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 explains how spot market orders consume the best available liquidity until the requested quantity is filled or the order book runs out. It describes two different outcomes: insufficient account balance causes rejection, while insufficient market…
This forum exchange explains why recorded market data may not appear in VeighNa's data manager. It raises several possible causes: an invalid or mistyped contract symbol, recording ticks rather than bars, a delay before buffered data is written, or a lack of…
This document describes a command-line tool for creating, backtesting, and running editable LumiBot strategies. Its ordinary Python template demonstrates a long-only moving-average rule: retrieve recent daily prices, compare the latest close with a rolling…
The document describes a MetaTrader 5 dashboard for separating the results of multiple expert advisors running in one account. Each robot’s trades carry a numeric magic number, allowing the dashboard to group activity by strategy instead of relying on…
This reference explains how the Nautilus trading framework models a listed share or ETF as an equity instrument. It describes required identifiers, venue symbol, quote currency, price precision and increment, timestamps, and optional metadata such as lot…
This brief forum exchange addresses timezone errors when requesting data through RQData. The suggested fix is to attach VeighNa’s database timezone to the start datetime, so the requested time is timezone-aware. The original poster confirms that applying…
This brief forum exchange addresses a VeighNa user who connected to SimNow but received a message that no data service was available. A reply points out that the contract-query success message had not appeared before the module was started, and advises…
This reference explains how a bar represents open, high, low, close, and volume data for a specified bar type. A venue or provider may supply bars, or a trading system may build them from quote ticks, trade ticks, or smaller bars. Bar type carries…
This document presents a programming approach for working with millisecond timestamps in a trading platform. It extends a date-time structure with a millisecond field and methods to convert between milliseconds since the Unix epoch and ordinary date-time…
This tutorial describes a grid market-making strategy for dYdX v4. It places buy and sell limit orders at geometrically spaced prices around the mid, then shifts the full grid according to net inventory: a long position moves quotes lower, while a short…
This tutorial explains how to build and install a reusable BigQuant module that reads a named data table, selects a date range, and rounds chosen floating-point fields to a requested number of decimal places. It describes defining required and optional…
This guide describes connecting TradingView alerts to OctoBot so alerts can trigger orders on a chosen exchange. It covers alerts based on price thresholds, indicator values, and Pine Script strategies. The setup involves adding the TradingView interface to…
This document describes a MetaTrader 4 order-management system in which an Expert Advisor monitors trades and chart scripts create or adjust entry, stop-loss, and take-profit lines by drag and drop. Because the lines are monitored on the trader’s computer…
This platform support note addresses why an order query may return no information in a pre-market handler even though it can return information after the market session. The question concerns using existing orders to build a process that cancels orders at…
This brief forum exchange explains a basic data requirement for calculating an intraday volume-weighted average price. One participant proposes dividing cumulative traded turnover by cumulative volume, which yields the day’s running VWAP when both figures…
The document explains turnover as the number of shares traded during a period divided by the average number of shares available to trade, expressed as a percentage. It illustrates the calculation with a quarterly example in which traded volume is twice the…
This brief trading-platform example shows how to use an IO function to submit a BitMEX post-only limit order, submit several such orders together through the bulk endpoint, and cancel all orders for a specified symbol. The examples use XBTUSD and set an…
V1N1 LONNY is described as a multi-symbol intraday Expert Advisor that trades breakouts during the London session. It treats the pre-London Asian range as a no-trade zone, placing buy stops above the range high and sell stops below its low. Entries use the…
This stock selection idea filters Chinese listed equities to the metaverse industry, ranks candidates by the day’s opening auction amount, and retains those with a positive institutional-flow measure. The stated rationale is to combine trading activity with…
This document explains a chart indicator that displays the net direction and lot size of open positions for the chart’s symbol. It is aimed especially at hedge accounts, where a trader may hold long and short positions in the same instrument at different…
This brief description covers an assistant expert adviser that first moves open positions to breakeven and then enables trailing stops. Its three settings control the trailing distance in pips, the trailing step, and a magic number used to identify positions…
A forum exchange describes a failed attempt to receive tick data from a Ronghang test interface after replacing its market data DLL with the one used by vn.py’s CTP integration. A participant explains that Ronghang and CTP use incompatible market data…
This chapter overview introduces common built-in MQL5 functions used when developing MetaTrader 5 programs for data handling and automated trading. It outlines array operations, string processing, file access, data conversion, user interaction, mathematical…
This signal module generates long and short trade votes from price position relative to a moving average. It adds protective filters based on the direction and minimum size of both the current and previous bars: long signals require bullish bars, while short…