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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 screen selects stocks with MACD above its zero line, a closing price below the stated price limit, and a close above the open. The author interprets the MACD condition as a strength filter and the bullish candle as a sign of positive price action. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This selection rule screens stocks assigned to the metaverse industry for a positive latest-period return and a positive ten-day price gain below 35%. It combines an industry classification with recent price performance, aiming to identify names with both…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

The document presents a simple directional strategy for EUR/USD based on the ordering of three moving averages. It identifies a shorter, medium, and longer average, and enters a long position when they are stacked from shortest to longest in ascending order.…

ForexTrend followingTechnical indicatorsExecution
MQL5 code base

The Congestion Index is presented as a way to characterize whether a market is trending or moving sideways. Its stated construction compares the market’s percentage change over a selected lookback period with the extreme price range over that period. The…

Technical indicatorsTrend followingMean reversion
ProRealCode

The document presents a ProRealTime indicator that estimates price rate of change using weighted moving averages across the current timeframe and two higher timeframe proxies. Each rate line adds a scaled difference between a current weighted average and its…

Technical indicatorsMomentumStatistics
SuperMind

The document describes a short-term stock screening method combining RSI below 65, a rising KDJ K value, and moving-average conditions. Its code references compare the 5-day and 20-day averages and require price to be above the 60-day average. The…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This post proposes screening Chinese stocks associated with the robotics theme using price amplitude, recent performance, and a ceiling on free-float market value. Its written criteria require amplitude above a threshold and a positive but bounded return…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese-language post outlines a stock screen combining daily amplitude, a reversal-style pattern, and market capitalization above a stated threshold. It describes the goal as finding shares with larger price movement and a possible reversal while…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

The article outlines a Chinese equity screening rule that combines daily price range, a large-order net-flow ranking, and a measure of institutional activity. It describes selecting stocks with a price range above a stated threshold, strong large-order flow,…

EquitiesChina marketsTechnical indicatorsRisk management
FMZ forum

This brief VeighNa forum exchange discusses how to calculate indicators that need multiple days of history, such as 30-day and 60-day moving averages. One participant considers storing daily OHLCV data in a database or CSV file and loading it before the…

Technical indicatorsEquities
SuperMind

This stock screen combines a range condition, a 15-minute MACD histogram that remains negative while shortening, and a daily low within a specified loss band of roughly four to five percent from the prior close. The article interprets the contracting…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This Chinese stock-selection proposal combines three filters: a 2019 dividend payout ratio above 25%, at least two limit-up sessions within 500 days, and convergence of the 5-, 10-, 20-, 60-, and 120-day moving averages. The post presents these as ways to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese-stock screen combines a technical condition with historical corporate data: it selects shares with RSI at or below 65, a listing history longer than one year, and a 2019 dividend ratio above 25%. The post includes a sample indicator…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This article describes a stock screen that combines metaverse industry membership, a newly formed KDJ bullish crossover, and growth in beverage and alcohol import-export figures. The technical signal is defined as the K line moving above the D line after…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article proposes screening stocks in the metaverse industry when their average price is above the five-day moving average and the current close is above the prior session’s low. It presents these conditions as short-term price-strength filters within a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article outlines a Chinese equity screening rule combining daily amplitude above one, a positive weekly MACD reading, and a high ranking for net large-order volume. It describes these conditions as a way to find volatile stocks with upward price…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This article sketches a Chinese stock-selection rule using MACD and price conditions. It describes screening for MACD above the zero line, a price below 12 yuan, and also states a share-price condition of 18.5 yuan. It says the scan is intended to run before…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed stock screen combines a technical condition with fundamental growth and company-size filters. It selects stocks with an RSI below 65, year-over-year net profit growth above 20% and at most 100%, and size of at least 200 million. The article…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This note outlines a basic screen for Chinese equities whose stock codes begin with 60, whose daily high-to-low range exceeds 1%, and whose closing price is 18.5 yuan. It also proposes sorting qualifying stocks by trading activity. The article illustrates…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This note describes a simple Chinese-equity screen combining daily price range, calendar year, and closing price. It selects stocks whose high-to-low range exceeds 1%, whose trading date falls in 2021, and whose closing price equals 18.5 yuan. The article…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

The Dots indicator marks trend direction on a price chart: blue dots represent an uptrend and red dots a downtrend. Its calculation uses a selected price series obtained through a moving-average function and applies the cosine of a price-change angle. Users…

Technical indicatorsTrend followingForex
SuperMind

This article describes an A-share screening rule combining three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and displayed best-bid volume greater than best-ask volume. It interprets the RSI and candle sequence…

EquitiesTechnical indicatorsChina markets
Kraken Learn

The document explains how traders read candlestick shapes and sequences as possible signals of changing market direction or pauses in an existing trend. It describes reversal formations such as pin bars, engulfing candles, stars, harami patterns, and…

CryptoTechnical indicatorsTrend followingMomentum
MQL5 code base

The document describes an expert advisor that uses moving averages to determine buy and sell signals, with ADX and RSI also included. It provides a high-level outline of the indicators but does not explain their settings, how they are combined, or the exact…

ForexTechnical indicatorsBacktestingRisk management