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 post describes a Chinese equity screen that combines membership in the metaverse theme, positive net buying attributed to large participants during the opening auction, and a share price at or above 18.5 yuan. It sketches implementations using…
This document introduces a VWAP indicator for intraday trading and describes its use in judging price relative to a volume-weighted average. It notes that algorithmic and institutional traders use VWAP as a reference, while day traders may use it to assess…
The article explains a box spread formed from four options at two strike prices: a lower-strike call is bought, a higher-strike call is bought, and puts at the two strikes are sold and bought in the corresponding legs. It presents the position as the…
This short description presents a modified display of the Parabolic Stop and Reverse indicator in a separate chart window. Its additional function checks whether the charted instrument has an open position and issues an alert when the SAR signal moves…
This webinar overview describes a panel discussion about the development of digital asset markets and institutional participation. Its topics include market structure, regulation, trading technologies, institutional entry, and practical approaches to trading…
This example demonstrates an iceberg-style execution workflow for a futures contract. The trader chooses a symbol, a total volume, minimum and maximum order sizes, and a buy or sell direction. A target-position task manages orders toward the desired net…
This product guide explains a redesigned strategy interface with two parts: a viewer for examining and comparing strategies, and a creator for configuring new tests. The viewer presents performance metrics, behavior over time, and individual trade details.…
This live-robot dashboard records a crypto spot arbitrage system trading BTC/USDT across Gate and KuCoin, alongside a wider set of monitored assets. Its logs show paired buys and sells on the two venues, with the direction varying by trade. The displayed…
This Expert Advisor uses the AFIRMA autoregressive finite impulse response moving average indicator to generate trade signals. It checks for a change in the indicator’s direction when a bar closes, then forms a signal. The document notes that the indicator…
This short forum exchange addresses a Python import error that appeared after upgrading VeighNa. A user reports that strategies which previously worked now fail because `AccountData` cannot be imported from the CTA strategy package. The reply identifies the…
This description presents a trading-platform header library intended to let Expert Advisors submit buy, sell, and modification requests asynchronously. Its central idea is to avoid making the strategy wait for a server response after each order, allowing…
This market commentary surveys crypto conditions around the period following Ethereum’s Shapella upgrade. It describes a permit-signature scam risk: gasless token approvals can look like ordinary wallet signatures, making it difficult for users to recognize…
The essay argues that a strategy’s statistical edge depends on applying its rules consistently. It distinguishes knowledge of a method’s behavior and risks from knowledge of one’s own ability to follow it under pressure. A hypothetical stock entry missed…
This guide explains how to enable a trading gateway in VeighNa Station or load one from a startup script, connect through VeighNa Trader, and view account, position, order, trade, and contract information. Gateway settings can be edited in the application or…
This document describes a MetaTrader expert advisor built around signals from the Candels High Open indicator. The generated advisor can place market and pending orders and uses a Parabolic SAR based trailing stop. It requires both the signal module and the…
This example outlines an end-to-end workflow for training and evaluating reinforcement learning agents for order execution. It covers preparing five-minute HS300 data and order files, configuring PPO and OPDS training tasks, saving checkpoints, and running a…
This document describes a Chinese A-share stock screen that combines trading activity, a technical trigger, and a capital-flow ranking. It selects stocks with turnover between 3% and 12%, a newly formed KDJ golden cross, and positive price movement, then…
This forum exchange discusses discrepancies in daily bars built from intraday data using VeighNa's PortfolioBarGenerator. A user reports that bars formed with a presumed close near the end of the session show the previous day's date and that live synthesized…
This article explains why individual investors may find it difficult to compete with quantitative trading firms. It highlights four claimed advantages: automated rules can reduce emotional decision-making; computational systems can monitor many securities…
The document describes an expert advisor that trades support and resistance levels drawn by a user with trendline tools. The trader indicates the intended direction graphically, and the advisor opens a position when price crosses the configured level. If a…
This description outlines an indicator concept based on the ICT Silver Bullet approach. It proposes restricting fair value gap detection to selected morning or afternoon macroeconomic trading windows, on the premise that time alignment can help distinguish…
This document describes an MT4 script for opening charts in batches. Users can choose every symbol in Market Watch or supply a comma-separated list, select a timeframe, and optionally apply a saved chart template. A text filter can restrict symbols by a name…
This expert advisor opens a trade when a candle reaches a configurable minimum size within a specified number of minutes. An optional maximum length for the opposing candle shadow can filter the signal; the relevant shadow differs for buys and sells. Trading…
This document explains how to trade a cointegrated pair using entry and exit levels produced by a minimum-profit optimization method. It defines a spread from the two asset prices and a hedge coefficient. When the spread falls below the buy threshold, the…