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 MQL5 library controls when an Expert Advisor processes incoming ticks. At startup it reads or constructs trading-session schedules for each day of the week, supporting up to ten sessions per day. The example creates a session-control object for the…
This document explains OctoBot’s evaluator layer, which computes trading signals and routes them to strategies and trading modes. It distinguishes evaluators triggered by closed candles, forming candles, external social feeds, user scripts, and strategy…
This support post describes a reported failure in an automated XRP withdrawal after a Binance maintenance update. The user received an error indicating an unauthorized IP address, although they said the IP remained on the exchange’s allowlist. The original…
This guide explains a key difference between JavaScript and C++ strategies on the FMZ Quant Trading Platform: how API calls signal failure. In JavaScript, a failed ticker request returns null, so a strategy can test whether the result exists before using it.…
This guide describes operational details for trading Gate.io perpetual futures through the FMZ platform. It explains that contracts are USD-denominated, BTC-settled, and represented as swaps, and notes the platform’s stated contract value. It also covers…
This support thread documents startup and model-browser failures after configuring AI services in VeighNa Station. Users report that an OpenAI-compatible provider failed during model listing, with errors arising when the client parsed the provider response.…
This proposed screen targets mainland Chinese main-board stocks classified in the metaverse industry. It ranks candidates by the day’s opening-auction amount, takes the top five, and requires the current price to be more than 1% above the open. A Python…
This legacy LumiBot guide explains how to connect a trading strategy to Interactive Brokers through Trader Workstation (TWS). It identifies the API settings to enable, including ActiveX and socket clients, and says to turn off read-only access. It…
This forum post raises operational problems encountered after submitting previously successful stock strategies for simulated trading. The author reports that some buy instructions appear a day early and are later marked invalid, that incomplete purchases…
This report summary describes an index-timing model that applies wavelet analysis to filter price series before using a support vector machine to predict direction. It compares daily and weekly data and different model settings for the Shanghai Composite and…
This guide explains a strategy-level indicator accessor for calculating technical indicators using only market data available at the strategy’s current time. It describes built-in single- and multi-column indicators, Fibonacci retracement levels, and custom…
This product description explains an MT5 chart indicator for estimating pip value and position risk. For the current symbol, it displays the pip value of one standard lot in the account’s currency and accommodates different quote precisions and several asset…
The document explains a position-sizing function that estimates lot volume from a chosen percentage of account balance and the distance to a stop loss. Its stated calculation first converts the risk percentage into an account-currency risk amount, then…
A user asks why XTP subscription data in a simulated account appears several hours old and updates only intermittently. The response explains that the XTP simulation environment does not provide live market quotes. This distinction helps clarify why a…
This essay challenges the idea that time in the market reliably produces trading skill. It argues that experience can reinforce poor habits, while trading decisions are better treated as probabilistic choices whose quality depends on having a statistical…
This MQL5 example shows how to extract MACD values over a chosen date range, identify zero-line crossings, and save each signal with its timestamp in a CSV file. A crossing from below zero to zero or above is labeled as a buy signal; a crossing from above…
This document describes a read-only MetaTrader 5 diagnostic for sizing a hypothetical trade to a cash-risk budget. It estimates the loss on one lot between an entry and stop with the terminal’s profit calculator, subtracts a user-entered reserve for costs,…
The strategy ranks CSI 300 constituents by their return over the first three trading days of each month, measured from the first day's open to the third day's close. If the month has at least four trading days, it buys the ten strongest eligible stocks at…
A user asks whether a live script trading connection through CTP can show historical futures and options contract data. The question cites a CTP interface description that says historical data is not provided. A forum reply says that a live interface…
The post asks why a BigQuant strategy raises a parser error near FROM. Its factor expression defines several intraday features, including a bid-ask spread measure, weighted order-book volume imbalance, early-session price movement, and a volume ratio, then…
The discussion explains how a VeighNa CTA strategy can retrieve live long and short position records, inspect their average price, volume, and unrealized profit or loss, and use that information to trigger stop orders. It identifies the position lookup key…
The document explains how to use ThetaData as a historical data source for LumiBot backtests covering stocks and options, as well as other asset types. It supports minute and daily bars directly; hourly bars can be built from minute data. Downloaded data is…
This Expert Advisor variation chooses each initial trade direction randomly, opening either a buy or a sell from a random-number draw. It starts with a configured base lot size, while stop loss and take profit can be disabled. The position-sizing rule…
This post reports a suspected mismatch in BigTrader v35 minute backtests after an ETF share split. The author says the strategy-visible position fields—quantity, cost price, last price, and market value—appeared to retain their pre-split values, while a…