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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 A-share stock screen combines a positive MACD reading, positive trailing P/E, and a control-position ratio above 21. It is intended to run before the market opens each trading day. The document explains the MACD condition as a way to identify strength,…

EquitiesTechnical indicatorsMomentum
SuperMind

The document presents a Chinese stock-screening idea that combines three technical conditions: at least five moving averages converge, the KDJ indicator has just formed a bullish crossover, and the 30-day average is rising or flat. It interprets clustered…

EquitiesTechnical indicatorsMomentum
ProRealCode

The document explains a configurable scanner for five- and six-pivot harmonic structures. Rather than hard-coding named patterns, users specify acceptable ranges for ratios between legs such as XAB, ABC, and BCD. The scanner builds a recursive zigzag from…

Technical indicatorsBacktestingRisk management
SuperMind

This post describes an A-share screening rule based on turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a stated control-strength condition above 21. It presents the screen as a combination of trading activity,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post presents an A-share stock screen combining a daily price-range threshold, a nonempty convertible-bond name field, and a high ranking by large-order net volume. Its stated final selection rule takes the top 30 stocks by daily large-order net volume,…

EquitiesChina marketsMarket microstructureTechnical indicators
MQL5 code base

The Deviation Oscillator is presented as a volatility-oriented indicator that measures the distance between an applied price and its moving average, then scales that distance using the minimum and maximum deviations observed over a selected range. The result…

Technical indicatorsVolatility
SuperMind

This post outlines a Chinese equity screen combining a daily range above 1%, dates in 2021, and a current low below the prior day's low. Its final stated selection also adds valuation filters: a price-to-earnings ratio below 30 and a price-to-book ratio…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This note describes a simple technical screen for Chinese stocks: select observations from 2021 where the daily high-low range exceeds 1% and the current high equals the highest high over the current and prior day. The author frames a large range as a sign…

EquitiesChina marketsVolatilityTechnical indicators
FMZ forum

The post presents a chart indicator that uses the highest high and lowest low over a configurable lookback, excluding the current bar, to plot proposed long and short stop-loss and take-profit levels. Its stop logic compares the distance from the current…

Technical indicatorsRisk management
SuperMind

This post combines a stock universe selected through an intelligent query with a dual moving average rule. The proposed rule buys when the five-day average is above the twenty-day average and sells when it falls below, while the universe is screened for low…

EquitiesTechnical indicatorsTrend followingChina markets
BigQuant

This indicator description explains a ZigZag variant that calculates turning points from the high and low values of Heikin Ashi candles. The Heikin Ashi period is configurable, and users can choose whether the Heikin Ashi candles themselves are displayed.…

Technical indicatorsVolatility
SuperMind

This post describes a Chinese equity screen combining daily price amplitude, dividend yield, and a large-order net-flow ranking. It presents the factors as signals for volatility, company profitability, and market interest, then shows example implementations…

EquitiesChina marketsFactor investingTechnical indicators
MQL5 code base

This document describes an expert advisor that trades around Bollinger Bands. Its stated rule is contrarian: a downward break below the lower band triggers a buy, while a break above the upper band triggers a sell. An update says entries are placed after a…

Technical indicatorsMean reversionRisk managementPosition sizing
MQL5 code base

This expert advisor uses a Doji candle as a setup and waits for the next completed candle to confirm a directional break. When a new bar appears, it checks the two preceding bars: if the older candle qualifies as a Doji, a close of the newer candle above the…

ForexTechnical indicatorsBreakoutPosition sizing
SuperMind

The post proposes a stock screen that combines a recent increase in institutional buying, weekly MACD above its zero line, and a high historical dividend payout ratio. It interprets the buying measure as evidence of institutional interest, weekly MACD as a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a daily Chinese equity screen combining three conditions: turnover between 3% and 12%, the product of price change and net large-order volume above zero, and MACD above zero. It presents the rule as a way to select stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with a positive prior-day main-fund net inflow. The stated rationale is that a relatively lower RSI may indicate rebound potential, while the fund-flow condition adds a capital-flow filter. The…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This trend-following expert advisor uses the slope of a simple moving average, expressed as an angle, to distinguish directional markets from flat conditions. It also measures price distance from the average as a percentage to avoid entries after a move has…

Trend followingTechnical indicatorsRisk managementBacktesting
SuperMind

This Chinese equity screening idea combines three conditions: the 20-day moving average must exceed the 120-day moving average, the stock must have recorded at least two limit-up sessions in the prior 500 days, and its volume ratio must rank among the top…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen combines a turnover rate between 3% and 12%, an outside-to-inside trading volume ratio above 1.3, and displayed buy volume greater than sell volume. The article presents the filters as a way to find actively traded stocks with…

EquitiesChina marketsMarket microstructureTechnical indicators
MQL5 code base

The third-generation XMA is presented as a moving-average variant designed to reduce lag as the averaging period increases. The method is attributed to Dr. Manfred Dürschner, and this implementation uses a parameter value of lambda equal to 2; the source…

Technical indicatorsStatistics
SuperMind

This short-term stock-selection proposal combines three conditions: MACD above zero, upward separation of the day’s moving averages, and an opening auction return between -2% and 5%. The indicators are intended to capture positive price momentum and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-selection idea filters for daily price amplitude of at least 1%, turnover above 2% and no more than 9%, and a closing price between the middle and upper Bollinger Bands. The post presents these conditions as a way to find actively traded, volatile…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This Chinese stock-selection post describes a screen for companies with positive MACD, year-over-year net profit growth above 20% and at most 100%, market capitalization below 10 billion yuan, and no reported losses. Its rationale is to combine price…

China marketsEquitiesMomentumTechnical indicators