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 brief forum exchange explains how to run VeighNa without a configured data service. The reply recommends clearing the fields in the global configuration whose names begin with “datafeed,” rather than commenting out initialization code at a particular…
This troubleshooting note asks how to submit a Binance withdrawal request through an API. It focuses on adding a timestamp and generating an HMAC-SHA256 signature over request parameters. The author tries sending the parameters and signature in the request…
This forum exchange discusses a CTA strategy that generates buy or short signals but fails to obtain fills in a no-UI run, despite working in the normal software environment. The suggested first step is to print and inspect market data and strategy logic to…
This article describes a Chinese stock screen combining daily amplitude, a pre-open auction price-move condition, large-order buying, a market capitalization ceiling of 10 billion yuan, and positive company profit. Its stated aim is to blend price movement…
The document proposes liquidity bounties as a way for token issuers to reward community members who provide market liquidity. Participants compete for token rewards based on measurable activity, such as open and filled order volume, with a public…
TraderToolEA is presented as a chart-based panel for placing and managing trades. It supports orders created manually or by an Expert Advisor, including one-click order entry. Users can set position size and configure stop-loss and take-profit levels,…
This document presents alternative MetaTrader 5 functions for finding a bar index by time and counting bars within a time interval. The proposed bar-shift function derives its result from the custom counting function, while an optional exact-match check…
This practitioner account explains how to translate a stock ranking model into daily trade lists and manual orders. The model ranks the stock universe, buys higher-ranked names, and prioritizes lower-ranked holdings for sale. The author describes how the…
This event outline introduces a planned series on quantitative options research and development, with later sessions covering ETF, gold, and iron ore options. The first session focuses on index options, contrasting options strategies with CTA strategies and…
This forum exchange addresses why a spread-trading algorithm may submit orders marked as opening even when the strategy intends to close a position. A trader observes that closing a long spread appears to send orders in the opposite directions, which raises…
This Backtrader example demonstrates an order-entry workflow driven by a moving-average crossover. When the shorter-period average crosses above the longer-period average and there is no open position, it submits a limit buy below the current close. It pairs…
This VeighNa community discussion concerns detecting and rejecting futures orders whose prices do not conform to a contract’s minimum price increment. The question describes a CTP test using an index futures contract with a 0.2 tick size and a limit price…
The document describes three MetaTrader 5 scripts for changing stop-loss and take-profit levels across groups of pending orders and open positions. Separate scripts cover buy and sell limit orders, buy and sell stop orders, and existing buy or sell…
The document describes a tool that delays activation of a trailing stop until price reaches a user-defined trigger. The trigger can be specified either as a price entry or as a point-based movement. Its purpose is to avoid starting the trailing stop too…
This indicator description explains a ZigZag variant that uses fractal points as reference peaks. When the most recent pivot is based on a downward fractal and a newly detected downward fractal is lower, the indicator moves the ZigZag endpoint to that newer…
This note describes an A-share stock screen using three conditions: turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and exclusion of Beijing-listed shares. The conditions combine a trading-activity measure with a…
This article describes an API workflow for market making on BitMEX perpetual contracts. It recommends using WebSockets for market updates and REST requests for account information, while noting that order book and account streams can be incomplete or delayed…
This Chinese-language guide describes a manual VeighNa setup on Ubuntu. It recommends using pyenv to select a Python version for the project and a virtual environment to isolate its package dependencies. It then outlines installing the project and several…
This page explains how the Candels High Open signal module represents its output for use in an MQL5 Expert Advisor. Its buffer has three possible states: positive one for a buy signal, zero when there is no signal, and negative one for a sell signal. The…
This Expert Advisor uses signals from the ColorXTRIX_Histogram indicator. A signal is generated when a bar closes and the histogram changes direction, so the described system responds to a shift in the indicator rather than acting on an intrabar movement.…
This note explains an Expert Advisor that manages take-profit orders on already-open positions. When a new position has no take profit, the advisor sets one using a configured distance. It then moves the target as price advances beyond a specified trailing…
This document describes an expert advisor that trades from a custom Williams Percent Range indicator. It evaluates signals only when a new bar appears and holds no more than one position at a time, allowing it to operate on both hedging and netting accounts.…
This document describes operating parameters for an expert advisor that takes signals from bars one and two of the Alligator indicator. It evaluates signals only when a new bar appears. The source notes that limiting the maximum number of positions to one…
The document lists Binance REST and WebSocket domains that expose public market data without API-key authentication. The REST endpoint categories include aggregate and individual trades, order-book depth, exchange information, candles, average price, ticker…