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 document explains two ways to inspect HTTP requests sent from a trading bot’s Docker environment while debugging exchange API errors. One method runs a Python packet sniffer with Scapy on the container’s network interface and logs request data. The other…
This Chinese equity screen focuses on stocks in the metaverse industry that show three technical indicators crossing upward at once and had a previous-day actual turnover rate between 3% and 28%. The proposal presents turnover as a liquidity filter, intended…
This Chinese equity screening proposal combines daily price range, company size and profitability, and buy-side order flow during the opening auction. It targets stocks with an amplitude above 1%, capitalization no greater than 10 billion yuan, and positive…
This brief note describes a modification to an existing Expert Advisor that lets users set RSI and Momentum parameters. Its concrete example is an RSI buy restriction: when the configured limit is 70, the system will not place a pending buy order while RSI…
This compilation introduces C++ storage duration and object lifetime, contrasting automatic local objects, dynamically allocated objects, and static objects. It discusses how copying by value can create temporary objects, why dynamic allocation requires…
This code implements a SuperTrend-style signal on 15-minute Bitcoin futures data. It calculates true range from each bar’s high, low, and previous close, smooths the result into an ATR, and places candidate bands around the high-low midpoint using a…
The guide explains how to enable public trade downloads in Freqtrade and configure order flow processing. Settings control cached candles, trade history depth, footprint price-bin size, and the volume and ratio thresholds used to identify imbalances.…
This Hummingbot documentation explains a mode that alternates order placement after fills to keep buying and selling activity balanced. When an order fills, the bot places orders only on the opposite side during the next refresh cycle. If a buy fills, for…
This post describes an A-share stock screen using turnover between 3% and 12%, a newly formed KDJ golden cross, and a comparison involving the previous day’s turnover, current opening-auction volume, and the previous day’s trading volume. The stated…
This brief strategy note outlines a T+0 method for stocks expected to fluctuate within a fairly narrow range. The trader sets an appropriate price-amplitude threshold and makes frequent trades in small share quantities, aiming to earn from the swings. The…
The article sketches a basic intraday T+0 approach for a stock expected to move within a relatively narrow range for some time. It proposes setting a price-amplitude threshold and making frequent small-lot trades to capture gains from oscillations. The…
This document describes an MT5 footprint indicator that breaks higher-timeframe bars into price-level activity using lower-timeframe tick or real-volume data. It calculates buy-versus-sell volume delta and displays features including point-of-control…
This document explains how to estimate a broker's server time zone and daylight-saving status from historical quote data. The method examines the distribution of weekly market opening times, using recurring peaks in inferred offsets to distinguish standard…
Automated trading systems translate explicit entry, exit, and money-management rules into orders monitored and executed by software. Rules can range from basic indicator conditions to custom strategies, and may specify order type and timing. The article…
This plotting script illustrates a composite quoting framework for NVDA equity-linked perpetual trading. It uses an external equity mid-price as a directional signal and the perpetual market mid-price as the quote anchor. The quote center shifts with the…
This tutorial explains four pending-order types used in an Expert Advisor: buy limit and sell limit orders placed away from the current price for a potential reversal, and buy stop and sell stop orders placed beyond the current price for a potential move…
This utility converts Binance historical order-book depth, snapshot, and trade files into an event format used by HftBacktest. It reads CSV data, identifies or infers column headers, maps records to depth, snapshot, or trade events, and assigns exchange and…
This guide explains how to configure OctoBot order sizes using fixed quantities, portfolio-scaled percentages, or amounts that change with available holdings. Fixed settings specify a base-asset quantity or a quote-currency value. Scaling settings allocate a…
This tutorial shows how to turn a KDJ indicator rule into a futures trading program using the FMZ Quant C++ framework. It explains the indicator’s RSV, K, D, and J components, then uses the relationship between K and D to generate directional signals: K…
The document introduces a course focused on researching, backtesting, and automating option spread strategies in the domestic Chinese quantitative trading context. It says the course uses VeighNa Elite’s OptionStrategy module and presents a knowledge map…
This expert advisor closes open positions for the chart’s symbol when price reaches or crosses the Kijun Sen. In Stealth Mode, a buy closes when Bid is at or below the line, while a sell closes when Ask is at or above it; a price gap triggers closure at the…
The document compares two crypto prop firms across evaluation formats, fees, payout timing, profit splits, account scaling, trading rules, platforms, and available assets. Breakout is described as offering several one-step and two-step evaluations, no…
This overview explains tokenization as representing ownership interests in physical or digital assets with blockchain-recorded tokens. Divisible tokens can represent fractions of assets such as property, art, or intellectual property, and transfers can be…
The document proposes a spot and futures hedge that places resting orders in separate order books when the spread is attractive. It monitors fills and compares the resulting spot and futures exposures, then opens or closes positions to correct imbalances. As…