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 live robot record describes a multi-asset crypto futures strategy that combines directional trend tracking with opposing hedge positions and grid-based additions. Logs show a short grid position being increased after price crossed a grid level, with an…
This article describes a server strategy that receives trade signals and mirrors them on a connected exchange. It adds a pause-and-restart control protected by a password, allowing order following to be disabled without stopping the bot. It also supports…
This document describes a volume indicator that combines auction-period adjustment with a contract-volume threshold. It divides volume by an auction factor to normalize the elevated activity associated with the market opening, and can filter or highlight…
A trader asks about an unusually large backtest result for an index spread strategy on a day when the underlying market fell sharply. They report that the fills show no leg being left unpaired, so the source of the result is unclear. The discussion does not…
The code describes a currency carry strategy that compares the US three-month Treasury rate with the average forward discount of a basket of developed-market currencies. The basket uses equal weights, and the comments say that an average three-month interest…
This essay maps the Buddhist framework of ethical discipline, concentration, and insight onto trading practice. For trend trading, it identifies four behaviors to avoid: oversized positions, trading against the trend, excessive activity, and failing to use…
This DAX strategy uses 15-minute bars and begins measuring the day’s range after the morning start time. It sets buy and sell stop entries near the range extremes once price has moved sufficiently away from both sides. The range must remain below a maximum…
This guide describes how LumiBot retrieves and caches historical data from Interactive Brokers for backtesting. It covers futures, spot crypto, and routed daily stock or index data, as well as multi-provider routing. For stocks and indexes, it explains how…
The document explains a plugin-based pre-trade risk module for VeighNa trading systems. Its built-in rules can cap active orders and daily order, cancel, and trade counts; detect repeated identical orders; limit order size or notional value; and validate…
This reference explains how an exchange-defined futures spread is represented as a single tradable instrument, including calendar and inter-commodity spreads. The venue supplies the strategy symbol, tick size, expiry, and other contract details. The…
This collection of futures trading principles emphasizes following established price movement rather than trying to buy exact lows or sell exact highs. It recommends focusing on the middle of a move, identifying support in rising markets and resistance in…
This indicator description presents paired long and short stop lines using Ichimoku-style price levels and average true range. It calculates midpoints from the highest highs and lowest lows over 9 and 26 periods, averages those two values, then offsets the…
This MetaTrader Expert Advisor extends the chart’s quote history for its current symbol and timeframe up to a specified date. The described interaction uses the Home key to shift the chart backward; the EA repeats this process while monitoring chart updates.…
A user reports intermittent empty response lists when a futures strategy sends a closing order soon after an opening order fills in simulated trading. The issue appears specifically with close orders; repeated retries with short pauses reportedly do not…
The document explains how to prepare Commitments of Traders report files for an indicator. It directs users to choose either futures-only or combined futures-and-options text reports, download several annual files, rename each file by year, and place them in…
This brief BigQuant support note explains why a cloned strategy can work in backtesting yet fail in simulated trading. The example strategy was designed only for backtests, so its date range and instrument reference need changes before simulation: bind the…
This community post investigates an hourly-bar timestamp behavior in VeighNa’s CTA framework. The author builds a simple strategy using a bar generator to aggregate minute bars into hourly bars, then writes the timestamps from both the minute-bar and…
This BigQuant overview summarizes strategy and implementation templates for Chinese equities and futures. Examples include moving-average pullbacks and crossovers, turtle breakouts, valuation and event-driven stock selection, a cointegration-based pairs…
This reference explains FMZ’s My Language, a trading language compatible with and extended from Mai Language. It introduces variables and data types, assignment and comparison operators, logic and arithmetic, function arguments and return values, and…
This short futures-market satire contrasts how different market participants explain the same uncertain event. Fundamental analysts may anticipate direction without timing; technical traders allow for failure and use stops; news-focused voices claim timely…
This page records a live Binance futures robot associated with a strategy whose name describes chasing rising and falling prices. It shows a one-hour chart setting, a short runtime, and account and performance snapshots. The reported account table shows a…
This tutorial outlines a polling alert bot for Binance USDT-margined futures. It describes retrieving ticker prices, comparing them with configured upper and lower thresholds, and sending notifications to a DingTalk group. The example also covers signing…
This community question concerns managing a CTA strategy when a stop-triggered close order fills only partially. The author uses a target-position approach and reports that the strategy’s target can remain out of sync with the actual position after a partial…
This forum post presents a live-trading problem in a strategy that computes double exponential moving averages on three-minute and fifteen-minute bars. Historical bars loaded during startup produce values close to those from another charting platform, but…