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
The article introduces a visual tool for examining trading strategy backtests. It lets users inspect trades, futures positions, profit and loss, portfolio value, strategy settings, and other metrics over the course of a run. The emphasis is on seeing how a…
Dip Analyser is a trading mode for buying during local price dips and selling positions through multiple take-profit orders. It is presented as an advanced form of dollar-cost averaging that combines several evaluators. The mode supports spot and futures…
The document introduces the Commodity Channel Index (CCI), describing it as a statistical technical indicator that compares price movement with a typical range. It notes that the indicator was first used in futures analysis and later applied to equities. CCI…
This futures execution example sizes each order as a configurable fraction of visible top-of-book volume, capped by the remaining target quantity. It selects either the opposing quote or same-side quote as the volume reference, then submits an order at the…
This document explains the role of a connector in an algorithmic trading system: it provides a communication point between bots and exchanges, brokers, or market-data providers. A system can manage multiple bots, and each bot can connect to several…
The document explains funding rates as periodic transfers between long and short holders of perpetual futures. The payment direction depends on whether the contract trades above or below its reference index: positive rates charge longs and credit shorts,…
The document presents an indicator calculation for the previous session’s high and low and three levels across that range: 38.2%, 50%, and 61.8% retracements. It identifies the endpoints as the previous day’s low and high, calculates the midpoint directly,…
This post proposes screening convertible bonds using three conditions: daily high-low amplitude above one percent, a closing price exactly equal to 18.5 yuan, and a nonempty field for the outstanding bond’s short name. The selection is then sorted by bond…
This article explains Reflex and Trendflex, two price indicators attributed to John Ehlers. Both first smooth prices with a SuperSmoother low-pass filter, then measure average distance between the smoothed price path and a reference line. The distance is…
The document describes a chart indicator that places a mark to estimate how far the current candle may move before it closes. It is intended to help manual traders or scalpers monitor an unfinished bar's potential close. The stated scope is offline charts…
This example describes a daily gold futures strategy using a 10-bar Aroon calculation. It opens a fixed-size long position when Aroon Up crosses above Aroon Down or when Aroon Up is above 75 while Aroon Down is below 25. The short rules reverse those…
The document presents an Initial Balance indicator for a five-minute DAX chart. It records the session high and low during the first hour, from 08:00 to 09:00 GMT+1, draws those levels across the later session, and labels the range. The associated strategy…
This document presents a long-only DAX strategy intended for a 15-minute chart. It enters when a short moving average crosses below a longer one, subject to an ADX range, then adds to a losing position after a fixed price decline. The entry logic is limited…
The document explains the basic arrangement used by proprietary trading firms: traders attempt an evaluation, and those who qualify may trade firm capital in exchange for a share of profits. It contrasts this arrangement with brokerage trading, where the…
The document presents a question about why a futures order-conversion routine treats Shanghai Futures Exchange and Shanghai International Energy Exchange contracts differently when converting a request to lock a position. The included logic checks whether…
A user asks whether vn.py's backtesting interface, which accepts a single instrument code, limits backtests to one stock or futures contract at a time. The reply points to the Jupyter portfolio backtesting example as the route for testing a portfolio of…
The document describes a question about order conversion in a trading strategy. When a close order is submitted, the converter calculates frozen volume from the unfilled order quantity. The author says this calculation sets a short-side frozen amount, which…
A VeighNa forum exchange distinguishes stopping live trading from stopping a strategy’s market-data processing. After initialization, a strategy can remain subscribed to quotes and continue calculating or printing tick-based signals; trading calls do not…
A trader reports that a sell-to-close stop order on VeighNa appeared active, then was marked triggered by the CTA strategy interface but canceled in the vn.py trading interface when the opening auction tick indicated a price below the stop. The position…
This expert-advisor description uses an unusually large current candle range as an impulse signal. It compares the current high-to-low range with the previous candle’s range multiplied by a configurable ratio, then opens a buy when the current candle closes…
This forum exchange explains how to run VeighNa CTA backtests with bar data held in CSV files. One approach converts CSV rows into BarData objects and assigns them directly to the engine’s history data, bypassing database loading. The bars must be sorted…
The post concerns a user who deployed a TradingView signal bot for Binance Bitcoin perpetual futures and encountered an error because the contract setting was empty. The included example robot distinguishes spot from futures exchanges by their names. For…
This beginner guide walks through setting up a Binance account and futures access, creating API credentials, funding the account, and moving USDT into the futures wallet. It then covers registering with FMZ, adding the exchange credentials, renting a…
The article describes a cash-and-carry style trade using spot cryptocurrency and a short crypto-margined delivery futures contract. It monitors the futures premium over spot, buys spot, and opens a matching short to capture the basis; the legs can be closed…