The article explains trading as the transfer of risk between participants. It distinguishes investors, who buy underlying businesses or assets for long-term value, from traders who trade financial contracts and focus on price. It describes hedging as a way…
Knowledge library
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.
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29,558 documents
This Expert Advisor bases its trading decisions on two moving averages, with periods of five and four, on a five-minute chart. It assigns separate take-profit and stop-loss levels to buy and sell positions. The decision conditions are evaluated only when a…
This example configures a composite market-making strategy that uses NVDA equity quotes as its signal and quotes an NVDA perpetual contract on Lighter. The settings specify a maximum position and trade size, a half-spread, inventory and signal skew factors,…
This description outlines an Expert Advisor that enters when the ColorZerolagHLR indicator cloud changes color. It forms a signal at a bar close when an oscillator crosses its signal line. The strategy depends on two compiled indicator files, which must be…
This indicator framework combines a nine-bar momentum setup with a thirteen-count terminal phase modeled on DeMark-style exhaustion logic. The first phase compares closes with those four bars earlier; the second counts qualifying closes beyond the…
This brief describes an expert advisor that monitors account equity relative to balance and closes all open positions once equity reaches a configured percentage above balance. Its stated scope covers positions across symbols and magic numbers, so the…
A market order tells a venue to execute a specified quantity promptly at the best available price. The document outlines when traders might use one, such as urgent risk reduction or entering a liquid, fast-moving market, and shows how an order can include…
The discussion explains a timing issue in CTA strategies using the CTP interface: order status updates may arrive before trade updates, and the position is updated with the trade notification. A strategy that reacts to a fully filled order inside its order…
The strategy first classifies market conditions with a linear-regression slope statistic, treating readings below a stated threshold as a no-trend phase. During that phase, a smoothed stochastic turning upward from a low level triggers a long stop entry…
The document examines how trend following could address the equity risk concentration in conventional target-date funds. Their glide paths reduce stock allocations as retirement approaches, yet the portfolio may remain dominated by equity risk, leaving…
This MetaTrader expert advisor trades from the LeManTrendHist indicator. A signal is generated when a bar closes and the indicator histogram changes direction, so decisions are tied to completed bars rather than intrabar moves. The advisor requires the…
This example describes a daily SPY strategy that assigns market analysis and order decisions to separate AI agents. The research agent compares the latest completed daily close with its 20-bar average and reports the date, observed prices, evidence for and…
The document outlines an equity screen for stocks associated with the metaverse theme. It combines three filters: membership in that concept group, a current close above the previous day’s low, and a positive daily return at least once within a rolling…
This Chinese A-share screening idea combines three filters: market capitalization below 10 billion yuan, no historical losses, and current trading volume above 10,000 lots. It also describes selecting stocks that open above the previous close, framing the…
This Chinese-language post describes a short-term screen for stocks in the metaverse theme. Its initial conditions are elevated turnover on the prior day and an upward arrangement of moving averages for the current day. The expanded version also requires…
The document describes configurable lot-size multipliers for a trading function. Its inputs offer three modes: disable the multiplier, use a Fibonacci-style sequence, or determine the next lot from the last closed lot by either multiplying it or adding a…
The document presents an individual-investor approach inspired by Peter Lynch: use familiar products and services to generate company ideas, then assess business quality, growth, debt, and valuation. Its suggested checks include sustained profit growth,…
This Rust example configures a live trading bot for the BTCUSDT futures instrument on Bybit and invokes a separate grid-trading routine. It registers instrument precision and market-depth settings, installs an error handler for connection, order, and custom…
The document outlines a Chinese equity screening idea combining three conditions: a market capitalization below 10 billion yuan, no reported losses, and a daily increase in holdings above 5%, alongside large net buying in the afternoon. It interprets the…
The document describes a three-bar volume and candle indicator adapted for ProRealTime. It identifies potential bullish and bearish signals by combining the direction of recent candles with a rising or falling sequence in volume, then colors qualifying…
The document explains how to set stop-loss (SL) and take-profit (TP) levels for open orders. Traders can specify each level as a distance in pips from the current price or as a particular price. When both formats are provided for the same level, the pip…
This Chinese stock-screening strategy combines three conditions: daily amplitude above 1%, at least two limit-up events during the prior 500 days, and positive net buying attributed to major investors during the opening auction. It also proposes ranking…
This proposed stock screen combines a daily price-range threshold, consistently high return on equity over five years, and large or extra-large buy orders during the opening auction. Its stated logic requires the combined auction buy volume to exceed the…
This four-hour DAX strategy opens long positions at a specified daily time on weekdays when true range exceeds 25 and a four-period TEMA is above a four-period exponential average. Position size is tied to equity through a reinvestment rule, then multiplied…