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 document explains the Market Facilitation Index (MFI), calculated as a bar’s high-low range divided by volume. It compares each bar’s MFI and volume with the prior bar to classify activity into four states: Green, Fade, Fake, and Squat. The accompanying…
The article describes a perpetual futures strategy that places paired limit orders above and below the current price. When one side fills, it cancels remaining orders and places a closing order at a target distance from the position price, alongside a new…
The article introduces cryptocurrency futures as contracts used to gain exposure to expected price moves without directly holding the underlying coins. It describes taking long positions when anticipating a rise and short positions when expecting a decline,…
This article explains an Expert Advisor that trades SuperTrend direction changes. It checks only completed bars, opens or reverses a single position on a flip, and places the stop at the indicator line with an optional points buffer. If the next available…
The document describes an intraday futures oscillator that adapts the proportional, integral, and derivative structure of a PID controller to price movement around session VWAP. The proportional term measures the current close-to-VWAP gap, the integral term…
The document describes a charting indicator that displays pivot levels calculated with several formula families, including floor, Fibonacci, Camarilla, Woodie, DeMark, and other traditional variants. It supports timeframes from minute bars through monthly…
This discussion examines how growth in assets can affect a quantitative strategy’s returns and stability. It describes a trade-off: as a strategy takes more capital, returns may decline and volatility may rise. It distinguishes broad-capacity equity…
This system component converts raw trading rule forecasts into scaled forecasts and then clips them between configured upper and lower bounds. It supports fixed forecast multipliers, which may be set per rule or through shared configuration, and estimated…
This document describes a semi-automated workflow for manually hedging cryptocurrency futures against spot positions across multiple symbols. It tracks both venues' quotes and account positions, displays the futures–spot spread, and provides controls to open…
This short forum exchange explains why a Zhengzhou Commodity Exchange contract may show a successful market data subscription but deliver no ticks through a CTP connection. The example uses soda ash: a trading screen displays SA2601, while the CTP interface…
This literature summary reports research on investment strategies in Chinese commodity futures and notes that long-only approaches produced limited economic returns. Among twelve long-short strategies examined, momentum and term-structure strategies showed…
This MT4 indicator description outlines a method for projecting a price-related line. It first builds a sliding line through polynomial interpolation of degree four, then models an extrapolated segment with a sinusoid and an axis that is either near a…
The document describes an indicator that plots daily and weekly pivot points together. Each pivot is calculated as the arithmetic mean of the relevant period’s high, low, and close. The weekly calculation tracks the period’s price range and closing value,…
The post asks how to keep a trading strategy from sending orders during Huobi swap settlement. Its current approach checks the clock repeatedly and sleeps around expected settlement windows, but the author worries that this wastes work because the strategy…
The article describes how to interpret crypto derivatives volume and open interest across exchanges, currencies, instruments, and contract expirations. Exchange volume can help compare recent trading activity and liquidity, while open interest shows the…
This guide explains how to create orders through a Python trading interface. It covers market, limit, stop-loss, and trailing-market order types; order size can be specified as a fixed amount, a share of total portfolio value, or a share of available…
This short forum exchange asks what happens when a strategy holds one long contract but submits two identical one-contract sell stop orders, while the account also holds long positions opened by other strategies. The question contrasts three possible…
This collection of platform notes records practical lessons from strategy development and operation. It explains that rounding a value before later arithmetic does not necessarily round the final displayed result; rounding should be applied after the…
A trader using VeighNa 3.9.1 with the SimNow CTP simulator reports that manual opening and closing orders are canceled, even after stopping strategies and restarting. Algorithmic orders still work, suggesting the issue is specific to the manual order entry…
This podcast introduction profiles a crypto fund manager whose trading developed from early Bitcoin spot trading to technical analysis and then options. After working at a small fund, he launched a boutique operation focused mainly on selling options, using…
This forum thread combines a troubleshooting exchange about a futures gateway with code excerpts for mapping a broker API into VeighNa. The code translates broker order-state values into framework statuses and maps direction, order type, open/close offsets,…
This educational expert advisor combines classic Renko bricks with ADX and directional indicators to generate entries and exits. It updates indicators only when a brick completes, requires ADX strength and DI direction to agree, and demands a same-direction…
The post describes a futures order placed through Binance’s API and a failed attempt to retrieve it with FMZ’s `exchange.GetOrder()` method. The exchange reports that the order does not exist, even though the author says it was placed successfully. By…
KC_Cloud is a price-channel indicator built from a moving average and Average True Range. Its inputs let the user choose a price calculation mode and smoothing method, set the smoothing depth and method-specific parameter, and configure the ATR period, ATR…