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
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

31,205 documents

SuperMind

This stock screen combines three conditions: price amplitude above a stated threshold, MACD above its zero line, and a prior-day 9:15 matched price at the limit-down level. The document interprets the positive MACD condition as a sign of an upward trend…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This short description presents an indicator that transforms price time-series processed by a Directed Movement algorithm into a candlestick sequence. It states that this representation may make the output more informative for analysis, but does not explain…

Technical indicatorsTrend following
SuperMind

This Chinese-language post describes an equity screen combining daily price amplitude, convergence of five moving averages, and a 2019 dividend-related threshold. It proposes using the 5-, 10-, 20-, 30-, and 60-day averages, then adding other financial…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This document proposes a Chinese stock-selection rule that combines a 14-period RSI below a stated threshold, displayed first-level buy volume greater than sell volume, and year-over-year growth in net profit attributable to parent-company shareholders…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This post describes a Chinese equity screen for companies classified in the metaverse sector. Its stated selection rules use relative volume between 1.5 and 6 and a history of limit-up sessions; the proposed revised version extends the lookback and requires…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post proposes screening stocks for daily amplitude above 1, a circulating share count no greater than 5.5 billion, and positive large-order net inflow during the afternoon session. It presents volatility as a sign of trading activity,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document describes a short-term Chinese equity screen combining a positive MACD reading, upward separation between moving averages, and a stock that had three consecutive limit-up sessions on the prior day. It presents the conditions as signs of upward…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This indicator calculates intraday pivot levels using fractions of a price range, drawing on an idea attributed to Austin Passamonte. Its default levels are set at 38% and 61% of the range. Users can change the parameters to use the Fibonacci-style levels…

Technical indicatorsFuturesBreakout
MQL5 code base

This MQL5 indicator description outlines automated support and resistance trendlines with breakout detection. It lists real-time breakout alerts and chart arrows, a configurable pip threshold, and an adjustment feature that redraws trendlines after…

Technical indicatorsBreakout
SuperMind

This stock-selection example combines membership in two named categories, “metaverse” and “beverage and alcohol imports and exports,” with a rising 30-day moving average. The moving-average rule checks whether its current value exceeds its prior value. The…

EquitiesTechnical indicatorsTrend following
SuperMind

This A-share screening proposal combines a turnover range of 3% to 12% with a newly formed KDJ golden cross and a shortening MACD green histogram on a 15-minute chart. The stated rationale is to focus on actively traded stocks, use KDJ as a signal of…

EquitiesTechnical indicatorsMomentum
MQL5 code base

The document describes an indicator that displays Money Flow Index (MFI) calculations as a sequence of candlesticks. Instead of presenting MFI only in its conventional indicator form, it processes the relevant price time series with the MFI algorithm and…

Technical indicatorsEquitiesStatistics
SuperMind

The document proposes a stock screen combining three conditions: amplitude above one, MACD above its zero line, and an intraday low between four and five percent below the lower of the open and close. Its rationale is to find volatile stocks that have…

EquitiesTechnical indicatorsMean reversionChina markets
MQL5 code base

This brief entry describes a MetaTrader 5 indicator called ATR 3XMA HTF, with an input that lets the user select the chart period used by the indicator. The example default is a four-hour period. The page also notes that the indicator depends on a separate…

Technical indicatorsVolatility
SuperMind

This Chinese equity screen ranks stocks by relative volume, keeps the top 100, requires yesterday's turnover rate to exceed 8%, and selects stocks whose 30-day moving average is rising and whose close is above that average. The accompanying rationale treats…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity-selection rule ranks stocks by relative volume and selects the top ten, then applies a price ceiling of 18.5 yuan and requires the 30-day moving average to be rising. The accompanying explanation treats high relative volume as a sign of…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This strategy trades CHF/USD once a week, on Monday, using the opening price of the 9:00 Belarus-time hourly candle and the previous hour's typical price, calculated from its high, low, and close. It buys when the new candle opens above that reference and…

ForexTechnical indicatorsPosition sizingRisk management
ProRealCode

The indicator combines a SuperTrend-style trailing line with a volume-weighted moving average and a k-nearest-neighbors classifier. The trend bands are centered on the volume-weighted average and offset using average true range. For its classifier, the…

Technical indicatorsMachine learningTrend following
MQL5 code base

Aroon is presented as a trend-strength indicator developed by Tushar Chande in 1995. It uses two lines: Aroon Up tracks the timing of the highest price within a selected period, while Aroon Down tracks the timing of the lowest price. Each line expresses that…

Technical indicatorsTrend followingMomentum
ProRealCode

The indicator converts distance from the Donchian Channel midpoint into a bounded oscillator. It finds the highest and lowest prices over a lookback period, takes their midpoint, and smooths both the signed price distance from that midpoint and its absolute…

Technical indicatorsMomentumTrend followingBreakout
SuperMind

This proposed stock screen combines a daily price range condition, sustained return on equity above 15% over five years, and a 20-day moving average above the 120-day average. The ROE filter is intended to identify companies with persistent profitability,…

EquitiesTechnical indicatorsTrend followingChina markets
ProRealCode

This indicator combines a three-line exponential moving average channel with candle colors based on where the close falls relative to the channel. The upper, centre, and lower lines are calculated from the high, close, and low using a 34-period lookback.…

Technical indicatorsTrend followingMomentum
SuperMind

This A-share stock screen combines three filters: turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive net income. It then looks for stocks whose closing price is at or above each of five moving averages, using 5-, 10-, 20-,…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

This indicator presents the Chande Momentum Oscillator as a sequence of candlesticks. It applies the oscillator algorithm to a relevant price time series and renders the processed values in candle form, offering a different visual format for examining…

Technical indicatorsMomentum