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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
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

12,140 documents

MQL5 code base

PrecisionSniper combines trend, momentum, volume, and directional strength indicators into a weighted long or short score. Its eight conditions include EMA alignment and separation, price location relative to a trend EMA, RSI behavior, MACD histogram…

Technical indicatorsMomentumTrend followingRisk management
SuperMind

This Chinese stock-screening example combines three technical conditions: MACD above zero, seven consecutive sessions with lower closing prices, and a rising 30-day moving average. The setup seeks stocks that remain in a broader positive trend while…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes a short-term screen for main-board Chinese stocks using three conditions: daily price amplitude above a threshold, a rising and spreading moving-average pattern, and a daily gain greater than one percent. It presents these as signs of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen selects shares with turnover between 3% and 12%, a newly formed KDJ golden cross, and a rising MACD DEA value. The article describes turnover as a measure of stock activity and presents the two indicator conditions as signals of upward…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This Chinese stock-selection screen combines three filters: RSI below 65, no limit-up close on the prior day, and shortening green bars on a 15-minute MACD histogram. The article interprets the shrinking bars as a possible sign of short-term trend reversal…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines daily price amplitude above 1% with weekly MACD above its zero line and a MACD line above zero. It is presented as a way to identify stocks with recent price movement and positive trend conditions, aimed at short- to medium-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen combines three filters: at least five moving averages converging, appearance on the prior day’s trading activity list, and a 9:25 a.m. gain below six percent. The article frames moving average confluence as a way to identify…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines a daily amplitude threshold, a 2021 date filter, and a weekly crossover of the five-period moving average above the ten-period average. The author presents the crossover as a sign of improving short-term direction, while the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening proposal selects stocks with MACD above zero, a closing price below 12 yuan, and at least one limit-up event during the previous month. The article presents MACD as a technical filter and recent limit-up activity as a sign of…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes an MT5 indicator that displays RSI readings across seven timeframes, from M1 through D1. Each timeframe is assigned a momentum category, ranging from oversold and bearish through neutral to bullish and overbought. Users can adjust RSI…

Technical indicatorsMomentum
SuperMind

The document describes a daily stock screen for the metaverse industry. It looks for a newly formed bullish KDJ crossover and a share price of 18.5 yuan, with selection intended before 10:00 and limited to actively trading stocks. It provides an…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening note combines three conditions: price amplitude above a threshold, an indicator described as main-force control on the prior day, and ranking by capital strength. It gives a simple money-flow measure based on the difference between…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The document presents a daily pre-open stock screen for Chinese A-shares using three conditions: MACD above zero, closing price below 12, and price amplitude above 1. It defines amplitude from the session high and low relative to the prior close, and…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document introduces the Force Index, an indicator attributed to Alexander Elder, and explains its basic calculation: the change in closing price multiplied by volume. It describes smoothing this one-period value to reveal directional pressure, noting…

Technical indicatorsMomentum
SuperMind

This Chinese stock-screening note describes selecting companies associated with the metaverse theme, requiring the five-day moving average to rise from its prior value, and excluding STAR Market listings. It gives equivalent screening logic for a market-data…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post describes a Chinese equity screening rule using three conditions: daily high-low range above 1% of the prior close, a positive but less than 35% return over ten days, and at least one limit-up event during the prior 25 days. The stated rationale is…

EquitiesChina marketsMomentumVolatility
SuperMind

This Chinese-language post proposes a stock screen combining three conditions: daily amplitude above a threshold, today’s price relative to moving averages in an upward configuration, and a prior-session signal described as main-force control. The rationale…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This introductory note describes quantitative investing as turning research, asset selection, timing, and position decisions into explicit rules that can be tested and executed by a computer. It distinguishes cross-sectional stock selection, which compares…

Factor investingBacktestingMomentumMean reversion
MQL5 code base

The note describes a variation on the TRIX oscillator that uses a linear regression value as its signal line. It refers to an earlier argument that this approach may be preferable to using the oscillator’s slope, then presents the variation without…

Technical indicatorsMomentumBacktesting
SuperMind

This Chinese equity screening idea combines a daily price range filter, a history of limit-up moves, and year-over-year earnings-per-share growth. It seeks stocks with an amplitude above one percent, at least two qualifying limit-up events within the…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This indicator description presents market strength as a way to distinguish directional trends from weak, range bound conditions. Its supplied logic uses the Average Directional Index (ADX) to mark changes in trend strength and a stochastic oscillator to…

Technical indicatorsTrend followingMomentumRisk management
SuperMind

This document presents a stock-selection idea that combines membership in the metaverse theme with a rising 30-day moving average and a positive weekly-price condition. It frames the combination as a way to find equities with recent strength and an upward…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equities selection rule screens for turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and a positive weekly price bar. The document presents these filters as a way to focus on actively traded stocks…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a Chinese equities screen using turnover between 3% and 12%, a positive product of price change and net large-order flow, and a limit on tradable shares. It frames these filters as a way to combine trading activity, capital flows,…

EquitiesChina marketsMomentumMarket microstructure