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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

31,205 documents

SuperMind

This stock-selection idea combines a daily amplitude threshold above 1% with a weekly positive MACD-style signal, then ranks qualifying stocks by a volume-based heat measure. The article describes the weekly red bar as a short-term upward signal and treats…

EquitiesMomentumTechnical indicatorsSentiment
SuperMind

This screen selects Chinese equities with a daily high-low range above 1%, a low price between 4% and 5% below the previous close, and turnover between 3% and 12%. The author interprets the range as a sign of elevated volatility, the steep decline as a…

EquitiesVolatilityMean reversionTechnical indicators
SuperMind

The document presents a Chinese A-share stock screen that selects main board names with turnover between 3% and 12%, a daily gain above 1%, and circulating market capitalization above 10 billion yuan. It provides indicator-formula references and a Python…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

The document introduces R-Breaker as a futures strategy that combines breakout entries with reversal signals. It describes calculating daily pivot, resistance, and support levels from the previous session’s high, low, and close, then using those levels to…

FuturesBreakoutMean reversionTechnical indicators
MQL5 code base

The document describes an Expert Advisor that trades when the Laguerre_ADX indicator’s cloud changes color. It generates a signal at the close of the bar where the color change occurs. The strategy therefore uses an indicator-state transition as its entry…

ForexTechnical indicatorsBacktestingExecution
SuperMind

This document presents a Chinese equity selection rule combining daily price amplitude, a price threshold, and historical revenue growth. The stated conditions are amplitude above 1, closing price below 20, and 2021 revenue more than 1.1 times 2018 revenue.…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This document describes a Chinese equity screen using three filters: RSI below 65, 2021 revenue more than 1.1 times 2018 revenue, and a positive 10-day gain below 35%. It proposes selecting the first N qualifying stocks and holding them for a year. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post outlines a stock screen based on three filters: daily price amplitude above a threshold, circulating market capitalization above a threshold, and prior-day trading activity above a threshold. It frames amplitude as a sign of active…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This Chinese-language post describes a daily stock-selection screen that looks for MACD above zero, ranks candidates by market attention, and limits eligible shares to a stated range of circulating market capitalization. It gives a brief rationale: MACD is…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator marks the previous trading day's high, low, and close on a price chart. The high and low are presented as possible resistance and support, while the close can serve as a pivot or reference point. The levels are sourced from daily data…

ForexTechnical indicatorsBreakout
MQL5 code base

This brief indicator description explains a channel-based way to display price direction and candle alignment. Candles are assigned colors after price moves outside a gray envelope: aquamarine signals an upward trend direction, while yellow signals a…

Technical indicatorsTrend following
SuperMind

This Chinese stock-screening post describes a rule combining a 14-period RSI below 65, membership in the beverage and alcohol import-export industry category, and a positive daily MACD reading. The author presents the filter as a way to find stocks that may…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening post proposes combining amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a volume ratio between 1.5 and 6. The rationale is to find volatile shares with active trading while a bearish MACD…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post presents an A-share stock selection rule that combines a daily high-low range threshold, a newly formed KDJ crossover, and a close between the Bollinger middle and upper bands. It supplies example implementations in a charting formula language and…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This brief post presents a modified Damiani Volatmeter indicator for MetaTrader 5. Its author says a subtle implementation error caused the indicator to produce different values in visual backtesting, non-visual backtesting, and live charts. The stated…

VolatilityTechnical indicatorsBacktesting
ProRealCode

This post describes a long-only RSI(2) mean-reversion strategy for equity indices. It buys when the two-period RSI falls below 15, subject to a positive slope in the 22-day moving average and a 22-period RSI above 50. It exits when RSI(2) rises above 60 and…

EquitiesMean reversionTechnical indicatorsRisk management
SuperMind

This Chinese-language post outlines an equity screening strategy combining a positive MACD condition, descending money-flow strength, a market-cap ceiling of 10 billion yuan, positive earnings measures, and ROE above 10. Its accompanying Python example…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a higher-timeframe variant of the Boa ZigZag Arrows indicator. It says the chart period can be selected through an indicator input, with a four-hour period shown as the default in the supplied excerpt. This lets a user view the…

Technical indicatorsTrend following
MQL5 code base

The document describes an adaptive channel indicator that combines two adaptive components: an ATR-based channel width and a central value calculated as an adaptive exponential moving average. Both adjustments use Kaufman’s efficiency ratio, which allows the…

Technical indicatorsVolatilityTrend following
SuperMind

This document presents a preliminary stock-selection screen combining daily price amplitude above a threshold, a positive weekly MACD histogram, and a K indicator reading below a threshold. It frames the combination as a way to find stocks with possible…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection rule screens for amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and a stochastic K value below 20. The article frames the range and net-flow measures as signals related to market sentiment and…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor uses four Accelerator Oscillator readings, sampled at the selected bar shift and three successive seven-bar intervals, as inputs to a weighted perceptron. It multiplies each reading by a weight derived from an optimized parameter, sums…

ForexTechnical indicatorsMachine learningRisk management