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
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

This stock-selection rule screens for names with an amplitude measure above 1, large-order net volume above 0.05 for at least three consecutive days, and a volume ratio between 1.5 and 6. It frames amplitude as a measure of price movement, net volume as a…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This note describes a China-market stock screen for companies classified in the metaverse theme. It selects stocks whose closing price is above the five-day moving average and whose previous-day traded value exceeds 60 million. The author presents the…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This short indicator description presents a Stochastic Oscillator derived from William Blau’s Stochastic Momentum concept, as discussed in his book on momentum, direction, and divergence. The implementation displays the oscillator as a color-coded histogram…

Technical indicatorsMomentumStatistics
SuperMind

This Chinese stock-screening post combines three technical conditions: a daily price range above a stated threshold, an opening price near the 10-day moving average, and weekly MACD above zero. The post interprets these as signs of higher volatility, a…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This post describes a stock-selection idea that combines MACD above zero, a favorable company characteristic, and a minimum listing history. Its rationale treats positive MACD as a sign of price strength and listing age as a way to avoid very recently listed…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes a stock screen using three conditions: a large daily high-low range, at least one single-day gain of 10% or more during the preceding 25 trading days, and an opening price near the ten-day moving average. It frames the…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

The document explains a ZigZag indicator that stores swing highs and lows in separate buffers. A candidate high or low is identified by comparing it with the corresponding values across a configurable number of earlier bars; the stated default lookback is…

Technical indicatorsStatistics
SuperMind

This proposed screen targets metaverse-related stocks with three technical crossover conditions and at least two limit-up events during the prior 500 days. The article names MACD-related signals and a 5-day versus 10-day moving-average crossover, and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed Chinese equity screen looks for stocks associated with the metaverse concept, a rising 30-day moving average, and total assets above 200 million yuan. The article includes a platform formula reference and a Python example that filters a data…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock-selection screen combines three filters: RSI below 65, a 20-day moving average above the 120-day moving average, and exclusion of stocks identified as belonging to the excluded technology board. The accompanying Python example retrieves stock…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This note describes a stock screen requiring amplitude above 1, positive institutional money-flow direction, and a positive daily MACD. The conditions combine a measure of price movement, a proxy for institutional flows, and a momentum indicator intended to…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note presents a Chinese stock-selection screen using three conditions: today’s increase in holdings above 5%, the ratio of external to internal trading volume above 1.3, and the 20-day moving average above the 120-day moving average. The first two…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This note describes a Chinese equity screen combining price movement, trading activity, opening behavior, and a long-term trend filter. It selects stocks with amplitude above 1, current volume above 10,000 lots, an open above the previous close, and a close…

EquitiesTechnical indicatorsTrend followingRisk management
SuperMind

This stock-screening idea selects shares with RSI below 65, free-float market value between 5 and 10 billion yuan, and daily price amplitude above 1%. The article explains the intended roles of the filters: RSI indicates short-term overbought or oversold…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This indicator divides a selected price range into bins and totals volume associated with bars whose closing prices fall in each bin. It marks the bin with the greatest volume as a strong level, then identifies low-volume bins above and below it as potential…

Technical indicatorsBreakoutRisk management
SuperMind

The proposed stock screen selects shares with daily amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and an appearance on the prior day’s exchange trading-activity list. The rationale combines price…

China marketsEquitiesTechnical indicatorsMomentum
BigQuant

The document describes a daily classification approach for detecting positive momentum, negative momentum, or normal conditions in Bitcoin, Ethereum, and Litecoin. It uses historical prices and technical indicators as features, then compares classifiers…

CryptoMomentumMachine learningTechnical indicators
SuperMind

This post proposes a stock screen combining three conditions: relatively strong trading activity, a nonempty convertible-bond-related name field, and a shortening negative MACD histogram on a 15-minute chart. The author interprets the histogram condition as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a daily pre-market screen for Shenzhen main-board shares. It selects stocks with MACD above zero and positive earnings, then applies valuation bands: price-to-earnings from zero to 29.01 and price-to-book from zero to 3.11. The stated…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document introduces PAIN, a price-action oscillator that displays an OHL3C candlestick price ratio over a chosen period. Its two controls are the calculation period and the moving-average method. The description identifies the moving average used in the…

Technical indicatorsStatistics
MQL5 code base

The Expert Advisor described here trades changes in the direction of the HullTrendOSMA histogram. It generates a signal when a bar closes and the indicator’s direction has changed, making the strategy a reversal-signal approach. The document also states that…

ForexTechnical indicatorsTrend followingBacktesting
SuperMind

This stock screen combines technical filters with valuation limits for Shenzhen main-board listings. It selects shares with RSI below 65, price-to-earnings ratios between zero and 29.01, price-to-book ratios between zero and 3.11, and a 30-day moving average…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document explains the KDJ indicator’s calculation from a recent price range. It finds the highest high and lowest low over the selected period, then expresses the current close’s distance above the low as a percentage of that range. This raw stochastic…

Technical indicatorsMomentum
MQL5 code base

This document describes a chart indicator for MetaTrader that extends the standard crosshair with two readings: the percentage difference between selected price points and the elapsed time between them. Time is displayed in familiar units such as hours,…

Technical indicatorsExecution