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
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…
A short Chinese forum exchange addresses why VeighNa Elite returns no records after a data-loading operation. The question asks whether the empty result is caused by reading from the standard database and how to switch to the Elite database. The reply says…
The document explains how a maximum order age setting refreshes an order after a chosen duration, recalculating it from the configured spread and current market movement. The default is 1,800 seconds, and the setting can be shorter than the regular order…
The guide lays out different entry paths for using QlibRL, depending on whether the reader is new to reinforcement learning, researches RL algorithms, or already has quantitative finance experience. It recommends learning RL fundamentals, understanding…
This stock-selection method ranks candidates by volume ratio, from highest to lowest, while applying two price filters: the previous session was not limit-up, and the live gain at 9:25 is below 6%. It is presented as an intraday opening screen intended to…
The discussion explains that SimNow’s CTP simulation environment does not provide ETF option contracts, so users cannot obtain their market data there for testing those instruments through VeighNa’s paper account. It points instead to a futures company’s…
This tutorial explains how to use order retrieval and cancellation APIs to manage unfilled orders. It presents two helper routines: one repeatedly retrieves open orders and cancels all orders, optionally limited to buys or sells; the other cancels every open…
The article introduces market making as posting buy and sell orders that add liquidity to an order book. It explains the bid and ask, the spread between them, and how a market maker may earn revenue when both sides of a quote are filled. A pawnshop analogy…
This utility reports whether the following day is a working day, a day off, or a holiday. It reads holiday records from a CSV file and filters them according to the currencies in the selected symbol. For example, a GBP/JPY view can include British and…
This document explains a generic MQL5 sorter that reorders an item array according to up to three corresponding key arrays. Each key can be sorted in ascending or descending order, allowing users to set a hierarchy such as symbol first, then position open…
This Chinese-language summary presents a 2021 survey of reinforcement learning in financial decision-making. It introduces Markov decision processes as a foundation, then identifies value-based and policy-based learning approaches, including extensions that…
This Chinese-language guide explains how to build a Commodity Trading Advisor strategy for the vn.py framework. It outlines the strategy class structure, the roles of configurable parameters and persistent state, and the event callbacks used for market data,…
The document outlines an automated forex trading system that holds buy and sell trades at the same time, intended for 15-minute charts on major currency pairs. It describes an optional drawdown-control protocol that closes a basket of trades after reaching…
The article explains self-custody trading bots as software run under the trader’s control, with exchange API credentials or wallet keys kept on the trader’s own device or server. It compares three approaches for centralized exchanges: built-in exchange bots,…
This document describes a MetaTrader 5 expert advisor designed to enforce account and trade level risk limits. It monitors daily and overall drawdown, allows a safety buffer before a stated firm limit, and can close open positions and remove pending orders…
TrendMeLeaveMe is described as a semi-automated MetaTrader advisor that uses a manually drawn trend line to guide pending stop orders. The user draws an upward, downward, or horizontal line and names it for the intended buy-stop or sell-stop setup.…
This document describes a trading-signal module for the MQL5 Wizard that is based on a lightweight Ozymandias indicator. It presents the module as a way to add indicator signals to an Expert Advisor and specifically suggests using it as a trend filter. The…
This document describes a MetaTrader indicator assistant for reviewing trading signals against historical price data. The user advances through chart history, marks buy, sell, and close decisions, and can manage positions with stop-loss and take-profit…
The expert advisor builds a grid from configurable pending stop and limit orders. Traders can choose which buy and sell order types to enable, define the first order by an absolute price or a distance from the current price, and set separate spacing and…
This forum exchange explains why passing the return value of a VeighNa buy function directly to a cancel function can fail. The buy, sell, short, and cover methods return a list of order identifiers, even when the list contains only one identifier. A…
The document describes a basic Expert Advisor utility for tracking how many orders are currently open, both in total and by order type. It frames order recognition as a practical need when a trading robot can manage multiple simultaneous orders. The proposed…
The document describes a platform feature for running strategy research code as a live or simulated trading service. A strategy is supplied with its source, name, frequency, starting capital, and optional benchmark. Without a trading API it runs as a…
This MT5 expert advisor combines candle direction with grid order placement. A bullish previous candle triggers a buy and a bearish one triggers a sell; that signal applies to later grid orders as well as the first. The description says this avoids placing…
A trader reports that a VeighNa strategy appears to close positions but does not open them, and that an apparent fill does not result in a live order. The discussion first recommends printing strategy logic and order status to diagnose what is happening. The…