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 guide describes a TradingView Trading Mode for automating exchange orders from alerts emitted by TradingView indicators or Pine Script strategies. It says the mode can create and cancel market, limit, and stop orders, including straightforward entries…
The post asks why VeighNa’s spread position calculation divides net position by a trading multiplier and rounds down, while an algo’s leg-traded calculation also rounds to the spread’s minimum volume before rounding down. It presents the two code snippets as…
This document describes a chart indicator that draws pivot point levels using four calculation families: Floor, Fibonacci, Camarilla, and Woodie. It supports multiple time frames, configurable long or short line displays, and an option to show intermediate…
This brief community exchange addresses a practical data limitation in VeighNa: a user has a strategy loaded but can access only daily bars, while needing minute bars for a backtest. A respondent suggests two routes: applying for trial access from external…
This document describes an indicator for plotting the Initial Balance (IB) from a selected opening half-hour on an M30 chart. It records the high and low during the configured time window, draws the resulting range, and extends the boundaries across the…
This post outlines a DAX trading system built around Parabolic SAR. It uses a stochastic oscillator and MACD as filters for entries: long positions are considered when price crosses above SAR, the smoothed stochastic signal is above its midpoint, and MACD is…
This example shows how to plot futures price records alongside MACD indicator lines using separate vertical axes. It configures one axis for the price chart and assigns the DIF, DEA, and MACD series to a second axis, then updates those lines as new records…
The document explains how OctoBot supports automated futures trading through several trading modes: DCA, Dip Analyser, TradingView, and Daily. It names Binance, Bybit, and Kucoin as supported exchanges, with regional and account limitations for some venues.…
This post raises a practical indicator-validation question: why does a platform’s 14-period ATR on one-minute swap records differ from a Binance value at the same stated time, while the 20-period moving averages are relatively close? It shows example…
This indicator description explains how to plot the relationship between two broker-listed instruments in a separate chart window. Users specify each instrument by its broker symbol and can apply a multiplier to either leg. A setting selects whether the…
The document explains a cash-and-carry strategy: buy spot and short futures when futures trade above spot, then seek to earn the premium as prices converge. It discusses how basis varies by contract tenor and compares the estimated return with Treasury bill…
This page points to a presentation and code for a multi-instrument CTA strategy built around Dual Thrust. Its outline identifies trend capture, fixed-fraction position sizing for risk control, diversification or hedging across three instruments, and backtest…
This intraday DAX strategy combines periodically refreshed support and resistance levels with candlestick reversals and breakout pullbacks. It looks for bullish or bearish pin bars and engulfing patterns near those levels, trading a rejection in the…
This note describes a futures closing-order workflow using a CTP interface in the SIMNOW simulator. It submits a sell order, polls for its status, and records the submission time. If no volume has traded after a short wait, the example cancels the order and…
This description outlines an Expert Advisor that places pending buy-limit and sell-limit orders. Users select the timeframe used to analyze open, high, low, and close data. The stated trading signals draw on three indicators: MACD, its moving-average…
This short question-and-answer concerns a futures backtest in which the account's total assets appear to rise to roughly twice the amount used to buy a stock. The author reports trying several order methods, including placing an order by quantity, by…
This platform guide demonstrates basic BitMEX futures operations through FMZ: selecting a contract, reading ticker and account data, submitting market and limit orders, checking positions and orders, and canceling resting orders. It also shows changing…
The discussion examines why VeighNa’s BarGenerator can produce multi-hour bars whose boundaries depend on when a strategy starts. It attributes the issue to windows being counted from the first hourly bar received, rather than from a fixed exchange-time…
This guide compares TqSdk with direct development against the CTP interface, focusing on architecture, market data, and program flow. CTP connects directly to a futures broker’s trading system and uses event callbacks. TqSdk instead connects through…
This forum exchange asks whether live CTP market data is delayed or missing because observed tick arrivals sometimes occur less often than twice per second, and local receipt times differ from the timestamps carried by the ticks. A respondent points out that…
This brief forum exchange distinguishes two kinds of risk control in VeighNa, a trading framework. One participant asks how to force liquidation after a position in an instrument reaches a chosen loss. The reply explains that the framework’s risk controls…
This brief note describes a higher-timeframe version of the XKRI Histogram indicator. It adds a timeframe input, with a four-hour period shown as the default, so users can choose the chart period from the indicator’s parameters. The document also states that…
This five-minute index strategy uses two smoothed moving averages to set a long entry trigger. When the faster average exceeds the slower one, it places a buy stop above the market, with the offset based on average true range. The stated spread assumption is…
This market commentary connects crypto price swings with higher US yields, macroeconomic uncertainty, and changing risk appetite. It discusses Bitcoin’s support levels and consolidation, Ethereum’s supply changes amid Layer 2 growth, and options positioning…