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
Weekly VWAP is described as the cumulative sum of price multiplied by volume divided by cumulative volume, reset at the start of each trading week. It is plotted as a single chart line and serves as a reference for the week’s volume-weighted average trading…
This screening rule selects Chinese stocks with turnover between 3% and 12% and year-over-year growth in net profit attributable to the parent company above 20% and up to 100%. It then ranks qualifying stocks by the day’s auction amount and chooses the first…
This chart indicator marks recurring intraday time points with vertical lines, using separate configurable colors, line styles, widths, and optional background shading. Its inputs define daily lines and three named time references, identified in the document…
This short description covers an expert advisor that tracks how long market orders have existed and generates an alert once for each order. It can retain its state across a terminal restart, write messages to a log, and use a configurable sound file stored…
This bot aims to mirror a named member of Congress’s reported stock holdings. A research agent checks House disclosure filings, using annual reports as the starting portfolio and applying later trade reports to update it. It excludes options, real estate,…
This document describes an expert advisor that trades changes in the direction color of a PercentageCrossover indicator. It generates a signal when a bar closes and the indicator changes direction, then allows trades to be restricted to a configurable daily…
This document describes an exchange execution rule that bounds the prices at which a taker order may fill, using upper and lower multipliers around a reference price. The applicable bounds can differ by buy or sell side and by direction. The reference price…
This guide explains a configurable pre-trade risk engine that checks orders before they are sent through a trading API. Rules can be enabled in a JSON settings file and include symbol blacklists and whitelists, order size and value caps, cancellation limits,…
This Expert Advisor follows the BlauTVI trend indicator. It generates a signal when a bar closes and the indicator histogram changes direction. Users can enable a trading window and specify its start and end times. The default schedule covers the day from…
This QlibRL example describes how to configure and run a reinforcement learning workflow for executing orders in one asset. The training setup defines a simulator with 30-minute steps, a categorical action space, a full-history state representation, a…
This guide explains FMZ’s simulated-tick and real-tick backtesting modes. Simulated ticks are generated from candlestick data, while real-tick mode replays recorded tick data and can include depth and trade records. The guide describes the trade-off between…
This short forum exchange addresses how to detect an invalid order price before submitting an order through VeighNa. The response says the framework does not generally filter prices in advance, although its graphical interface prevents users from entering…
This recap describes Hummingbot Miner’s first year, during which token issuers used rewards to attract decentralized market makers. It reports campaign participation, reward payouts, filled trading volume, and activity across Binance and a new KuCoin launch.…
This community post proposes a Chinese stock screen within the metaverse industry. It filters for prior-session actual turnover between 3% and 28%, an opening-auction price move ranked among the strongest in the market, and combined net buying by very large…
This document proposes screening stocks whose codes begin with 60, keeping those with turnover between 3% and 12%, then ranking them by a measure described as capital strength. The commentary presents the ranking as a way to identify actively financed market…
The document explains three spot-trading fee categories: standard commissions, tax commissions, and special commissions. It distinguishes account and symbol rate queries, which show current rates and buyer or seller components, from a test-order calculation…
CloseAgent is presented as an automated position-closing tool that combines Bollinger Bands with the Relative Strength Index. It is intended to identify overbought or oversold conditions as potential exit points, particularly for residual positions near the…
Liquidex_V1 is described as an educational automated trading system that seeks entries using a simple moving average and price range, then exits with a trailing stop. The account characterizes it as a very short-term approach and says it is intended for…
This podcast summary discusses crypto market structure, decentralized finance, governance, and emerging chain ecosystems. Its trading content centers on automated arbitrage between centralized exchanges: bots use exchange APIs to act on price differences,…
This forum exchange clarifies a difference between ScriptTrader and VeighNa’s CTA strategy module. A user asks whether ScriptTrader supports stop orders, noting that the module is described as supporting multiple exchanges and instruments, hedging between…
This support exchange concerns a strategy that completes a backtest but errors during simulated trading, apparently when position information is unavailable. A reply says this kind of error commonly occurs when the code cannot retrieve the current holdings…
This short forum thread concerns adding Longbridge broker connectivity to VeighNa, a quantitative trading framework. Participants note that the framework already has interfaces for Interactive Brokers and Futu, while expressing interest in Longbridge access…
This MQL5 utility evaluates how sensitive a trading strategy’s historical results are to assumed execution costs. It reads closing-deal records containing dates, profits, and optionally volumes, then recalculates net profit and profit factor at the chosen…
This description outlines a MetaTrader 5 trade copier with a master account and one or more slave accounts. The master writes position information to a shared binary file, which slave instances poll to replicate changes. The copier is intended to synchronize…