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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
Quantpedia
86 documents
TqSdk
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

12,140 documents

SuperMind

This Chinese stock selection proposal looks for shares with turnover between 3% and 12%, seven consecutive down days, and a Morning Star candlestick signal. Its rationale is to search for a possible rebound after a sustained short-term decline. The document…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

The indicator displays three RSI readings from different timeframes together on the currently viewed chart. Its configurable inputs include the RSI calculation period, overbought and oversold levels, three source timeframes, and visual presentation options.…

Technical indicatorsMomentum
BigQuant

This article describes a discretionary intraday approach to trading an existing stock position in an effort to lower its effective cost. It distinguishes buying before selling in an uptrend from selling before buying in a downtrend, and frames entries around…

EquitiesMean reversionMomentumTechnical indicators
MQL5 code base

This document describes an Expert Advisor that trades when two moving averages cross. It checks their values on two adjacent completed bars: a buy signal occurs when the first average moves from below to above the second, and a sell signal when it moves from…

ForexTechnical indicatorsMomentumTrend following
MQL5 code base

The document describes an indicator that displays the relative change in the current price compared with a price from a chosen number of bars earlier. It gives two default lookback lengths and illustrates their time span on a five-minute chart, where the…

Technical indicatorsMomentum
SuperMind

This Chinese stock selection rule combines three filters: rank stocks among the top 100 by volume ratio, keep those whose opening price is within five percent above or below the ten-day moving average, and look for a shortening histogram in the 15-minute…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen looks for shares with a daily high-low range above 1%, trading activity above 60 million in the prior day, and a newly formed KDJ golden cross, defined as K moving above D after being below it. The article frames the range and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed stock screen selects main board shares with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It also requires large-order net volume to exceed 0.05 for at least three consecutive days. The article…

China marketsEquitiesMomentumStatistics
SuperMind

This Chinese equity screen combines current turnover, year-over-year net profit growth attributable to parent-company shareholders, and the previous day’s turnover. It selects stocks with turnover from 3% through 12%, profit growth above 20% and no more than…

EquitiesChina marketsMomentumFactor investing
SuperMind

The document presents a Chinese equity screening idea focused on metaverse-related stocks. Its initial criteria combine a volume ratio between 1.5 and 6 with a stated prior-year return threshold. The post then proposes adding a market-cap floor, a forecast…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen selects companies with strong money-flow readings, share prices below 12 yuan, market capitalization under 10 billion yuan, and no reported losses. The proposed ranking orders candidates from strongest to weakest by money-flow intensity.…

EquitiesChina marketsMomentumFactor investing
SuperMind

This A-share stock screen combines three technical conditions: a 14-period RSI below 65, MACD above its zero line, and a rising 30-day moving average. The stated rationale is to find stocks with moderate momentum and an upward price trend. The article also…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a stock-selection rule focused on the metaverse sector. It screens for positive returns and prior-day auction turnover above a stated threshold, then proposes adding a positive return over the preceding six months. The rationale is that…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post outlines an A-share stock screen combining a metaverse-sector classification, positive recent returns, and positive auction turnover. It proposes an additional six-month positive-return filter, and later suggests valuation and trend conditions such…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines a price-range filter with two momentum conditions. It looks for a range above 1%, a contracting negative MACD histogram on a 15-minute chart, and a KDJ value below 20. The document interprets the shrinking negative histogram as a…

EquitiesTechnical indicatorsMomentumMean reversion
SuperMind

This stock selection method searches the metaverse industry for shares showing simultaneous bullish crossovers in MACD and two moving average pairs: the 5-period average over the 10-period and 20-period averages. It adds a condition that the KDJ indicator…

EquitiesTechnical indicatorsMomentumRisk management
BigQuant

This opinion article argues that traders should give more weight to market direction, entry timing, and risk discipline than to technical indicators alone. It warns against treating a falling price as automatically cheap, and favors aligning trades with…

EquitiesTrend followingRisk managementMomentum
SuperMind

This post describes a Chinese equity screening rule combining a large daily high-low range, at least one strong up day in the recent trading window, and a close above the previous day’s low. The accompanying discussion frames these conditions as filters for…

EquitiesChina marketsVolatilityMomentum
SuperMind

This post outlines a stock-selection idea combining a short-versus-long moving-average trend filter with measures of daily position increases and large-order net flow. The initial logic highlights a positive position-increase share, the product of price…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a Chinese A-share screening rule that combines daily price range, a newly formed KDJ crossover, and relative volume. Stocks enter a watchlist when the range exceeds the stated threshold and volume ratio falls within the specified band.…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The Ultimate Oscillator combines buying pressure relative to true range across three lookback periods. Each period’s ratio is calculated by summing buying pressure and true range over that window, then dividing the two sums. The shortest period receives the…

Technical indicatorsMomentum
MQL5 code base

The Relative Momentum Index, developed by Roger Altman, is described as a variation of the Relative Strength Index. Instead of comparing each close with the immediately preceding close, it measures gains and losses relative to the close a chosen number of…

Technical indicatorsMomentumEquities
MQL5 code base

The document describes an implementation of William Blau’s Ergodic Oscillator, associated with his work on momentum, direction, and divergence. The indicator is displayed as a colored histogram, with its signal line represented as a colored cloud. This is a…

Technical indicatorsMomentum