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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 note presents a technical screen for Chinese stocks using daily amplitude above 1, a rounded or arc-like candle pattern, and a MACD reading below zero from two days earlier. It explains the amplitude condition as a way to find stocks with notable price…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

This brief indicator description explains a channel built around percentage price deviation. Its width is controlled by a percentage setting, and the channel is displayed as a filled background or cloud. The document identifies an original author and says…

Technical indicatorsStatistics
SuperMind

This post outlines an A-share stock screen using three conditions: a daily high-low range above a threshold, a nonempty convertible-bond name field, and a positive but capped return over ten days. It presents both an indicator-formula example and a Python…

EquitiesChina marketsVolatilityMomentum
SuperMind

This post describes an A-share screening recipe combining a price-range condition, exclusion of stocks marked ST, a five-session closing-high condition, and a limit on the stock’s price increase at 9:25. It also says to select stocks before 10:00. The…

EquitiesChina marketsBreakoutMomentum
MQL5 code base

The document describes an Expert Advisor that uses recent Bollinger Band Width values in a neural network method. Band Width is presented as the percentage spread between the upper and lower Bollinger Bands, normalized by the middle band in the…

Technical indicatorsMachine learningVolatilityBacktesting
MQL5 code base

The document describes an oscillator that measures price deviations from a moving average (MA). Its configurable inputs are the MA period, calculation method, applied price, and frame size. Within each frame, the indicator searches for the largest deviation…

Technical indicatorsMean reversion
SuperMind

The document proposes a China A-share screening rule focused on companies classified in the metaverse industry. Its initial filters include a limit on tradable share count and a positive MACD reading. A later version adds a market-cap ceiling and selects…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection proposal filters for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a newly formed KDJ golden cross. The accompanying Python example checks recent K and D values for a crossover and adds a J-value…

EquitiesTechnical indicatorsMomentum
SuperMind

The document proposes a stock screen using three conditions: daily high-to-low amplitude above 1%, a K-line-related value below 20, and prior-day turnover above 8%. It frames amplitude as a volatility filter, the K-line threshold as a low-position condition,…

EquitiesTechnical indicatorsVolatility
SuperMind

This A-share stock screen combines a volatility condition, a weekly moving-average crossover, and positive daily price action. It seeks stocks with amplitude above 1, a weekly MA5 crossing above MA10, and a daily gain greater than 1%, while restricting the…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a trading system that combines the Alligator indicator with Fractals. Its basic entry idea is to detect a particular grouping of Alligator lines and confirm the signal with a fractal. The system also offers configurable indicator exits…

ForexTechnical indicatorsTrend followingPosition sizing
SuperMind

The post describes a Chinese equity screening rule combining daily price movement, circulating market capitalization, and a rounded or arc-shaped chart pattern. Its stated conditions are amplitude above 1, circulating market value above 10 billion yuan, and…

EquitiesChina marketsTechnical indicatorsBacktesting
MQL5 code base

The document describes a chart display modification for the Parabolic SAR indicator. It adds a filled area between price and the SAR line, making the gap between them easier to see at a glance. It also draws a rectangle on the right side of the chart that…

Technical indicators
SuperMind

This Chinese stock-screening proposal combines three characteristics: at least five moving averages converging near one another, a preferred enterprise type, and at least two limit-up sessions within a 500-day lookback. The article interprets moving-average…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese A-share screening idea focused on stocks classified in the metaverse theme. Its initial conditions are turnover above 8% on the previous day and an increase in the K value of the KDJ indicator. The final stated rule adds a…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This indicator adapts MACD by filtering price observations according to trading volume. It updates an analysis buffer only when current tick volume exceeds its average, then calculates the moving averages from the retained data. The intended idea is to give…

Technical indicatorsMomentumMarket microstructure
SuperMind

This note presents a proposed screen for Shenzhen main-board shares that excludes Beijing-listed A-shares. Its initial conditions limit price-to-earnings and price-to-book ratios to stated ranges and require daily high-low amplitude above a threshold. An…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This note describes a Chinese A-share screen requiring an RSI below 65 and seven consecutive sessions in which the close is no higher than the open, followed by a ranking based on a stock popularity measure. It outlines the intended use of technical…

EquitiesChina marketsTechnical indicatorsSentiment
MQL5 code base

This expert advisor uses the standard MACD indicator to generate directional entry signals. It marks a buy condition when the MACD main line has declined or remained level across the three most recent indexed readings, and a sell condition when those…

Technical indicatorsMomentum
MQL5 code base

This indicator replaces the moving averages in MACD with QWMA, a parameterized average whose speed setting changes its weighting behavior. The document describes speed 0 as equivalent to a simple moving average, speed 1 as equivalent to a linear weighted…

Technical indicators
SuperMind

This Chinese-language post outlines a daily stock selection screen based on three filters: rank stocks by trading volume or a stated measure of capital strength, keep those whose gain at 9:25 is below 6%, and require at least two limit-up sessions in the…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock-selection proposal combines three filters: a large high-low range, at least one daily gain of 10% or more in the preceding 25 trading days, and a ranking by capital or fund-flow strength. The intended effect is to find volatile stocks that have…

EquitiesMomentumTechnical indicatorsFactor investing
ProRealCode

The document discusses ICT and Smart Money Concept interpretations of market structure, contrasting a fractal view of price action with static pivot levels and Donchian channel boundaries. Donchian channels use the highest high and lowest low over a chosen…

Technical indicatorsBreakoutTrend followingMarket microstructure
SuperMind

The post describes a Chinese A-share selection rule combining membership in a metaverse-related category, high recent turnover, and a recent limit-up event. Its stated intent is to find actively traded stocks attracting attention and showing evidence of…

China marketsEquitiesMomentumTechnical indicators