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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

8,851 documents

SuperMind

The article proposes selecting stocks whose 5-day, 10-day, 20-day, 30-day, and 60-day moving averages converge, treating that alignment as a possible indication of trend or nearby support and resistance. It also refers to stocks with codes beginning with 60…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This document describes a stock screen combining buying activity above 5%, a prior close above the 250-day moving average, and more than two limit-up days in the previous ten trading days. The long moving average is presented as a trend filter, while the…

EquitiesChina marketsTrend followingBreakout
SuperMind

This document presents a main-board stock screen requiring turnover between 3% and 12%, a reversal or engulfing pattern, and a weekly close above the 30-week moving average. It explains the turnover band as a way to seek stocks with trading activity, the…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This note describes a Chinese equity screen that looks for stocks with at least five overlapping moving averages, a circulating share count no greater than 5.5 billion shares, and a 2021 date filter. The overlap is presented as a sign that short- and…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This A-share screening idea combines three conditions: market capitalization below 10 billion yuan, no reported losses, and the weekly price crossing above its 30-week moving average. It also requires the day’s increase in holdings to exceed 5%, which the…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This post describes a Chinese equity screen that ranks stocks by capital-strength measures, selects larger-scale names, and requires an upward-sloping 30-day moving average. It offers turnover and trading value as possible measures of capital strength and…

EquitiesTrend followingTechnical indicatorsChina markets
SuperMind

This document outlines a Chinese equity screen that combines convergence among at least five moving averages with a 20-day average above the 120-day average. It presents the convergence as a way to identify compressed price trends and the…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

TrendPaint colors candles to show both the direction of the market trend and whether the current candle rose or fell. In an increasing market, rising candles are light green and falling candles are green; in a falling market, falling candles are red and…

Technical indicatorsTrend following
ProRealCode

Smart NR2-NR20 identifies a two-candle contraction whose total range is smaller than the ranges of recent 20-candle blocks across a comparison window. It arms a pattern only at the start of a run of qualifying setups and draws a box using the high and low of…

Technical indicatorsBreakoutTrend followingVolatility
SuperMind

This proposed equity screen combines three signals: at least five converging moving averages, net inflow from large orders during the afternoon, and a 20-day moving average above the 120-day average. The note interprets convergence as alignment among shorter…

EquitiesTechnical indicatorsTrend followingMarket microstructure
SuperMind

This note outlines an equity screen intended to identify stocks with aligned moving averages and positive trend conditions. It combines at least five overlapping moving averages with a weekly MACD above zero and a rising 30-day average. The overlap is…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

This brief description outlines an Expert Advisor built around a moving-average principle that operates on buy and sell sides at the same time. It calculates volume separately for each direction, apportions the resulting volume according to a specified…

ForexTrend followingPosition sizingExecution
SuperMind

The document proposes a stock screen based on how closely five moving averages align and where the current closing price sits within its recent 30-day high-low range. It suggests interpreting alignment above 0.8 or below 0.2 alongside an upward or downward…

EquitiesTechnical indicatorsTrend followingBacktesting
MQL5 code base

This brief indicator description presents StepSto_v1 as a trend-following tool. It suggests using the indicator's level at 50 as a reference for identifying trend direction, and treating crossings of the indicator lines as potential trade signals. The…

Technical indicatorsTrend followingMomentum
MQL5 code base

This document describes an Expert Advisor that generates a trade signal when a bar closes and the direction of the third-generation XMA moving average changes. It notes that the corresponding compiled indicator must be available to the trading terminal for…

ForexTechnical indicatorsTrend followingBacktesting
MQL5 code base

This Expert Advisor uses the RD-TrendTrigger oscillator to enter trades at the close of a bar. Its configurable entry mode can trigger when the oscillator changes direction or when it breaks user-defined upper and lower thresholds. The stated default levels…

CommoditiesTrend followingTechnical indicatorsBacktesting
MQL5 code base

The indicator combines two simple moving averages with two triple exponential moving averages calculated from different price inputs, including open and close. It presents the resulting movement in a separate histogram window, coloring rising and falling…

Technical indicatorsTrend followingBacktesting
SuperMind

The screen targets Shenzhen Main Board stocks with positive price-to-earnings ratios below 29.01 and price-to-book ratios below 3.11. It adds two technical conditions: the 20-day moving average must exceed the 120-day moving average, and the relative…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This stock screen combines three conditions: at least five moving averages converge, the previous session’s turnover exceeds 8%, and the 20-day moving average is above the 120-day average. The article interprets clustered averages as a sign of price…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This proposed A-share screen looks for stocks with at least five overlapping moving averages, a 20-day average above the 120-day average, and a 9:25 gain below 6%. The note interprets moving-average overlap as a period of relative price stability and the…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This A-share stock screen combines intraday amplitude above 1, a 20-day moving average above the 120-day average, and a 9:25 gain below 6%. The moving-average relationship is presented as a trend filter, while the amplitude condition seeks stocks with room…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This proposed stock screen selects normally operating companies whose 30-day moving average is rising and whose price has at least five overlapping moving averages. The article interprets overlapping averages as a period of relative stability and a rising…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This proposed equity screen combines three conditions: at least five moving averages overlap, the averages spread upward on the current day, and the company’s 2019 dividend payout ratio exceeds 25%. The article interprets the overlapping averages as…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

This short note describes a basic trading signal module for MetaTrader's Expert Advisor Wizard. It uses a fast moving average and a slow moving average: their crossover determines the signal direction, with the module's direction function returning a…

Technical indicatorsTrend followingExecution