Skip to content

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 technical screen looks for stocks with amplitude above 1, at least two limit-up events within the previous 500 days, and declines across seven consecutive sessions. The proposed interpretation is that the screen identifies weak recent price action in…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This Chinese stock screen combines a daily price-range condition, a short-term trend filter, and valuation limits. It seeks Shenzhen Main Board stocks with amplitude above 1, a price above the five-day moving average, a price-to-earnings ratio between 0 and…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese A-share screening idea combines a price-range condition with a volume and turnover measure. It selects stocks whose amplitude exceeds 1 and whose previous-day turnover multiplied by today’s auction volume divided by yesterday’s volume falls…

EquitiesTechnical indicatorsChina marketsStatistics
SuperMind

The proposed equity screen combines three conditions: rank stocks by trading volume and turnover value as a proxy for capital interest, restrict candidates to codes beginning with 60, and look for a shortening MACD histogram bar on a 15-minute chart. The…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator description presents a variation on the stochastic oscillator that applies the calculation to a moving average instead of directly to price. The stated motivation is to reduce noise in price-based readings. Users can choose among simple,…

Technical indicatorsMean reversion
SuperMind

This post presents an A-share stock screen that combines a daily price-range condition, market capitalization below the stated limit, positive net profit, and a buy-to-sell volume imbalance above 1.3. It includes an indicator-formula example and a Python…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a Chinese A-share screening rule combining a daily high-low range above 1%, an available convertible-bond name, and a positive return over ten days that remains below 35%. It offers an indicator-formula example and a Python example…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This indicator first smooths a selected price series using a configurable moving-average period and method, then calculates RSI on that smoothed series. It adds floating overbought and oversold levels derived from the recent minimum and maximum RSI values…

Technical indicatorsMean reversionStatistics
SuperMind

This Chinese-language post outlines an A-share stock-selection screen combining a positive MACD condition, rising or diverging moving averages, market capitalization below 10 billion yuan, and positive earnings per share. It also suggests ranking candidates…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This MetaTrader indicator is designed to classify market conditions as directional, mixed, or choppy. It combines Kaufman’s Efficiency Ratio with a direction signal based on price relative to a moving average and the moving average’s slope. The score is…

Technical indicatorsTrend followingStatistics
ProRealCode

The indicator converts a fan of moving averages into three bounded readings: price versus the fan, the fan’s ordering around a reference average, and the fan’s position relative to its slowest active average. Each score divides signed differences by their…

Technical indicatorsTrend followingMean reversionStatistics
SuperMind

This Chinese-language post proposes screening stocks using three conditions: intraday amplitude above a threshold, a high dividend measure for 2019, and a product involving the day's price change and large-order net activity above a threshold. It frames the…

EquitiesChina marketsFactor investingTechnical indicators
MQL5 code base

This document describes an indicator that marks recurring price levels on currency charts. It groups levels ending in 00 and 50 separately from those ending in 20 and 80, and lets traders show or hide either group. It also explains how to conceal an…

ForexTechnical indicators
MQL5 code base

This indicator adapts an exponential moving average using phase information derived from a Hilbert Transform. The document describes the transform as splitting price information into in-phase and quadrature components using current and prior price…

Technical indicatorsTrend followingStatistics
MQL5 code base

The indicator displays trend information from the CronexAC indicator on a fixed timeframe. It derives its signal from the relative positions of the indicator’s main and signal lines, and shows the source indicator’s cloud color. Stars on the line mark…

Technical indicatorsTrend following
SuperMind

This stock screen targets companies classified in the metaverse theme that appeared on the prior day’s trading leaderboard and whose short-term moving averages are ordered upward. The stated formula compares the 5-, 10-, and 20-day simple moving averages,…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The custom NHNL_Divergence indicator plots a high-low index line in a separate pane and marks detected divergences both there and on the price chart. It is based on the NHNL indicator, which tracks new highs and new lows, and is intended to make divergence…

Technical indicatorsEquitiesStatistics
SuperMind

This note describes a proposed rebound-oriented stock screen based on a large intraday range, at least one strong daily rise within the past 25 trading sessions, and seven consecutive declining sessions. The rationale is to find volatile shares that have…

EquitiesChina marketsMean reversionVolatility
SuperMind

This note proposes screening stocks associated with the metaverse theme using a rounded-bottom chart pattern and a positive weekly candlestick signal. Its expanded version adds a KDJ condition, a weekly moving-average crossover, a MACD signal, and a measure…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a mainland China stock screen that selects main-board shares with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and positive, increasing afternoon net active buying. It presents the…

EquitiesChina marketsMarket microstructureTechnical indicators
MQL5 code base

This expert advisor trades signals from an Anchored Momentum Candle indicator. A signal is generated when a bar closes and the indicator’s candle color changes; the document says the advisor uses that event to initiate trades. It also notes that a…

ForexTechnical indicatorsBacktesting
MQL5 code base

This document describes a price smoother whose calculation period can be fractional and whose adaptation is based on standard deviations. It distinguishes the method from a true Jurik moving average, while noting that it resembles versions often labeled as…

Technical indicatorsStatistics
SuperMind

This stock selection method combines a prior bar’s percentage amplitude, the number of freely traded shares, and the current close’s position within its high-low range. The stated filters are amplitude above 1, float no greater than 5.5 billion shares, and…

EquitiesTechnical indicatorsVolatilityChina markets
MQL5 code base

The document introduces EVWMA, a moving average that weights price updates by trading volume. Its sole stated input is a calculation period. The described recurrence combines the prior EVWMA value, weighted by the period’s volume excluding the current…

Technical indicatorsStatistics