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 forum thread discusses futures orders that remain in a submission state when placed through VeighNa, including manual orders and occasional reports from live trading. One suggestion is to check that the contract symbol uses the correct capitalization,…
This integration guide describes a Rust and Python adapter for connecting NautilusTrader to Coinbase Advanced Trade. It covers live market data and order execution for spot products and Coinbase Financial Markets derivatives, including perpetual swaps and…
This ProRealTime indicator translates Stan Weinstein's four-stage market cycle into candle colors using weekly prices and a weekly simple moving average. Stage 1 represents basing, Stage 2 an advance, Stage 3 a topping phase, and Stage 4 a decline. A white…
The document describes a chart indicator intended to help an intraday trader recognize when price action has moved against the original trade plan. It calculates a 10-day average true range on daily data. After an up day, the level is set by subtracting that…
This forum discussion explains why a futures position queried the next day may show a price different from its original entry. In markets that use daily mark-to-market settlement, the exchange settles the day’s profit or loss and the broker’s reported…
This guide explains why futures contracts for the same underlying can have different prices at successive expiries. It defines contango and backwardation and links the price gap to carrying costs such as financing, dividends, or storage. Because a continuous…
The HAN123 strategy builds a reference range from the high and low observed during the first half-hour of the Chinese equity futures session. After that window, it enters long above the range high or short below the range low, reversing an existing position…
The essay frames market price as an observable record of participants’ beliefs and actions, rather than a direct measure of intrinsic value. It distinguishes physical spot markets from financial markets and describes futures prices as the result of a…
This forum exchange explains how to access an in-progress aggregated bar when calculating indicators before a higher-timeframe candle closes. A BarGenerator must first receive lower-timeframe bars through its update method; once initialized, its current…
The document outlines a Bill Williams style trading method built from Alligator lines and five-bar fractals. It describes the Alligator as several smoothed averages of the high-low midpoint, with the slow line used as a reference. A fractal marks a local…
This indicator description explains how to display classic pivot levels, intermediate pivot levels, and Camarilla levels on a chart. Users can draw historical values through indicator buffers, show only the current levels as horizontal lines, or enable both…
This brief indicator description explains how to display each day's highest and lowest prices as two lines on charts with an intraday timeframe. It is intended as a basic example of retrieving bar times, highs, and lows and working with date-time fields in…
This brief forum exchange concerns a user who cannot connect through the CTP trading interface. A respondent suggests that the server may be switched off during the weekend and advises trying again on a trading day. The practical takeaway is to check whether…
The article reviews empirical research comparing commodity futures momentum based on total returns with momentum based on residual, or idiosyncratic, returns after accounting for selected systematic factors. The study forms ranked portfolios across…
This forum exchange concerns a user who could connect to a Rohon simulated trading account through VeighNa Station but received a disconnection error when starting a command-line configuration. A reply initially suggests checking whether the installed Rohon…
This expert advisor enters in the direction of the prevailing trend after price has traversed a specified share of its average daily range. It estimates that range with a 20-bar ATR and uses an 80% threshold by default. The stated stop is the daily high for…
Amberdata announced that it had become an authorized redistributor of CME Group cryptocurrency futures and options market data. The offering covers Bitcoin and Ether instruments and includes tick-level open interest, trades, and ticker information. Data can…
This manual explains a MetaTrader indicator suite that charts several CFTC report families, including standard Commitments of Traders, disaggregated reports, financial futures, index traders, and largest-position data. It describes measures of absolute and…
The document explains how an automated trading system handles spot, margin, and futures modes. Spot trading uses unleveraged long positions, while margin borrows capital and futures trade derivative contracts that may incur funding payments. It distinguishes…
This release overview describes VeighNa 3.9.3 additions for institutional futures and options workflows. A new L-Star interface provides trading connectivity for FOF and MOM products. It is described as similar in use to VeighNa’s CTP interface, while market…
This community post describes a semi-swing strategy for the DAX on a four-hour chart, taking long trades only and aiming to capture brief trends. Entry requires a six-period RSI to cross above 60 while the close is above a 25-period simple moving average.…
This MQL5 example shows how to extend the CExpert class to allow only long positions, only short positions, or both. The subclass overrides the opening and reversal checks: it routes opening decisions to the corresponding long- or short-check method when one…
The document proposes using VeighNa ScriptTrader to detect manual futures trades and submit limit orders to close them at a target offset. It explains that CTA strategies may not receive trade callbacks for orders they did not place, so the proposed…
This indicator identifies and draws support and resistance zones using fractals and the Average True Range. It can calculate zones on a selected timeframe different from the chart timeframe, so a trader can view higher- or lower-timeframe levels alongside…