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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

ProRealCode

This charting indicator converts selected market capitalization levels into corresponding share prices. The user supplies shares outstanding in millions; the script multiplies that figure by the current price to estimate market capitalization, chooses a…

EquitiesTechnical indicators
SuperMind

This post describes a stock selection screen for Chinese equities. It selects stocks with a daily high-low range above a threshold, positive afternoon large-order net inflow, and exclusion of the STAR Market. It treats a wide range as a sign of greater price…

EquitiesVolatilityMarket microstructureTechnical indicators
SuperMind

This Chinese equity screen looks for stocks associated with the robotics concept, with daily amplitude above 1%, circulating market value below 10 billion, and a close above the previous session’s low. The article explains the last condition as a possible…

EquitiesTechnical indicatorsChina marketsRisk management
ProRealCode

This indicator plots recent fractal high and low levels on a price chart. It tracks candidate highs and lows, then updates the plotted level after subsequent price movements confirm the candidate. These levels can help traders identify local turning points…

Technical indicatorsStatistics
SuperMind

This stock screen combines three conditions: turnover between 3% and 12%, a reversal pattern described as an engulfing move, and a short-term price average above a longer moving average. The accompanying examples outline how to filter for turnover, calculate…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

The document presents a long-only breakout and momentum system for Nasdaq instruments on hourly and four-hour charts. It builds a composite signal from normalized price momentum and a short-term upward impulse, giving the impulse component greater weight. An…

FuturesUS marketsBreakoutMomentum
SuperMind

This post describes a Chinese equity screen focused on companies classified in the metaverse theme. It selects shares whose relative volume falls within a specified band and whose MACD DEA line is rising. The post explains the volume condition as a way to…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes screening Chinese equities using a historical dividend measure alongside price activity: a stated 2019 dividend ratio above 25%, intraday amplitude above 1, and a 9:25 price rise below 6%. It frames the combination as a way to find active…

EquitiesChina marketsFactor investingTechnical indicators
ProRealCode

The document describes a visual variation of the moving average convergence divergence (MACD) indicator. It calculates the difference between fast and slow exponential averages, then compares the resulting MACD line with its prior value to determine whether…

Technical indicatorsMomentumTrend following
SuperMind

This short-stock-screening strategy selects shares with daily amplitude above a threshold, apparent control by major traders on the previous day, and a high ranking by net large-order volume. The rationale is that amplitude indicates price movement, the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This equity screening proposal combines a price-amplitude threshold with institutional participation and positive net buying by major participants during the opening auction. Its final stated conditions specify amplitude above 1, institutional participation…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock screen combines three technical conditions: RSI below 65, seven consecutive sessions with closing prices at or below opening prices, and a KDJ bullish crossover. The document presents the setup as a way to find stocks that have recently weakened…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese stock screen requiring daily amplitude above 1, a controlling-shareholder measure above 21, and a position-change ratio above 5%. It presents the three conditions as a way to find stocks with notable price movement and…

China marketsEquitiesTechnical indicatorsRisk management
MQL5 code base

The described expert advisor uses Fractals and Ichimoku signals to open trades, then increases the lot size after a losing trade according to a configurable multiplier. It lists trailing stops and take-profit settings, money-based exits for multiple trades,…

ForexTechnical indicatorsPosition sizingRisk management
SuperMind

The document describes a Chinese equity screen that combines at least five overlapping moving averages, a circulating market value above 200 million, and revenue in 2021 exceeding 1.1 times revenue in 2018. The moving-average condition is presented as a way…

EquitiesTechnical indicatorsFactor investingRisk management
BigQuant

This opinion piece presents trading principles drawn from an interview with a Chinese market participant. It argues for acting on clearly defined chart breaks or confirmed volume-supported moves, using public policy and industry developments to identify…

Risk managementTechnical indicatorsTrend followingChina markets
SuperMind

This Chinese stock-selection method seeks volatile shares that have recently shown strong price movement. Its initial rules look for daily high-low range greater than a 20-period ATR, a single-day move of at least 10% within the past 25 trading days, and a…

EquitiesVolatilityMomentumTechnical indicators
FMZ forum

A trader asks why MACD golden-cross detection sometimes disagrees with a charting exchange during five-minute backtests. The comparison covers both simulated and live tickers over a two-day period. The trader reports that some cross signals were incorrectly…

CryptoTechnical indicatorsExecutionStatistics
SuperMind

This Chinese A-share screening idea combines a 14-period RSI below 65, parent-company net profit growth above 20% and at most 100%, and a negative MACD reading from two sessions earlier. It also describes excluding suspended, delisted, special-treatment,…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

The document describes a velocity indicator presented as a smoother form of momentum. It says the calculation uses T3 smoothing and displays velocity as a tape, with Heikin Ashi prices included among the available price inputs. Its suggested use is the same…

Technical indicatorsMomentumTrend following
SuperMind

The proposed screen selects stocks with amplitude above one, a prior-day signal described as main-force control, and at least one daily gain of 10% or more during the previous 25 trading days. It combines a volatility condition with a recent large-move…

EquitiesChina marketsMomentumVolatility
SuperMind

This screening rule selects Shanghai-listed stocks with a daily high-low range above 1% of the previous close, then sorts them by an individual-stock popularity measure. The article interprets the range threshold as a way to find more volatile names and…

EquitiesChina marketsVolatilitySentiment
SuperMind

This stock screen combines a metaverse industry classification and a rounded-base chart pattern with a prior-day downside signal. The final rule accepts stocks described as having a limit-down opening match price at 9:15 or a daily decline greater than 9%.…

EquitiesChina marketsTechnical indicatorsEvent-driven
MQL5 code base

Tengri is described as an Expert Advisor combining price-bar OHLC analysis with a standard moving average, RSI, and a custom Silence indicator. The brief identifies these components but does not explain their signal rules, parameter settings, entry or exit…

ForexTechnical indicatorsPosition sizingRisk management