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 analyzes a sharp crypto market selloff through price moves, liquidations, open interest, funding, order book depth, imbalance, and spreads. It describes a two-stage explanation: macro events first pushed prices lower, then leveraged positions…
This exchange API guide explains how to lower the quantity of an existing order while retaining its place in the queue at the same price. It compares an in-place amendment with cancel-and-replace: cancel-and-replace creates a new order behind orders already…
The document presents a short-term stock screen that selects shares with current turnover between 3% and 12%, greater volume at the best bid than at the best ask, and previous-day turnover above 8%. It frames turnover as a liquidity and activity measure and…
This document outlines a two-symbol expert advisor that uses moving average conditions on a base instrument to open positions in both that instrument and a designated hedge instrument. Entry conditions are checked only when a new bar appears, while the…
This guide explains deterministic simulation testing for a concurrent trading system. It describes how a seed-controlled runtime can make task scheduling, timer events, random draws, and channel delivery repeatable, allowing a failure to be replayed and…
This introductory note outlines common uses of quantitative investing: systematic analysis, market monitoring, and trade execution. It presents a basic process that moves from obtaining data to developing and backtesting strategies, then carrying them into…
A forum user asks how a strategy trading rebar futures can access the previous daily close of iron ore before the strategy starts, and whether a pre-close field is suitable. The reply recommends using a portfolio strategy module to access data for another…
This retrospective compares two short bot competition runs on the SEI-USDT pair. In the earlier run, a modified single-market liquidity strategy traded on Binance spot and lost money overall, with fees cited as a major factor. The later run used a modified…
This document describes an Expert Advisor that creates a synthetic position in one symbol by opening two component positions. For example, a long EUR/USD exposure can be approximated by buying EUR/GBP and GBP/USD in adjusted lot sizes. The same idea can…
This document describes a MetaTrader utility for monitoring spreads with one sample taken each second. That time-based sampling gives each second equal weight, unlike tick averages that can underrepresent quiet periods when spreads may widen. The panel…
This technical reference describes how deployers configure and operate builder-deployed perpetual markets on Hyperliquid. It covers market and asset registration, oracle updates, funding parameters, margin tables and modes, fee settings, open-interest caps,…
This A-share screen combines MACD above zero, an upward-moving average condition, and turnover between 2% and 9%. The article interprets positive MACD and rising averages as signs of upward direction, while the turnover band is intended to avoid both very…
This short-term A-share screening method looks for stocks with amplitude above 1, a circulating share count no greater than 5.5 billion, and a volume ratio between 1.5 and 6. The article frames these filters as a way to find stocks with meaningful price…
This MQL5 script places a configurable series of pending orders below the current market price. Inputs set the initial gap, spacing, order type, order count, volume, stop loss, and take profit. The order type can be a buy limit or a sell stop, so the grid…
The document presents a workaround for trading across exchanges that do not expose a consistent function for retrieving order precision. It proposes reading ask-side depth and inferring price and amount decimal precision from the values shown there,…
This document describes an automated or manual pair-trading robot that opens positions in two symbols when their correlation meets a configured threshold. It distinguishes pairs, whose charts move similarly, from mirror symbols, whose charts move in opposite…
This forum discussion explains how to update stored bar data in VeighNa after users could no longer import the former database manager interface. Replies point to the current database accessor, which returns the database object. For incremental updates, a…
This document describes an Expert Advisor that trades from signals produced by the Stopreversal indicator. It generates a signal when a colored indicator arrow appears at a bar close, and requires the compiled indicator file to be available in the platform's…
The article compares cryptocurrency transfer and settlement times with conventional international payments and domestic payment systems. It explains that crypto networks use distributed participants to record and verify transactions, and presents examples of…
This short forum exchange addresses intermittent connections between VeighNa version 4.1.0 and CTP. A user says the connection details are identical across attempts, and a reply points to environment-specific operating hours as a possible factor. It further…
This short description presents RoundPrice-Ext as an indicator for confirming potential market-entry signals. It identifies Tartan as the author and notes that the indicator was first implemented in MQL4 and published in 2007. Beyond that, it does not…
This document outlines an expert advisor (EA) template for applying user-defined long and short entry signals while managing open trades. Users supply entry logic through separate signal functions. The template is described as placing one buy or sell order…
This documentation entry directs coding agents to start from complete LumiBot examples for either AI-based or ordinary Python strategies. It describes the strategy lifecycle at a high level: create agents during initialization and invoke them during each…
A trading-system forum discussion concerns orders that receive an order number but immediately show as canceled, even though market data, login, and displayed funds appear available. The response proposes several checks: determine whether pre-trade risk…