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 describes a vn.py and CTP gateway modification for creating live commodity futures indices and identifying each product’s dominant contract. It proposes weighting real contracts by their previous day open interest, selecting a main contract only…
The document describes a two-sided pending-order grid with three stages. It begins with a symmetric ladder, increases the opposite side’s pending size after the nearest level fills, and switches to a doubling sequence after either side has two fills. Filled…
This reference catalogs calculation functions available in the VeighNa Elite Trader CTA module. It groups common tools by their required inputs and outputs, covering moving averages, momentum and rate-of-change measures, volatility, trend strength and…
This short description covers a MetaTrader utility script for calculating a properly rounded lot size from a user-specified input. It also reports auxiliary symbol constraints, including the maximum permitted lot, the lot increment, and the minimum stop…
This brief Chinese-language post describes a single-factor timing experiment based on a volatility-difference approach. The author says the test was inspired by a Guosen Securities study on timing with directional volatility differences. The post provides no…
The forum thread discusses converting one-minute market bars into daily bars in VeighNa. The assistant presents two approaches: use the framework’s BarGenerator with a daily interval and a configurable session end, or maintain a custom daily bar by updating…
The document explains an Expert Advisor approach to managing positions on the current trading symbol. When enabled, it can add an initial stop loss and take profit to positions that lack either setting. For buy positions, those levels are calculated from the…
This reference compares order and position query behavior across 21 futures venues. For order retrieval, it records whether an endpoint is paginated, whether the request path or parameters vary by contract type or settlement currency, and when multiple…
The document describes an MT5 dashboard indicator that scans selected symbols and timeframes for candles with prominent upper or lower wicks. Configurable rules include wick share of the candle range, minimum range and body size, a cap on the opposite wick,…
The document describes an Expert Advisor that monitors existing horizontal chart lines and issues a signal after a candle finishes breaking through one. It is therefore a rule for detecting confirmed crossings of user-defined price levels, rather than a…
This small Zipline example selects Apple shares during initialization and configures per-share commission and volume-share slippage. On every data callback, it submits an order for ten shares and records the current share price. The example therefore…
The document describes an indicator that displays selected trading account and instrument settings, including leverage, stop levels, margin call and stop out thresholds, point value, and current spread measures. It also identifies display controls such as…
This Expert Advisor trades a price channel during configured hours. At the start of the trading window, it places limit orders at both channel boundaries and sets take-profit levels toward the opposite boundary. It uses no stop loss. At the end of the…
This example demonstrates how signal delivery behaves when an actor publishes another signal from inside its own signal callback. A backtest engine runs a publishing actor, an optional second subscriber, and an initial publisher. The first actor prints…
This document outlines an Expert Advisor that uses a Heiken Ashi Smoothed Oscillator to generate buy and sell entries. It evaluates entry signals when a new bar appears, while checking trailing stops on each tick. The EA includes settings to enable trailing,…
This simple scalping indicator issues a long signal when the latest four closes form three consecutive increases, and a short signal when they form three consecutive decreases. It presents the buy and sell conditions as separate indicators, each returning a…
The document explains how QTPyLib’s Blotter connects to Interactive Brokers through TWS or IB Gateway, receives market data, and distributes updates to algorithms through ZeroMQ. It can also store tick and minute data in MySQL for later research and…
The document explains how strategy developers can attach metadata to rental registration codes and read it inside a strategy to set different usage limits for different customers. A strategy can map metadata values to operating tiers, then check account…
The document introduces AI driven crypto trading bots and describes their intended role: analyze market data, identify patterns, and adjust trading decisions as conditions change. It contrasts these systems with discretionary trading, emphasizing continuous…
The post reports a position-capacity discrepancy between simulated and live trading. A strategy was already fully invested on one day, yet generated another buy signal at the next market open. The author expected the simulation to reject the order for…
This article argues that trading outcomes are probabilistic rather than precisely predictable. It challenges confidence in trend-following technical indicators, asserting that their directional accuracy can fall below half, but gives no tests, sample…
This document describes a basic indicator that alerts when price touches a named trendline. Users configure the trendline name and the direction of the interaction, allowing the alert to distinguish among different kinds of touches or crosses. It also…
A trailing stop-limit order moves its stop trigger with favorable price changes, maintaining a set offset from a chosen market reference. Once triggered, it releases a limit order; the limit price can also adjust with the market before activation. The…
A VeighNa forum question asks how stock transaction costs are represented in backtests when sell-side stamp duty has a minimum charge. The question distinguishes commissions charged on both buys and sells from stamp duty charged only on sales, and asks…