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 a helper function for turning MetaTrader trade-operation return codes into readable text. It shows how the function can report the result of checking a trade request with OrderCheck, and how it can describe the result returned by…
This strategy adapts a three-day high-low pattern to one-minute bars on the DAX 40. It enters long when the latest close is above a 200-bar moving average but below a 5-bar average, and when highs and lows have declined across a sequence of recent bars. The…
This document describes an expert advisor that monitors multiple trendlines drawn by a user on a chart. It detects adjustments to those lines dynamically and uses their position relative to current price to identify a possible breakout direction: price below…
The document explains a high-frequency trading tactic that targets stale quotes left by slower market makers after a sharp price-moving announcement. It distinguishes passive limit orders, which rest in the book, from a market maker’s more aggressive prices…
The announcement explains how a decentralized oracle network can connect blockchain smart contracts to external APIs, which contracts cannot query directly. It describes a partnership through which Amberdata market and blockchain data can be requested…
A forum user asks about an error while trying to record trading results in a log file. They report that the program initially ran, then began failing, while no error appeared in the log file. A respondent recommends upgrading VeighNa to version 4.2.0, which…
The article offers three observational heuristics for retail traders trying to identify possible algorithmic activity in Chinese stocks. It points to jagged intraday price action and regularly sized, rapidly changing orders; similar trading amounts across…
The article explains two execution benchmarks for large crypto orders. VWAP weights transaction prices by traded volume, so high-volume trades influence it more. TWAP gives equal weight to prices across fixed time intervals, supporting a steadier execution…
This roadmap outlines planned Hummingbot and Hummingbot Miner work for the second quarter of 2021. Trading-related plans include a Uniswap V3 connector and a strategy to adjust concentrated liquidity ranges as market prices, volatility, and gas costs change.…
This guide outlines ways to reduce read and write latency when trading on Hyperliquid. For market data, it recommends running a non-validating node with adequate compute and disk capacity, consuming node outputs directly, and constructing the order book…
This automated strategy records the highest and lowest prices during a two-hour window, from 14:00 to 16:00 terminal time, then places a buy stop at the high and a sell stop at the low. It is intended for the M15 timeframe. The pending orders are placed only…
This example shows a command-driven trading bot that accepts action strings and routes them to spot or futures exchange methods. For futures, it sets the contract type, fetches the ticker, and chooses order direction for opening long or short positions and…
This article presents a Chinese stock screen using three criteria: turnover between 3% and 12%, a 2021 listing year, and positive auction buying pressure from large or extra-large orders above a stated threshold. It interprets turnover as a liquidity filter…
The document compares two crypto prop trading firms across evaluation formats, account sizes, profit splits, payout timing, trading-day requirements, asset coverage, leverage, and exchange relationships. It describes paid evaluations in which traders must…
This research summary compares factor-based Smart Beta products with active quantitative and index-enhancement strategies. It reports that applying commonly used Chinese equity alpha factors to S&P 500 constituents produced little excess return before fees,…
The discussion explains how several position fields can represent holdings and sellable quantity in an A-share account subject to T+1 settlement. In the cited stock gateway example, total volume is the full position, frozen volume is the portion unavailable…
VWAP_Close plots the session’s volume weighted average price using cumulative volume and cumulative volume multiplied by a typical price. Because the calculation resets over an intraday trading session, the indicator is presented mainly as an intraday…
The document presents a practical way to reduce the work required when a strategy needs only the latest one or two outputs from a technical indicator. Instead of passing the entire price history into a library function, pass only the recent bars that can…
This tutorial shows how to add a MACD signal to an existing automated trading framework. It calculates DIF and DEA series, displays them with the price chart, and compares values on adjacent bars to detect crossovers. A bullish crossover sets an entry…
This forum exchange addresses a BigQuant error reporting a missing “position” field. The response describes two changes: set the input mode of the feature-input module to SQL, and revise the weight variable used in the backtest function of the trading…
This MetaTrader Expert Advisor generates trade signals when a bar closes and the main and signal lines of the i-SpectrAnalysis_RVI oscillator cross while the indicator cloud changes color. It requires the separately compiled indicator file to operate. The…
This document describes the architecture of an event-driven MetaTrader 5 indicator for detecting and displaying bullish and bearish order block zones. It outlines initialization, incremental historical calculations, and a rolling three-bar structure tracker…
This document describes a simplified ZigZag indicator intended to identify local price highs and lows and connect them into refined upward and downward swings. Such swing points can support chart constructions including trend lines, channels, and Fibonacci…
The document raises practical execution questions from a live Chinese stock strategy that submits market buys shortly after the open using a VWAP setting. The trader reports fills above the observed opening price and asks whether VWAP means immediate…