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 reference explains how a futures platform derives performance and activity measures at four levels: individual accounts, weighted account portfolios, individual strategies, and weighted strategy portfolios. It maps daily balance, fees, margin, risk,…
This article explains a method for increasing the frequency of observed commodity-futures market updates by subscribing to the same contract through multiple futures-company connections. Its premise is that each feed can deliver updates at different times…
The document explains market making as continuously quoting buy and sell prices and trading against customer orders to provide immediacy and liquidity. A simple futures example illustrates spread capture when both sides fill, while showing that an adverse…
The document explains how to run tested trading programs without continuous supervision using the TqSdk environment. It covers prerequisites, configuring a live futures account, writing logs to files, closing the API cleanly, and avoiding broad exception…
This indicator colors candlesticks according to the direction of the 2pbIdealXOSMA histogram. Bars associated with a rising histogram receive lighter colors, while bars associated with a falling histogram receive darker colors. It is a visual aid for reading…
This rule-based swing system uses Monday’s first session open as the weekly reference. It places a limit buy one percent below that level and, after entry, sets a one percent profit target beginning on the next day. If price falls half a percent below entry,…
This Expert Advisor checks the direction of the most recent daily bar at a configured time, then opens a position in the opposite direction if no position is already open. The strategy is a simple scheduled contrarian rule: the prior daily move determines…
The document describes an Expert Advisor built around a quantity called GO. It combines moving-average values calculated from close, open, high, and low prices with the signal bar’s volume. A positive GO reading triggers a buy, while a negative reading…
The document presents a checklist for futures entries and exits. It calls for a specific technical trigger, position sizing that limits the loss at the stop to 1%–2% of account value, and a check of whether funding costs support or oppose the trade. Funding…
This daily CAC 40 strategy takes the opposite side of a signal from a three-line-break reversal indicator: it buys when the indicator signals a sell and sells short when it signals a buy. It only enters when the prior daily candle has a small body relative…
This introductory article explains cryptocurrency futures as contracts used to gain exposure to expected price movements without directly holding the underlying coins. It outlines long and short positioning, noting that short sellers aim to buy back at a…
This document explains a MetaTrader 5 indicator for displaying ICT-style intraday killzones and prior-period price levels. The sessions include the Asian range, London open, and New York morning and afternoon, with their times specified in New York time. The…
The author frames futures prices through two connected forces: the underlying spot market and the behavior of market participants. Spot supply and demand are proposed as the main influence on longer-term direction, while collective impulses, herding, fear,…
The indicator plots price channels using the prior day's close as a base and offsets derived from the prior day's high-low range, scaled by a coefficient. On Mondays it can also plot levels based on the Monday open, allowing the user to choose whether the…
This Chinese-corn-futures example combines the Chande Momentum Oscillator (CMO) with a short moving average to generate long and short entries. Signals include reversals from overbought or oversold levels, CMO crossings of its signal line, and zero-line…
This strategy describes an hourly DAX breakout approach. It enters long when price crosses above a prior Donchian channel high, with the MACD histogram rising and nonnegative, RSI above a threshold, and price above a moving average. A stop is placed at the…
The article explains trading as the transfer of risk between participants. It distinguishes investors, who buy underlying businesses or assets for long-term value, from traders who trade financial contracts and focus on price. It describes hedging as a way…
The document describes the delivery of historical and current market and blockchain datasets through cloud storage, including data in a format suited to analytical workflows. The described coverage includes decentralized exchange trades and liquidity,…
The strategy first classifies market conditions with a linear-regression slope statistic, treating readings below a stated threshold as a no-trend phase. During that phase, a smoothed stochastic turning upward from a low level triggers a long stop entry…
The document examines how trend following could address the equity risk concentration in conventional target-date funds. Their glide paths reduce stock allocations as retirement approaches, yet the portfolio may remain dominated by equity risk, leaving…
This Rust example configures a live trading bot for the BTCUSDT futures instrument on Bybit and invokes a separate grid-trading routine. It registers instrument precision and market-depth settings, installs an error handler for connection, order, and custom…
A VeighNa community question asks whether contracts can be screened by indicator values and displayed as a list. The reply proposes using the portfolio strategy module to create a strategy instance, subscribe it to a defined range of contracts, and apply the…
This four-hour DAX strategy opens long positions at a specified daily time on weekdays when true range exceeds 25 and a four-period TEMA is above a four-period exponential average. Position size is tied to equity through a reinvestment rule, then multiplied…
This document describes a pivot indicator that can calculate levels from a selected time frame, provided that time frame is higher than the chart’s. It offers an original calculation attributed to Austin Passamonte and an alternate mode that is more oriented…