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.
9,660 documents
The article examines China’s A-share T+1 rule, which generally prevents investors from selling shares on the same day they buy them. It presents four arguments in the debate: the rule may curb impulsive retail trading, constrain some forms of repeated…
This document outlines a simple automated trading rule based on comparing the opens and closes of the two most recent completed candles. When no position is open, it enters a buy if the newer candle opens above the older candle but closes below the older…
The document presents a Chinese A-share backtest question: after selling a holding at the open, a daily-frequency strategy places a purchase near the close but buys only a small amount. The author wonders whether the simulator updates available cash only on…
A liquidity miner describes using automated pure market making across cryptocurrency pairs in liquidity mining campaigns. His approach is to distribute capital across available pairs, use a spreadsheet to plan allocations, order sizes, balance limits, and…
This description outlines a pending-order breakout approach implemented by an Expert Advisor. It scans a configurable lookback range, set to 80 bars in the described version, and places a Buy Stop at the highest price and a Sell Stop at the lowest price. The…
This stock-selection note proposes screening mainland Chinese equities in the metaverse theme by current-day auction amount, taking the top five, then excluding stocks that closed at the daily limit the previous day. It provides platform formula expressions…
This forum exchange clarifies how VeighNa's local stop orders are displayed and triggered. The price shown in the stop-order interface is the trigger price, rather than the price of the limit order that may be sent after triggering. A user reports that…
This Chinese-language forum exchange discusses excluding special-treatment, suspended, and delisted shares from a stock universe. A reply provides two approaches based on historical name-change records: retrieve securities available around the relevant date,…
The discussion explains that the number of contracts a default VeighNa strategy can subscribe to depends on available CPU, memory, and network capacity, as well as strategy complexity and the frequency of incoming market data. Tick feeds generally require…
This Chinese-language report summary reviews the history and practice of machine learning in quantitative investing. It says that machine learning was used in the field during the early-1990s boom and that its applications continued in algorithmic trading…
This report overview describes the longstanding use of machine learning and artificial intelligence in quantitative investing. It notes that applications were already present during an early-1990s wave of interest, and that use continued in areas such as…
This guide explains how a strategy developer can use metadata attached to a rental registration code to set different usage limits for different customers. The strategy reads the metadata at runtime and maps its value to a configured limit. The example uses…
This document describes an Expert Advisor that trades signals from thirty popular candlestick patterns. Users can enable or disable individual patterns or groups based on whether they use one, two, or three bars. The document explains configurable trade…
This roundtable transcript gathers views from Chinese investment managers, researchers, and futures professionals on the development of quantitative investing. Participants discuss the tension among scale, returns, and risk; the challenge of declining or…
This document describes a MetaTrader 5 script that opens a buy or sell position at the current market price and attaches a stop-loss and take-profit when placing the order. The stop-loss and take-profit distances are specified in pips, and the script also…
This brief description presents an expert advisor intended to manage exits using a percentage-based threshold. It says the robot will close a position when floating profit reaches a configured level, and lists a stop-loss parameter tied to a loss amount…
This documentation explains how an execution algorithm receives a primary order and can break it into spawned orders. Its built-in TWAP implementation divides an order across a configured time horizon and interval, submitting the first slice immediately and…
This guide outlines an event-driven framework for monitoring and trading many Binance spot pairs quoted in a selected base currency. It recommends using the aggregated ticker WebSocket feed instead of repeatedly polling individual pairs, while noting that…
This programming note explains how an object-oriented trading advisor can manage its configurable inputs as a structured set. It contrasts manually declaring fields and writing string conversion methods with a macro-based library that generates parameter…
This Chinese-language forum post examines how a futures gateway updates a position object’s prior-day volume while processing investor-position responses. The shown handler creates or retrieves a position by instrument and position direction, then applies…
This manual trading script places market or pending orders from a chart. Pending entries can be set at an absolute price or at a point distance from the current price, and can have an optional expiration. Stop loss can likewise be specified by price or…
This document describes a MetaTrader 5 utility for reviewing terminal global variables, which Expert Advisors often use to preserve state such as trade timestamps, balance references, and lock flags. Users can list or export variables, delete filtered…
The submission contrasts discretionary and quantitative investing. It describes quantitative work as gathering and cleaning high-dimensional data, calculating factors, and using rules to make trades programmatically. It also suggests that machine learning…
The document describes an account-level risk utility for prop-firm evaluations. Attached to one chart, it monitors account equity against daily loss and maximum drawdown limits. When a threshold is reached, it closes open trades, removes pending orders…