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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
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 proposed equity screen selects stocks with amplitude above 1, an RSI below 65, and prior-day turnover above 60 million. It combines a price-range measure with a momentum oscillator and a liquidity threshold, aiming to find stocks with activity while…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This proposed equity screen combines membership in the metaverse sector, a rounded price pattern, and a circulating share count capped at 5.5 billion. The article frames the float limit as a way to focus on relatively smaller stocks and suggests…

EquitiesTechnical indicatorsChina markets
SuperMind

This stock-selection screen combines price amplitude above 1, a dividend-related payout ratio above 25% for 2019, and a rising-bottom condition. The explanation treats larger amplitude as a sign of greater trading opportunity, the dividend filter as a way to…

EquitiesTechnical indicatorsVolatilityRisk management
MQL5 code base

This MetaTrader expert advisor detects bullish and bearish inside-bar patterns and opens corresponding long or short positions. It offers three position-handling modes: open a position at every signal with stop-loss or take-profit exits; reopen positions in…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

The document introduces the DecisionPoint Price Momentum Oscillator, originally developed by Carl Swenlin, and describes a comparison approach attributed to Vitali Apirine. The method applies the oscillator to compare the relative momentum of two securities.…

Technical indicatorsMomentumStatistics
SuperMind

This Chinese equity screening rule ranks stocks by capital strength and requires more than two limit-up days in the past ten days. It also requires a nonempty name for an outstanding convertible bond. The article explains these conditions as signs of…

EquitiesMomentumChina marketsTechnical indicators
MQL5 code base

FanMA2 represents a fan of moving averages as an oscillator in a separate chart window. Its values stay within a range of plus one to minus one, and the display includes a smoothed average line. The description outlines the indicator’s configurable…

Technical indicatorsTrend following
MQL5 code base

This indicator overlays candles from a larger timeframe as filled rectangles. It colors each candle according to the HullTrend indicator’s direction: the body uses emerald green or pink, while the shadows use light green or cream. The description explains…

Technical indicatorsTrend following
SuperMind

The document proposes a Chinese equity screen requiring MACD to be above zero, the DEA signal line to be rising, and the ten-day return to be positive but below 35%. It presents the indicators as a way to identify favorable short-term trend conditions while…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes a forex expert advisor that uses ZigZag swing highs and lows to identify support and resistance, then updates trend lines as price structure changes. When price approaches or touches a line, the EA may take a buy or sell position…

ForexTechnical indicatorsTrend followingExecution
SuperMind

This article outlines an equity screen combining membership in the Metaverse theme, positive net buying by large participants during the auction, and a moving-average trend condition. Its formula expresses the trend condition as the 30-day average above the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a stock screening rule that combines a positive MACD reading, a company or concept filter, and a stochastic K value below 20. The intended logic is to select shares with an upward trend signal while looking for an oversold condition that…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This note presents a short-term Chinese equity screen based on daily price range greater than 1, volume above 10,000 lots, an opening price above the previous close, and a reported increase in positions of at least 5%. It frames range, volume, and the…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note proposes screening Chinese equities for turnover between 3% and 12%, a K reading below 20, and first-level bid volume greater than first-level ask volume. Its indicator examples also include additional filters for price, market capitalization, and…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This note describes a short-term screen for Chinese equities associated with the metaverse theme. It combines a user-defined arc-shaped price pattern with current volume above 10,000 lots and an opening price above the previous session’s high. The article…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes an indicator that evaluates the slopes of five moving averages with different lookback periods and adds the slope readings to represent an overall trend. The moving-average types it lists are simple, exponential, smoothed, and linear…

Technical indicatorsTrend following
SuperMind

This proposed Chinese stock selection rule combines a daily amplitude threshold, a prior-day 9:15 matching price associated with a limit-down condition, and a ranking by large-order net volume. The article frames the combination as a way to consider price…

EquitiesChina marketsMarket microstructureTechnical indicators
MQL5 code base

The document describes a chart indicator that combines the Commodity Channel Index (CCI) with overbought and oversold (OBOS) levels and a trend-direction filter. It marks a candle when CCI crosses an OBOS boundary in the direction aligned with a bullish or…

Technical indicatorsMomentum
MQL5 code base

The document describes a DEMA Range Channel indicator that issues alerts when a candle breaks through the channel. It notes that notifications can be delivered by email or push message, making the indicator a monitoring aid for potential channel breakouts.…

Technical indicatorsBreakout
MQL5 code base

The NineTFMovement indicator presents price movement across nine chart timeframes, from one-minute bars through monthly bars, alongside a directional assessment labeled up, down, or wait. The document recommends using it on five- or fifteen-minute charts,…

ForexTechnical indicatorsTrend following
SuperMind

The document describes a Chinese stock screen that combines a 2019 dividend ratio above 25%, daily price amplitude greater than 1%, and ranking by a stock heat measure. Its example code approximates the heat ranking using traded value and also applies…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This stock selection method filters Chinese equities in the metaverse industry using the previous day’s actual turnover rate and the current opening auction return. It selects stocks with turnover between 3% and 28% and auction returns between -2% and 5%.…

EquitiesChina marketsTechnical indicatorsBacktesting