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 short VeighNa community exchange discusses sources for international futures market data. One participant says their current provider, RQData, does not appear to offer international data and expresses a similar uncertainty about TqSdk. Another suggests…
This market snapshot reviews crypto developments around Bitcoin’s reported all-time high and the passage of the GENIUS Act, alongside ETF flows, corporate treasury activity, futures open interest, long-short ratios, and funding rates. It describes a market…
This proposed breakout strategy enters long after a bullish candle closes above the prior eight-bar high, or short after a bearish candle closes below the prior eight-bar low. In either direction, the candle’s body must exceed the 24-period average true…
The document presents an intraday CAC 40 strategy built around trend filters across several timeframes, from seconds to tens of minutes. It calculates position size from capital and price, then uses one-minute ATR crossovers to trigger long entries when a…
This forum discussion documents practical issues encountered while setting up CTPTEST simulation access in VeighNa. Participants explain that the test interface package was still being ported for a newer station release and suggest installing it manually. A…
This report overview argues that commodity price forecasts should combine fundamental and technical analysis. It groups actively traded Chinese commodity futures into five broad sectors—ferrous materials, chemicals, agriculture, nonferrous metals, and…
The discussion describes a target-position CTA strategy that enters when a bar's high exceeds a breakout level and exits when its low falls below a stop. When both conditions occur within one bar, the strategy can enter, stop out, and then re-enter because…
The document raises a practical CTA development question: how to obtain trading-session information for individual futures contracts. It provides a sample `trading_time` value with separate daytime and nighttime periods, represented as start and end times in…
The document presents a rules-based rebound strategy for the CAC 40, tested on 30-minute bars. It looks for long and short entries near Fibonacci retracement levels, using a weekly VWAP comparison to define trend conditions and Williams %R as confirmation.…
This document is a broad C++ API example for an algorithmic trading platform. It demonstrates retrieving ticker, order book, account, position, and bar data; checking returned objects for validity; and making concurrent market data requests with optional…
This is a long-only reversal strategy described for the DAX or GER30 on an hourly chart. It calculates a lower band from a 100-period moving average minus one 10-period standard deviation. A position is opened when price falls below 97.5% of that band, RSI…
This brief forum exchange raises a practical question about using daily historical bars in live trading when a user has no minute-level history. A respondent asks whether the goal is to load historical daily bars during strategy initialization to calculate…
This Python module provides diagnostics and configuration helpers for a systematic trading system. It compares each rule’s capped forecasts and each instrument’s combined forecasts with a target average forecast magnitude, ranking the largest discrepancies…
This brief forum exchange answers how to fill in the vt_symbol field when adding a strategy in VeighNa. The reply gives two examples of the required convention: a futures contract identifier paired with its futures exchange suffix, and a stock code paired…
A VeighNa community discussion addresses why a custom strategy does not appear in the CTP backtesting module’s strategy selector. The reply advises placing a strategies folder in the application’s startup directory, which is usually the user directory, and…
This guide explains how to split one live futures account into multiple locally managed strategy accounts with TqSdk. Each strategy account keeps its trading data separate across sessions, allowing positions, orders, funds, and profit and loss to be viewed…
The script describes a daily gold-futures strategy using the Commodity Channel Index (CCI) with a 10-period lookback and thresholds at 100 and -100. It enters long when CCI moves back from below the lower threshold into the middle zone, and enters short when…
This technical reference describes an OKX integration for market data and order execution across spot, margin, perpetual swaps, dated futures, options, spreads, and event contracts. It outlines the adapter's data and execution components, instrument loading…
The document describes an intraday trend strategy for Chinese equity index futures, based on a reported persistent opening momentum effect. It defines a bullish sequence as rising opening, low, and closing prices across bars, and a bearish sequence as…
The strategy takes a directional position based on the first five-minute bar after the DAX market opens: it buys after an upward bar and sells short after a downward bar. The description specifies a mini DAX contract, a one-point spread, a five-minute…
This document describes a long-only trend-following setup for the DAX40 on a 30-minute chart. It checks whether the close is above a short exponential moving average, then enters at a specified late-lunch time in the Europe/Berlin time zone. The position is…
The document summarizes how to work with FTX’s spot, futures, and options interfaces. It advises keeping spot and futures as separate exchange objects even though they use a common API key. It describes futures as USD-denominated and settled, with deposited…
This tutorial explains two ways to run a strategy across multiple instruments with different parameters, using a dual moving-average crossover as its example. One approach launches a separate process for each instance, passing the symbol and moving-average…
The document explains how forced liquidations work in leveraged crypto trading, distinguishing partial closures from full position closures. It illustrates leverage with a Bitcoin futures example and shows how an adverse price move can reduce a trader’s…