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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
Binance API docs
45 documents
Quantopian lectures
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

12,140 documents

SuperMind

This post proposes a stock-selection screen using RSI below 65, a condition involving price change multiplied by a large-order flow measure, and today’s position increase share above 5%. It presents the combination as a way to consider technical conditions…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The post proposes a stock selection rule combining price amplitude above a stated threshold, progressively rising bottom levels, and a bullish weekly bar. It characterizes these as technical signals for price movement and buying interest, then suggests…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equities screen combines three price conditions: daily amplitude above 1, a 9:25 price gain below 6%, and a closing price above the previous day's low. The stated intent is to find stocks with some volatility and strength while avoiding an…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screen looks for companies in the metaverse industry that also have a robotics concept, recorded a limit-up day during the prior 25 days, and have a free-float market value below 10 billion yuan. The rationale is to combine a recent strong…

EquitiesChina marketsBreakoutMomentum
ProRealCode

This note describes a way to rescale the Stochastic Momentum Index (SMI) against its recent volatility. It first computes the SMI, then forms upper and lower bands around a 24-period exponential moving average using two standard deviations. The current SMI’s…

Technical indicatorsVolatilityMomentum
SuperMind

This stock-selection idea combines a daily turnover rate between 3% and 12%, a reversal pattern described as a price move that recovers after a decline, and a positive daily MACD reading. The article presents the combination as a way to find stocks showing…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The post proposes a Chinese equity screen combining a positive MACD reading, positive price change and net large-order flow, and a positive but capped ten-day gain. It gives formulas for MACD, daily price change, large-order net volume, and the ten-day…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese stock-screening proposal selects shares with a daily high-low range greater than 1, a three-session limit-up streak ending the previous day, and turnover between 3% and 12%. The article interprets range as a measure of volatility, the repeated…

EquitiesVolatilityMomentumChina markets
SuperMind

This Chinese equity screening idea combines RSI below 65, greater displayed buying volume than selling volume, and a rising MACD signal line, called DEA in the post. It interprets these conditions as signs of moderate RSI, stronger buying interest, and a…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This A-share stock screen selects securities whose 20-day average trading volume exceeds the 120-day average, then excludes Beijing-listed A shares. The author interprets higher recent average volume as a sign of stronger capital activity and ranks…

EquitiesMomentumTechnical indicatorsChina markets
ProRealCode

The13thWarrior is a configurable chart indicator intended for short-term trading. It derives Heikin-Ashi-style open and close values, then colors candles green when the close is above the open and OBV is above its moving average, or red when both conditions…

Technical indicatorsMomentumVolatility
SuperMind

This stock selection rule screens the metaverse industry for a newly formed KDJ bullish crossover and a close above the previous session’s low. The post frames the crossover as a possible trend reversal and the price condition as a sign of relatively…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection proposal combines three signals: a daily increase in position share above 5%, weekly MACD above the zero line, and a rising 30-day moving average. The article interprets these as evidence of recent capital inflows and upward…

EquitiesMomentumTechnical indicators
SuperMind

This stock-selection rule screens for names with an amplitude measure above 1, large-order net volume above 0.05 for at least three consecutive days, and a volume ratio between 1.5 and 6. It frames amplitude as a measure of price movement, net volume as a…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This note describes a China-market stock screen for companies classified in the metaverse theme. It selects stocks whose closing price is above the five-day moving average and whose previous-day traded value exceeds 60 million. The author presents the…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This short indicator description presents a Stochastic Oscillator derived from William Blau’s Stochastic Momentum concept, as discussed in his book on momentum, direction, and divergence. The implementation displays the oscillator as a color-coded histogram…

Technical indicatorsMomentumStatistics
SuperMind

This post describes a stock-selection idea that combines MACD above zero, a favorable company characteristic, and a minimum listing history. Its rationale treats positive MACD as a sign of price strength and listing age as a way to avoid very recently listed…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes a stock screen using three conditions: a large daily high-low range, at least one single-day gain of 10% or more during the preceding 25 trading days, and an opening price near the ten-day moving average. It frames the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed screen targets metaverse-related stocks with three technical crossover conditions and at least two limit-up events during the prior 500 days. The article names MACD-related signals and a 5-day versus 10-day moving-average crossover, and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a stock screen requiring amplitude above 1, positive institutional money-flow direction, and a positive daily MACD. The conditions combine a measure of price movement, a proxy for institutional flows, and a momentum indicator intended to…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note presents a Chinese stock-selection screen using three conditions: today’s increase in holdings above 5%, the ratio of external to internal trading volume above 1.3, and the 20-day moving average above the 120-day moving average. The first two…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This stock-screening idea selects shares with RSI below 65, free-float market value between 5 and 10 billion yuan, and daily price amplitude above 1%. The article explains the intended roles of the filters: RSI indicates short-term overbought or oversold…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed stock screen selects shares with daily amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and an appearance on the prior day’s exchange trading-activity list. The rationale combines price…

China marketsEquitiesTechnical indicatorsMomentum