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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
Binance API docs
45 documents
Quantopian lectures
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 strategy screens stocks in the metaverse industry for a short-term trend condition and a momentum signal: the 20-day moving average must be above the 120-day moving average, and the KDJ indicator must have just formed a golden cross. It proposes…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This stock selection method combines three filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and at least two limit-up days within the past 500 days. The document gives example formulas and Python-style code for applying these…

EquitiesVolatilityTechnical indicatorsRisk management
SuperMind

The document proposes screening Chinese stocks for turnover between 3% and 12%, a rising KDJ K line, and classification as related to the metaverse theme. The KDJ condition is expressed as the latest K value exceeding the prior value. The article frames this…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This document outlines an Expert Advisor strategy that combines custom moving-average levels with a custom stochastic indicator. It evaluates signals when a new bar appears. A sell condition occurs when the prior close is below the lower moving-average level…

Technical indicatorsTrend followingMomentumRisk management
SuperMind

The document describes a Chinese equity screening rule for main-board stocks. It looks for shares with turnover between 3% and 12%, three consecutive down days, and a gain of more than 1% today. The stated rationale is to find stocks that may be rebounding…

EquitiesMean reversionMomentumTechnical indicators
MQL5 code base

The document explains the motivation for Stochastic RSI: ordinary RSI can remain between overbought and oversold thresholds for long periods without reaching an extreme, leaving traders without a trigger under a simple threshold approach. It attributes the…

Technical indicatorsMean reversionEquities
SuperMind

The document outlines an equity screen requiring MACD to be above zero, a qualifying company type, and previous-day auction turnover above 0.26. It presents these filters as a combination of technical direction and liquidity: positive MACD is used to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening Chinese A-share stocks in the metaverse industry for an arc-shaped price pattern, then expands the rules to include recent price and volume strength, a monthly moving-average crossover, and an RSI rebound from a low level. It…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This five-minute DAX strategy defines an opening range from the high and low recorded during the first trading hour. It sets long and short breakout levels one opening-range width beyond the corresponding extreme, using a configurable multiplier. During the…

FuturesBreakoutTechnical indicatorsRisk management
MQL5 code base

This indicator presents a Bollinger Bands style envelope using two deviation settings and shades the region between the resulting band values. The cloud makes the gap between the two volatility-based envelopes visible on a chart. Its adjustable inputs are…

Technical indicatorsVolatility
MQL5 code base

The note introduces an ATR-based range indicator used by an associated grid expert advisor. Its central idea is that a period of low volatility may precede an impulse move, and that the subsequent move can be approached with a flat breakout strategy. The…

ForexVolatilityBreakoutTechnical indicators
SuperMind

This Chinese stock selection rule combines three conditions: daily high-to-low amplitude above 1%, a newly formed KDJ golden cross, and a 14-period RSI below 65. The accompanying examples describe calculating the range as the high-low difference relative to…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

BoDi measures the distance between the upper and lower Bollinger Bands and displays that difference as a histogram. The document explains that the bands tend to widen during strong upward or downward price impulses and narrow as the movement loses force. It…

Technical indicatorsVolatilityForex
SuperMind

This stock selection proposal filters for amplitude above one percent, a positive ten-day price change below thirty-five percent, and turnover between two and nine percent. The post interprets the range as a measure of volatility, the return band as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines an amplitude threshold above one percent, an opening auction gain below six percent, and a current high that is the highest across two days. The post frames these conditions as a way to identify shares with short-term upward…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This technical stock screen combines RSI below 65, three consecutive bearish candles, and a MACD reading above zero. The intended idea is to find stocks that have recently pulled back while the broader indicator remains in positive territory. The article…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This intraday strategy looks to short crude oil when a five-minute candle signals a downside breakout. The signal requires both candle range and volume to exceed three times their respective averages over a 276-bar lookback, with the candle closing below its…

CommoditiesFuturesBreakoutTrend following
SuperMind

This stock screen selects A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and requires prior-day trading value above 60 million. The article argues that trading value can serve as a rough indicator of market participation and…

China marketsEquitiesTechnical indicatorsExecution
SuperMind

This Chinese stock-selection proposal screens for shares with an amplitude above 1, a ratio between 0.5 and 2 formed from the prior day’s turnover rate and today’s auction volume relative to the prior day’s volume, and upward-diverging moving averages. Its…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

TMAGi combines the spacing among three moving averages with the difference between the ADX system’s positive and negative directional indicators. It multiplies total moving-average separation by that directional difference, then plots the result with a short…

Technical indicatorsTrend followingMomentum
FMZ guides

This guide explains a formula tool for rapidly calculating and checking trading ideas using expressions based on publicly available WorldQuant Alpha101 methods. It lists arithmetic and conditional syntax, cross-sectional ranking, lagging, moving averages,…

Factor investingTechnical indicatorsStatisticsBacktesting
MQL5 code base

This document briefly describes a Murrey levels indicator that places level values in indicator buffers and adds visual text identifying those levels. It attributes the indicator to Vladislav Goshkov and notes that it depends on a font-name library file…

Technical indicators
MQL5 code base

The indicator records the highest and lowest prices during a chosen opening window, then extends those levels across the session. It derives profit targets as multiples of the opening range and can mark breakouts, retests, and failed retests. Its…

BreakoutMean reversionTechnical indicatorsRisk management