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 coding example describes a simple Forex robot that places a sell pending order at the upper Bollinger Band and a buy pending order at the lower band. It uses the bands’ central simple moving average as a position-closing level. The shown setup is tied…
This note proposes a Chinese equity screen using three conditions: price amplitude above a threshold, a stock code beginning with 60, and large or extra-large buy orders during the opening auction exceeding a stated combined-volume threshold. It frames the…
This documentation explains how Hyperliquid's time-weighted average price order divides a total order into smaller submissions at intervals based on order size and duration. It gives examples of how a one-hour order and a multi-day order are divided, and…
The article introduces a marketplace model in which exchanges and token issuers fund campaigns that reward participants for supplying crypto market liquidity with market-making bots. Rewards are tied to observable order-book conditions: a spread-based…
The article explains how crypto market makers support trading by placing bids and asks around prevailing prices, seeking to earn the spread while keeping order books populated. It links two-sided quoting with faster execution, narrower spreads, reduced price…
This reference explains an order-rejection event in an execution system. A rejection marks an order as terminal, updates the order and cache, and is published to the message bus for handlers such as a strategy’s rejection callback. The event commonly follows…
This document describes an MQL5 expert advisor intended to manage already-open positions by closing them when profit or loss reaches a user-set threshold expressed as a percentage of account balance. It does not generate entries or determine when to trade,…
The document explains a high-frequency tactic called penny jumping through a limit-order-book example. A large visible bid may signal that an institutional buyer is willing to trade at a particular price. A faster trader can step one tick ahead of that bid,…
OpenTime 2 describes an Expert Advisor that can open positions during two configurable time windows on selected weekdays. Each window has its own allowed direction, stop loss, take profit, and closing-time setting. The EA permits at most one position per…
This document describes how to configure Lumibot’s CCXT broker for KuCoin. KuCoin is not presented as a globally auto-detected credential route, so the guide uses an explicit broker configuration with the exchange identifier and API key, secret, and…
This framework overview explains TqSdk’s component layout and message flow. It describes TqChan as a one-way queue between components and outlines how order messages travel from user code through TqApi and TqAccount to a trading gateway. In the reverse…
This documentation explains how a Freqtrade instance can act as a producer, broadcasting analyzed dataframes and whitelists over a message websocket, while one or more consumer instances reuse that information. The approach lets consumers access indicators…
The document describes a protective expert advisor that monitors account equity and can close open orders and disable automated trading when a configured threshold is reached. It presents two uses: an equity take profit that halts trading after gains reach a…
The article outlines common aims of algorithmic execution: splitting a parent order to follow market volume, reducing market impact, and concealing trading intent. It also presents automation as a way to improve order-entry efficiency and reduce manual…
This guide surveys data services that traders and researchers might use for market quotes, historical bars, and related financial information. It discusses Google Finance, Finnhub, iTick, and Bloomberg, contrasting broad asset coverage, real-time delivery,…
This tutorial explains how the OKCoin spot API’s market orders interpret the amount parameter. It describes a backtest example that estimates a buy quantity from the latest price, then submits a market buy with a cash-denominated amount. The author contrasts…
The article explains how data supports several spot Bitcoin ETF functions: calculating net asset value (NAV) and intraday indicative value, checking reserves, and helping authorized participants trade around price deviations. Because Bitcoin trades…
The document introduces spot trading as buying or selling cryptocurrency at the current market price, where the trader transacts in the asset rather than a futures or options contract. It outlines basic setup: choose an exchange that lists the desired pair,…
This expert advisor generates a directional signal from a selected bar’s open and close: a close above the open indicates a buy, while a close below the open indicates a sell. It evaluates signals only when a new bar appears. A reverse mode can invert the…
This forum exchange weighs tick-level data against minute-bar data for backtesting CTA strategies. One participant notes that a year of tick observations can exceed a computer’s practical capacity, limiting the period available for testing and parameter…
This reference describes a library of fast Fourier transform routines for processing sampled signals. It covers forward and inverse transforms for complex and real-valued data, a combined transform for two real signals, discrete sine and cosine transforms,…
This design document explains how NautilusTrader captures state-changing messages in a durable, ordered event log. Each run has its own sequence numbers, entries, and manifest; the log can be inspected, verified, or replayed to rebuild cache state. Captured…
This document describes a chart indicator that lets a trader place a horizontal trigger line at a chosen price. The line begins inactive; moving it on the chart activates it. When price reaches or crosses the level, the indicator can issue alerts, play a…
This forum thread discusses futures brokers denying or threatening to revoke CTP quantitative trading access because VeighNa's risk controls may not meet newer requirements. A community contributor says an updated risk manager module adds support for the…