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 short forum exchange addresses whether users can add their own trading strategies to the VeighNa community edition. A user with little programming experience asks how to implement a strategy already used by a friend. The reply says custom development is…
This forum post raises implementation questions about historical data warm-up in VeighNa portfolio strategies. The author considers a strategy whose longest signal period is 20 days and asks whether an ArrayManager size of 25 is sufficient, and whether that…
This Chinese equity screening idea requires a stock to belong to the metaverse theme, show positive net buying by major participants during the opening auction, and have prior-day auction turnover above 0.26. The rationale is to combine a market-theme filter…
The document presents a fee-model design for a trading system, with fees calculated from an order’s execution details. Common fees distinguish maker orders, which add liquidity, from taker orders, which remove it. The fee amount can be proportional to…
This document describes a read-only MetaTrader 5 script that records terminal, account-mode, symbol, and trading-environment settings. Traders and developers can use its structured report to compare a functioning setup with one where an Expert Advisor is…
This article surveys six implementation choices that shape equity factor strategies: selecting proxy measures, constructing portfolios, combining factors, allocating among them, trading, and managing risk. It argues that one factor can be represented by…
This conference recap describes several developments in digital asset markets: valuing tokens against underlying revenue and rights, crypto-native venues affecting traditional markets, software agents transacting autonomously, and institutions connecting…
This tutorial explains how to add reusable template libraries to trading strategies and use a cryptocurrency spot-trading library. It demonstrates calling library buy and sell functions from interactive controls, while the template handles details such as…
This expert advisor trades within a configured time interval and uses the highest and lowest prices observed over a chosen number of bars as breakout levels. According to the description, a break below the low triggers a buy, while a break above the high…
The proposed Chinese equity screen focuses on stocks classified in the metaverse sector. It ranks them by the day’s auction amount, keeps the top five, and requires the prior day’s main-fund-flow measure to be positive. The post presents this as a way to…
This expert advisor is built on the idea that price crossing a moving average and traveling a specified distance may continue in that direction. It places Buy Stop and Sell Stop pending orders, then updates their distance from a long-period moving average at…
This documentation explains how to run a TqSdk strategy over historical data without changing its core logic, and how to retrieve trade logs and account statistics when the simulation ends. It describes catching a backtest-finished event, accessing summary…
The example outlines a limit-order market-making loop. It computes a midpoint from the best bid and ask, adjusts a reservation price using a forecast and an inventory-related risk term, then places bid and ask quotes around that price. It rounds quotes to…
This document explains a MetaTrader indicator for monitoring three price conditions: a rise above a chosen level, a fall below a chosen level, or a touch at an exact level. It maps those conditions to separate chart lines and offers popup, email, and mobile…
This document outlines an automated system that places pending buy and sell orders at intervals above and below the current market price. The grid is intended to capture price oscillations in either direction. It supports stop orders, which can enter on a…
This document describes an expert advisor that closes open trades and pending orders when account-equity thresholds for profit or loss are reached. The thresholds are stated in account currency: a profit target should be above current equity, while a loss…
This expert advisor defines a daily price range over a configurable sliding window, excluding the current bar. The range can be calculated as the highest high minus the lowest low, or as the mean absolute change between consecutive closes. It recalculates…
This overview explains controllers as reusable, configurable components in Hummingbot Strategy V2. A controller receives market data such as order books, trades, and candles, then emits actions that direct a parent script to create or stop executors.…
This Chinese-language event listing outlines a dynamic trading approach for timing exchange-traded funds. It identifies three components: selecting a pool of highly liquid ETFs, ranking candidates with multiple momentum dimensions, and adjusting the approach…
The article outlines ways decentralized finance and smart contracts could alter financial institutions beyond offering new digital asset exposure. It describes decentralized data storage as a possible way to reduce reliance on centralized data centers, and…
The document describes a short-term forex approach that opens a position around the transition between trading days, following the direction indicated by the previous day’s candle. It also discusses a script designed to collect statistics on whether a price…
This guide explains how a trading platform can connect to Ethereum and TRON through Web3 exchange objects and use RPC calls and smart contract methods. It covers node and key configuration, ABI registration, wallet and token queries, transfers, allowances,…
This short indicator description says that the display reports the spread, its exponential moving average, its maximum and minimum, and market speed measured as ticks per second. A version identified as 1.01 uses a normal average instead of a moving average.…
This five-minute DAX strategy defines an opening range from the high and low recorded during the first trading hour. It sets long and short breakout levels one opening-range width beyond the corresponding extreme, using a configurable multiplier. During the…