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
The document describes a MetaTrader 4 expert advisor for managing a chart symbol’s open trade with virtual stop loss and take profit levels. It also outlines a virtual pending order that can use a trailing stop. The stated workflow initializes the levels,…
This forum exchange addresses a failed manual source installation of VeighNa, where the user reports that dependencies are installed but running the launcher produces no visible response. The reply explains that the one-click installer includes the packages…
This overview compares execution strategies that split orders over time or respond to market conditions. TWAP distributes an order evenly across intervals, making it simple to use when intraday volume is hard to estimate, though large slices can still move…
These release notes describe changes to Hummingbot’s client, Gateway, and related tools. Client updates include a headless command-line interface, new spot exchange connectors, connector fixes, and improvements to liquidity provision executors. The LP…
This document describes an Expert Advisor built around the CCFp, or Complex Common Frames percent, cluster indicator. It identifies the indicator as the basis for the automated system and lists controls for trade volume, stop loss, take profit, trailing…
This note describes a helper function for stopping an Expert Advisor’s timer routine from running on weekends. It is intended for systems that keep the trading terminal open when markets are closed, where repeated timer events could otherwise trigger…
The document defines trading volume as the amount of an asset traded over a period and average volume as total traded amount divided by the length of that period. It explains that volume is commonly expressed as shares per trading day for individual stocks,…
This short forum exchange describes a backtesting issue in VeighNa: several built-in strategies reportedly generated many trades that closed at a price of zero when using data from the Wind Python API configured through VN Station. A respondent suggests that…
This introductory programming note describes several Python mistakes that can make code behave unexpectedly or become harder to maintain. It recommends checking which Python version a program targets, favoring clear code over compressed one-liners, and…
This short forum exchange discusses how to handle large orders when building options strategies with the elite_optionstrategy module. A response explains that the module does not provide detailed control over placing and canceling orders. Instead, it…
This brief description presents a utility for showing the time remaining before the current candlestick closes. It is aimed at chart intervals that may be less intuitive to track, including intraday and multi-hour periods. The practical purpose is to let a…
This forum thread concerns a futures simulation account that connects successfully but receives no market data. A respondent suggests that the user may not have connected to the trading server, which is used to retrieve contract information. Another…
The article explains event-based tick data through changes to a limit order book: orders arrive, are canceled, or trade against resting quotes. With this event stream, a researcher can reconstruct the visible book, subject to venue rules and the depth…
This document describes adapting a semaphore-style indicator based on the DeMarker oscillator so it can notify a trader when its buy or sell signal buffers contain a signal. The alert logic checks a selected bar, tracks a counter, and can issue a sound…
This document describes an Expert Advisor that combines an indicator signal from three timeframes: M1, M5, and H1. The H1 indicator value selects the permitted position direction, either buying or selling. The two shorter timeframes then provide entry…
This brief technical note discusses implementing an exponential moving average (EMA) in a trading indicator. It focuses on execution speed and code reuse, noting that the calculation is relatively simple and that an implementation without nested loops should…
Backtesting feeds a strategy’s rules with historical market data, turns the resulting signals into trades, and aggregates their profit and loss. The document presents four uses: screening candidate strategies, modeling market and execution conditions, tuning…
This platform guide describes how to select and trade cryptocurrency options through a common trading interface. It outlines contract selection, market-data retrieval, order placement and cancellation, and position queries for Deribit and OKX. It also lists…
This discussion addresses how to use a daily stock popularity ranking obtained through a query interface in a backtest when the research environment returns a dataframe but the backtest environment does not behave the same way. One suggested workflow is to…
This note describes a utility that trails an open position’s stop loss using Parabolic SAR on a selected timeframe. For a buy position, it considers moving the stop when the prior bar’s SAR is above the entry price and below that bar’s low. For a sell…
The document describes a lightweight reporting setup for MetaTrader accounts. An expert advisor writes account balance and position change information to text files, while a separate ICQ bot responds to user commands by sending the contents of selected…
This brief forum exchange clarifies directional order terminology in a trading interface. A buy-to-close order is described as an order whose direction is long and which closes a short position. Conversely, an order to open short corresponds to closing a…
The document describes a MetaTrader 5 testing issue in real-tick mode: limit and take-profit orders may receive unrealistically favorable positive slippage, inflating simulated results. It presents a utility that reports slippage in account currency and…
The document describes adding withdrawal tracking to an existing Expert Advisor so position sizing can respond when account funds are removed. It identifies a limitation in recovery-style sizing systems: an EA may increase lot size after losses and retain…