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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
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 outlines a stock screen that selects equities with RSI below 65, ranks or filters them by money-flow strength, and considers performance during 2021. Its example code uses a 14-period RSI, a 20-period Chaikin Money Flow measure, and excludes…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese A-share stock screen that combines turnover between 3% and 12%, a daily gain above 1% relative to the same sector, a main-board listing outside the STAR Market, and a rising DEA measure. It presents the DEA condition as a way…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed stock screen combines daily price amplitude above a threshold, a morning star candlestick condition associated with Kute Intelligent, and a requirement that the stock code begin with 60. The stated rationale is technical: elevated amplitude may…

EquitiesTechnical indicatorsBreakoutChina markets
MQL5 code base

This document describes a Schaff Trend Cycle indicator calculated with Jurik Volty Adaptive RSX, a member of the RSI and momentum indicator family. Its central idea is to use an adaptive version of RSX within the cycle calculation, rather than relying on a…

Technical indicatorsMomentum
SuperMind

This Chinese-language post outlines a daily stock-selection screen that requires MACD to be above zero and three moving-average signals to align. It gives 20-, 60-, and 120-day averages as examples, and ranks qualifying stocks by a measure of market…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The document describes John Ehlers’ MESA Stochastic, a modified stochastic oscillator designed to reduce noise and spectral dilation. It combines a high-pass filter, a SuperSmoother filter, and normalization over a lookback window, then smooths the resulting…

Technical indicatorsMean reversionRisk management
SuperMind

The document proposes a Chinese A-share screening rule combining daily price amplitude, relative volume, and a price-shape condition described as a rounded or arc-like move. Its narrative specifies amplitude above one percent and a volume ratio between 1.5…

EquitiesChina marketsTechnical indicatorsSentiment
ProRealCode

This indicator separates bars into upward and downward volatility readings according to whether the close is above or at or below the prior close. For the selected direction, it uses the prior bar’s average true range plus half the difference between the…

Technical indicatorsVolatilityForex
BigQuant

The article offers three discretionary rules for stock traders: favor stocks that have previously produced gains for the trader, concentrate research on a small number of names, and use price trends to guide holding and exit decisions. Its most explicit…

EquitiesTrend followingTechnical indicatorsRisk management
MQL5 code base

This document describes an Expert Advisor that generates trades from the RVI_Histogram indicator when a bar closes. A selectable trend-detection mode uses either a crossover between the indicator’s main and signal lines together with a cloud-color change, or…

ForexTechnical indicatorsBacktestingMomentum
MQL5 code base

This description outlines an Expert Advisor that checks for signals when a new bar appears. Its displayed decision rules open a long position when the fast moving average is above both the normal and slow averages and two Parabolic SAR readings are below the…

Technical indicatorsTrend followingExecutionRisk management
vn.py community

This code walkthrough explains how a Dual Thrust strategy tracks each day’s opening price, high, and low. When a bar’s date differs from the prior bar’s date, it uses the accumulated previous-day range to set long and short entry levels around the new day’s…

BreakoutFuturesTechnical indicatorsExecution
ProRealCode

This document outlines a basic directional system for EUR/USD on a two-hour chart. It opens a long position after a bullish candle whose body exceeds twice the ATR, and opens a short after a bearish candle whose body exceeds the same threshold. A position…

ForexTechnical indicatorsTrend followingBacktesting
ProRealCode

This text introduces Volume Spread Analysis as an approach that interprets price and volume together to infer the activity of large, coordinated market participants. It presents the ideas of strong and weak hands, accumulation, distribution, and pooled…

Market microstructureTechnical indicatorsStatistics
SuperMind

This Chinese-language post describes a stock screen combining three conditions: price amplitude above 1%, large-order net inflow in the afternoon, and a shortening MACD histogram on a 15-minute chart. It presents the combination as a way to find active…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screening idea that ranks stocks by a volume-ratio measure, checks whether price is moving within Bollinger Bands in a rounded pattern, and looks for shrinking negative MACD histogram bars on a 15-minute chart.…

EquitiesTechnical indicatorsMomentumStatistics
MQL5 code base

This description outlines additions to a revised RSI-based expert advisor: more detailed indicator settings, two moving averages, martingale sizing, and lot calculation as a percentage of account balance. The underlying RSI trading principle is not restated,…

Technical indicatorsMean reversionPosition sizingRisk management
MQL5 code base

This expert advisor combines ADX and MACD to identify trade entries. It looks for the MACD main and signal lines to move in the same direction over a configurable number of bars: upward movement supports buys, while downward movement supports sells. The main…

Technical indicatorsTrend followingPosition sizingRisk management
MQL5 code base

This document introduces a semaphore-style arrow indicator that marks potential trading times with colored dots. It identifies the tool’s basic purpose but does not explain the signal rules, the meaning of each color, or how a trader should interpret the…

Technical indicators
SuperMind

This post outlines a Chinese stock screening idea combining a daily price range threshold, a nonempty convertible bond name field, and short-term moving-average conditions. It first describes upward divergence in moving averages, then presents a refined rule…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes a chart indicator that highlights the price range associated with a chosen day of the week. The trader selects a weekday in the indicator settings, and the tool paints that weekday’s range with colored rectangles. The setting makes…

Technical indicatorsStatistics
SuperMind

This article describes an equity screen requiring a 14-period RSI below 65, three consecutive declining sessions, and a circulating market value between 5 and 10 billion yuan. The stated rationale is to find stocks showing short-term weakness while retaining…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This article presents a stock screen that combines daily price amplitude above a stated threshold, a K-line indicator below a stated level, and a positive return. Its formula defines amplitude relative to the previous close, while its sample Python logic…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

This Chinese-language article proposes screening stocks after each trading day for positive MACD momentum and a rising DEA line, then ranking qualifying names by market attention. Its sample formulas calculate DIF and DEA with exponential moving averages,…

China marketsEquitiesMomentumTechnical indicators