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 article explains Dual Thrust, an intraday opening-range breakout method applied to futures. It defines a prior-period range as the larger of the highest high minus the lowest close, or the highest close minus the lowest low. Multiplying that range by…
This strategy takes monthly long or short positions across a diversified set of commodity, currency, equity-index, and government-bond futures. For each contract, it compares its excess return over the previous 12 months with zero, going long after a…
This support answer explains how to choose futures contracts in a template strategy. The template requires a specified contract list for a targeted backtest; leaving the list empty passes all contracts rather than selecting a single main contract. The answer…
This FAQ explains operational limits and practical considerations for running the Freqtrade cryptocurrency trading bot. It describes supported spot and selected futures trading, short positions in futures when the strategy and configuration support them, and…
This document describes an indicator for Smart Money Concepts traders that identifies Fair Value Gaps, also called imbalances or inefficiencies. It defines a gap as a three-candle pattern in which the wick ranges of the first and third candles do not…
A forum exchange asks whether vn.py version 3.9.1 can still use a TqSdk account to obtain historical data, and what naming convention TqSdk uses for continuous main contracts. The question gives the example of downloading tick history for the main silver…
This guide explains two Rust workflows for running Nautilus Trader backtests. The lower-level BacktestEngine approach assembles a simulated venue, instruments, in-memory market data, and a strategy before running the engine. It allows direct configuration of…
This Backtrader example demonstrates how to combine a sequence of Euro Stoxx 50 futures contracts into a continuous rollover feed or a simple chained feed. It compares the framework's Cerebro rollover and chain options with directly adding a RollOver data…
ADMIR is a trend-strength oscillator built from two Average Directional Movement Index readings. It takes a base ADX period and a period difference, calculates one ADX at the base period and another at the base period plus the difference, then averages the…
R-Breaker is an intraday futures strategy that combines breakout entries with reversals against an existing position. It calculates six price levels from the prior session’s high, low, and close: observation levels, reversal levels, and outer breakout…
The Expert Advisor demonstrates how to move positions from an expiring futures contract to its successor. It manages three instruments specified through input parameters. For each instrument, the configured volume determines both the position size and…
A VeighNa community exchange explains how to handle overnight positions when using a DA interface. The response recommends scheduling a system restart after the overseas exchange closes, then starting the strategy again without removing and re-adding it. The…
This strategy trades the DAX on five-minute bars, opening positions during a specified morning window. Long entries require TEMA to turn upward while smoothed Directional Indicator values rise from below zero; shorts use the inverse conditions. It limits…
This essay argues that traders should define their market position, objective, and route before trading, including choosing whether they intend to trade short, medium, or longer horizons. It warns that switching horizons to chase an apparent quick gain can…
A VeighNa community exchange addresses a CTA strategy whose indicators appeared unchanged after live initialization, while the strategy still placed orders. The user mentions a Dual Thrust strategy and uncertainty about whether a period running in no-UI mode…
The article explains the interaction between a futures platform’s direction setting and its Buy or Sell order call. Based on the author’s manual tests, the order call determines whether a position is opened long or short: Buy opens a long position and Sell…
This report summary describes a composite signal for forecasting changes in futures basis using high-frequency ETF premiums and discounts. It separates ETF observations into intraday comparisons, such as the close versus the open or the day's average, and…
This announcement outlines a workshop on applying Kronos, a language-model-style system designed for financial price series, to CTA research. Its central idea is to represent candlesticks as tokens so a Transformer can learn patterns across sequences. The…
The document presents a classic pivot-point calculation based on a period’s high, low, and close. The central pivot is their average. It then derives three resistance levels above the pivot and three support levels below it, with the outer levels extending…
The article explains open interest as the number of derivatives contracts that remain open and presents it as a measure of participation in crypto futures markets. It recommends reading changes in OI alongside price: rising OI with rising prices may support…
This document explains a trend-detection oscillator adapted for the DAX 40 futures market. It locates the high and low over a lookback period, expresses the close’s position within that range as a basic trend measure, then smooths that measure with an…
The author asks why a CTP feed recorded a Level-1 tick for a Shanghai Futures Exchange contract even though trade volume was zero and the displayed prices and quantities matched the preceding half-second snapshot. A third-party Ricequant dataset had no…
This forum exchange clarifies a VeighNa configuration message seen when running the platform from PyCharm. A participant explains that the missing data-service configuration notice does not by itself prevent the application from running. However, attempting…
The document describes a continuously invested Renko strategy that changes direction after two consecutive bricks point the other way. It uses stop orders at the next Renko thresholds to enter long or short, with the brick size defining price movement rather…