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 indicator resets cumulative volume delta when price changes its trend regime. A 50-period EMA with bands two ATRs wide defines persistent bullish or bearish states: a close beyond the opposite band flips the state, while closes inside the channel leave…
The article surveys financial institutions’ involvement in crypto during 2021 and frames institutional participation as a driver of broader adoption. It cites moves by Visa, Citi, Goldman Sachs, European and Australian banks, and Cboe. Examples include…
This market review attributes Bitcoin’s sharp early-2026 decline to several overlapping forces: hawkish policy expectations, cross-asset losses, regulatory news, leveraged liquidations, and weaker institutional demand. It describes a feedback loop in which…
The speaker describes developing systematic futures trading from a simple intraday rule into a portfolio of strategies. The example begins with entry thresholds around the session open, a fixed stop, and a close-based exit; moving-average filters and a…
This brief forum exchange addresses whether a VN Py user connecting directly to market data, without placing trades, needs broker and account connection details. The reply says that with CTP, the trading API code can be commented out, but contract…
The article explains how open interest can help traders assess activity, liquidity, sentiment, and possible trend strength in crypto derivatives. It recommends reading open interest alongside trading volume: increases in both may accompany a strong trend,…
The document describes an AMMA smoothing calculation that recursively combines the current close with the prior AMMA value, weighted by a configurable period. It then outlines a 25-day Average Modified Moving Average filter: multiply the AMMA value by 24,…
This implementation note explains how to extend a CTP trading gateway so position query responses include an average opening price and floating profit or loss. It proposes subclassing the trading API and overriding its investor-position response handler,…
This example demonstrates how to model a futures contract reaching expiry in a backtest. It loads instrument definitions and best bid and offer quote data for two consecutive E-mini S&P 500 contracts, then submits a market buy for one expiring-contract unit…
This document presents a rule-based DAX system for five-minute charts, built around the Traders Dynamic Index (TDI), which combines an RSI series with smoothed lines. It defines separate morning and afternoon trading windows and a daily flat time. A long…
This guide explains how to configure an OctoBot trading profile. It covers selecting trading modes and evaluators, choosing cryptocurrencies and pairs, enabling exchanges, and setting spot or futures trading. Users can edit supported strategy settings…
This tutorial presents a workflow for evaluating a high-frequency grid market-making approach on Binance Futures. It covers selecting trading pairs, obtaining historical depth and trade data, converting that data into the backtester’s format, modeling…
This brief forum exchange answers how to run a backtest with locally stored market data in VeighNa. The suggested workflow is to first import the data into the database through the DataManager, then run the backtest using that stored data. The questioner was…
This personal guide compares several overseas cryptocurrency exchanges available at the time of writing, grouping them by major coins, futures, and altcoins. It discusses reported strengths and drawbacks such as liquidity, supported assets, fees, shorting,…
This document describes an intraday crude oil strategy using SuperTrend and the Commodity Channel Index on 30-minute bars. A long entry requires price above the SuperTrend and CCI above a lower threshold; a short entry uses price at or below the trend line…
The document presents a Dow breakout system that builds a daily price range from 15-minute bars, beginning after the initial 15-minute candle. It derives upper and lower stop-entry levels from that range when price has moved sufficiently away from its…
This reference describes how to retrieve account balances, positions, orders, and trades through TqSdk, and how those returned objects update as the API processes market and account events. It distinguishes futures-style objects from stock-style objects and…
A trader asks whether it is normal for prices received through a CTP connection to show a decline while Tonghuashun displays a rise. The response says this can happen because SimNow provides simulated market data and does not guarantee timely updates. A…
A trader reports that a SIMNOW simulated-market subscription for gold futures returned a plausible best bid and ask, but apparently invalid values for deeper order-book levels. The example shows first-level prices and quantities alongside zero quantities and…
This guide explains how to download and maintain historical market data for strategy backtesting and hyperparameter optimization. It covers choosing pairs, timeframes, exchanges, and date ranges; refreshing existing datasets incrementally; and adding earlier…
This guide explains how to configure a genetic programming module to search for trading factors from supplied market data and input features. Users choose a market and data frequency, return field and horizon, time splits, fitness measure and thresholds,…
This community post reports a connection problem in a combined testing and live trading setup. The CTP market data connection fails with a handshake decode error, while the trading server connects, authenticates, logs in, confirms settlement information, and…
This indicator maps the value of a selected oscillator to the colors of price candles, placing the oscillator reading directly on the price chart. The available choices are the Commodity Channel Index, Relative Strength Index, Stochastic, Cycle, and…
This report studies cross-sectional, market-neutral long-short strategies in commodity futures using inventory deviation and price momentum. The inventory signal measures how far a commodity’s stock level is from its trend; the strategy buys relatively…