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 describes an MT4 indicator that displays a market profile, a framework associated with James Dalton’s work. It plots time-price opportunities (TPOs) as letters or blocks and marks the point of control, the TPO-based value area, the initial…
This market commentary links macroeconomic releases and central-bank expectations with crypto prices and derivatives positioning. It describes the Ethereum ETF debut as a buy-the-rumor, sell-the-news event: ETH fell after trading began, while the author…
The document outlines a rule-based long strategy for Bitcoin futures, framed around adding to a position when price is rising. On a daily chart, it proposes buying a fixed amount when the close is above the five- and ten-day moving averages and the five-day…
The document presents a basic DAX breakout strategy for a one-hour chart. It enters long when price closes above the upper 20-period Bollinger Band and volume reaches the stated threshold; it enters short when price closes below the lower band with the same…
This forum post describes a custom bar generator intended to aggregate minute bars into arbitrary-length bars during daytime trading, then force out the remaining bar at the session close and restart the next day. The author reports an off-by-one-minute…
This document is a tabular extract of historical European-style options on Henry Hub natural gas futures. Rows include option type, strike, prior settlement, the linked futures contract’s prior settlement, expiry, trade date, and update timestamps. The…
This forum exchange addresses two practical VeighNa tasks: launching the trading workstation and reading stored tick records for a specified futures contract. The response names command-line launch options, then outlines a Python workflow that obtains the…
This Expert Advisor is described as a risk-control tool that limits losses at both the account and individual-deal level. When configured percentage limits are exceeded, it closes open positions using market orders and removes pending orders. A daily balance…
The document demonstrates a workflow for backtesting a Dual Thrust strategy and reviewing its performance with Pyfolio. It configures a CTA backtest engine, sets the date range and storage location, and creates a strategy instance with a futures contract,…
The document describes an OctoBot trading mode that turns alerts from TradingView indicators or Pine Script strategies into orders on connected exchanges. It outlines supported order actions, including market and limit orders, creating or cancelling buy and…
This brief forum exchange addresses an error in which the exchange server appears disconnected during a CTP penetration test, even though the configured address seems correct. A respondent identifies a possible cause: the API version and the broker's trading…
This page is an index of complete strategy examples intended as starting points for adaptation in TqSdk. It groups examples into classic strategies, trend approaches, arbitrage, mean reversion, and algorithmic execution. Named examples include dual moving…
The document describes three independent functions for identifying the nearest current FORTS futures contract. A user supplies the contract’s short name, such as a market abbreviation, and the script reports the full names of the previous, current, and next…
This forum post presents a question about why a simulated account with other positions does not show margin as expected. It includes a long VeighNa CTA strategy example that attempts to find a USD account, read account balance and available funds, and derive…
The document explains how fixed-term futures differ from perpetual futures. Fixed-term contracts expire on a specified date, have no funding-rate mechanism, and may settle in cash or through delivery depending on the contract. In the Kraken examples…
The document explains a CTP rejection reported during automated trading on a CZCE futures contract, despite the strategy working in backtests. It attributes the error to an unsupported order type and recommends sending CZCE orders as limit orders with…
This brief note proposes using seasonal price patterns to identify recurring moves in commodities, naming silver, gold, crude oil, and heating oil as examples. It suggests combining seasonal analysis with Commitments of Traders positioning information and…
This example describes a futures grid strategy centered on a chosen starting price. It creates a fixed number of price levels on both sides, with each successive level set a constant percentage lower for the long side or higher for the short side. The target…
The document describes a VWAP Close indicator variant that lets users choose its calculation or display timeframe through an input setting. The supplied example sets the timeframe to four hours, indicating that the indicator can use a period different from…
This strategy uses Heiken Ashi candle color changes as entry signals and a moving average as a trend filter. It buys when the calculated Heiken Ashi close moves above its open after the prior bar showed the reverse relationship, provided the market is above…
This strategy applies an ADX regime filter to DAX trading, using breakout rules when ADX is above a chosen threshold and mean-reversion rules when it is below. The accompanying 30-minute example uses ATR-scaled candle bodies to trigger entries. In the…
The guide explains how to connect Tradovate, a futures broker with access to CME Group markets, to the Lumibot trading framework. It lists the API credentials and environment settings needed for paper or live trading, then shows supported pairings with…
This page reports account and position information for a live multi-signal strategy trading BTC/USDT futures on OKX with a one-hour K-line period. It does not disclose the component signals, rules for combining them, or position management method, so the…
This commodity research framework organizes iron ore price drivers into fundamental supply, demand, and inventory factors, alongside a separate sentiment category. It discusses practical handling of slower and irregularly updated fundamental data, including…