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 document describes a library for monitoring an Expert Advisor’s memory consumption during strategy tester optimization. Its purpose is to help identify parameter configurations that use unusually large amounts of memory and may cause optimization passes…
This MetaTrader 5 expert advisor places a buy stop above the previous daily bar’s high and a sell stop below its low, with an optional price offset. It removes its existing pending orders when it begins a new trading day, then submits the new pair if trading…
This reference lists configurable controls for a pure market-making strategy and explains how to change them through the client’s configuration commands or by editing a strategy configuration file. It groups settings for quote levels and spacing, inventory…
This indicator guide divides intraday trading into Asian, London, and New York session windows, including separate New York morning, lunch, and afternoon periods. It marks each window’s high and low as chart zones, then extends prior session levels as pivots…
This guide explains the CTA strategy workflow in VeighNa Fusion, from connecting to the trading gateway and creating a strategy instance to configuring parameters, initializing, starting, and stopping it. Each instance has its own target contract, parameter…
The article argues that no single programming language is best for every algorithmic trading system. It recommends starting with system requirements and strategy characteristics, then selecting tools for separate components such as historical research,…
This support note explains how to access trade details from a BigQuant backtest. It says the trade detail page does not offer a direct export, and recommends downloading the results for separate analysis. It also points users to the backtest module’s raw…
This short forum post reports that version 1.2.0 of an option hedging engine and its monitoring component appear to submit many orders before the market opens, with those orders rejected. The author suggests the components should check whether the current…
This BigQuant forum post describes a custom Python module that runs successfully in AIStudio 3.0 but fails when submitted as a scheduled data task. The example reads the latest stored date, loads a local CSV of Bitfinex symbols, requests newer daily market…
A trader reports that a live ETH/USDT setup returns a ticker whose raw exchange data identifies the symbol as ETCUSDT, with a last price far below the ETH price shown in the Binance app. The example also shows an account response containing a raw information…
The post describes a way to prompt a language model to produce backtest code for the SuperMind platform: provide platform-specific function documentation, spell out the desired trading logic, and warn against known invalid patterns. Its example requests a…
This brief forum post advocates managing market data as files rather than relying solely on a database, particularly when handling large volumes of tick data. The author shares a personal approach using Parquet files and points readers to an implementation…
This guide surveys the languages and visual tools available for building trading strategies on FMZ, including JavaScript, TypeScript, Python, Rust, C++, My language, Pine, Blockly, and Workflow. It describes selected platform features: JavaScript…
This document describes a chart indicator that displays the current symbol, bid and ask quotes, swap, estimated deposit for long and short positions, floating spread, and time remaining in the current candle. It places these values in a separate chart window…
This document describes a one-shot pending-order method. At a user-configured time, the script places a buy stop and a sell stop a specified distance from the current price, with configured take-profit and stop-loss levels. When either pending order…
This document describes a chart indicator for MetaTrader that extends the standard crosshair with two readings: the percentage difference between selected price points and the elapsed time between them. Time is displayed in familiar units such as hours,…
This document outlines a basic automated scalp approach that uses the Zigzag indicator to identify recent price highs and lows. The system treats those swing points as potential support or resistance, draws a trend line based on the market’s reaction around…
This Korean-language project overview describes LumiBot, a Python framework for building trading strategies that can use ordinary rules, AI agents, or a combination. It presents a workflow that begins with a sample strategy and historical-data backtest, then…
The document introduces volume-weighted average price as an intraday benchmark for comparing a stock’s current trading level with its volume-weighted average for the day. It notes that institutional traders and algorithms use VWAP to assess execution or…
This Backtrader example demonstrates managing several data feeds independently within one strategy. It assigns entry and holding weekdays by data-feed index, tracks each feed’s position and outstanding orders, and sizes buys and sells differently through a…
This forum exchange concerns a VeighNa strategy that logged minute bars during a SimNow session but produced no logs or apparent activity the next morning, even though the interface still showed a CTP connection. A participant recommends adding internal…
This article proposes screening Chinese beverage and alcohol import-export stocks for turnover between 3% and 12%, while excluding stocks that reached the previous day's upper price limit. The stated rationale combines trading activity with an industry…
The document explains how a backtest engine turns an investment strategy into simulated trades. It distinguishes strategy logic, such as selecting securities and generating signals, from trade logic, such as deciding position size, rebalance timing, order…
The strategy identifies a signal bar whose high-to-low range is smaller than that of each of the six preceding bars. It then places a buy limit at the lowest low and a short limit at the highest high across those prior bars, aiming to trade reversals within…