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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
WonderTrader
14 documents
Alphalens
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

MQL5 code base

ColorMACD_HTF is described as a colored MACD histogram with an input for selecting the timeframe used for the indicator. The example default is a four-hour period, allowing the indicator's calculation period to differ from the chart's timeframe. This offers…

Technical indicatorsMomentum
SuperMind

This stock screen selects Chinese A shares using a turnover range of 3% to 12%, excludes Beijing-listed shares, requires current volume above 10,000 lots, and includes an opening-price shape condition. The article describes the target as relatively active…

EquitiesChina marketsTechnical indicatorsStatistics
MQL5 code base

The Rainbow indicator displays sixty moving averages on one chart, with their averaging periods changing gradually. Its inputs let users select the smoothing method, starting period, step sizes, an additional method-specific parameter, applied price, and…

Technical indicators
ProRealCode

This short indicator note describes an Awesome Oscillator implementation for ProRealTime, where the indicator is not included by default. It defines the oscillator as the difference between five-period and 34-period simple averages of median price. It also…

Technical indicatorsMomentumBacktesting
SuperMind

This Chinese equities screen looks for stocks with daily amplitude above one, circulating market capitalization above 10 billion yuan, and an outside-to-inside trading ratio above 1.3. The post describes amplitude as a proxy for trading activity, company…

China marketsEquitiesVolatilityMarket microstructure
SuperMind

This Chinese equities screening idea combines stocks with an amplitude above one, evidence described as main-force control on the prior day, and an engulfing or reversal pattern. The post frames these conditions as a way to find actively traded stocks…

China marketsEquitiesVolatilityTechnical indicators
MQL5 code base

The document introduces Williams %R as a momentum oscillator that locates the closing price within the recent high-low range over a chosen lookback period. Its scale runs from −100, where the close matches the period low, to 0, where it matches the period…

Technical indicatorsEquitiesCommodities
SuperMind

The document demonstrates how to adapt a simple Chinese equity strategy from the JoinQuant platform to Tonghuashun SuperMind. The example uses a five-day average: it buys a stock when the latest price exceeds the average by one percent and available cash is…

EquitiesTechnical indicatorsExecutionChina markets
SuperMind

The document proposes a short-term stock screen using four conditions: an amplitude threshold, a specified share price of 18.5 yuan, current volume of at least 10,000 lots, and a higher open. It describes the intended candidates as active stocks with notable…

EquitiesTechnical indicatorsMomentumBacktesting
MQL5 code base

This listing explains a chart indicator intended to make the ask side of the market visible. It draws candle upper shadows using the ask price, allowing a trader to see the gap between bid and ask on the chart. The stated use case is short time frames, where…

Technical indicatorsExecutionMarket microstructure
SuperMind

This post presents a China-market stock-selection screen for the metaverse theme. It starts with stocks whose prior-day turnover exceeds 8% and whose price is above the five-day moving average. The proposed refinement also requires a MACD crossover, with…

EquitiesChina marketsTechnical indicatorsMomentum
Amberdata research

This Chinese-language post describes a stock screen for the metaverse theme. Its initial conditions select shares with previous-day turnover above 8% and price above the five-day moving average. It then refines the screen by adding a MACD crossover…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor description outlines a simple entry approach based on consecutive directional candlesticks rather than technical indicators. A trade signal occurs when a configurable number of candles are all rising or all falling; the input parameter…

Technical indicatorsBacktestingExecutionCommodities
SuperMind

This post presents a stock screen combining daily price amplitude, a positive weekly MACD signal, and a minimum total market capitalization. Its rationale is to look for volatile stocks with an upward weekly signal while retaining companies above a size…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This post describes a China A-share screening idea that combines a daily turnover-rate band, a beverage and alcohol industry filter, and a rising-bottom condition intended to favor stocks with improving price structure. The listed screening logic is…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This note outlines a Chinese stock screen that requires turnover between 3% and 12%, a K indicator below 20, and a pattern described as the start of a major upward move. The conditions are presented as a buy signal: turnover and the indicator narrow the…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen combining daily price amplitude above 1%, a K indicator below 20, and a high ranking for net large-order volume. It presents the conditions as a way to combine price movement, a potentially low technical reading,…

EquitiesTechnical indicatorsMarket microstructureChina markets
MQL5 code base

This short description introduces a modified Commodity Channel Index indicator designed to reduce noise. It adds a sensitivity threshold parameter, so users can adjust how responsive the indicator is, and it uses distinct colors to mark breaks above or below…

Technical indicatorsStatistics
SuperMind

This post proposes a Chinese equity screen for stocks associated with the metaverse. It combines simultaneous bullish crossovers in technical indicators, including MACD and short- versus longer-period moving averages, with nonnegative afternoon net inflows…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese-language post proposes screening Chinese stocks associated with the metaverse using a rounded or arc-shaped chart pattern and at least two limit-up sessions within a 500-day window. It also presents a final condition requiring a…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The Triple Hull indicator combines three Hull Moving Averages calculated from closing, high, and low prices. The document describes the Hull average as designed to smooth price while responding quickly, and presents the three lines together as a broader view…

Technical indicatorsTrend following
SuperMind

This note introduces a market style rotation approach focused on large-cap versus small-cap Chinese equities. It explains that styles group stocks into opposing categories and that rotation describes changes in their relative leadership. Macroeconomic…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-screening example combines a high-amplitude condition with a morning-star candlestick pattern and a rounded price shape. Its Python illustration adds filters for listing market, market capitalization, positive earnings, and a recent close…

EquitiesChina marketsTechnical indicatorsBacktesting