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.
9,660 documents
This reference describes the fields used by FMZ trading data structures, including market trades, tickers, candlestick records, orders, and conditional-order configurations. It covers identifiers, timestamps, prices, quantities, volume, open interest, order…
This article describes a backtesting indicator for evaluating exit distances on a supplied trading signal. It simulates a single-unit position, closes equal portions at up to three take-profit levels, and exits the remaining position at the first stop level…
The forum exchange addresses whether a backtest for Shanghai Futures Exchange instruments needs to distinguish between closing a position opened the same day and closing one opened earlier. The question comes from a trader analyzing fill prices in a trade…
This annotated strategy describes a directional grid that can operate buy-first or sell-first. In buy-first mode, it places a sequence of buy orders below an initial price at fixed intervals. When a buy fills, it places a sell order above that fill by a…
This tool description explains an expert advisor that monitors the combined net profit of a user-selected basket of currency pairs. It closes positions across the monitored pairs when the basket reaches a specified profit target; settings also include a…
The document explains an intraday volatility indicator that identifies times of day with greater or lesser price activity. It scans chart bars and uses each bar’s high minus low as its activity measure, highlighting higher-activity periods in blue and…
This Chinese-language forum exchange explains how to track execution information for a spread-trading algorithm. A participant asks how to obtain a spread’s opening average price and its fill prices and quantities. The reply recommends receiving algorithm…
This description presents a MetaTrader expert advisor that generates trading signals by comparing the close price of the current bar with the close on a configurable comparison bar. Signals are checked when a new bar appears, while trailing-stop management…
The document describes a MetaTrader 5 script that calculates pivot levels for symbols in the Market Watch using a selected timeframe, with weekly and monthly levels highlighted as intended use cases. It writes the results to an HTML file in the platform’s…
The document explains how an exchange prevents orders from the same account or trade group from matching. It describes six modes: allowing a match, expiring the taker or maker remainder, expiring both, decrementing both orders’ available quantities, and…
The guide explains how FMZ handles sensitive account details and strategy parameters. It says these values are encrypted in the browser and stored as encrypted data, with decryption available on the user's private device. It also cautions against exposing…
The article describes three ways strategy research can produce misleading backtests: look-ahead bias, excessive parameter optimization, and curve fitting. Its examples show how using a bar’s eventual close to trigger an earlier trade, or assuming a breakout…
The script described in the document scans bars on a one-hour chart to calculate average volume per hour. It is restricted to that chart timeframe and uses the absolute value of volume in its calculation. The result is displayed in a message box, giving the…
These release notes describe updates to Hummingbot, an open-source crypto trading platform. Trading-relevant changes include market-order support on selected exchange connectors, new exchange and blockchain integrations, and example scripts for equal-weight…
The indicator marks bullish gaps with upward arrows and bearish gaps with downward arrows. Traders can set a minimum gap size in points so smaller gaps are ignored. An optional history check can identify gaps that later close, displaying a cross for closed…
This Expert Advisor monitors price movement and spreads using two observation windows. Over a user-defined number of ticks, it calculates average pip movement and average spread; it also computes those averages across a specified number of seconds. The EA…
The document defines crypto trading signals as alerts, supplied manually or algorithmically, that can identify potential entries, exits, and risk levels. Their stated purpose is to help traders act on trade ideas without having to develop every idea…
This Chinese stock-selection note proposes screening for shares with an amplitude above one, ranking among the top five by the day’s auction amount, current volume above ten thousand lots, and a positive opening gap. The accompanying explanation treats a…
A VeighNa community reply compares running the trading platform on Linux and Windows, focusing on tick-to-trade performance. The commenter estimates that Linux may reduce tick-to-trade time by 30%–50%, attributing the difference to its user interface…
This Chinese A-share screening idea filters for stocks classified in the metaverse industry, limits circulating shares to at most 5.5 billion, and selects the five with the highest amount traded in the current day’s opening auction. The article provides a…
This document introduces Curve as an automated market maker and lending protocol deployed on Ethereum and other layer 2 networks. Its pools can support multiple tokens, including tokens backed by underlying ERC-20 collateral. Multi-token pools may reduce the…
This document describes a multi-coin spot strategy for Binance and OK accounts, with configurable entry sizes, add-on signals, take-profit signals, and order execution. It distinguishes market-style tracking from limit orders: tracking can respond to…
This document describes a chart-based trading assistant that manages two opposing limit orders. A trader places one order on each side of the current price, then starts the assistant. When either order activates, the assistant automatically deletes the other…
A forum exchange explains when bar data can introduce lookahead bias in a trading strategy. The question concerns whether a bar's closing price is available at the time a daily strategy makes its decision. The response says that, in daily strategies, using…