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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 stock-selection recipe combines a moving-average condition, an opening-price filter, and a revenue growth test. It targets Chinese equities whose 5-, 10-, 20-, 30-, and 60-day moving averages are described as overlapping, whose 9:25 a.m. gain is below…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

The proposed Chinese equity screen selects stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a stated circulating market value above 10 billion yuan. The accompanying explanation treats turnover as a measure of…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The Didi Index is described as a moving-average indicator intended to help identify potential reversal points. It uses three moving averages, including periods of 8 and 20, displayed around a center line at zero. A signal feature called a “needle” appears…

Technical indicatorsEquities
MQL5 code base

The document describes a chart indicator that detects regular and hidden divergences between price swings and RSI. It marks bullish and bearish signals with arrows and labels, and offers a dashboard that counts each signal type on the current timeframe.…

Technical indicatorsMean reversionMomentum
MQL5 code base

The document describes a charting indicator intended to count down the time remaining in a bar without pauses. Its timing logic uses the computer's current system clock rather than server time, allowing the countdown to continue during periods when data…

Technical indicatorsExecution
SuperMind

This article outlines a technical stock screen for the Chinese metaverse theme. It requires bullish crossovers in MACD and two short-term moving-average comparisons, along with the 20-day average above the 120-day average. The stated intent is to find stocks…

China marketsEquitiesMomentumTechnical indicators
vn.py community

This example configures a futures backtest in vn.py with one-minute data, a defined date range, trading costs, contract settings, and an ATR-RSI strategy. It then uses the engine’s optimization setting to search over RSI length and entry parameters,…

FuturesBacktestingTechnical indicators
SuperMind

The document describes a stock screen combining an RSI threshold below 65, membership in the beverage and alcohol import-export industry, and a condition it labels a rounded-arc pattern. The supplied formula defines that pattern as the five-period and…

EquitiesTechnical indicatorsMean reversion
MQL5 code base

The r_Ma indicator combines multiple ways of calculating a classical moving average. For a chosen period, it calculates twenty-eight versions, formed from four averaging methods and seven possible input prices, then averages those results into a single…

Technical indicatorsStatistics
SuperMind

This screening idea selects stocks with turnover between 3% and 12%, a daily gain above 1%, and a main-board listing, while excluding Beijing-listed A-shares. The document presents the rule as a basic way to narrow a stock universe using current trading…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines a 14-period RSI ceiling, a minimum listing history of one year, and a condition that the 20-day moving average is above the 120-day average. It aims to find stocks whose longer trend is rising while their recent price action is not…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This indicator presents two versions of Rate of Change for viewing price momentum. The standard version expresses the price change relative to the closing price from an earlier period, so the measure is a percentage. The second version scales ROC by Average…

Technical indicatorsMomentumVolatility
SuperMind

The article proposes a stock screen combining a daily range threshold, price above the five-day moving average, and a high ranking for a large-order volume proxy. It explains these filters as a way to focus on active stocks with short-term upward momentum…

EquitiesMomentumTechnical indicatorsRisk management
MQL5 code base

This MetaTrader indicator marks candles whose price changes exceed user-set limits. It reports changes in points and percentages, with separate display colors for gains and losses. The threshold settings let users filter out smaller moves, and a bar limit…

ForexTechnical indicators
MQL5 code base

This brief description introduces WaveMTF, a MetaTrader 4 indicator that displays bull and bear signals on a chart. It offers signal notifications through on-screen alerts, email, and push messages, with options to show trader information and signals on the…

Technical indicatorsForex
MQL5 code base

The document describes an Expert Advisor that places buy and sell orders at expanding Fibonacci-based intervals, adjusting grid spacing and position sizes to market conditions. Its proposed filters combine Market Profile value areas with ADX trend strength…

Grid tradingForexCommoditiesTechnical indicators
SuperMind

This Chinese equity screening proposal selects stocks with price amplitude above a threshold, a prior-day signal described as major-player control, and a listing age greater than a chosen number of days. Its example implementation also applies filters…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This Chinese equity screening idea combines an RSI reading below 65 with a circulating market capitalization between 5 billion and 10 billion yuan, trading volume above 10,000 lots, and a high opening price. Its stated aim is to find shares with favorable…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This Chinese stock-selection proposal combines three filters: daily amplitude above 1, a positive weekly MACD histogram, and a current-day position increase ratio above 5%. The article interprets amplitude and weekly MACD as signs of technical strength,…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This brief note describes a modified FRAMA indicator that adds floating levels to help identify trend direction. Its motivation is to avoid relying on the slope of FRAMA alone, which the author says can generate false signals, particularly when the fractal…

Technical indicatorsTrend following
SuperMind

This Chinese stock screen selects companies associated with the metaverse theme whose volume ratio is above 1.5 and below 6, with price above a long-term moving average. The article’s initial description uses the 250-day average, while its final proposed…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This brief description explains an indicator that displays a volume-weighted moving average as a sequence of candlesticks. The candlesticks are generated by processing a relevant price time series through the Volume-Weighted-MA algorithm. The stated purpose…

Technical indicatorsEquitiesFutures
SuperMind

This note proposes screening Chinese A-share stocks for turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a MACD value below zero two trading days earlier. The stated aim is to identify stocks with possible…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This note describes a Chinese A-share screening rule that selects stocks with turnover between 3% and 12%, a rising KDJ K value, and no listing on the STAR Market. It suggests combining these conditions with market trends and hot themes, and frames the board…

EquitiesChina marketsTechnical indicatorsMomentum