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
This brief indicator entry identifies LaguerreFilterCloud as an indicator built from two moving averages and associates its design with John Ehlers's work on digital signal processing for stocks and futures. It names Witold Wozniak as the author and…
This example demonstrates subscribing to Binance USDⓈ-M futures book-ticker streams for multiple symbols over WebSocket. It opens a stream for each listed market, reads the latest messages in a loop, parses each JSON payload, and logs the best bid and ask…
This forum discussion addresses how a VeighNa portfolio strategy should create daily bars and initialize technical indicators from historical data. A user proposes emitting completed daily bars based on exchange-specific end times, while accounting for…
A VeighNa community discussion distinguishes between a data interface and a provider that supplies data for use in the platform. Participants suggest CTP for free intraday data and mention TQSDK, but the exchange focuses on the practical difference between…
This teaching example describes a trend strategy for cryptocurrency futures using two exponential moving averages. It looks for a local peak or trough in both EMA series: matching troughs trigger a long entry, while matching peaks trigger a short entry. A…
This example outlines a multi-instrument commodity futures strategy built on a CTA framework. For each symbol, it reads historical bar records and current position, waits until enough data exists for the slower lookback, then compares fast and slow…
The document describes a way to estimate the relative strengths of RTS, the US dollar, and the Russian ruble using synthetic instruments built from FORTS futures. It names futures contracts linked to RTS in rubles, RTS in dollars, the dollar-ruble exchange…
This forum exchange explains why a trader might see the IF index futures contract but not the IM contract for the CSI 1000 when querying instruments through CTP. Participants ask which interface and account are being used, clarify that the trader is…
This indicator note combines MACD momentum, price trend, and the Elder Impulse System to help identify possible entry and exit conditions. The author describes using it on the DAX at one- and five-minute intervals, while suggesting it might also apply on…
This guide explains how to create and save a strategy in the Tq trading terminal, edit its parameters, and start or stop it. It describes a strategy management area and says parameters such as contract identifiers can be changed before saving. The guide also…
This brief note describes a higher-timeframe version of the MaByMa indicator for MetaTrader 5. Its distinguishing feature is a timeframe input, allowing the indicator to use a chart period selected by the user rather than relying only on the currently…
This document explains why cash dividends matter when pricing Chinese equity index futures and estimating hedge costs. Because the contracts track price indices, expected constituent dividends affect fair value and the apparent futures basis. The proposed…
This overview surveys private fund investment approaches, outlining how managers combine asset selection, portfolio construction, and risk management. It covers equity long-only, long-short, and market-neutral strategies; managed futures trend and arbitrage…
This article outlines a directional strategy for Chinese equity index futures based on a schedule of daily long, short, or no-trade signals prepared in advance for the week. It describes opening an initial position around 10 a.m., adding to it around 2 p.m.…
This forum post raises a position-reconciliation problem in a portfolio strategy. The example begins with a short position of twelve contracts and a target holding of ten long contracts. The intended sequence is to close the short and then open the long, but…
This DAX strategy seeks directional moves by combining the angle and slope of exponential moving averages. It calculates an angle from a 10-period average across 15 bars, then uses a second average’s slope and a smoothed trigger to define long and short…
This document describes a lightweight MT5 tool for placing and managing manual scalping trades from the keyboard. The listed shortcuts map keys to buy, sell, close, and break-even actions, allowing a trader to issue common commands without navigating trading…
This document describes a MetaTrader 5 expert advisor that monitors the combined profit or loss of open positions and closes them when user-set thresholds are reached. Traders can enable profit-triggered closing, loss-triggered closing, or both, and choose…
The document introduces Rho Protocol as an on-chain venue for trading crypto-native interest rates, especially perpetual funding rates and staking rates. It describes fixed-for-floating contracts as a way to hedge exposure to changing rates, similar to…
This short post raises a question about how a BarGenerator routine determines when to finish a multi-minute bar. It points to a condition that checks whether the current minute, incremented by one, is divisible by the configured window size. The author uses…
The article describes an indicator that measures weekend gaps using chart prices at the CME Friday close and Sunday reopen. It tracks unfilled gaps until price revisits the Friday close, reports fill timing and adverse movement, and tests a fade trade…
This post describes a live trading issue in a Binance BTC/USDT futures bot that uses two configurable EMAs to generate entries. The code enters long when the faster EMA crosses above the slower one and short when it crosses below, checking the second- and…
This tutorial describes a futures order-following bot that copies changes in a reference account’s long and short positions to additional accounts. It reads the reference account’s positions, tracks long and short quantities separately, and sends…
The document presents a fixed-box Renko indicator designed to make Renko-like signals usable in ProRealTime backtests. It initializes upper and lower levels around the closing price, then shifts both levels by one box when the close crosses beyond the next…