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.
7 documents
This document describes an order-routing adapter that connects algorithmic parent orders and exchange-facing child orders through FIX messages. It maps exchanges, order types, directions, and statuses between two systems. A parent order carries the…
The strategy applies a long-only moving average crossover to daily bars for a single stock. After enough bars are available to calculate both averages, it treats an upward cross of the shorter average over the longer one as an entry signal and buys when…
The document presents a bar-by-bar backtest using historical price data loaded from a CSV file. As each bar is added, the strategy calculates 20-period and 30-period moving averages after sufficient history is available. It enters a long position when the…
The document explains a graphical workflow for maintaining historical market data. Users can download data from connected market data services or trading interfaces, import CSV files, inspect stored records, export selected ranges, and delete contract data.…
This strategy example processes historical daily equity bars one at a time, updating a backtest and recording buy and sell markers for later charting. After enough bars have accumulated, it calculates 20 period and 30 period moving averages. A bullish…
This example demonstrates a historical equity backtest over a user-specified date interval. It processes daily bars incrementally, waits until enough history is available, and enters a long position when the 20-period moving average crosses above the…
This guide describes an interactive Python workflow for quantitative analysis and automated trading through a script engine. Unlike a single-strategy workflow tied to one instrument or venue, the engine can connect to multiple interfaces and subscribe to…