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.
9,797 documents
This forum exchange discusses what happens to a futures strategy when it rolls from one lead contract to the next, especially when the contracts have a price gap. The reply explains that rolling changes the contract used by the strategy. During…
This indicator describes a breakout-oriented trend signal built from recent pivot highs and lows. It identifies pivot points using a configurable period that checks bars on both sides of a candidate turning point, then compares the current close with a…
This note explains average true range (ATR) as a measure of price movement, then uses it to define a channel around a moving average. The middle line is the 25-day average closing price, and the upper and lower bands sit two ATR units above and below it. A…
The newsletter reviews a week in which Bitcoin rose 8% after briefly falling below $100,000 amid geopolitical headlines. It connects the rebound to falling crude prices and stronger performance in higher beta crypto assets, while noting that Bitcoin’s year…
This strategy forecasts the future value of a spread between cointegrated assets, then compares the forecast with the current spread to generate trades. The document describes three approaches: trading predicted spread returns directly, following spread…
This document outlines a long-horizon commodity futures strategy that uses machine learning to forecast the following week’s direction. It calculates signals at the end of each week and adjusts positions on the first trading day of the next week using TWAP…
This asynchronous example implements a futures grid around a chosen starting price. It creates multiple long and short trigger levels using repeated percentage steps, assigns a trade size to each level, and starts a watcher task for every grid interval. A…
The article explains why a high win rate alone does not ensure long-run profits. Traders may close winners too early and let losing positions grow, so the size of gains and losses matters alongside their probabilities. It also argues that trading systems…
This reference explains how NautilusTrader connects to exchanges, brokerages, and data providers through modular adapters. It lists supported integrations and their categories and stability labels, then outlines the common functions these adapters are…
This ProRealTime indicator is intended to visualize intraday trading activity by price level. Its script scans a configurable price range, counts how often bars touch each level, and highlights the most frequently visited prices. It also draws a center line…
A forum participant asks whether a CTA approach fits trading futures and options from indicators while seeking to hedge positions. The response points to a portfolio strategy module for developing strategies that trade multiple contracts. This suggests…
This technical reference summarizes Kraken futures contract conventions and limitations relevant to automated trading. It distinguishes inverse contracts, which use cryptocurrency collateral, from linear contracts such as an XRP-to-BTC contract, and…
The note describes Larry Williams' Pro-Go oscillator as an indicator for daily charts. It focuses on a comparison between a Professional line and a Public line, interpreting their divergence as a possible discrepancy between professional activity intended to…
This study compares three futures signals: cumulative return over a lookback window, an average based on cumulative daily steps, and a trend measure incorporating Garman–Klass volatility. It reports information-coefficient statistics, groups contracts into…
This excerpt summarizes a dated market note about the China 50 ETF and volatility conditions. It interprets a rise in the trading-volume put-call ratio as a shift toward cautious sentiment and notes a premium in at-the-money call implied volatility relative…
This script describes a three-leg futures strategy that treats hog value minus weighted corn and soybean meal costs as a proxy for livestock feeding profitability. It estimates the spread’s mean and standard deviation from daily bars, calculates a z-score,…
This forum reply describes a sequence for connecting VeighNa 4.3.0 to the SimNow futures environment when login error 4097 appears. It advises selecting CTP rather than the CTP test option in the station, then entering the SimNow account credentials and…
A VeighNa community thread discusses a CTP connection setup where the interface’s lower-left log showed no activity despite configuration checks and tests on two computers. One user reports resolving the issue by running the Station update check and applying…
This guide treats a trading strategy as a complete set of rules covering what to trade, position size, entries and exits, order placement, and responses to unusual conditions. It surveys broad strategy families and recommends trend trading as an accessible…
This document describes a chart overlay that displays recent daily market data for a selected instrument. It gathers open, high, low, close, and volume values for a configurable number of prior days, and calculates each close’s percentage change relative to…
The script demonstrates a calendar spread strategy for two nearby equity index futures contracts. It calculates the spread between their closing prices over a rolling window, estimates the mean and standard deviation, and sets upper and lower thresholds two…
This indicator calculates a central pivot and three support and resistance levels from the prior daily high, low, and close. The pivot is the average of the high, low, and close, with the close counted twice. The first, second, and third levels are then…
The document describes a pivot oscillator intended for scalping the S&P 500 on tick charts. For each bar, it defines a pivot value as the average of the open, high, low, and close, then applies an exponential moving average with a period of 14. The indicator…
The script describes a mean-reversion strategy that trades a spread between two steel futures contracts. It collects daily closes, standardizes each contract’s recent prices over a rolling window, and subtracts the standardized series to form a spread. A…