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.
27 documents
This guide explains the CTA strategy workflow in VeighNa Fusion, from connecting to the trading gateway and creating a strategy instance to configuring parameters, initializing, starting, and stopping it. Each instance has its own target contract, parameter…
The document explains how an algorithmic execution module accepts order parameters, launches and monitors algorithms, and supports pausing, resuming, or stopping them. It also describes launching jobs from newly created CSV files and tracking their status in…
The document explains how to use a market-depth trading interface for live, manual intraday trading in a single futures contract. After connecting a trading gateway and opening a contract chart, the ladder displays price levels, bid and ask quantities, best…
This guide explains how to enable a trading gateway in VeighNa Station or load one from a startup script, connect through VeighNa Trader, and view account, position, order, trade, and contract information. Gateway settings can be edited in the application or…
This guide explains how to construct, monitor, and trade synthetic spreads in the VeighNa SpreadTrading module. A spread can combine several contract legs using a formula, including pricing legs that are not traded, which supports relationships involving…
This code example outlines a vn.py workflow for backtesting an ATR-RSI strategy on a Chinese equity index futures contract. It configures the instrument, minute interval, historical dates, commissions, slippage, contract size, tick size, and starting…
This guide explains how to use Fusion’s data center to download domestic futures one-minute history into a local database, inspect existing records, update them, and build continuous contracts. Users first load the available instruments, choose an exchange,…
This guide explains how to use historical backtests and parameter optimization as research checks before deploying a trading strategy. It outlines setup choices such as the instrument and exchange, bar interval, date range, fees, slippage, contract…
This guide describes an execution module that runs algorithms in a separate process, lets users configure and monitor orders, and supports manual order routing across multiple accounts. Its five examples illustrate different execution behaviors: TWAP divides…
This guide explains how VeighNa Elite Trader’s CTA template can filter synthetic bars received outside configured trading sessions, preventing out-of-session data from affecting strategy indicators. It describes obtaining a sample filter configuration…
The document demonstrates a vn.py workflow for backtesting a statistical arbitrage strategy on a two-leg futures spread. It defines a spread as the price difference between two futures contracts, sets the backtest interval and trading assumptions, loads…
This notebook demonstrates a basic command-line workflow for operating a trading engine through a CTP gateway. It loads connection settings, initializes the engine, and connects to the server. The example then queries available contracts, account balances,…
The document explains how to connect VeighNa trading software to Excel through its ExcelRtd module and PyXLL. After installing and configuring the commercial PyXLL add-in, users can enable the module in VeighNa Station or load it in a startup script. The…
This document explains a portfolio management interface for monitoring strategy-level positions, trades, and profit and loss during the trading day. It treats each order source, such as manual trading or a strategy module, as a separate portfolio and…
This example demonstrates a portfolio-strategy backtest for a pair trading strategy on two Dalian Commodity Exchange continuous contracts. It configures minute data over a specified historical interval and supplies commission rates, slippage, contract sizes,…
This Python example describes a process manager for a CTA futures strategy using vn.py and the CTP gateway. A parent process checks the clock and launches a child process during configured daytime and overnight trading windows. The child creates the event…
This document explains a graphical workflow for researching CTA strategies with historical data. It covers downloading market data, configuring a backtest with instrument details and trading costs, and reviewing equity, drawdown, daily profit and loss, and…
This guide explains how to use VeighNa’s CTA strategy module to load strategy classes, create instances, initialize them with historical data, and start or stop automated trading. It describes how instances can trade different futures contracts with separate…
This example runs two existing futures strategies independently, using separate instruments, date ranges, trading costs, contract sizes, and capital settings. It then adds their result data frames, removes missing rows, and passes the combined data to a…
This documentation explains how to load and operate VeighNa’s CTA strategy module. It covers adding strategy instances, selecting contracts and parameters, loading historical data, restoring saved variables, subscribing to market data, and enabling automated…
This reference catalogs calculation functions available in the VeighNa Elite Trader CTA module. It groups common tools by their required inputs and outputs, covering moving averages, momentum and rate-of-change measures, volatility, trend strength and…
The document explains how historical market data supports CTA strategy initialization, backtests, parameter optimization, and research. It outlines importing externally sourced data into a local environment and recommends checking file reliability, timestamp…
This guide describes a user interface for running execution algorithms and explains how to configure an order’s instrument, side, price, quantity, duration, interval, and open-or-close instruction. It focuses on order execution rather than deciding what to…
This operational guide explains how to connect a VeighNa Fusion account to a CTP futures interface and check that contract lookup, market-data subscription, and order functions are working. It outlines prerequisites such as obtaining the correct broker…