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 document contains a dated daily price series identified as RB, with fields for opening, high, low, last, and settlement prices. The visible records begin in 1994 with missing values across the price fields, while later entries show populated prices…
This research summary proposes using a convolutional neural network (CNN) to distinguish structured return sequences from shuffled sequences as a way to investigate weak-form market efficiency. In a simulation, pattern segments are inserted into white noise…
This forum post describes a problem encountered while retesting a programmatic futures-trading setup through a brokerage gateway. The author has a trading server but no market-data server. Manual orders can execute under the test environment’s own rules,…
This strategy description proposes trading a reversal in the Italy 40 index around the morning opening of its futures market. It takes a position opposite the prior day's directional move when that move exceeds a threshold, excludes August, and requires ATR…
The document explains alpha and beta through the CAPM framework, then presents alpha hedging as a way to reduce market exposure while seeking returns from stock selection. Its example approach buys a basket of equities and shorts index futures in a…
The essay uses the collapse of a bank trader who kept adding to losing Nikkei futures positions after an earthquake-driven market fall to argue that optimism, pressure to conceal losses, and weak risk controls can turn a setback into ruin. Its central lesson…
The document describes an intraday Fibonacci indicator that uses the previous candle’s high and low to draw support and resistance levels. The distances are set as Fibonacci proportions of that candle’s range, with the daily candle range serving as the…
The document records a learner’s attempt to express past systematic futures trading in quantitative terms. Their prior methods were modified versions of Turtle trading and Aberration. They propose exploring a stock strategy that combines low…
The document describes a scalping expert advisor that observes the latest deal price and opens positions based on where that price moves relative to the market. It notes that centralized-market charts are formed from trades made on the market side, and says…
A forum user reports that when recording bars for three contracts through a simulated trading account, the final one-minute bar is missing for two Shanghai Futures Exchange contracts but remains available for a Guangzhou Futures Exchange contract. They ask…
The visible code describes a market-data backtesting component for the TqApi framework. Its documentation explains how simulated quotes are produced from subscribed data: tick subscriptions provide more frequent quote updates, while bar subscriptions can…
This research summary introduces China’s crude oil futures market and compares its medium sour crude benchmark with major international contracts. It describes renminbi denomination, a daily price limit, and potential currency and cross-market risks. The…
This tutorial teaches readers to check whether generated CTA strategy code faithfully implements its written trading rules. It organizes the review around five code areas: parameters, bar aggregation, indicator calculations, signal decisions, and position…
The document describes a version of the Woodies CCI indicator that lets users choose the calculation time frame through an input parameter. The example default is a four-hour period. This setting allows the indicator to use a selected chart period, which can…
This brief post asks whether a sample API request creates a conditional Gate futures order. The snippet specifies a BTC contract, a short opening direction, a trigger price, limit pricing, and a good-till-cancelled time policy. The author reports that live…
This document describes an intraday strategy for the French CAC 40 using 10-second bars. It calculates Supertrend states across several higher timeframes, then combines those states with detailed weekday and time-of-day filters. Long entries are considered…
The article explains a spot-and-futures spread trade: buy the cheaper leg and sell the more expensive one, then close as the price gap narrows. Its examples start with spot priced at 10 and futures at 15, and show the combined position retaining a five-unit…
This documentation explains how to search strategy parameters by running repeated backtests with different values. Its example varies the short lookback in a two moving average crossover strategy, creates a fresh simulated account for each run, and prints…
This document describes a rules-based DAX CFD strategy using H4 bars covering the session from 9:00 to 21:00. It enters long when price is above a 200-period moving average and MACD is positive, and short when price is below the average and MACD is negative.…
This OctoBot FAQ explains several behaviors relevant to automated trading and simulation. Before sending an order, the bot checks exchange size and other order limits; signals may therefore produce no order, commonly when the required asset balance is…
The listing describes a live GateIO futures robot trading BTC, ETH, LTC, BCH, and BNB against USDT on a 30-minute interval. Its author characterizes the approach as trend-following combined with a hedged long-and-short grid. Logs show grid adjustments,…
This guide describes a VeighNa workflow for recording large volumes of futures tick data in TDengine. It outlines running TDengine in a Docker container, configuring database storage and ports, and connecting VeighNa’s CTP gateway and data-recorder app. The…
This document explains how a futures trading system uses several instrument sets: the full catalog, instruments sampled for price data, instruments with adjusted prices, and the smaller sets used in simulation or production backtests. It describes…
This report examines open-interest information in Chinese equity index futures from two perspectives. At the intraday level, it applies statistical methods to minute data to identify samples associated with aggressive trading and analyze trading behavior. At…