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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
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

31,205 documents

SuperMind

The document proposes screening equities in the beverage and alcohol import-export industry using a relative strength index (RSI) threshold and a weekly moving-average crossover. Its initial description uses a cross above the 30-week average, while its final…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This document explains the purpose and use of a repository of example strategies for Jesse, a trading research platform. The examples are intended to demonstrate different implementation approaches, indicators, and strategy functions. Users can copy a…

BacktestingTechnical indicatorsRisk management
SuperMind

This document describes a Chinese equity screen that combines an amplitude threshold, high current trading volume, an opening price above the prior close, and seven consecutive declining sessions. It frames the setup as a way to find heavily traded, volatile…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

The post describes a Chinese equity screen requiring a turnover rate between 3% and 12%, a stock code beginning with 60, and a positive daily MACD reading. It frames positive MACD as a sign of an upward trend and moderate turnover as a selection constraint.…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese equity screen for companies associated with the metaverse theme. It combines an RSI reading below 65 with market capitalization below 10 billion yuan and a history described as having no losses. It also mentions filtering for…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This post describes a screen for Chinese stocks associated with the metaverse theme. It selects stocks whose closing price is above the five-day moving average and whose 20-day moving average is above the 120-day moving average. The short average condition…

EquitiesChina marketsTrend followingTechnical indicators
MQL5 code base

This indicator summarizes the direction of a ColorZerolagJCCX oscillator across ten timeframes. It displays a set of colored squares: pink represents a falling oscillator, light blue a rising oscillator, and gray indicates neither direction. Its readings use…

Technical indicatorsMomentum
MQL5 code base

This note describes an indicator based on a formula by Welles Wilder. It combines a fluctuation indicator with a cumulative fluctuation index and presents price movement as a colored histogram. The document identifies the indicator’s origin and says it was…

Technical indicators
SuperMind

The proposed stock screen combines three conditions: daily price range above a threshold, MACD above its zero line, and positive afternoon net large-order inflow. The accompanying rationale treats a wide range as evidence of volatility, positive MACD as a…

EquitiesTechnical indicatorsMomentumMarket microstructure
MQL5 code base

This brief indicator description explains a signal built from two Commodity Channel Index calculations applied to open and close price series. It generates a semaphore-style marker when the difference between the two CCI values changes sign, matching a…

Technical indicatorsEquities
MQL5 code base

This strategy combines volatility bands, a long moving average, a short-period RSI, and a trading-hours filter to take both breakout and reversal trades. It calculates bands from an exponentially weighted mean and variance of log prices. Signals use price…

Technical indicatorsBreakoutMean reversionBacktesting
MQL5 code base

The document describes a trading expert advisor that uses fractals across two timeframes to identify support and resistance, with entries based on the open candle. It lists configurable controls for trade sizing, moving averages, stop loss and take profit,…

Technical indicatorsRisk managementPosition sizingGrid trading
MQL5 code base

The Chande Momentum Oscillator measures momentum by comparing the total gains and losses over a recent period with the total price movement. This variation replaces fixed threshold levels, commonly set at plus and minus fifty, with Discontinued Signal Lines…

MomentumTechnical indicators
SuperMind

This article proposes a Chinese stock screen requiring at least five moving averages to converge, appearance on the previous day's market activity list, and a shortening MACD histogram on a 15-minute chart. It interprets clustered averages as a stable…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article describes a Chinese stock screen combining RSI below 65, membership in the beverage and alcohol import-export industry, and positive net buying pressure from the opening auction. It presents the auction-flow condition as a short-term measure of…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a Chinese equity screen that combines price behavior with a share-float constraint. It selects stocks with amplitude above 1, a rising bottom pattern, and a circulating share count no greater than 5.5 billion shares. It gives example…

EquitiesTechnical indicatorsChina markets
ProRealCode

SuperIchi keeps the familiar Ichimoku lines and cloud but replaces fixed lookback high-low midpoints with an ATR trailing-stop regime engine. For each line, it tracks the price extreme reached during the current regime and the active trailing stop, then…

Technical indicatorsVolatilityTrend following
SuperMind

This Chinese equity screen selects stocks with a daily high-to-low range greater than 1% of the opening price, whose codes begin with 60, while excluding Beijing-listed shares. The article provides example formula and Python references and describes the…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese equity screening proposal selects stocks whose daily amplitude exceeds 1, whose prior-day turnover rate multiplied by the ratio of current-day auction volume to prior-day volume falls between 0.5 and 2, and whose closing price is above the…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screening idea combines a technical condition with company size and earnings growth. It selects stocks with RSI below 65, a stated free-float market capitalization between 5 billion and 10 billion yuan, and year-over-year growth in net…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese-language post proposes a stock screen combining technical and company filters. It selects stocks with MACD above zero, a positive recent rise in the KDJ K value, and a favorable company classification. The accompanying formula also restricts…

EquitiesMomentumTechnical indicatorsFactor investing
MQL5 code base

BrainTrend2 is presented as a trend-following chart indicator that colors candlesticks according to whether they align with its trend signal: aligned candles appear brighter and opposing candles darker. The description says the indicator can alert users when…

Technical indicatorsTrend followingVolatility
SuperMind

This Chinese-language post describes a momentum-oriented stock screen using three conditions: position growth above 5% for the day, moving averages spreading upward, and at least two limit-up sessions within the prior 500 days. The rationale is that rising…

EquitiesMomentumTechnical indicatorsRisk management