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 document describes a configurable backtest strategy for several TheStrat price-action patterns. It classifies bars as inside, outside, two-up, or two-down, then tests selected continuation and reversal combinations, including 2-1-2, 3-1-2, 3-2-2, 1-2-2,…
This short trading-log excerpt shows a close signal appearing even though the position was reportedly still open. The accompanying note says a close at 19:21 was manual. Earlier entries show repeated buy orders rejected by Binance futures with an…
This document describes John Ehlers’ decycler oscillator and a paired-line trading interpretation. The construction uses a high-pass filter to remove faster components from price, then derives an oscillator intended to retain slower movement with little lag.…
This VeighNa CTA example implements a two-sided grid that begins with equal long and short positions after its bar manager has initialized. It checks each completed 15-minute bar against a moving reference price, using a fixed distance between grid levels.…
This documentation page catalogs Freqtrade features and settings that have been deprecated or removed, then explains migration implications for strategies and stored market data. It covers command-line options, pairlist configuration, strategy interfaces,…
A trader asks why positions disappeared from a trading interface after restarting a CTA strategy, despite earlier opening both long and short positions. The discussion distinguishes the strategy’s locally stored logical position from the account’s actual…
The document outlines a daily trend-following strategy for commodity futures based on Bollinger bands. It enters long when price breaks above the upper band and short when price breaks below the lower band, then exits when price crosses back through the…
The forum exchange addresses how to retrieve an account’s past orders and trades through the CTP interface, with the goal of tracking profit and loss by instrument. It does not describe a built-in history-specific endpoint in detail; instead, a reply points…
This brief forum exchange asks whether VeighNa’s OffsetConverter, which splits futures orders by opening, closing, and closing-today offsets, also affects stock orders. The questioner notes that the order management engine appears to update the converter…
The document defines an instrument close event as a record of a closing or settlement price associated with an instrument and venue. It distinguishes ordinary end-of-session closes from closes triggered by the expiration of a dated contract. Required data…
This introductory article maps the work involved in taking a quantitative CTA idea into live futures trading. Its five stages are to define executable rules, prepare suitable historical data, translate the rules into code, validate the strategy, and handle…
The article defines CTA strategies as professionally managed approaches focused mainly on futures, with possible options exposure, and sketches their development in overseas and Chinese markets. It describes the shift of Chinese CTA activity toward commodity…
This brief description presents a MetaTrader 4 pivot-point indicator with several calculation conventions, including Standard or Floor, Fibonacci, Camarilla, Woodie, Traditional, Demark, and Classic. It says the tool can display historical and future pivot…
These release notes describe changes to a quantitative trading and research platform. Pipeline additions include grouped ranking, filters that test conditions across lookback windows, and several technical factors such as Aroon, fast stochastic, Ichimoku,…
This example describes a daily futures strategy using the Vortex Indicator to identify directional crossovers. It calculates positive and negative vortex movement relative to rolling true range, then opens a long position when the positive line crosses above…
This document presents a long-only DAX strategy intended for three-minute bars. It enters when the two-period exponential moving average crosses above the four-period average, provided the 20-period average is above the 75-period average and price is above…
Dual Thrust is a breakout method that sets daily entry thresholds from recent price extremes. It calculates the highest high and close, and the lowest low and close over a lookback window, then takes the larger of two cross-range measurements. Multiplying…
This educational MetaTrader 5 strategy trades continuation after a qualifying gap between the prior Nikkei 225 cash-session close and the new session open. It builds an opening range from one-minute bars, calculates session VWAP, and considers a long after…
A VeighNa community question concerns orders that appear canceled during CTP penetration testing, while the logs omit the error code. The reply recommends printing the data returned by the gateway's order insertion response and order return callbacks.…
The article explains calendar spread trading as taking positions on price differences between futures contracts for the same commodity but different delivery months. It groups potential spread drivers into supply conditions, capital flows and position…
A brief Chinese-language forum exchange asks whether a futures main continuous contract has a standard contract code or whether users must combine the data themselves. The reply says live trading gateways do not provide such a continuous contract, while some…
This forum answer explains a workflow limitation when calculating factors for intraday futures data in BigQuant. It says the platform’s basic feature-extraction module supports stocks, while futures factor calculations require extracting market data through…
This document describes a DAX strategy on hourly bars that uses separate exponential moving average pairs for long and short trades. A 60-period average crossing above a 200-period average opens a long position, while the reverse cross exits it. For shorts,…
This intraday breakout strategy defines a range from 09:00 to 09:30 and applies it to the DAX on a 15-minute timeframe. It places buy-stop and sell-short-stop orders at the range high and low, respectively, during the subsequent session. The stop loss is set…