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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

SuperMind

The document describes a stock screen combining daily amplitude above 1, a price below 20, and a positive change in the KDJ K value. It presents the KDJ increase as a way to identify upward price momentum, then recommends checking it alongside other…

EquitiesTechnical indicatorsMomentum
FMZ forum

This article proposes using discrete-time signal-processing ideas to reduce the lag of moving-average trend indicators. It starts from an exponential moving average, frames the relationship between closing prices and the EMA as a transfer function, and…

CryptoTechnical indicatorsTrend followingStatistics
MQL5 code base

This brief indicator note describes a QQE variant that applies RSI to a moving average rather than to price directly. It says this change produces results that differ substantially from conventional QQE and presents the modified indicator directly overlaid…

Technical indicatorsMomentumBacktesting
SuperMind

This proposed A-share screen targets main-board stocks associated with robotics. Its stated criteria are turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. A sample indicator expression also requires the closing…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines daily amplitude above one percent with a reversal or engulfing-style candle condition, then excludes stocks classified as belonging to the technology innovation segment. The article provides indicator formula examples and…

China marketsEquitiesTechnical indicatorsBreakout
SuperMind

This Chinese stock selection method combines three signals: daily amplitude above one percent, large-order net inflow in the afternoon, and a rising short-term price floor. The article gives indicator formulas and a Python example intended to screen stocks…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

The proposed equity screen looks for stocks with turnover between 3% and 12%, seven consecutive declining sessions, and a price pattern described as resembling a rounded base. The article presents formula examples for implementing the conditions and adds a…

EquitiesMean reversionTechnical indicatorsBacktesting
SuperMind

This Chinese equity selection note describes a three-part screen: daily high-low range above a stated threshold, a reversal pattern, and price above its five-day moving average. It frames the moving-average condition as a way to favor stocks in an upward…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note proposes screening Chinese equities for three conditions: membership in the metaverse industry, a rounded price pattern, and a reversal or engulfing-style signal. It suggests the combination may identify active stocks in strong market themes with…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

The Arnaud Legoux Moving Average (ALMA) is described as a price-smoothing method that applies Gaussian weights across a rolling window. Its offset parameter shifts the weight distribution and adjusts the balance between smoothness and responsiveness, while…

Technical indicatorsStatisticsBacktesting
SuperMind

The article proposes screening stocks for turnover between 3% and 12%, membership in a beverage and alcohol import-export category, and a prior-day auction turnover measure above 0.26. It presents this as a way to find stocks with recent trading activity and…

EquitiesTechnical indicatorsExecutionChina markets
SuperMind

This short-term stock selection rule looks for equities with a daily price range above 1, a rising and spreading set of moving averages, and positive net buying by large participants during the opening auction. The stated rationale is to find shares showing…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

SSL2 is described as a chart indicator that combines two SSL indicators calculated over different periods and presents them as a colored cloud. The cloud changes color when the underlying indicators cross, so its visual state is intended to make those…

Technical indicatorsTrend following
ProRealCode

This indicator aims to separate trading volume into estimated buying and selling components and display them as a two-color histogram. Its description associates green bars with buyer activity and red bars with seller activity. The calculation uses bar…

Technical indicatorsMarket microstructureExecutionStatistics
SuperMind

This post presents a stock screen that combines a short-term trend condition with recent buying activity. It selects stocks whose 20-day moving average is above the 120-day average, whose prior session did not close at the daily price limit, and whose…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post outlines a stock selection rule focused on companies associated with the metaverse theme. It requires the 30-day moving average to be rising and a nonempty name for an outstanding convertible bond. The accompanying explanation frames the…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This post proposes an A-share stock screen that combines trading activity, reported earnings growth, and short-term order flow. It selects stocks with turnover between 3% and 12%, parent-company net profit growth between 20% and 100%, and large-order net…

EquitiesChina marketsMomentumSentiment
BigQuant

This research note describes a method for detecting support and resistance lines in Chinese A-share price series. It adapts a local high and low point approach with quantile regression, defining line slopes for continuation patterns such as triangles,…

EquitiesChina marketsTechnical indicatorsBreakout
MQL5 code base

The document describes a higher-timeframe version of the RSIOMA indicator for MetaTrader 5. Its input lets the user select the chart period used for the indicator, with a four-hour period shown as the default. The main concept is to display RSIOMA readings…

Technical indicators
MQL5 code base

TRIX is described as an oscillator based on exponential averaging that can help identify potentially overbought or oversold conditions and can also serve as a momentum indicator. This variant replaces the regular EMA calculation with a double-smoothed Wilder…

Technical indicatorsMomentumStatistics
MQL5 code base

The indicator draws a linear regression channel with support and resistance levels. The channel can be anchored at a price extreme and redrawn as subsequent lows or highs develop. If a new minimum or maximum does not appear for five bars, the indicator marks…

Technical indicatorsBreakoutRisk management
MQL5 code base

T3MACO is described as an oscillator that uses T3 averaging. The document identifies its author and notes that the indicator was first implemented in MQL4 before being published in a MetaTrader code library. It also refers to a separate explanation of…

Technical indicators
SuperMind

This Chinese equity selection rule screens for stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a price rise below 6% at 9:25. The accompanying discussion treats turnover and float value as proxies…

EquitiesChina marketsTechnical indicators
MQL5 code base

The Coppock indicator combines two rate-of-change measures and smooths their sum with a weighted moving average. The described default periods are 14 and 11 for the rate-of-change inputs and 10 for the average; the MetaTrader version allows these settings to…

Technical indicatorsMomentumTrend following