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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
WonderTrader
14 documents
Alphalens
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

SuperMind

This Chinese stock selection note describes a short-term screen requiring amplitude above 1, three moving-average crossovers to occur together, and exclusion of stocks that hit the daily limit the previous day. The crossover sequence uses moving averages…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese A-share screen selects stocks with MACD above zero, a qualitative business-character assessment, and a daily price change within a specified range. The article frames the rule as combining a technical momentum condition with a basic…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection rule combines three conditions: daily amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and yesterday’s turnover rate above a stated level. The crossover is intended to…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

The proposed screen targets Chinese stocks with prior-session amplitude above a threshold, a listing on the previous day’s Dragon-Tiger ranking, and no ST designation. It then selects up to five stocks that reach the daily limit-up before 10 a.m., sorting…

EquitiesChina marketsMomentumBreakout
SuperMind

This screening idea selects stocks associated with the metaverse theme when three bullish technical crossovers occur together: MACD crosses its signal line, the 5-day average crosses the 10-day average, and the 5-day average crosses the 20-day average. It…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed Chinese equity screen selects stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a stated circulating market value above 10 billion yuan. The accompanying explanation treats turnover as a measure of…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes a chart indicator that detects regular and hidden divergences between price swings and RSI. It marks bullish and bearish signals with arrows and labels, and offers a dashboard that counts each signal type on the current timeframe.…

Technical indicatorsMean reversionMomentum
SuperMind

This article outlines a technical stock screen for the Chinese metaverse theme. It requires bullish crossovers in MACD and two short-term moving-average comparisons, along with the 20-day average above the 120-day average. The stated intent is to find stocks…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This screening idea selects stocks with turnover between 3% and 12%, a daily gain above 1%, and a main-board listing, while excluding Beijing-listed A-shares. The document presents the rule as a basic way to narrow a stock universe using current trading…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This indicator presents two versions of Rate of Change for viewing price momentum. The standard version expresses the price change relative to the closing price from an earlier period, so the measure is a percentage. The second version scales ROC by Average…

Technical indicatorsMomentumVolatility
SuperMind

The article proposes a stock screen combining a daily range threshold, price above the five-day moving average, and a high ranking for a large-order volume proxy. It explains these filters as a way to focus on active stocks with short-term upward momentum…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This Chinese stock-selection proposal combines three filters: daily amplitude above 1, a positive weekly MACD histogram, and a current-day position increase ratio above 5%. The article interprets amplitude and weekly MACD as signs of technical strength,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese A-share screening rule that selects stocks with turnover between 3% and 12%, a rising KDJ K value, and no listing on the STAR Market. It suggests combining these conditions with market trends and hot themes, and frames the board…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines a stock screen that selects equities with RSI below 65, ranks or filters them by money-flow strength, and considers performance during 2021. Its example code uses a 14-period RSI, a 20-period Chaikin Money Flow measure, and excludes…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese A-share stock screen that combines turnover between 3% and 12%, a daily gain above 1% relative to the same sector, a main-board listing outside the STAR Market, and a rising DEA measure. It presents the DEA condition as a way…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a Schaff Trend Cycle indicator calculated with Jurik Volty Adaptive RSX, a member of the RSI and momentum indicator family. Its central idea is to use an adaptive version of RSX within the cycle calculation, rather than relying on a…

Technical indicatorsMomentum
SuperMind

This Chinese-language post outlines a daily stock-selection screen that requires MACD to be above zero and three moving-average signals to align. It gives 20-, 60-, and 120-day averages as examples, and ranks qualifying stocks by a measure of market…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes an Expert Advisor that generates trades from the RVI_Histogram indicator when a bar closes. A selectable trend-detection mode uses either a crossover between the indicator’s main and signal lines together with a cloud-color change, or…

ForexTechnical indicatorsBacktestingMomentum
SuperMind

This Chinese-language post describes a stock screen combining three conditions: price amplitude above 1%, large-order net inflow in the afternoon, and a shortening MACD histogram on a 15-minute chart. It presents the combination as a way to find active…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screening idea that ranks stocks by a volume-ratio measure, checks whether price is moving within Bollinger Bands in a rounded pattern, and looks for shrinking negative MACD histogram bars on a 15-minute chart.…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This post outlines a Chinese stock screening idea combining a daily price range threshold, a nonempty convertible bond name field, and short-term moving-average conditions. It first describes upward divergence in moving averages, then presents a refined rule…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This article presents a stock screen that combines daily price amplitude above a stated threshold, a K-line indicator below a stated level, and a positive return. Its formula defines amplitude relative to the previous close, while its sample Python logic…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

This Chinese-language article proposes screening stocks after each trading day for positive MACD momentum and a rising DEA line, then ranking qualifying names by market attention. Its sample formulas calculate DIF and DEA with exponential moving averages,…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese equity screen combining three conditions: a price-range measure above a stated threshold, a 2019 dividend-related ratio above a stated threshold, and a rising weekly moving average. The moving-average condition is further…

EquitiesTechnical indicatorsMomentumVolatility