Skip to content

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

31,205 documents

SuperMind

This stock screen targets companies in a designated metaverse category whose latest close is above the prior close, with bullish conditions from MACD and moving averages. The final rules require DIF above DEA, a five-day average crossing above the ten-day…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese stock selection screen combining a daily price range above 1% of the opening price, a high trading-volume threshold, and a positive opening gap. It frames these filters as a way to find active, liquid stocks where market…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The proposed stock-selection process ranks shares by volume ratio and keeps the top 100, then filters for a stated maximum circulating share count and an upward 30-day moving-average condition. The post explains these as proxies for trading interest, smaller…

EquitiesMomentumTechnical indicatorsChina markets
ProRealCode

The document defines a swing high or low by comparing a middle bar with the bars immediately before and after it. A swing high occurs when both the middle bar’s high and low exceed the corresponding values of both neighboring bars. A swing low occurs when…

EquitiesTechnical indicators
SuperMind

The document describes an equity screen seeking stocks with an intraday range of at least 1%, turnover above 2% and no more than 9%, volume above 10,000 lots, and an opening price close to the high. It frames these conditions as filters for volatility,…

EquitiesTechnical indicatorsVolatility
ProRealCode

The document defines a volume weighted moving average (VWMA) as the sum of each period’s closing price multiplied by its volume, divided by total volume over the same lookback. It recommends comparing the VWMA with a simple moving average (SMA) calculated…

Technical indicatorsEquitiesStatistics
MQL5 code base

This short entry identifies ColorFisher_m11 as an oscillator based on the inverse Fisher Transform. It records that the indicator was first implemented in MQL4 and published in 2008, and credits MartinG as the author. The entry provides no formula, parameter…

Technical indicators
ProRealCode

This indicator adapts Average True Range for comparing stocks with different share prices. Standard ATR is expressed in price units, so equal ATR readings can represent different relative moves for securities trading at different prices. The proposed…

Technical indicatorsVolatilityEquities
SuperMind

This note describes a Chinese stock screen combining a turnover-rate band of 3% to 12% with year-over-year growth in net profit attributable to parent-company shareholders between above 20% and 100%. It also calls for a “circular arc” indicator shape,…

China marketsEquitiesTechnical indicators
MQL5 code base

The document defines a modified stochastic indicator and lists its configurable inputs: the %K and %D periods, slowing, smoothing methods, and overbought and oversold levels. Its calculation first derives a fast %K value from the close’s position within the…

Technical indicatorsFutures
SuperMind

This stock-selection rule combines daily price amplitude above 1, RSI below 65, and revenue in 2021 more than 1.1 times revenue in 2018. The document describes the mix as a way to pair technical conditions with a measure of company growth. Its formula and…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese stock screen selects shares with turnover between 3% and 12%, an external-to-internal traded-volume ratio above 1.3, and no limit-up close on the previous day. The post describes these criteria as a way to combine liquidity, buying pressure, and…

EquitiesMarket microstructureTechnical indicatorsChina markets
SuperMind

This Chinese stock-selection example combines a technical condition with trading-flow measures. It screens for stocks with RSI below 65, a positive product of percentage price change and the net inflow ratio of very large orders, and positive institutional…

EquitiesTechnical indicatorsSentimentChina markets
ProRealCode

This indicator uses a slow Supertrend to define trend legs and automatically anchor Fibonacci retracement levels to each leg. At a trend flip, it resets the anchors using the flip bar and a five-bar lookback, then updates them as the leg makes new highs or…

Technical indicatorsTrend followingVolatilityRisk management
SuperMind

This Chinese community post describes an equity screen requiring a price-range condition, circulating market value above 10 billion yuan, and a 9:25 a.m. gain below 6 percent. The rationale is to find larger companies with some price movement while excluding…

EquitiesChina marketsTechnical indicators
ProRealCode

This indicator description combines directional movement from ADX with Bollinger Bandwidth to visualize trend direction alongside volatility expansion. It colors the histogram green when the positive directional indicator is at least the negative one, and…

Technical indicatorsVolatilityTrend following
MQL5 code base

The document introduces an MQL4 display tool for showing daily percentage changes across symbols in a Market Watch list. It describes three visual modes—scale, gradient, and heatmap—and says the example uses RGB colors with the standard string-to-color…

Technical indicatorsMulti-asset
SuperMind

The document outlines a technical stock screen requiring price amplitude above 1%, a high equal to the highest high over two days, and a newly formed KDJ golden cross. It presents these conditions as a way to find stocks with active price movement, recent…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening strategy combines a technical condition, a fundamental growth condition, and a market price filter. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20%…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The document introduces a channel indicator that redraws using a specified number of bars ahead. Its only parameter described is a look-up distance of 24 bars, which controls how far the indicator looks forward. This makes the indicator’s plotted channel…

Technical indicatorsBacktesting
ProRealCode

This indicator uses a rolling linear regression of closing prices to identify directional trend changes. It plots a blue line during a positive regime and a red line during a negative regime. The described settings use a 100-bar regression window and a…

Technical indicatorsTrend followingMean reversionVolatility
SuperMind

This stock screen selects companies in the metaverse industry whose volume ratio is between 1.5 and 6 and whose best bid volume exceeds best ask volume. The article presents the conditions as a way to combine an industry theme with signs of elevated trading…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock screen selects Chinese equities whose codes begin with 60, whose intraday high-low range exceeds one percent of the prior close, and whose one-day return is below 2.6% but above negative 5%. The document gives both formula-style conditions and a…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

The document describes an indicator that displays BrainTrend2_V2 candle colors across ten user-selected timeframes. Its inputs specify the timeframes and the bar from which to read a signal, along with the underlying indicator's ATR period. The display uses…

Technical indicatorsTrend following