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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 document describes a short-term Chinese equity screen combining a positive MACD reading, upward separation between moving averages, and a stock that had three consecutive limit-up sessions on the prior day. It presents the conditions as signs of upward…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share screening proposal combines a turnover range of 3% to 12% with a newly formed KDJ golden cross and a shortening MACD green histogram on a 15-minute chart. The stated rationale is to focus on actively traded stocks, use KDJ as a signal of…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screen ranks stocks by relative volume, keeps the top 100, requires yesterday's turnover rate to exceed 8%, and selects stocks whose 30-day moving average is rising and whose close is above that average. The accompanying rationale treats…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity-selection rule ranks stocks by relative volume and selects the top ten, then applies a price ceiling of 18.5 yuan and requires the 30-day moving average to be rising. The accompanying explanation treats high relative volume as a sign of…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

Aroon is presented as a trend-strength indicator developed by Tushar Chande in 1995. It uses two lines: Aroon Up tracks the timing of the highest price within a selected period, while Aroon Down tracks the timing of the lowest price. Each line expresses that…

Technical indicatorsTrend followingMomentum
ProRealCode

The indicator converts distance from the Donchian Channel midpoint into a bounded oscillator. It finds the highest and lowest prices over a lookback period, takes their midpoint, and smooths both the signed price distance from that midpoint and its absolute…

Technical indicatorsMomentumTrend followingBreakout
ProRealCode

This indicator combines a three-line exponential moving average channel with candle colors based on where the close falls relative to the channel. The upper, centre, and lower lines are calculated from the high, close, and low using a 34-period lookback.…

Technical indicatorsTrend followingMomentum
MQL5 code base

This indicator presents the Chande Momentum Oscillator as a sequence of candlesticks. It applies the oscillator algorithm to a relevant price time series and renders the processed values in candle form, offering a different visual format for examining…

Technical indicatorsMomentum
SuperMind

This stock screening proposal combines a metaverse industry classification and a rounded-bottom chart pattern with a price condition based on Bollinger Bands. It seeks shares whose close is above the middle band and above the upper band, using a moving…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-equity screening proposal combines an RSI below 65, an external-to-internal trading-volume ratio above 1.3, and a weekly price cross above the 30-week moving average. The intended mix is a momentum or trend condition alongside a measure of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening Chinese stocks after the open using positive MACD, a circulating share count no greater than 5.5 billion, and a ranking by individual-stock popularity. Its indicator example calculates MACD from 12- and 26-period exponential…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese-equity screen for metaverse stocks. It ranks candidates by today’s opening-auction value, selects the top five, and requires yesterday’s auction turnover rate to exceed 0.26. The stated rationale is that auction activity and…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This Chinese equity screen selects stocks classified in the metaverse industry when the opening price is near the ten-day moving average and the KDJ indicator has just crossed upward. The document explains that the moving average supplies a price reference…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator combines five-candle fractal detection with a Commodity Channel Index filter. It displays a signal only when CCI meets a configurable threshold on the candle associated with the fractal, aiming to screen out some signals during sideways…

Technical indicatorsMomentumMean reversionBacktesting
SuperMind

This stock-selection proposal combines a technical filter with a profitability screen: choose main board stocks with RSI below 65, a daily gain above 1%, and return on equity above 15% in each of the previous five years. The author presents RSI as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The screen targets Chinese stocks with a daily amplitude above 1%, appearance on the prior day's 龙虎榜 (top trading list), and more than two limit-up days in the previous ten sessions. It combines recent price movement, reported trading attention, and repeated…

EquitiesChina marketsVolatilityMomentum
SuperMind

This stock-selection rule looks for companies associated with the metaverse concept, with a rising 30-day moving average and at least two limit-up events during the prior 500 days. It is intended to combine a rising price trend with a history of strong…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a stock screen combining price amplitude, a market-concentration measure, and a 15-minute MACD histogram that is getting shorter. It interprets high amplitude as a way to find actively moving stocks, the concentration filter as a way…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock selection rule combines a 14-period RSI below 65, price above its five-day moving average, and a reversal pattern. The article’s final formulation calls for three consecutive bearish candles followed by a bullish candle. It presents indicator…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This document outlines a Chinese equity screen based on an intraday amplitude threshold, exclusion of ST-designated stocks, a five-day high condition described as a limit-up method, and at least two limit-up events over a 500-day lookback. It supplies a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document presents a Chinese equity selection rule requiring MACD above zero, the current high to match a two-day high, and more than two limit-up events within ten days. It explains these conditions as indicators of positive momentum, a nearby price…

EquitiesChina marketsMomentumTechnical indicators