5 code base

Dynamic Zone RSI modifies the Relative Strength Index by setting its overbought and oversold boundaries dynamically with Bollinger Bands. Rather than relying on fixed RSI levels, the indicator uses the bands to define zones that can adapt to the RSI series.…

Technical indicatorsVolatility
SuperMind

This Chinese equity screening note combines four conditions: MACD above its zero line, a daily gain greater than 1%, membership in the main board, and a 9:25 a.m. price increase below 6%. It presents the first three as directional or market-universe filters…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-screening note proposes selecting non-Star Market shares with daily amplitude above 1 and a rising short-term average pattern. It describes the screen as a way to find volatile stocks showing near-term upward price movement. Its indicator…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

The proposed stock screen combines a technical condition with valuation and dividend criteria: select shares with RSI below 65, positive price-to-earnings ratios, and a dividend payout ratio above 25% for 2019. The accompanying rationale treats the RSI…

EquitiesTechnical indicatorsFactor investingRisk management