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 trading-platform script creates pending limit orders from horizontal chart lines named for entry, stop-loss, and take-profit levels. It supports up to four numbered orders. If an order omits an entry or stop-loss line, the script can inherit that level…
This document outlines an automated forex system that enters a trade when the STLMCandle indicator changes color at a bar close. A transition between blue-green and orange triggers a deal in the corresponding direction. The post identifies the required…
The document explains a strategy lifecycle method that runs when strategy execution is interrupted. It presents the hook as a place to stop trading gracefully, with selling all assets given as an example action. A brief Python example defines the method on a…
The article describes a way to collect exchange ticker data concurrently while a JavaScript trading strategy runs. A separately compiled Go program acts as a protocol plugin and repeatedly requests market data, stores the latest ticker response, and serves…
This document describes an expert advisor that detects price gaps on a selected timeframe and opens a position according to the gap's direction. A newly formed bar triggers the check; the measured gap is compared with a configurable threshold before the EA…
The document describes a linear regression channel indicator that adds independent support and resistance lines to a standard regression channel. These additional lines can extend across a large portion of the price amplitude and can cross independently on…
This indicator is designed to identify when to place pending orders using the ColorMETRO_XRSX oscillator. A fast gray oscillator line is monitored against a channel bounded by thick blue and red lines. The suggested trigger occurs when the fast line moves…
This MetaTrader 5 Expert Advisor uses signals from the CenterOfGravityCandles indicator. A signal is generated when a bar closes with a change in the indicator’s candle color. The description notes that the compiled indicator file must be installed for the…
The document argues that trading systems should be written so that changes to strategy logic require only localized code edits. It illustrates this with an R-Breaker example: if backtesting suggests that holding positions overnight adds risk without enough…
This strategy pairs a set-and-forget approach with anti-Martingale position sizing. The stated idea is to place pending buy-stop and sell-stop orders at specified levels, then increase position size as trades move favorably or after a win. It is presented as…
The document describes an expert advisor that uses Bollinger Bands and RSI thresholds to generate trades. Its listed settings include an eight-period RSI, a high threshold of 90 for selling near the upper band, and a low threshold of 10 for buying near the…
The discussion addresses adding five- and fifteen-minute intervals to VN.py version 3.4.0 for backtesting. One reply suggests that when the source data is already stored at those resolutions, importing and selecting it as one-minute data can work because…
This Chinese stock screen selects listed shares with turnover rates between three and twelve percent, excludes Beijing-listed stocks, and keeps stock codes beginning with 60. The article describes these filters as a way to focus on relatively active shares…
This document introduces a digital-asset trading library that combines an existing spot-trading template with futures support for OKCoin and BitVC. Its main teaching is operational: futures orders require contract selection and position-aware handling that…
This brief BigQuant forum exchange addresses a report that a configured holding period of ten days did not trigger a sale. The response points to the strategy’s complexity, which includes both profit-taking and stop-loss logic, as a possible obstacle to…
This technical overview compares three API key types used to authenticate exchange requests: Ed25519, HMAC, and RSA. Ed25519 and RSA use asymmetric cryptography: the client keeps a private key to sign requests and shares a public key for verification. HMAC…
This document describes a MetaTrader workflow that records historical real ticks once, then replays them in mathematical mode for strategy testing. Sharing a tick file among optimizer agents is intended to avoid repeated data writes and reduce the time spent…
This Expert Advisor uses four user-positioned chart lines to trigger buy, sell, and close actions. A trade action occurs when the quoted market crosses the corresponding line, with the description specifying the ask moving above it while the bid is below.…
This example demonstrates an execution test that streams public Binance spot market data into a local sandbox matching engine. The built-in strategy opens a position with an immediate-or-cancel order, maintains post-only buy and sell limit quotes, then…
This document describes adding notifications to a semaphore-style indicator based on Williams Percent Range signals as the oscillator leaves overbought or oversold territory. The additions let a user choose the bar used for signal checks, enable sound,…
FitFul 13 is described as an expert advisor that calculates its main levels on the weekly timeframe, with level settings specified using two additional timeframe inputs. It limits the number of simultaneously open positions to three. The advisor obtains…
Qlib is introduced as a modular platform for researching quantitative investment strategies with AI and machine learning. Its components are loosely coupled, so parts of the platform can be used independently. The architecture is organized into…
This documentation explains how Lumibot represents cash flows separately from trading activity in strategy backtests and live broker data. It distinguishes deposits and withdrawals from performance while accounting for financing, dividends, fees, interest,…
This document explains insertion sort, a method that builds an ordered list one item at a time by inserting each new element into its proper position among those already processed. It highlights the algorithm’s stability, constant extra-memory use, and…