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 Chinese-language essay argues that futures traders struggle when they confuse short-term counter-moves with the prevailing trend, anticipate reversals, overtrade, or fail to follow a plan. Its central approach is to wait for a trend to become clear, use…
This report examines futures open interest and broker position data as clues to capital flows and possible price behavior, using rebar futures as its main example. It argues that volume or open interest alone may be weak predictors, while the…
This guide explains how a dollar-cost averaging trading mode can place entries on a schedule or in response to evaluator signals. Evaluator-triggered entries require a maximum signal value of -1 or 1; other values are ignored. Entry orders may be market or…
This futures strategy uses a six-period RSI on daily bars to trade reversals in a single contract. It enters long after RSI has been below 35 and then crosses back above that level; it enters short after RSI has exceeded 65 and then falls below it. Positions…
This community report describes a reproducible crash in the VeighNa vnpy-tap gateway after successful login to an 易盛 trading service. The Python process exits during initialization around commodity or contract queries, with Windows reporting exception code…
This indicator description explains an intraday VWAP whose calculation and display are bounded by configurable start and end times in hhmmss format. Within the selected interval, it accumulates price multiplied by volume and divides by cumulative volume. It…
This article describes a discretionary futures trend approach that starts with a risk-limited position, adds only after the initial trade is profitable, and holds the position while the trend remains favorable. It recommends waiting for gains of roughly 1.5R…
The article describes a short-term breakout system based on the prior session’s high and low, with the prior close and current open used as contextual prices. A break above the prior high triggers a long entry, and a break below the prior low triggers a…
This document outlines an experimental DAX four-hour strategy built around a SuperBandPass filter and positive and negative RMS bands. It proposes entering long when the filter crosses above the negative band and short when it crosses below the positive…
A user reports that the CTP interface can retrieve standard arbitrage contracts for Zhengzhou and Dalian exchanges but cannot find the corresponding contracts for the Guangzhou Futures Exchange. A community reply explains that these contracts are available…
The dashboard reviews Bitcoin’s 2025 market through six regimes, tracking price, futures basis, open interest, and spot ETF flows. It argues that an annual return alone obscures large differences between phases, and describes a carry trade that pairs ETF…
The document demonstrates use of a trading platform integration with Deribit futures. Its examples select a contract, retrieve account and ticker information, set trade direction, place buy and sell orders, inspect positions and open orders, and cancel…
The forum exchange explains how to test strategies whose decisions are made on bars longer than one minute in vn.py. It describes feeding one-minute bars into a BarGenerator and running the strategy logic when the requested aggregate bar is complete. The…
This report summary describes a Chinese equity strategy that rotates among industry and theme ETFs, then uses the portfolio in absolute-return constructions. It selects 14 industry indices with matching ETFs from a broader set of industries, aiming to…
This documentation explains the basic structure of a TqSdk trading program. A single TqApi instance manages the server connection, in-memory market and account data, trading commands, background coroutine tasks, and backtesting. The API can use live,…
A VeighNa user investigates why a near-the-money copper futures call displays a delta above two, comparing it with a soybean meal option. The discussion traces the discrepancy to a change in OptionMaster’s Greek conventions across versions. Earlier versions…
The document describes an MT4 indicator that adds a menu for switching the symbol shown on a chart. Users can configure a suffix for broker-specific symbol names, enter futures symbols as complete names, and use spare input slots for additional markets. It…
This short forum exchange addresses an intermittent unsupported-order-status message when using VeighNa version 3.9 in no-UI mode for domestic futures. The reply suggests that the submitted order type is not supported by the vnpy_ctp gateway. This points…
This forum exchange discusses why holdings for standardized futures spread contracts may not appear consistently through a trading platform's position query. The question reports differing behavior across futures firms using CTP connections: one firm…
This research summary compares minute-data factors across equities and futures, grouping them into return-distribution, volume-distribution, combined price-volume, order-flow, and trend-strength measures. It reports that several factors behave differently by…
The post explains why a VeighNa user may be able to retrieve an SHFE standard spread contract through contract lookup but fail to submit an order. It attributes the problem to a mismatch between exchange combination contracts and the spread trading module’s…
This user guide describes pysystemtrade as a framework for constructing futures backtests and modifying their components. It covers common tasks such as selecting instruments and date ranges, changing configurations, writing trading rules, inspecting…
This short-term CAC 40 strategy combines a moving-average filter with a daily range condition and a fixed weekday schedule. It checks whether the prior daily close is below the 65-day moving average, and whether the current day’s low or high is above the…
The document describes an MT4 script that gathers market and symbol details into one view. It combines MarketInfo values with validated symbol properties, including margin requirements and leverage, so traders can inspect conditions for a selected instrument…