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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 stock-selection idea combines a 14-period RSI below 65 with three consecutive bearish sessions and membership in a beverage and alcohol import-export industry group. The post frames the method as a mix of technical and industry information and suggests…

EquitiesTechnical indicatorsChina marketsStatistics
SuperMind

This stock screen requires price amplitude above one, prior-day actual turnover between three and twenty-eight percent, and a nonempty name for an outstanding convertible bond. The article presents these conditions as filters for price movement, trading…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This stock screen selects for price amplitude above one, a weekly five-period moving average crossing above the ten-period average, and no limit-up session on the previous day. The stated rationale combines volatility and a rising trend while excluding…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This Expert Advisor uses the SimpleBars trend indicator and generates a signal when a completed bar changes color. It describes the required compiled indicator placement and notes that a supporting trade library can accommodate brokers with nonzero spreads…

CommoditiesTrend followingTechnical indicatorsBacktesting
SuperMind

This note presents a Chinese equity selection rule based on four conditions: daily amplitude above 1%, a closing price of 18.5 yuan, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. The accompanying…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen combining daily turnover, the product of price change and large-order net volume, and a volume-ratio range. Its main stated thresholds are turnover between 3% and 12%, a positive product of price change and…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This technical screening idea looks for stocks whose price is near at least five moving averages from different time periods. The examples given are the 5-, 10-, 20-, 50-, and 200-day averages. The premise is that multiple averages clustering near the price…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This stock screen combines four technical conditions: amplitude above 1, current volume above 10,000 lots, an opening price above the previous close, and turnover between 3% and 12%. It aims to identify actively traded shares with short-term upward potential…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This indicator colors price candles according to the Money Flow Index (MFI), making the oscillator’s broad market zones visible on a price chart. Teal marks overbought readings, while deep pink marks oversold readings. Pale green indicates MFI above 50 but…

Technical indicatorsEquities
SuperMind

This note presents a Chinese equity screen using a daily price-range threshold, weekly MACD positioned above zero, and a prior-day indicator described as main-force control. It includes example formula logic and a Python-style sketch using market data and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screen combining a daily price-range threshold, a reversal or engulfing pattern, and a ratio of external to internal trading volume above 1.3. Its expanded version also adds positive price-to-earnings and price-to-book…

China marketsEquitiesTechnical indicatorsMarket microstructure
MQL5 code base

The document describes an Average True Range Bands indicator that plots bands based on average true range. It identifies four configuration areas: the ATR calculation period, band deviation or channel width, the price mode used for calculations, and whether…

Technical indicatorsVolatility
MQL5 code base

The document describes a higher-timeframe option for the XFisher_org_v1_Candle indicator. A timeframe input lets the user select the chart period from which the indicator operates; the provided default is a four-hour period. The feature allows the candle…

Technical indicatorsMulti-asset
SuperMind

The document outlines a stock screen for companies in the metaverse theme. It combines a minimum circulating market capitalization threshold with a stated upper bound on total market value and a requirement for positive net profit. The accompanying Python…

EquitiesChina marketsTechnical indicators
SuperMind

This post describes an equity screen that selects stocks with a daily high-low range above a threshold, that did not close at the upper price limit on the previous day, and that have a positive price-to-earnings ratio. The proposed rationale is to seek…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This indicator presents a breakout system based on the PercentageCrossoverChannel. When price moves outside a gray channel, candle colors change to indicate the inferred trend direction: blue for rising prices and pink for falling prices. Bright and dark…

Technical indicatorsBreakoutTrend following
MQL5 code base

This indicator overlays candles from a larger timeframe as filled rectangles and colors them according to the XD-RangeSwitch indicator. Candle bodies use one color for each trend direction, while shadows use separate colors, helping distinguish the…

Technical indicatorsTrend following
MQL5 code base

This Expert Advisor uses the FlatTrend indicator to classify market conditions as flat or trending. With the signal timeframe set to the current chart period, the EA checks the indicator's histogram buffers on the current bar and opens a buy or sell position…

ForexTrend followingTechnical indicatorsRisk management
SuperMind

The document proposes a Chinese A-share stock screen using RSI below 65, a positive product of daily price change and a five-day signed volume measure, rising moving-average conditions, and trailing price-to-earnings below 30. It explains the signals as a…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This long-only Dow Jones strategy on an hourly timeframe combines a close crossing above a 600-period moving average with a close above the Ichimoku cloud. It opens a two-contract position only when both entry conditions hold and no position is already open.…

FuturesBreakoutTrend followingTechnical indicators
SuperMind

The document presents a Chinese equity screen with four conditions: turnover between 3% and 12%, circulating market capitalization between 5 billion and 10 billion yuan, current volume above 10,000 lots, and an opening price above the previous close. It…

EquitiesTechnical indicatorsChina marketsMomentum
ProRealCode

This indicator framework combines a zero-lag moving average with a conventional EMA of the same period. The zero-lag line is formed by reflecting price across its EMA and smoothing that adjusted series; its crosses of the EMA mark changes in regime. At each…

Technical indicatorsTrend followingMomentumVolatility
ProRealCode

The Balance of Power (BoP) indicator is presented as a way to compare buyers’ and sellers’ ability to move price. Its basic form divides the close-to-open change by the high-to-low range; the document also describes a variant that uses the prior close as the…

Technical indicatorsStatisticsMomentum