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 describes adding a trailing stop to a stock selection and rotation workflow. Its example sells a holding when the latest price falls more than 10% from the highest price observed since purchase. It recommends tracking stop-triggered stocks,…
This screening proposal targets stocks classified in the metaverse theme. It filters for actual turnover between 3% and 28% on the prior day and a limit-down indicative matching price at 9:15 the following morning, then ranks candidates by auction amount and…
This Lumibot example demonstrates a simple futures holding strategy. It configures a US futures market, checks for the first trading iteration, then creates and submits a buy-to-open order for one futures contract with a specified symbol and expiration date.…
This guide explains how an order book represents market depth at Level 1, Level 2, and Level 3, and how strategies can subscribe to incremental deltas, depth snapshots, or timed full-book updates. It describes the cached book’s source-management constraints…
This script places a sell stop-limit order using trigger levels measured from the current price, then attaches stop-loss and take-profit levels measured from the open price. It also offers an MM input that scales deal volume according to a chosen fraction of…
This outline proposes ten short-term trading triggers, mainly for futures-style markets. It combines order-book behavior, trade flow, price action, volatility, and trader psychology. Suggested signals include abrupt volume and price moves, disappearing…
This guide explains how historical data drives a backtest and how venue book configuration affects simulated matching. It ranks inputs by detail: market-by-order depth, market-by-price depth, top-of-book quotes, trade ticks, and interval bars. More detailed…
CloseProfit v2 is described as an expert advisor that closes positions when an aggregate profit or loss reaches a configured threshold. It also removes pending orders when that trigger is reached. A scope setting determines whether the advisor operates…
A BigQuant user reports an apparent issue when a strategy sells before buying back to close a position. In the user's tests, buybacks above half of the initial capital fail, while smaller buybacks work. The report describes varying the amount used for the…
The post describes a short routine for closing all positions in a minute-based backtest. Its stated setup is to remove the existing strategy, run the routine in the minute backtest environment, and bind the original capital account. The routine records a…
The document presents a shortened implementation of a grid trading strategy and explains that it condenses a much longer earlier version. The strategy tracks grid levels in a list. As price moves far enough in a chosen direction, it opens a position at the…
This guide explains how a local order emulator provides stop, touched, trailing, and limit order behavior when a venue does not support those order types. Traders select quotes or trades as the trigger data; when the condition is met, the emulator converts…
This Backtrader example demonstrates execution modeling with volume-aware order fillers. Its strategy calculates a buy size as a configurable percentage of the current bar’s reported volume, then closes the position on a later eligible opportunity. A…
This document describes a modified B-clock indicator for a trading platform. It adds user controls for the indicator’s font, color, and size, and displays the spread as the difference between ask and bid prices. The clock presents timeframe information, with…
This Backtrader example combines a moving-average crossover entry signal with three buy limit orders placed at progressively lower prices after an upward crossover. The orders can be linked using one-cancels-other behavior, so execution of a linked order…
This document explains a reverse-doubling strategy designed for an older crypto-margined futures venue. It focuses on the strategy’s control flow: open a position, place take-profit orders, monitor both profit-taking and reverse stop triggers, cancel…
This article proposes screening metaverse stocks before 10:00 for a newly formed KDJ bullish crossover, current volume above 10,000 lots, and an opening price equal to the day’s high. It presents the crossover as a buy signal, high volume as evidence of…
This document outlines how to use Kraken through Lumibot’s shared CCXT broker path for cryptocurrency strategies. It describes API key and secret credentials, notes that the integration supports a live trading path, and identifies Kraken as the exchange…
This proposed China equity screen narrows the metaverse theme to stocks ranked among the top five by the day’s auction amount, then applies a prior-day turnover criterion described as three to twenty-eight percent. The post presents liquidity and trading…
This tutorial explains a Bollinger Band strategy and outlines how to implement it in JavaScript using a CTA framework. The bands are built around a moving average with upper and lower boundaries based on price standard deviation. The described entry rule…
This document describes adding alert delivery to a Harami candlestick indicator. Buy and sell signals are read from indicator buffers at a configurable bar offset, then reported through platform alerts, email, or mobile push notifications. Inputs control the…
This short forum exchange explains an order flow limit as a cap on how many order submissions may be made during a specified time window. A reply clarifies that the framework clears or resets the count after a configured number of seconds, and that the limit…
The document describes a programming framework for grid and Martingale strategies. A shared strategy class holds settings such as starting price, trade size, take profit, and monetary stop loss; specialized classes supply their own buy and sell signals. An…
The document outlines time utilities for handling weekly market schedules. It describes functions that identify Sunday and Friday boundary times, count Sundays or hourly candles between dates, and add a requested number of trading seconds to a timestamp. The…