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 shows a Chinese A-share strategy that ranks stocks using market capitalization, float capitalization, and closing price, then selects a small target list. It filters for smaller float capitalization, sufficient listing history, and nonnegative…
This article surveys engineering choices for algorithmic trading systems, including desktop computers versus dedicated or cloud servers, operating-system trade-offs, remote access, and low-latency server placement. It emphasizes resilience: developers should…
This trading script is designed to place a buy stop-limit order using trigger distances measured from the current price. It also sets stop-loss and take-profit distances from the eventual opening price. The listed inputs cover the money-management ratio, the…
The document outlines a MetaTrader Expert Advisor approach for managing open positions on the current symbol. On each tick, it checks whether a position has reached configured profit or loss thresholds and closes it when either threshold is met. If neither…
The document describes a chart utility for inspecting the buffer outputs of custom trading indicators. A user specifies an installed indicator and the number of buffers to trace; moving a vertical line across the chart changes the bar being examined and…
The document describes a chart indicator that marks when a chosen clock time is reached, across candles and chart time frames. It is intended for traders who want to identify a specific time during a market session or another time zone, such as a planned…
This document describes an alert layer for the Volatility2Step indicator. When the indicator crosses a user-defined trigger level, the program can issue notifications. Inputs let a trader set the threshold, choose which bar to evaluate, set the number of…
This guide explains how an execution system applies order events, interprets command outcomes, retries requests, persists state, and reconciles local orders with venue reports. It distinguishes definitive local failures, confirmed venue results, and unknown…
This guide explains how to connect Hummingbot to Injective Helix for spot or perpetual trading, with a focus on delegated accounts. It describes separating a portfolio wallet that holds funds from a trading wallet that receives authority to trade those…
This overview of a Chinese securities firm’s research describes a shared AI platform for financial data, model development, GPU computing, backtesting, performance analysis, and deployment. It also discusses deep reinforcement learning for stock selection…
This technical reference explains how a synthetic instrument represents a locally calculated price derived from other instruments. Formulas can express averages, spreads, baskets, or ratios; the instrument is assigned a synthetic venue and uses specified…
The VKW_Bands_Modify indicator is described as a timing aid for placing pending orders. It draws a channel using thick pink and light green boundary lines, alongside a fast blue line from the METRO indicator. The proposed setup occurs when that fast line…
This post describes adapting VeighNa to use the GoldMiner market data service as a source of historical bars. It outlines the author's account of the free tier's available history, then highlights integration details: mapping bar intervals, reversing the…
A trader reports that a VeighNa RiskManager configured with very low limits still allowed repeated large buy orders to execute in a SimNow simulation. The reported behavior raises a practical question about how risk controls interact with the platform’s…
This article explains how to combine centralized exchange market data with blockchain data through multiple Model Context Protocol servers. Exchange tools provide prices, candles, and order books; on-chain tools can reveal transfers, holders, decentralized…
This overview describes research on forecasting and trading commodity spreads, including gasoline crack, soybean-oil crush, and corn-ethanol crush spreads. It explains why spreads can be less exposed to market-wide information shocks and speculative bubbles…
This document describes a one-minute EUR/USD scalping example built around virtual pending orders. A library simulates buy-stop and sell-stop orders, including stop-limit variants, by checking whether price or an indicator crosses specified thresholds.…
This guide explains how to create market, limit, stop-loss, and trailing-market orders with OctoBot Script. It describes order sizing for spot and futures trading, including fixed asset amounts, percentages of portfolio value, and percentages of available…
This MetaTrader 5 Expert Advisor is a position-management utility for traders who enter trades manually. It does not create entry signals or open positions. For buys, it places an initial stop beyond a recent swing low; for sells, beyond a recent swing high.…
This forum exchange discusses how to identify opening executions in VeighNa when an order is sent in lock mode. In that mode, a closing action may be represented as an opposite-direction opening trade, so checking the trade’s offset in the trade callback may…
Aegis Quantum Lite is described as an educational MetaTrader 5 expert advisor using completed-candle signals. It opens a buy when the fast exponential moving average is above the slow average and RSI exceeds its configured buy threshold; a sell uses the…
The request specifies a stock factor backtest using a named factor table and factor. Factor values should be converted to ranks, with smaller values preferred. The intended universe is the CSI 1000, excluding Beijing Stock Exchange listings and ST-designated…
This document explains a chart indicator that displays the direction of a trend or a potential deal signal generated by a separate trend-arrow indicator. It distinguishes continuation from a change in trend: continuation appears as a horizontal…
The document explains an expert advisor approach for managing stop loss, take profit, and trailing exits locally on a trader’s computer. Because the stop orders are virtual, they are not sent to the broker. The article also says the system ignores broker…