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 expert advisor monitors open positions across symbols and magic numbers. After a position has been open for a configurable number of seconds, it checks whether profit has reached a configured threshold in points. If the threshold is met, the advisor…
The Simple_Grid expert adviser places pending orders at preset intervals above and below the current price. Users choose either stop orders or limit orders, set the distance to the first order, the grid spacing, the number of orders on each side, a…
This Backtrader example demonstrates a simple moving average crossover strategy and how cheat-on-open mode changes the timing of order decisions. It builds two moving averages, with configurable periods and moving-average type, then uses their crossover as…
This short forum exchange concerns order and trade events that are not appearing inside callbacks in a spread strategy template. The questioner says the template passes those events to the relevant callback methods, but receives no visible output from the…
The proposed stock screen selects shares whose turnover rate is between 3% and 12%, that were listed in the current year, and whose actual turnover on the referenced prior day is between 3% and 28%. The article frames these conditions as a way to find…
This indicator method turns a stair-step moving average into the center of an oscillator. It updates the trend center when a triangular moving average moves beyond a configurable percentage threshold; otherwise, the prior center is retained. A short simple…
This document describes an example of a multicurrency Expert Advisor that processes symbols one at a time in a loop. It uses a timer event to run trading logic independently of ticks arriving for any particular symbol, and Bollinger Band values provide the…
This short forum exchange explains how to configure BigQuant’s trading engine to rebalance on a weekly or monthly schedule. For weekly scheduling, it specifies the weekly trading-day mode and a day value of 5; for monthly scheduling, it specifies the monthly…
The document describes three high-frequency trading approaches through an example in which an institution splits a large stock order into smaller child orders. Liquidity rebate trading detects likely follow-on orders and provides liquidity to earn exchange…
This short description covers an indicator that displays the current spread on a trading chart. It says users can adjust the displayed font, text color, and font size, and choose where the spread label appears. Four chart corners are available through a…
This article compares five platforms for automating cryptocurrency trades: OctoBot, CryptoHero, 3Commas, Cryptohopper, and Pionex. It describes available approaches such as grid trading, dollar-cost averaging, signal following, market making, and AI-assisted…
Binario is an Expert Advisor that calculates exponential moving averages of the same period using high and low prices. The description says these averages adjust the system’s settings, but do not generate buy or sell signals. Instead, the EA alternates long…
The discussion addresses whether a VeighNa strategy continues trading after the market closes and reopens the next day. The question assumes the trading interface remains open and asks whether the platform will automatically log in and resume the prior…
The document explains a market-making setting in which a bot replaces filled orders as soon as it has no active orders. During a sustained price move, repeatedly refreshing both sides can lead the bot to keep buying into a decline or selling into a rise,…
This note surveys seven pitfalls in quantitative investing: survivorship bias, look-ahead bias, storytelling, data mining, signal decay and trading costs, outliers, and asymmetric long-short payoffs. It explains how current index constituents can distort…
This document explains a single-pair spot market-making strategy. It places limit bids and asks at spreads from a reference price, then periodically refreshes orders. The description outlines a tick-based loop: check whether trading may proceed, obtain…
These reading notes survey high-frequency trading from market structure through strategy and infrastructure. They describe electronic order books, the roles of investors, market makers, arbitrageurs, and directional predictors, and how market makers earn…
This document describes two stop-management functions. A break-even rule moves the stop loss to the trade’s opening price after the market has moved favorably by more than a user-defined threshold. This is intended to remove the original price risk once the…
Automated trading uses software to monitor markets and place trades when predefined entry and exit conditions are met. Rules can range from simple moving average crossovers to custom strategies, with order types, timing, stops, and profit targets specified…
This brief description outlines an indicator-free expert advisor designed to trade sudden market moves. It places stop orders at a configured distance from the current price and adjusts them at discrete time intervals. When price moves sharply before the…
This forum post describes an AttributeError in a BigQuant high-frequency backtest. The copied trade-module code treats each key in the portfolio positions mapping as an object with a symbol attribute. In the HFTrade interface, the key is already a string…
This MetaTrader 5 chart indicator displays the time remaining until the current candle closes alongside the current bid-ask spread in points. The timer refreshes every second, so it continues to update even when no new tick arrives, and also refreshes when…
This project explores combining strategies associated with different market styles. The author says market styles can persist over a period, so a strategy that fits a clearly expressed style may adapt better to prevailing conditions. They changed a provided…
This article explains how to read futures volume and open interest alongside price during short-term trading. It defines total volume, the reported outside and inside volume categories, open positions, and the change in open interest. A price break…