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 example configures a live data node to connect to Bybit’s mainnet for linear products and stream data for a BTCUSDT instrument. A built-in data-testing actor subscribes to quotes, trades, mark prices, index prices, and funding rates, while managing the…
This Rust example shows how to wrap HftBacktest’s local processor to add custom handling around market events and order responses. The wrapper implements the local processor interface by forwarding order submission, modification, cancellation, state, depth,…
This tutorial introduces APIs as documented ways to access software functions, using a restaurant menu as an analogy. It explains basic M-language expressions for reading bar prices and volume, referring to earlier periods, calculating moving averages,…
The document describes a trade-management expert advisor that modifies an existing order’s stop loss after the position reaches a user-defined minimum profit in pips. Its stated action is to move the stop loss to the break-even level; it does not open trades…
This Hummingbot controller guide describes a crypto futures strategy that watches Binance liquidation data and seeks a short-lived rebound after a large forced unwind. It aggregates liquidations over a configurable interval, checks whether their…
This note offers practical guidance for developing and operating AI-driven equity strategies. It recommends judging possible strategy failure by comparing live maximum drawdown with the largest drawdown observed in a long backtest that spans a full bull and…
This document describes a keyboard-driven tool for sending, modifying, and closing or deleting trading orders. Its examples focus on forex orders and show that a command can specify a side, volume, price, stop loss, and take profit. A final execution key…
This article explains a multi scale market structure indicator built from short, medium, and long term pivot detectors. Their lookback lengths expand or contract with relative volatility, and confirmed pivots define active support and resistance levels. A…
This semi-automatic trading assistant lets a user place grids of buy-stop, sell-stop, buy-limit, or sell-limit orders, then close positions by side or all at once. Users set the order count and spacing for each grid type, as well as the initial lot size and…
This educational MQL4 expert advisor uses a moving-average crossover as an example entry signal and demonstrates how orders can be managed across currency pairs. Each order receives a distinct magic number, allowing the program to identify and manage its…
A VeighNa forum discussion explains how to preserve variables in a spread trading strategy across restarts. The suggested approach is to implement JSON file loading and saving in the strategy lifecycle: load stored values when the strategy starts and write…
VR Alert MT5 Lite is described as a price-level alert for traders waiting for a possible breakout. A user sets a level and the indicator notifies them when price reaches it, reducing the need to watch a chart continuously. The level can be moved on the…
This Python example configures a built-in execution-testing strategy for an OKX ETH-USDT swap account. It connects live market-data and execution clients, subscribes to quotes and trades, and can open a minimum-size position with an IOC order. The strategy…
The document describes a script for opening market orders and configuring pending orders. Its user-defined settings include order type, stop-loss and take-profit distances in pips, lot size, slippage, a trade magic number, and the price for a pending order.…
This documentation explains how to connect LumiBot strategies to Alpaca for stock, ETF, options, and cryptocurrency trading. It describes API-key and OAuth authentication, environment-based configuration, paper versus live mode, and examples of submitting…
This forum exchange addresses how a custom daily CTA strategy can use locally stored data that is updated each day before the night session. The user asks whether a live strategy can reload the newest spreadsheet values automatically, given that the backtest…
This reference maps selected runtime behaviors to implementation locations and representative Rust tests. It covers how a live execution manager handles orders that remain unacknowledged after retries, when unresolved submissions may be retained, and how…
The document describes a cross-market futures reversal strategy. It groups contracts by recent changes in trading volume and open interest, then selects contracts in the high-volume, low-open-interest group. Within that subset, the stated method goes long…
The document describes a MetaTrader 5 expert advisor designed for gold that trades around the previous day’s high and low. It uses three entry scenarios: a breakout that returns to the level, a level test followed by a breakout, and a test, pullback, and…
The forum exchange addresses whether the timestamp on a one-minute bar labels the minute that has just ended or the minute that follows. A participant asks which interval is represented by data stamped at 14:00. The reply says that conventions vary across…
This document describes an Expert Advisor that trades from the i-CAi_StDev indicator. It opens a position when a colored indicator point appears at a bar’s close, then exits when the indicator changes direction against the open position. The system depends…
The document explains pegged orders as limit orders whose working price is derived from the order book. A primary peg references the best price on the order’s own side, while a market peg references the best price on the opposite side; optional price-level…
The strategy sells at-the-money call and put options on the CSI 500 index to collect time decay, opening once near the start of the session and closing all positions before the close. It filters for contracts more than ten days from expiry and adequate…
This brief description outlines a trading robot that monitors open positions across symbols and modifies stop losses for positions that are in profit. Its stated function is trailing: the stop can be adjusted as a position moves favorably. Two user…