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 explains an automatic take-profit and stop-loss feature that attaches predefined exit levels to each newly opened position. The trader can set thresholds using a fixed pip distance, a percentage of account balance, or technical price levels.…
The post asks why a five-minute technical indicator in live trading appears to update three to four seconds after a period ends, even though historical testing updates it at the period boundary. The author reports connecting to OKEX futures from a rented…
The tutorial describes a faster backtesting approach that precomputes fill conditions across intervals, reducing the need to replay every depth update or estimate queue position. It retains feed and order-entry latency but omits order-response latency.…
The report explains how AAVE v2 liquidators repay part of an undercollateralized loan and receive collateral with a protocol bonus. It examines stablecoin debt backed by ETH from 2021 to 2023, relating liquidation activity to ETH price drops and volatility.…
This guide explains how to connect a Hummingbot client to a centralized exchange or a blockchain protocol. Users run the connect command with the connector name, then enter the requested credentials. Exchanges generally ask for API keys, while blockchain…
The document describes an expert advisor that looks for price discrepancies among EURUSD, USDJPY, and EURJPY. It multiplies the ask prices of EURUSD and USDJPY to estimate an implied EURJPY price, then compares that estimate with the direct EURJPY price. A…
This article proposes six checks to run before deploying a strategy that has performed well in historical backtests. It recommends perturbing data with delays, missing observations, and outliers; scanning core parameters for broad regions of acceptable…
This Freqtrade strategy example applies an Almgren–Chriss style execution schedule to position entries and exits. It estimates a parameter called kappa from rolling price variability, candle range, and volume, using it to shape the fraction traded in each…
This commentary describes six measures it says would reshape quantitative trading in China’s A-share market: adding network latency, sharing or relocating trading ports, capping order activity, requiring strategy registration and disclosure, imposing…
This overview explains the main components of a hosted quantitative trading platform: a control center, strategy library, public live-trading pages, simulated trading environment, community, and API documentation. It describes how users can store strategies,…
This podcast recap describes Loop Crypto’s approach to recurring cryptocurrency payments. Because ordinary crypto wallets send funds through user-initiated transactions, collecting subscriptions is less convenient than card-based payment collection. Loop’s…
This document explains how to extend a DSS Bressert semaphore indicator with sound alerts, email messages, and mobile push notifications for buy and sell signals. It describes configurable inputs for selecting the signal bar, enabling each notification…
This document describes an automated price action strategy that compares highs and lows across multiple chart timeframes, then looks for lower-timeframe candle closes that break relevant structure. It illustrates the approach with comparisons among hourly,…
This guide explains what happens when an OctoBot cloud strategy is stopped and how to restart it. Stopping cancels the bot’s outstanding buy and sell orders and prevents it from placing new orders. If the corresponding option is selected, the bot also sells…
This proposed screen selects main-board stocks using an RSI ceiling, a positive daily gain, and a comparison involving the prior session's opening auction price. Eligible stocks are ranked by auction amount, with the highest-ranked names selected for a small…
The document explains an order-canceled event in an execution system: it records an order entering the terminal canceled state, updates the order and cache, and is published to the message bus. Cancellation events may originate from a venue, a simulated…
This documentation explains how to configure multiple bid and ask orders using an order-level count, an amount step, and a spread step. The level count sets the number of orders on each side. The amount parameter increases or decreases the size of each…
This brief description outlines a trading utility for closing positions when a daily profit target or daily loss limit is reached. Its central accounting idea is to combine floating profit or loss on open orders with realized results from closed orders…
This reference explains how Freqtrade handles pair naming, fees, and strategy execution. Spot pairs use a base and quote currency, while futures pair names also identify the settlement currency. Profit calculations include fees: simulations use the…
The document describes an order manager that waits until combined open profit reaches a chosen minimum, then closes the orders if profit retreats by a specified percentage from its peak. Its example uses a minimum profit of 1,000 and a 20% drawdown: a fall…
A brief trading forum exchange asks how to place an order using the remaining available funds rather than a fixed amount, share count, or percentage of total assets. The reply points to the platform’s stock-account available-cash value as the basis for the…
The document describes an expert advisor that manages one manually specified trade in a single symbol. When the main position enters a loss zone, it opens an opposing hedge intended to limit losses while allowing a wider stop on the main trade. It discusses…
The post asks how to reproduce a backtest setting from JoinQuant in another Chinese trading platform. The JoinQuant setting described allows limit orders to fill directly without checking the submitted price or quantity, which the author wants to use when…
The document explains a terminal feature that replays an entire historical trading day. A user chooses a date when launching the replay version of the terminal, then uses the software and its extensions as though operating during that session. Playback can…