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 an Expert Advisor that generates a trading signal when the i4_DRF_v3 indicator histogram changes color as a bar closes. It is an indicator-driven rule: the EA reads the color transition at the completed bar and forms a signal, with…
This reference explains how to connect to Binance’s SBE market-data WebSocket service and what the streams provide. It covers real-time trade events, best bid and ask updates, incremental order-book depth updates, and periodic snapshots of the top levels.…
This document describes a short-term stock screen using three conditions: daily amplitude above a threshold, a high daily control measure, and a positive product between price change and net flow from very large orders. Its refined version also restricts…
This document describes an adviser that uses the DeMarker indicator to generate signals and place pending limit or stop orders. It checks for a signal only when a new bar begins, then sets the pending order at a configured distance from the current price. A…
This proposed equity screen selects stocks with amplitude above 1, an RSI below 65, and prior-day turnover above 60 million. It combines a price-range measure with a momentum oscillator and a liquidity threshold, aiming to find stocks with activity while…
The document describes a forex expert advisor that uses ZigZag swing highs and lows to identify support and resistance, then updates trend lines as price structure changes. When price approaches or touches a line, the EA may take a buy or sell position…
The document describes an on-chart spread monitor for tracking trading costs on a selected symbol. It calculates spread from the live Ask and Bid, then displays the current value alongside the minimum, average, and maximum observed since the indicator was…
This overview describes ways traders and liquidity providers can use decentralized exchange data to understand automated market maker pools. Pool depth and composition can be visualized to estimate capital distribution, likely slippage, and price impact.…
This guide explains how to run a Python trading strategy backtest with LumiBot, choose a historical data provider, configure dates and sources, and review generated output. It describes ThetaData, Yahoo Finance, Polygon, custom Pandas data, and Polymarket…
This example configures a strategy that monitors top-of-book order imbalance for a perpetual gold instrument and submits sandbox orders when configured thresholds are met. Its settings specify a maximum trade size, a minimum size for triggering, an imbalance…
This example shows how to run an options backtest from a catalog containing option instruments, quote ticks, and Greeks. It subscribes to periodic option-chain snapshots for a chosen series and selects a contract either at a specified strike or near a target…
The document describes a lightweight chart utility that draws horizontal price levels and checks them at a configured interval. When price crosses one of the levels, it plays a sound alert. The levels are chart objects supplied by the user; the utility does…
HyperCore provides native multisig account control, allowing several existing users to authorize actions for one account. A user converts an account by specifying its authorized signers and the minimum number of signatures required. After conversion, actions…
This equity-factor study compares several ways to measure illiquidity and examines whether less liquid stocks earn higher subsequent returns. Its microstructure measures are quoted spread, effective spread, and price-impact lambda; it also tests Amihud’s…
This MetaTrader-oriented description explains how to identify a broker’s gold symbol and calculate position size from the symbol’s actual trading specifications. Symbol detection scores candidate names, favors stronger gold matches and excludes other…
This overview describes several ways to trade short-term moves in continuously open crypto markets. It groups trend following and momentum among simpler approaches, then discusses range trading, breakouts and news-driven volatility. More demanding methods…
This document describes an Expert Advisor that opens a hedge for a losing position after a configurable loss threshold. Its proposed safeguards include limiting each original position to one hedge, separating hedge and primary trades with different magic…
This intraday A-share screen selects non-ST stocks with price amplitude above 1, ranks candidates by the day’s opening auction amount, and keeps the top five before 10 a.m. It also cites a “five-step limit-up” condition, expressed as a sequence of rising…
This expert advisor measures the high and low during a configurable opening interval using one-minute data. After that range is complete, it watches for a chart-period bar to close beyond either boundary plus a buffer. A breakout can trigger one market…
A trader asks why MACD golden-cross detection sometimes disagrees with a charting exchange during five-minute backtests. The comparison covers both simulated and live tickers over a two-day period. The trader reports that some cross signals were incorrectly…
The document outlines two ways to exit a profitable crypto trade: choose a fixed take-profit level or trail a stop-loss as the market moves. A fixed target might be based on resistance, a previous swing high, a round-number price, or a set distance from…
This document describes an implementation of a Balance of Power indicator as a color-coded histogram intended to show trend direction and strength. Histogram colors reflect configured overbought and oversold thresholds and changes in direction. The…
This reference organizes common TqSdk problems by symptom and suggests likely causes and corrective checks. It covers empty or stale market data, queued order requests that have not been sent through an update cycle, target-position tasks that fail to act,…
This document explains how OctoBot can receive TradingView alerts and use them to place exchange orders. Alerts may come from user-defined price levels, indicator conditions, or Pine Script strategies. The described workflow links the TradingView signal…